BILANCIATO ETF
ETF più TREASURY bond
Asset Allocation
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
The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS
Returns By Period
As of Aug 27, 2024, the BILANCIATO ETF returned 9.38% Year-To-Date and 6.06% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| BILANCIATO ETF | 9.38% | 2.63% | 7.65% | 16.26% | 6.88% | 6.06% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.06% | 12.29% |
VXUS Vanguard Total International Stock ETF | 10.22% | 3.32% | 8.41% | 17.82% | 7.83% | 4.59% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.63% | 2.72% | 5.72% | 8.57% | 0.03% | 1.68% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.17% | 1.11% | 3.40% | 6.01% | 1.18% | 1.19% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.10% | 1.67% | 2.05% | -2.90% | 2.99% | 1.37% | 2.14% | 9.38% | |||||
| 2023 | 5.13% | -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% |
| 2020 | 0.33% | -3.02% | -7.02% | 6.42% | 3.00% | 1.74% | 3.19% | 2.91% | -1.66% | -1.26% | 6.48% | 2.67% | 13.75% |
| 2019 | 4.54% | 1.52% | 1.49% | 1.73% | -2.32% | 3.77% | 0.26% | 0.13% | 0.75% | 1.37% | 1.47% | 1.67% | 17.48% |
| 2018 | 2.21% | -2.57% | -0.46% | -0.17% | 1.01% | -0.01% | 1.53% | 1.11% | -0.16% | -4.12% | 1.28% | -2.92% | -3.42% |
| 2017 | 1.36% | 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% |
| 2013 | 2.03% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BILANCIATO ETF is 61, 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.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
VXUS Vanguard Total International Stock ETF | 1.54 | 2.20 | 1.27 | 1.07 | 7.23 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.34 | 1.96 | 1.23 | 0.49 | 4.66 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.07 | 5.17 | 1.66 | 1.78 | 21.97 |
Dividends
Dividend yield
BILANCIATO ETF granted a 2.62% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BILANCIATO ETF | 2.62% | 2.54% | 2.13% | 1.62% | 1.77% | 2.37% | 2.55% | 2.03% | 2.14% | 2.15% | 2.12% | 1.97% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 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 | 2.93% | 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 | 3.40% | 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 | 3.59% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.11% | Nov 9, 2021 | 235 | Oct 14, 2022 | 359 | Mar 21, 2024 | 594 |
| -18.29% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -9.55% | May 2, 2011 | 108 | Oct 3, 2011 | 83 | Feb 1, 2012 | 191 |
| -8.98% | Jan 29, 2018 | 229 | Dec 24, 2018 | 55 | Mar 15, 2019 | 284 |
| -8.23% | Apr 27, 2015 | 202 | Feb 11, 2016 | 80 | Jun 7, 2016 | 282 |
Volatility
Volatility Chart
The current BILANCIATO ETF volatility is 2.82%, 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
| AGG | SHY | VXUS | VTI | |
|---|---|---|---|---|
| AGG | 1.00 | 0.73 | -0.05 | -0.08 |
| SHY | 0.73 | 1.00 | -0.07 | -0.13 |
| VXUS | -0.05 | -0.07 | 1.00 | 0.83 |
| VTI | -0.08 | -0.13 | 0.83 | 1.00 |