CONSERVATIVO 45/55
ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in CONSERVATIVO 45/55, 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 Quarterly
Returns
As of Sep 23, 2023, the CONSERVATIVO 45/55 returned 5.58% Year-To-Date and 6.32% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 10.56% |
| CONSERVATIVO 45/55 | -0.54% | 3.10% | 5.58% | 10.76% | 5.66% | 6.32% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | -1.13% | 9.61% | 13.86% | 18.90% | 10.03% | 12.53% |
SCHD Schwab US Dividend Equity ETF | -1.48% | 2.48% | -3.10% | 8.53% | 9.64% | 11.54% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | -1.92% | -0.40% | 7.04% | 25.57% | 6.04% | 7.59% |
FBND Fidelity Total Bond ETF | -0.63% | -2.44% | 0.77% | 1.97% | 1.24% | 1.04% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 0.09% | -0.06% | 2.05% | 3.73% | 2.93% | 1.90% |
BKLN Invesco Senior Loan ETF | 1.29% | 7.82% | 9.32% | 12.31% | 3.04% | 3.23% |
ICSH iShares Ultra Short-Term Bond ETF | 0.45% | 2.08% | 3.27% | 4.39% | 1.97% | 1.87% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ICSH | FBND | BSCQ | BKLN | SCHD | DNL | IVV | |
|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.26 | 0.22 | 0.04 | 0.02 | 0.05 | 0.03 |
| FBND | 0.26 | 1.00 | 0.74 | 0.12 | 0.03 | 0.14 | 0.08 |
| BSCQ | 0.22 | 0.74 | 1.00 | 0.16 | 0.08 | 0.17 | 0.11 |
| BKLN | 0.04 | 0.12 | 0.16 | 1.00 | 0.51 | 0.53 | 0.56 |
| SCHD | 0.02 | 0.03 | 0.08 | 0.51 | 1.00 | 0.66 | 0.84 |
| DNL | 0.05 | 0.14 | 0.17 | 0.53 | 0.66 | 1.00 | 0.76 |
| IVV | 0.03 | 0.08 | 0.11 | 0.56 | 0.84 | 0.76 | 1.00 |
Dividend yield
CONSERVATIVO 45/55 granted a 3.64% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CONSERVATIVO 45/55 | 3.64% | 2.98% | 1.84% | 2.79% | 3.11% | 3.29% | 2.75% | 2.76% | 2.74% | 2.01% | 1.84% | 2.16% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.52% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 2.87% | 4.88% | 1.46% | 1.90% | 2.12% | 2.87% | 2.14% | 2.95% | 2.39% | 2.90% | 2.88% | 3.48% |
FBND Fidelity Total Bond ETF | 4.19% | 3.16% | 1.97% | 4.58% | 3.27% | 3.39% | 3.05% | 3.48% | 4.12% | 0.85% | 0.00% | 0.00% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 3.45% | 2.61% | 2.00% | 2.60% | 3.51% | 3.78% | 3.43% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% |
BKLN Invesco Senior Loan ETF | 8.45% | 5.27% | 3.48% | 4.11% | 5.81% | 5.68% | 4.60% | 6.17% | 5.87% | 6.10% | 6.79% | 7.75% |
ICSH iShares Ultra Short-Term Bond ETF | 4.05% | 1.70% | 0.44% | 1.27% | 2.77% | 2.39% | 1.52% | 1.00% | 0.61% | 0.52% | 0.00% | 0.00% |
Expense Ratio
The CONSERVATIVO 45/55 has a high expense ratio of 0.23%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.92 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 | ||||
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.12 | ||||
FBND Fidelity Total Bond ETF | 0.10 | ||||
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 0.59 | ||||
BKLN Invesco Senior Loan ETF | 1.92 | ||||
ICSH iShares Ultra Short-Term Bond ETF | 6.35 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the CONSERVATIVO 45/55. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the CONSERVATIVO 45/55 is 20.68%, recorded on Mar 23, 2020. It took 53 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -16.38% | Dec 30, 2021 | 200 | Oct 14, 2022 | — | — | — |
| -8.83% | Sep 21, 2018 | 65 | Dec 24, 2018 | 42 | Feb 26, 2019 | 107 |
| -5.17% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -4.11% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility Chart
The current CONSERVATIVO 45/55 volatility is 1.71%, 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.