The chart shows the growth of an initial investment of $10,000 in 70/30, 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 Jan 25, 2019, corresponding to the inception date of SBGB
Monthly Returns Heatmap
The 70/30 has a high expense ratio of 0.93%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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.
Asset Correlations Table
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below displays the maximum drawdowns of the 70/30. 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 70/30 was 99.59%, occurring on Mar 9, 2022. The portfolio has not yet recovered.
|-99.59%||Jun 7, 2021||194||Mar 9, 2022||—||—||—|
|-43.98%||Jan 21, 2020||40||Mar 18, 2020||306||Jun 4, 2021||346|
|-8.59%||Jul 5, 2019||31||Aug 16, 2019||21||Sep 16, 2019||52|
|-4.02%||Sep 17, 2019||16||Oct 8, 2019||8||Oct 18, 2019||24|
|-4.01%||Feb 6, 2019||7||Feb 14, 2019||22||Mar 19, 2019||29|
The current 70/30 volatility is 6.41%, 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.