BILANCIATO ETF
ETF più TREASURY bond
Asset Allocation
Performance
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
Returns
As of Sep 22, 2023, the BILANCIATO ETF returned 5.56% Year-To-Date and 5.31% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.31% | 9.66% | 12.78% | 14.25% | 8.15% | 9.80% |
| BILANCIATO ETF | -0.60% | 2.31% | 5.56% | 7.20% | 4.33% | 5.31% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.29% | 10.22% | 13.27% | 14.76% | 9.14% | 11.23% |
VXUS Vanguard Total International Stock ETF | -0.26% | 2.62% | 6.50% | 15.43% | 2.84% | 3.64% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.35% | -3.85% | -0.39% | -1.08% | 0.27% | 1.22% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.18% | -0.57% | 1.43% | 1.80% | 0.89% | 0.66% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AGG | SHY | VXUS | VTI | |
|---|---|---|---|---|
| AGG | 1.00 | 0.71 | -0.08 | -0.12 |
| SHY | 0.71 | 1.00 | -0.11 | -0.16 |
| VXUS | -0.08 | -0.11 | 1.00 | 0.83 |
| VTI | -0.12 | -0.16 | 0.83 | 1.00 |
Dividend yield
BILANCIATO ETF granted a 2.62% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BILANCIATO ETF | 2.62% | 2.17% | 1.69% | 1.87% | 2.56% | 2.82% | 2.32% | 2.49% | 2.57% | 2.60% | 2.47% | 3.08% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.93% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
VXUS Vanguard Total International Stock ETF | 3.08% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.06% | 2.44% | 1.85% | 2.28% | 2.93% | 3.30% | 2.67% | 2.82% | 2.95% | 2.96% | 2.94% | 3.81% |
SHY iShares 1-3 Year Treasury Bond ETF | 2.60% | 1.33% | 0.27% | 0.97% | 2.21% | 1.84% | 1.06% | 0.78% | 0.59% | 0.40% | 0.29% | 0.41% |
Expense Ratio
The BILANCIATO ETF has an expense ratio of 0.06% which is considered to be low. 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.72 | ||||
VXUS Vanguard Total International Stock ETF | 0.83 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.10 | ||||
SHY iShares 1-3 Year Treasury Bond ETF | 0.61 |
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 BILANCIATO ETF. 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 BILANCIATO ETF is 20.11%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.11% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -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 Chart
The current BILANCIATO ETF volatility is 2.15%, 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.