Rob's Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rob's Portfolio, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Oct 19, 2020, corresponding to the inception date of JAAA
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Rob's Portfolio | -6.93% | -4.96% | -7.16% | 5.76% | N/A | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | -9.91% | -6.69% | -9.41% | 7.70% | 15.84% | 11.57% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -7.60% | -10.14% | 3.31% | 13.77% | 10.24% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 0.49% | -3.09% | -4.59% | 11.04% | 13.82% | 4.00% |
FLRT Pacific Global Senior Loan ETF | -0.58% | -1.13% | 0.91% | 5.28% | 6.63% | 5.10% |
FLBL Franklin Liberty Senior Loan ETF | -1.23% | -1.13% | 0.39% | 4.55% | 6.27% | N/A |
IYW iShares U.S. Technology ETF | -17.63% | -10.19% | -15.30% | 5.50% | 20.07% | 18.01% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | -4.85% | -3.44% | -9.76% | -1.75% | 13.65% | 3.34% |
VCLT Vanguard Long-Term Corporate Bond ETF | -0.39% | -3.04% | -4.39% | 4.13% | -2.56% | 1.83% |
XLRE Real Estate Select Sector SPDR Fund | 0.09% | -1.93% | -8.03% | 16.65% | 7.88% | N/A |
JAAA Janus Henderson AAA CLO ETF | 0.50% | -0.06% | 1.91% | 5.39% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Rob's Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.76% | -0.45% | -3.37% | -3.98% | -6.93% | ||||||||
| 2024 | 0.66% | 2.67% | 1.91% | -2.50% | 3.69% | 3.09% | 0.63% | 1.61% | 1.83% | -0.75% | 3.06% | -1.44% | 15.23% |
| 2023 | 5.42% | -1.37% | 2.94% | 0.72% | 1.68% | 4.16% | 3.22% | -0.93% | -2.76% | -1.54% | 6.92% | 3.95% | 24.23% |
| 2022 | -3.53% | -2.53% | 1.57% | -5.35% | -1.17% | -5.65% | 5.06% | -2.29% | -7.02% | 3.10% | 5.20% | -3.09% | -15.42% |
| 2021 | 0.03% | 2.01% | 2.02% | 2.96% | 0.70% | 2.17% | 1.36% | 2.09% | -2.92% | 3.80% | -0.02% | 2.72% | 18.09% |
| 2020 | -2.67% | 7.04% | 2.67% | 6.97% |
Expense Ratio
Rob's Portfolio has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Rob's Portfolio is 53, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.31 | 0.57 | 1.08 | 0.31 | 1.41 |
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
EDIV SPDR S&P Emerging Markets Dividend ETF | 0.93 | 1.36 | 1.19 | 0.93 | 2.54 |
FLRT Pacific Global Senior Loan ETF | 1.82 | 2.27 | 1.61 | 1.83 | 10.99 |
FLBL Franklin Liberty Senior Loan ETF | 1.15 | 1.58 | 1.35 | 1.12 | 7.71 |
IYW iShares U.S. Technology ETF | 0.01 | 0.21 | 1.03 | 0.01 | 0.02 |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | -0.08 | 0.01 | 1.00 | -0.06 | -0.20 |
VCLT Vanguard Long-Term Corporate Bond ETF | 0.43 | 0.66 | 1.08 | 0.20 | 1.12 |
XLRE Real Estate Select Sector SPDR Fund | 0.90 | 1.31 | 1.17 | 0.63 | 3.23 |
JAAA Janus Henderson AAA CLO ETF | 3.19 | 4.03 | 2.25 | 3.79 | 26.75 |
Dividends
Dividend yield
Rob's Portfolio provided a 4.19% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.19% | 4.16% | 4.24% | 2.99% | 2.03% | 1.91% | 2.13% | 2.07% | 1.56% | 1.85% | 1.74% | 1.26% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.46% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.26% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.93% | 5.33% | 4.84% |
FLRT Pacific Global Senior Loan ETF | 7.93% | 7.93% | 8.40% | 5.81% | 3.16% | 3.52% | 4.30% | 3.95% | 3.20% | 3.38% | 3.21% | 0.00% |
FLBL Franklin Liberty Senior Loan ETF | 7.71% | 8.05% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.20% | 0.00% | 0.00% | 0.00% | 0.00% |
IYW iShares U.S. Technology ETF | 0.25% | 0.21% | 0.53% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% |
EEMS iShares MSCI Emerging Markets Small-Cap ETF | 2.73% | 2.60% | 2.69% | 0.89% | 3.56% | 2.14% | 2.64% | 3.06% | 2.47% | 2.51% | 2.33% | 2.67% |
VCLT Vanguard Long-Term Corporate Bond ETF | 5.36% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% |
XLRE Real Estate Select Sector SPDR Fund | 3.45% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
JAAA Janus Henderson AAA CLO ETF | 6.13% | 6.35% | 6.11% | 2.77% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Rob's Portfolio. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Rob's Portfolio was 20.52%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Rob's Portfolio drawdown is 7.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.52% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -13.27% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -6.2% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -3.75% | Mar 22, 2024 | 20 | Apr 19, 2024 | 16 | May 13, 2024 | 36 |
| -3.47% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility
Volatility Chart
The current Rob's Portfolio volatility is 9.01%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| JAAA | VCLT | FLRT | FLBL | EDIV | XLRE | SCHD | IYW | EEMS | IVV | |
|---|---|---|---|---|---|---|---|---|---|---|
| JAAA | 1.00 | 0.02 | 0.19 | 0.13 | 0.08 | 0.09 | 0.09 | 0.06 | 0.09 | 0.09 |
| VCLT | 0.02 | 1.00 | 0.18 | 0.19 | 0.19 | 0.38 | 0.21 | 0.27 | 0.25 | 0.28 |
| FLRT | 0.19 | 0.18 | 1.00 | 0.35 | 0.22 | 0.22 | 0.25 | 0.22 | 0.25 | 0.27 |
| FLBL | 0.13 | 0.19 | 0.35 | 1.00 | 0.33 | 0.34 | 0.38 | 0.43 | 0.41 | 0.47 |
| EDIV | 0.08 | 0.19 | 0.22 | 0.33 | 1.00 | 0.38 | 0.46 | 0.46 | 0.76 | 0.52 |
| XLRE | 0.09 | 0.38 | 0.22 | 0.34 | 0.38 | 1.00 | 0.67 | 0.45 | 0.45 | 0.63 |
| SCHD | 0.09 | 0.21 | 0.25 | 0.38 | 0.46 | 0.67 | 1.00 | 0.50 | 0.52 | 0.76 |
| IYW | 0.06 | 0.27 | 0.22 | 0.43 | 0.46 | 0.45 | 0.50 | 1.00 | 0.60 | 0.90 |
| EEMS | 0.09 | 0.25 | 0.25 | 0.41 | 0.76 | 0.45 | 0.52 | 0.60 | 1.00 | 0.65 |
| IVV | 0.09 | 0.28 | 0.27 | 0.47 | 0.52 | 0.63 | 0.76 | 0.90 | 0.65 | 1.00 |