CONSERVATIVO 45/55
ETF
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 16, 2016, corresponding to the inception date of BSCQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| CONSERVATIVO 45/55 | 9.90% | -0.41% | 8.01% | 20.02% | 7.39% | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 23.62% | 1.83% | 16.68% | 42.02% | 15.81% | 13.25% |
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 4.30% | -4.67% | 2.36% | 19.53% | 7.27% | 6.46% |
FBND Fidelity Total Bond ETF | 2.89% | -2.37% | 5.86% | 11.84% | 1.00% | 2.29% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 4.17% | -0.37% | 4.03% | 7.92% | 1.81% | N/A |
BKLN Invesco Senior Loan ETF | 6.62% | 1.02% | 4.42% | 10.18% | 4.48% | 3.52% |
ICSH iShares Ultra Short-Term Bond ETF | 4.73% | 0.29% | 3.05% | 6.07% | 2.66% | 2.40% |
Monthly Returns
The table below presents the monthly returns of CONSERVATIVO 45/55, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.32% | 1.69% | 2.07% | -2.28% | 2.53% | 1.27% | 1.74% | 1.61% | 1.04% | 9.90% | |||
| 2023 | 4.20% | -2.24% | 2.17% | 0.82% | -1.00% | 2.96% | 1.63% | -0.85% | -2.59% | -1.58% | 5.22% | 3.63% | 12.66% |
| 2022 | -2.86% | -1.68% | 0.37% | -4.72% | 0.69% | -5.08% | 4.70% | -2.89% | -5.68% | 3.73% | 5.03% | -2.30% | -10.90% |
| 2021 | -0.55% | 0.98% | 1.93% | 2.24% | 1.04% | 0.77% | 1.10% | 1.21% | -2.38% | 2.47% | -0.73% | 2.69% | 11.23% |
| 2020 | 0.27% | -3.55% | -7.34% | 6.99% | 3.25% | 1.16% | 3.29% | 2.70% | -1.44% | -1.00% | 5.79% | 2.35% | 12.24% |
| 2019 | 4.60% | 1.72% | 1.61% | 2.07% | -2.58% | 3.76% | 0.86% | 0.05% | 1.00% | 1.28% | 1.58% | 1.98% | 19.28% |
| 2018 | 2.03% | -2.54% | -0.53% | -0.41% | 0.95% | 0.12% | 2.02% | 1.21% | 0.08% | -3.53% | 0.72% | -3.27% | -3.30% |
| 2017 | 0.88% | 1.94% | 0.23% | 0.96% | 1.23% | 0.19% | 1.32% | 0.61% | 0.83% | 1.34% | 1.15% | 0.98% | 12.29% |
| 2016 | 1.08% | -1.19% | -0.19% | 1.32% | 1.00% |
Expense Ratio
CONSERVATIVO 45/55 has an expense ratio of 0.23%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of CONSERVATIVO 45/55 is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | 3.62 | 4.78 | 1.68 | 4.14 | 23.83 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.49 | 2.13 | 1.27 | 1.01 | 6.93 |
FBND Fidelity Total Bond ETF | 1.81 | 2.67 | 1.33 | 0.75 | 8.26 |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 3.57 | 6.00 | 1.82 | 0.97 | 32.02 |
BKLN Invesco Senior Loan ETF | 4.38 | 6.83 | 2.22 | 6.21 | 52.63 |
ICSH iShares Ultra Short-Term Bond ETF | 14.22 | 41.64 | 9.90 | 87.56 | 607.97 |
Dividends
Dividend yield
CONSERVATIVO 45/55 provided a 3.70% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CONSERVATIVO 45/55 | 3.70% | 3.61% | 2.89% | 1.73% | 2.58% | 2.79% | 2.87% | 2.32% | 2.25% | 2.18% | 1.54% | 1.37% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DNL WisdomTree Global ex-U.S. Quality Dividend Growth Fund | 1.87% | 1.81% | 4.82% | 1.38% | 1.76% | 1.93% | 2.55% | 1.86% | 2.51% | 1.98% | 2.37% | 2.30% |
FBND Fidelity Total Bond ETF | 4.25% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% | 0.66% | 0.00% |
BSCQ Invesco BulletShares 2026 Corporate Bond ETF | 3.97% | 3.53% | 2.54% | 1.90% | 2.42% | 3.19% | 3.32% | 2.92% | 0.69% | 0.00% | 0.00% | 0.00% |
BKLN Invesco Senior Loan ETF | 8.71% | 8.59% | 4.93% | 3.11% | 3.56% | 4.84% | 4.52% | 3.50% | 4.54% | 4.12% | 4.12% | 4.40% |
ICSH iShares Ultra Short-Term Bond ETF | 5.28% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% | 0.46% | 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 CONSERVATIVO 45/55. 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 CONSERVATIVO 45/55 was 20.68%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current CONSERVATIVO 45/55 drawdown is 0.78%.
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 | 300 | Dec 26, 2023 | 500 |
| -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
Volatility Chart
The current CONSERVATIVO 45/55 volatility is 1.12%, 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
| ICSH | FBND | BSCQ | BKLN | SCHD | DNL | IVV | |
|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.30 | 0.25 | 0.05 | 0.03 | 0.07 | 0.05 |
| FBND | 0.30 | 1.00 | 0.73 | 0.14 | 0.06 | 0.17 | 0.11 |
| BSCQ | 0.25 | 0.73 | 1.00 | 0.16 | 0.08 | 0.17 | 0.12 |
| BKLN | 0.05 | 0.14 | 0.16 | 1.00 | 0.51 | 0.53 | 0.56 |
| SCHD | 0.03 | 0.06 | 0.08 | 0.51 | 1.00 | 0.65 | 0.82 |
| DNL | 0.07 | 0.17 | 0.17 | 0.53 | 0.65 | 1.00 | 0.76 |
| IVV | 0.05 | 0.11 | 0.12 | 0.56 | 0.82 | 0.76 | 1.00 |