All
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is May 23, 2023, corresponding to the inception date of BINC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 5.80% | -2.79% | 9.39% | 14.45% | 10.68% |
| All | 2.03% | 1.48% | 1.39% | 9.14% | N/A | N/A |
| Portfolio components: | ||||||
JAAA Janus Henderson AAA CLO ETF | 1.67% | 0.85% | 2.24% | 5.73% | N/A | N/A |
JBBB Janus Henderson B-BBB CLO ETF | 0.80% | 1.19% | 1.61% | 6.31% | N/A | N/A |
MGV Vanguard Mega Cap Value ETF | 0.74% | 2.20% | -4.31% | 8.37% | 14.62% | 10.22% |
SPMO Invesco S&P 500® Momentum ETF | 8.46% | 10.79% | 8.03% | 25.63% | 21.33% | N/A |
CTA Simplify Managed Futures Strategy ETF | -1.10% | -2.83% | 1.04% | 4.35% | N/A | N/A |
BINC BlackRock Flexible Income ETF | 1.96% | 0.58% | 2.34% | 6.44% | N/A | N/A |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.68% | 0.36% | 2.17% | 4.78% | N/A | N/A |
SPHY SPDR Portfolio High Yield Bond ETF | 1.91% | 0.89% | 1.87% | 8.33% | 6.20% | 4.67% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 1.92% | 0.74% | 2.03% | 7.84% | 6.19% | 4.31% |
CARY Angel Oak Income ETF | 1.98% | 0.24% | 2.48% | 7.17% | N/A | N/A |
DHS WisdomTree US High Dividend Fund | 1.26% | 1.05% | -5.00% | 14.45% | 13.36% | 8.26% |
Monthly Returns
The table below presents the monthly returns of All, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.93% | 0.98% | -0.86% | -1.11% | 1.11% | 2.03% | |||||||
| 2024 | 0.98% | 2.21% | 2.01% | -0.43% | 1.85% | 0.98% | 1.46% | 1.53% | 1.10% | 0.21% | 2.58% | -1.02% | 14.24% |
| 2023 | -0.49% | 2.22% | 1.86% | 0.06% | -0.03% | -1.22% | 3.18% | 2.66% | 8.44% |
Expense Ratio
All has an expense ratio of 0.34%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 90, All is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
JAAA Janus Henderson AAA CLO ETF | 3.26 | 4.23 | 2.24 | 4.01 | 27.62 |
JBBB Janus Henderson B-BBB CLO ETF | 1.39 | 1.95 | 1.41 | 1.55 | 7.04 |
MGV Vanguard Mega Cap Value ETF | 0.55 | 0.72 | 1.10 | 0.52 | 1.92 |
SPMO Invesco S&P 500® Momentum ETF | 1.08 | 1.59 | 1.23 | 1.34 | 4.84 |
CTA Simplify Managed Futures Strategy ETF | 0.27 | 0.35 | 1.04 | 0.25 | 0.49 |
BINC BlackRock Flexible Income ETF | 2.29 | 2.95 | 1.47 | 2.65 | 11.63 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.53 | 477.38 | 478.38 | 488.85 | 7,760.18 |
SPHY SPDR Portfolio High Yield Bond ETF | 1.55 | 2.12 | 1.31 | 1.68 | 8.85 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 1.53 | 2.14 | 1.33 | 1.71 | 9.38 |
CARY Angel Oak Income ETF | 2.71 | 4.30 | 1.54 | 4.32 | 11.16 |
DHS WisdomTree US High Dividend Fund | 1.00 | 1.15 | 1.16 | 1.00 | 3.17 |
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Dividends
Dividend yield
All provided a 5.23% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.23% | 5.26% | 5.33% | 3.26% | 1.56% | 1.72% | 1.71% | 1.59% | 1.46% | 1.59% | 1.45% | 1.23% |
| Portfolio components: | ||||||||||||
JAAA Janus Henderson AAA CLO ETF | 6.03% | 6.35% | 6.10% | 2.77% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JBBB Janus Henderson B-BBB CLO ETF | 7.97% | 7.65% | 8.10% | 5.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGV Vanguard Mega Cap Value ETF | 2.29% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% |
SPMO Invesco S&P 500® Momentum ETF | 0.50% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
CTA Simplify Managed Futures Strategy ETF | 4.76% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BINC BlackRock Flexible Income ETF | 6.48% | 6.13% | 3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.70% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.72% | 7.80% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.15% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% | 4.33% |
CARY Angel Oak Income ETF | 6.57% | 6.69% | 6.38% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DHS WisdomTree US High Dividend Fund | 3.34% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% | 2.91% |
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 All. 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 All was 5.78%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current All drawdown is 1.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.78% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -2.71% | Sep 15, 2023 | 31 | Oct 27, 2023 | 14 | Nov 16, 2023 | 45 |
| -1.74% | Aug 1, 2024 | 3 | Aug 5, 2024 | 8 | Aug 15, 2024 | 11 |
| -1.57% | Dec 2, 2024 | 14 | Dec 19, 2024 | 17 | Jan 16, 2025 | 31 |
| -0.93% | Apr 10, 2024 | 6 | Apr 17, 2024 | 8 | Apr 29, 2024 | 14 |
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 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | SGOV | JBBB | JAAA | CTA | CARY | DHS | BINC | SPMO | MGV | SHYG | SPHY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.14 | 0.13 | -0.08 | 0.12 | 0.51 | 0.41 | 0.85 | 0.75 | 0.67 | 0.66 | 0.84 |
| SGOV | 0.06 | 1.00 | 0.05 | 0.15 | -0.03 | 0.05 | 0.01 | 0.06 | 0.03 | 0.03 | 0.08 | 0.07 | 0.06 |
| JBBB | 0.14 | 0.05 | 1.00 | 0.24 | 0.00 | -0.01 | 0.08 | 0.01 | 0.14 | 0.13 | 0.11 | 0.12 | 0.18 |
| JAAA | 0.13 | 0.15 | 0.24 | 1.00 | 0.02 | -0.07 | 0.14 | 0.09 | 0.12 | 0.17 | 0.14 | 0.14 | 0.19 |
| CTA | -0.08 | -0.03 | 0.00 | 0.02 | 1.00 | -0.29 | -0.12 | -0.32 | -0.05 | -0.09 | -0.30 | -0.31 | 0.09 |
| CARY | 0.12 | 0.05 | -0.01 | -0.07 | -0.29 | 1.00 | 0.16 | 0.48 | 0.04 | 0.15 | 0.34 | 0.35 | 0.16 |
| DHS | 0.51 | 0.01 | 0.08 | 0.14 | -0.12 | 0.16 | 1.00 | 0.36 | 0.36 | 0.87 | 0.49 | 0.51 | 0.76 |
| BINC | 0.41 | 0.06 | 0.01 | 0.09 | -0.32 | 0.48 | 0.36 | 1.00 | 0.31 | 0.38 | 0.73 | 0.75 | 0.46 |
| SPMO | 0.85 | 0.03 | 0.14 | 0.12 | -0.05 | 0.04 | 0.36 | 0.31 | 1.00 | 0.62 | 0.54 | 0.52 | 0.78 |
| MGV | 0.75 | 0.03 | 0.13 | 0.17 | -0.09 | 0.15 | 0.87 | 0.38 | 0.62 | 1.00 | 0.59 | 0.59 | 0.89 |
| SHYG | 0.67 | 0.08 | 0.11 | 0.14 | -0.30 | 0.34 | 0.49 | 0.73 | 0.54 | 0.59 | 1.00 | 0.97 | 0.69 |
| SPHY | 0.66 | 0.07 | 0.12 | 0.14 | -0.31 | 0.35 | 0.51 | 0.75 | 0.52 | 0.59 | 0.97 | 1.00 | 0.69 |
| Portfolio | 0.84 | 0.06 | 0.18 | 0.19 | 0.09 | 0.16 | 0.76 | 0.46 | 0.78 | 0.89 | 0.69 | 0.69 | 1.00 |