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BILANCIATO ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AGG 40%SHY 10%VTI 35%VXUS 15%BondBondEquityEquity
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market

40%

SHY
iShares 1-3 Year Treasury Bond ETF
Government Bonds

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

35%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BILANCIATO ETF, 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


100.00%150.00%200.00%250.00%300.00%350.00%FebruaryMarchAprilMayJuneJuly
132.56%
335.29%
BILANCIATO ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of Jul 22, 2024, the BILANCIATO ETF returned 6.65% Year-To-Date and 5.86% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
BILANCIATO ETF6.63%1.07%7.00%10.90%6.24%5.87%
VTI
Vanguard Total Stock Market ETF
15.07%1.38%13.26%21.58%13.92%12.24%
VXUS
Vanguard Total International Stock ETF
6.89%1.95%9.75%9.92%6.25%4.17%
AGG
iShares Core U.S. Aggregate Bond ETF
0.56%0.56%1.88%3.77%-0.02%1.45%
SHY
iShares 1-3 Year Treasury Bond ETF
1.77%0.68%1.74%4.77%1.05%1.07%

Monthly Returns

The table below presents the monthly returns of BILANCIATO ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.10%1.67%2.05%-2.90%2.99%1.37%6.63%
20235.13%-2.64%2.59%0.91%-0.87%2.85%1.90%-1.57%-3.25%-2.02%6.44%4.23%13.96%
2022-3.41%-1.78%-0.24%-5.72%0.52%-4.66%4.86%-3.29%-6.53%2.81%5.40%-2.79%-14.63%
2021-0.38%0.84%1.13%2.48%0.71%1.15%0.90%1.14%-2.48%2.72%-1.07%1.73%9.13%
20200.33%-3.02%-7.02%6.42%3.00%1.74%3.19%2.91%-1.66%-1.26%6.48%2.67%13.75%
20194.54%1.52%1.49%1.73%-2.32%3.77%0.26%0.13%0.75%1.37%1.47%1.67%17.48%
20182.21%-2.57%-0.46%-0.17%1.01%-0.01%1.53%1.11%-0.16%-4.12%1.28%-2.92%-3.42%
20171.36%1.76%0.47%1.06%1.08%0.41%1.32%0.53%0.89%1.10%1.09%0.92%12.66%
2016-2.24%0.02%3.93%0.66%0.45%0.79%2.29%0.04%0.35%-1.39%0.19%1.13%6.27%
2015-0.02%2.42%-0.46%0.80%0.14%-1.43%0.86%-3.39%-1.13%3.75%-0.16%-1.18%0.02%
2014-1.29%2.64%0.18%0.55%1.52%1.18%-1.07%2.09%-1.73%1.40%1.07%-0.54%6.06%
20132.03%0.53%1.63%1.48%-0.46%-1.67%2.82%-1.72%3.00%2.38%0.89%0.98%12.41%

Expense Ratio

BILANCIATO ETF has an expense ratio of 0.06%, 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.


Expense ratio chart for SHY: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BILANCIATO ETF is 34, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BILANCIATO ETF is 3434
BILANCIATO ETF
The Sharpe Ratio Rank of BILANCIATO ETF is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of BILANCIATO ETF is 4141Sortino Ratio Rank
The Omega Ratio Rank of BILANCIATO ETF is 3939Omega Ratio Rank
The Calmar Ratio Rank of BILANCIATO ETF is 2222Calmar Ratio Rank
The Martin Ratio Rank of BILANCIATO ETF is 3232Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


BILANCIATO ETF
Sharpe ratio
The chart of Sharpe ratio for BILANCIATO ETF, currently valued at 1.51, compared to the broader market-1.000.001.002.003.004.001.51
Sortino ratio
The chart of Sortino ratio for BILANCIATO ETF, currently valued at 2.24, compared to the broader market-2.000.002.004.006.002.24
Omega ratio
The chart of Omega ratio for BILANCIATO ETF, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for BILANCIATO ETF, currently valued at 0.81, compared to the broader market0.002.004.006.008.000.81
Martin ratio
The chart of Martin ratio for BILANCIATO ETF, currently valued at 4.57, compared to the broader market0.0010.0020.0030.0040.004.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.902.681.331.576.88
VXUS
Vanguard Total International Stock ETF
0.861.281.150.562.42
AGG
iShares Core U.S. Aggregate Bond ETF
0.540.821.090.201.60
SHY
iShares 1-3 Year Treasury Bond ETF
2.504.041.501.3116.79

Sharpe Ratio

The current BILANCIATO ETF Sharpe ratio is 1.43. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of BILANCIATO ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.51
1.99
BILANCIATO ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

BILANCIATO ETF granted a 2.66% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BILANCIATO ETF2.66%2.54%2.13%1.62%1.77%2.37%2.55%2.03%2.14%2.15%2.12%1.97%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.02%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
AGG
iShares Core U.S. Aggregate Bond ETF
3.45%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
SHY
iShares 1-3 Year Treasury Bond ETF
3.55%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%0.36%0.26%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.57%
-1.97%
BILANCIATO ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BILANCIATO ETF. 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 BILANCIATO ETF was 20.11%, occurring on Oct 14, 2022. Recovery took 359 trading sessions.

The current BILANCIATO ETF drawdown is 1.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.11%Nov 9, 2021235Oct 14, 2022359Mar 21, 2024594
-18.29%Feb 20, 202020Mar 18, 202056Jun 8, 202076
-9.55%May 2, 2011108Oct 3, 201183Feb 1, 2012191
-8.98%Jan 29, 2018229Dec 24, 201855Mar 15, 2019284
-8.23%Apr 27, 2015202Feb 11, 201680Jun 7, 2016282

Volatility

Volatility Chart

The current BILANCIATO ETF volatility is 1.65%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.65%
2.94%
BILANCIATO ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AGGSHYVXUSVTI
AGG1.000.73-0.05-0.08
SHY0.731.00-0.07-0.13
VXUS-0.05-0.071.000.83
VTI-0.08-0.130.831.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2011