ishare 60 40
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
iShares 7-10 Year Treasury Bond ETF | Government Bonds | 40% |
iShares Core S&P 500 ETF | Large Cap Growth Equities | 60% |
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
The earliest data available for this chart is Jul 26, 2002, corresponding to the inception date of IEF
Returns By Period
As of Oct 17, 2024, the ishare 60 40 returned 15.00% Year-To-Date and 9.05% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
ishare 60 40 | 15.00% | 1.26% | 13.17% | 26.58% | 9.57% | 8.98% |
Portfolio components: | ||||||
iShares Core S&P 500 ETF | 23.74% | 3.74% | 17.38% | 37.26% | 16.24% | 13.92% |
iShares 7-10 Year Treasury Bond ETF | 2.56% | -2.37% | 7.04% | 11.53% | -1.06% | 0.99% |
Monthly Returns
The table below presents the monthly returns of ishare 60 40, 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 | 0.98% | 2.31% | 2.34% | -3.68% | 3.75% | 2.64% | 1.83% | 1.99% | 1.86% | 15.00% | |||
2023 | 5.20% | -2.82% | 3.72% | 1.29% | -0.31% | 3.50% | 1.70% | -1.28% | -4.09% | -2.10% | 7.31% | 4.28% | 16.89% |
2022 | -4.02% | -1.83% | 0.53% | -6.98% | 0.44% | -5.26% | 6.72% | -4.02% | -7.48% | 4.26% | 4.81% | -4.13% | -16.76% |
2021 | -1.06% | 0.72% | 1.86% | 3.58% | 0.57% | 1.78% | 2.26% | 1.66% | -3.47% | 4.00% | -0.03% | 2.58% | 15.18% |
2020 | 1.38% | -3.81% | -5.34% | 7.67% | 3.13% | 1.17% | 3.87% | 3.93% | -2.28% | -2.06% | 6.67% | 2.25% | 16.84% |
2019 | 5.03% | 1.79% | 2.17% | 2.20% | -2.68% | 4.59% | 0.93% | 0.56% | 0.67% | 1.37% | 1.93% | 1.43% | 21.69% |
2018 | 2.54% | -2.71% | -1.06% | -0.29% | 1.85% | 0.43% | 2.04% | 2.37% | -0.13% | -4.21% | 1.67% | -4.00% | -1.81% |
2017 | 1.14% | 2.68% | 0.11% | 1.02% | 1.17% | 0.20% | 1.40% | 0.74% | 0.65% | 1.32% | 1.79% | 0.82% | 13.81% |
2016 | -1.65% | 0.60% | 3.87% | 0.17% | 0.98% | 1.38% | 2.35% | -0.32% | 0.09% | -1.67% | 0.52% | 1.30% | 7.77% |
2015 | 0.00% | 2.24% | -0.62% | 0.33% | 0.62% | -1.85% | 1.92% | -3.67% | -0.76% | 4.87% | 0.09% | -1.23% | 1.69% |
2014 | -0.88% | 2.82% | 0.30% | 0.75% | 2.10% | 1.17% | -0.93% | 3.13% | -1.24% | 2.05% | 2.17% | -0.12% | 11.78% |
2013 | 2.59% | 1.27% | 2.38% | 1.79% | 0.21% | -1.95% | 3.09% | -2.41% | 2.70% | 3.07% | 1.47% | 0.75% | 15.81% |
Expense Ratio
ishare 60 40 has an expense ratio of 0.08%, 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 ishare 60 40 is 69, 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 | |
---|---|---|---|---|---|
iShares Core S&P 500 ETF | 2.86 | 3.81 | 1.52 | 3.06 | 17.70 |
iShares 7-10 Year Treasury Bond ETF | 1.33 | 1.95 | 1.23 | 0.41 | 4.59 |
Dividends
Dividend yield
ishare 60 40 granted a 2.11% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ishare 60 40 | 2.11% | 2.03% | 1.78% | 1.05% | 1.38% | 2.02% | 2.22% | 1.78% | 1.93% | 2.12% | 1.92% | 1.79% |
Portfolio components: | ||||||||||||
iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
iShares 7-10 Year Treasury Bond ETF | 3.36% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-31.74% | Oct 10, 2007 | 355 | Mar 9, 2009 | 391 | Sep 24, 2010 | 746 |
-21.33% | Dec 28, 2021 | 202 | Oct 14, 2022 | 340 | Feb 23, 2024 | 542 |
-18.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
-10.34% | Sep 21, 2018 | 65 | Dec 24, 2018 | 42 | Feb 26, 2019 | 107 |
-9.94% | Aug 23, 2002 | 33 | Oct 9, 2002 | 137 | Apr 28, 2003 | 170 |
Volatility
Volatility Chart
The current ishare 60 40 volatility is 1.78%, 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
IEF | IVV | |
---|---|---|
IEF | 1.00 | -0.28 |
IVV | -0.28 | 1.00 |