Asset Allocation
Find the right asset allocation for 2077 Target Date BBL Fund
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2077 Target Date BBL Fund, 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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2077 Target Date BBL Fund | 0.58% | -1.82% | 34.33% | 36.74% | 76.87% | 40.93% | — | — |
| Portfolio components: | ||||||||
ANDE The Andersons, Inc. | 1.71% | -0.53% | 36.02% | 33.96% | 100.35% | 18.47% | 19.35% | 10.52% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | -0.17% | -3.79% | 18.78% | 20.77% | 44.72% | 24.70% | 10.78% | 10.96% |
IXC iShares Global Energy ETF | 0.28% | -1.67% | 29.17% | 28.84% | 36.66% | 17.43% | 19.14% | 10.05% |
NEE NextEra Energy, Inc. | 1.36% | -9.47% | 8.63% | 6.81% | 18.32% | 8.11% | 5.94% | 13.51% |
PIT VanEck Commodity Strategy ETF | -1.00% | -9.18% | 32.48% | 34.12% | 45.92% | 21.53% | — | — |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.68% | 1.72% | 40.22% | 45.91% | 103.01% | 60.80% | 31.30% | 35.80% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 22, 2022, 2077 Target Date BBL Fund's average daily return is +0.15%, while the average monthly return is +2.95%. At this rate, an investment would double in approximately 2.0 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +11.8%, while the worst month was Feb 2025 at -6.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2077 Target Date BBL Fund closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.9%, while the worst single day was Jan 27, 2025 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.43% | 9.83% | -1.02% | 11.81% | -0.47% | 0.54% | 34.33% | ||||||
| 2025 | 3.84% | -6.57% | -2.23% | -3.11% | 9.29% | 11.26% | 3.98% | 0.20% | 11.42% | 6.90% | 1.30% | 1.75% | 42.94% |
| 2024 | 3.33% | 7.07% | 7.09% | 0.58% | 7.81% | 5.39% | -0.22% | 1.66% | 1.48% | 2.93% | -1.10% | 0.90% | 43.15% |
| 2023 | 11.39% | -2.55% | 3.86% | -3.92% | 4.29% | 4.59% | 1.60% | -3.33% | -4.68% | -0.99% | 6.61% | 5.55% | 23.26% |
| 2022 | -1.85% | -1.85% |
Benchmark Metrics
2077 Target Date BBL Fund has an annualized alpha of 17.90%, beta of 1.04, and R2 of 0.49 versus S&P 500 Index. Calculated based on daily prices since December 22, 2022.
- This portfolio captured 137.82% of S&P 500 Index gains but only 32.66% of its losses - a favorable profile for investors.
- R2 of 0.49 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 17.90%
- Beta
- 1.04
- R²
- 0.49
- Upside Capture
- 137.82%
- Downside Capture
- 32.66%
Expense Ratio
2077 Target Date BBL Fund has an expense ratio of 0.14%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
2077 Target Date BBL Fund ranks 97 for risk / return — in the top 97% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2077 Target Date BBL Fund and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 3.69 | 1.86 | +1.83 |
| Sortino ratioReturn per unit of downside risk | 4.66 | 2.53 | +2.12 |
| Omega ratioGain probability vs. loss probability | 1.61 | 1.34 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 12.96 | 2.53 | +10.43 |
| Martin ratioReturn relative to average drawdown | 37.28 | 11.37 | +25.91 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ANDE The Andersons, Inc. | 95 | 3.11 | 3.46 | 1.50 | 7.49 | 22.56 |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 78 | 2.37 | 3.15 | 1.42 | 3.43 | 11.78 |
IXC iShares Global Energy ETF | 71 | 2.08 | 2.70 | 1.34 | 4.05 | 11.55 |
NEE NextEra Energy, Inc. | 67 | 0.84 | 1.29 | 1.17 | 1.37 | 3.78 |
PIT VanEck Commodity Strategy ETF | 80 | 2.28 | 2.84 | 1.40 | 4.66 | 15.95 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 93 | 2.71 | 3.30 | 1.40 | 5.48 | 19.42 |
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Dividends
Dividend yield
2077 Target Date BBL Fund provided a 2.22% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.22% | 2.74% | 2.13% | 2.76% | 2.18% | 1.57% | 1.68% | 2.78% | 2.70% | 2.00% | 2.12% | 2.17% |
| Portfolio components: | ||||||||||||
ANDE The Andersons, Inc. | 1.10% | 1.47% | 1.41% | 1.29% | 2.07% | 1.82% | 2.86% | 2.71% | 2.22% | 2.07% | 1.40% | 1.82% |
FDTS First Trust Developed Markets ex-US Small Cap AlphaDEX Fund | 2.53% | 2.94% | 3.94% | 2.90% | 3.71% | 3.01% | 2.02% | 2.30% | 1.96% | 2.08% | 1.78% | 1.73% |
IXC iShares Global Energy ETF | 2.85% | 3.68% | 4.56% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% |
NEE NextEra Energy, Inc. | 2.77% | 2.82% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% |
PIT VanEck Commodity Strategy ETF | 6.73% | 8.92% | 3.59% | 6.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.83% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2077 Target Date BBL Fund. 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 2077 Target Date BBL Fund was 23.91%, occurring on Apr 8, 2025. Recovery took 44 trading sessions.
The current 2077 Target Date BBL Fund drawdown is 3.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -23.91%Apr 2025 | 2mo 14d | 2mo 4d | 4mo 18dJan 2025 - Jun 2025 |
2023 correction2023 | -12.79%Oct 2023 | 2mo 23d | 2mo 10d | 5mo 3dJul 2023 - Dec 2023 |
2024 correction2024 | -12.64%Aug 2024 | 21d | 1mo 20d | 2mo 11dJul 2024 - Sep 2024 |
2023 pullback2023 | -9.54%May 2023 | 2mo 18d | 21d | 3mo 9dFeb 2023 - May 2023 |
2024 pullback2024 | -7.59%Nov 2024 | 1mo 10d | 1mo 20d | 3moOct 2024 - Jan 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.23, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.50 | 1.42 | 1.43 |
The portfolio has a diversification ratio of 1.43, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2077 Target Date BBL Fund correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2022 | 0.66 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FDTS has the highest benchmark correlation at 0.64, while PIT has the lowest at 0.08.
Asset Correlations Table
Find what 2077 Target Date BBL Fund is missing
See which holdings overlap, where 2077 Target Date BBL Fund is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification