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ishare 60 40
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IEF 40%IVV 60%BondBondEquityEquity
PositionCategory/SectorWeight
IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

40%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ishare 60 40, 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


400.00%450.00%500.00%NovemberDecember2024FebruaryMarchApril
437.63%
482.43%
ishare 60 40
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 26, 2002, corresponding to the inception date of IEF

Returns By Period

As of Apr 20, 2024, the ishare 60 40 returned 1.14% Year-To-Date and 7.97% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
ishare 60 401.14%-4.07%12.74%11.21%7.73%7.97%
IVV
iShares Core S&P 500 ETF
4.50%-5.04%18.44%22.01%12.97%12.26%
IEF
iShares 7-10 Year Treasury Bond ETF
-4.05%-2.63%4.24%-3.97%-0.96%0.84%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.98%2.31%2.34%
2023-4.09%-2.10%7.31%4.28%

Expense Ratio

The ishare 60 40 has an expense ratio of 0.08% 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.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


ishare 60 40
Sharpe ratio
The chart of Sharpe ratio for ishare 60 40, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.33
Sortino ratio
The chart of Sortino ratio for ishare 60 40, currently valued at 2.01, compared to the broader market-2.000.002.004.006.002.01
Omega ratio
The chart of Omega ratio for ishare 60 40, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.801.23
Calmar ratio
The chart of Calmar ratio for ishare 60 40, currently valued at 0.78, compared to the broader market0.002.004.006.008.000.78
Martin ratio
The chart of Martin ratio for ishare 60 40, currently valued at 4.27, compared to the broader market0.0010.0020.0030.0040.004.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF
1.822.651.321.577.61
IEF
iShares 7-10 Year Treasury Bond ETF
-0.43-0.560.94-0.15-0.74

Sharpe Ratio

The current ishare 60 40 Sharpe ratio is 1.33. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.33

The Sharpe ratio of ishare 60 40 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.33
1.66
ishare 60 40
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ishare 60 40 granted a 2.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ishare 60 402.13%2.03%1.78%1.05%1.38%2.02%2.22%1.78%1.93%2.12%1.92%1.79%
IVV
iShares Core S&P 500 ETF
1.39%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IEF
iShares 7-10 Year Treasury Bond ETF
3.23%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.37%
-5.46%
ishare 60 40
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ishare 60 40. 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 ishare 60 40 was 31.74%, occurring on Mar 9, 2009. Recovery took 391 trading sessions.

The current ishare 60 40 drawdown is 4.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.74%Oct 10, 2007355Mar 9, 2009391Sep 24, 2010746
-21.33%Dec 28, 2021202Oct 14, 2022340Feb 23, 2024542
-18.04%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-10.34%Sep 21, 201865Dec 24, 201842Feb 26, 2019107
-9.94%Aug 23, 200233Oct 9, 2002137Apr 28, 2003170

Volatility

Volatility Chart

The current ishare 60 40 volatility is 2.09%, 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%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.09%
3.15%
ishare 60 40
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.

IEFIVV
IEF1.00-0.29
IVV-0.291.00