32%bond

The chart shows the growth of an initial investment of $10,000 in 32%bond, 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.

Based on dividend-adjusted daily data since Jul 10, 2024, 32%bond's average daily return is +0.20%, while the average monthly return is +4.10%. At this rate, an investment would double in approximately 1.4 years.

Historically, 84% of months were positive and 16% were negative. The best month was May 2025 with a return of +11.0%, while the worst month was Dec 2025 at -7.0%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 32%bond closed higher 60% of trading days. The best single day was Mar 31, 2025 with a return of +7.6%, while the worst single day was Jan 27, 2025 at -6.4%.

32%bond has an annualized alpha of 40.26%, beta of 1.04, and R2 of 0.51 versus S&P 500 Index. Calculated based on daily prices since July 10, 2024.

• This portfolio captured 208.95% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -47.72%) - a profile typical of hedging or uncorrelated assets.
• This portfolio generated an annualized alpha of 40.26% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 1.04 and R2 of 0.51, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

32%bond has an expense ratio of 0.16%, 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.

32%bond ranks 21 for risk / return — below 21% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 32%bond Sharpe ratio is 0.93 as of Jul 25, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.09 to 1.91, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 32%bond compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

32%bond provided a 2.05% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 32%bond. 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 32%bond was 16.76%, occurring on Apr 4, 2025. Recovery took 25 trading sessions.

The current 32%bond drawdown is 6.32%.

The chart below shows the rolling one-month volatility.