Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | Government Bonds | 1.39% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 28.81% |
IEI iShares 3-7 Year Treasury Bond ETF | Government Bonds | 10.14% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds, Long-Term Bond | 13.43% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 46.24% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Historical Better Ballast, 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.
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The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGIT
Returns By Period
As of Apr 4, 2026, the Historical Better Ballast returned 0.12% Year-To-Date and 0.82% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Historical Better Ballast | 0.24% | -0.95% | 0.12% | 0.60% | 1.99% | 2.01% | -0.87% | 0.82% |
| Portfolio components: | ||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 0.13% | -0.69% | 0.03% | 0.93% | 2.98% | 3.19% | 0.33% | 1.32% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.23% | -0.97% | 0.01% | 0.69% | 2.49% | 2.14% | -0.73% | 0.79% |
TLT iShares 20+ Year Treasury Bond ETF | 0.61% | -1.86% | 0.69% | -0.72% | -2.29% | -2.76% | -5.75% | -1.34% |
IEI iShares 3-7 Year Treasury Bond ETF | 0.13% | -0.63% | -0.00% | 0.91% | 2.91% | 3.34% | 0.48% | 1.35% |
EDV Vanguard Extended Duration Treasury ETF | 0.98% | -2.85% | 0.77% | -2.40% | -6.25% | -6.39% | -9.36% | -2.92% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 24, 2009, Historical Better Ballast's average daily return is +0.01%, while the average monthly return is +0.21%. At this rate, your investment would double in approximately 27.5 years.
Historically, 52% of months were positive and 48% were negative. The best month was Nov 2023 with a return of +4.5%, while the worst month was Sep 2022 at -4.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 7 months.
On a daily basis, Historical Better Ballast closed higher 52% of trading days. The best single day was Mar 20, 2020 with a return of +2.7%, while the worst single day was Mar 17, 2020 at -2.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.10% | 2.36% | -2.25% | 0.15% | 0.12% | ||||||||
| 2025 | 0.56% | 2.73% | 0.20% | 0.81% | -1.31% | 1.53% | -0.59% | 1.32% | 0.87% | 0.73% | 0.75% | -0.77% | 7.00% |
| 2024 | -0.18% | -1.78% | 0.60% | -3.01% | 1.74% | 1.18% | 2.68% | 1.38% | 1.32% | -3.13% | 0.98% | -2.22% | -0.63% |
| 2023 | 3.50% | -3.05% | 3.52% | 0.68% | -1.46% | -1.00% | -0.62% | -0.77% | -3.00% | -1.86% | 4.50% | 3.91% | 4.01% |
| 2022 | -2.08% | -0.60% | -3.79% | -4.00% | 0.23% | -0.80% | 2.27% | -3.38% | -4.44% | -1.73% | 3.49% | -1.22% | -15.20% |
| 2021 | -1.10% | -2.29% | -2.07% | 1.02% | 0.30% | 1.03% | 1.79% | -0.33% | -1.44% | -0.16% | 0.98% | -0.70% | -3.04% |
Benchmark Metrics
Historical Better Ballast has an annualized alpha of 3.93%, beta of -0.10, and R² of 0.08 versus S&P 500 Index. Calculated based on daily prices since November 24, 2009.
- This portfolio captured 3.86% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.12%) — a profile typical of hedging or uncorrelated assets.
- Beta of -0.10 may look defensive, but with R² of 0.08 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.08 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 3.93%
- Beta
- -0.10
- R²
- 0.08
- Upside Capture
- 3.86%
- Downside Capture
- -10.12%
Expense Ratio
Historical Better Ballast has an expense ratio of 0.10%, 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.
Return for Risk
Risk / Return Rank
Historical Better Ballast ranks 12 for risk / return — in the bottom 12% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.63 | 0.88 | -0.25 |
Sortino ratioReturn per unit of downside risk | 0.93 | 1.37 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.21 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 0.94 | 1.39 | -0.45 |
Martin ratioReturn relative to average drawdown | 2.32 | 6.43 | -4.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 51 | 1.08 | 1.61 | 1.19 | 1.64 | 5.01 |
IEF iShares 7-10 Year Treasury Bond ETF | 31 | 0.72 | 1.06 | 1.12 | 1.16 | 2.87 |
TLT iShares 20+ Year Treasury Bond ETF | 9 | -0.07 | -0.01 | 1.00 | -0.09 | -0.19 |
IEI iShares 3-7 Year Treasury Bond ETF | 56 | 1.17 | 1.75 | 1.21 | 1.75 | 5.54 |
EDV Vanguard Extended Duration Treasury ETF | 6 | -0.27 | -0.25 | 0.97 | -0.34 | -0.64 |
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Dividends
Dividend yield
Historical Better Ballast provided a 3.91% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.91% | 3.85% | 3.71% | 2.85% | 1.91% | 1.33% | 1.73% | 2.19% | 2.19% | 1.82% | 1.86% | 1.88% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.82% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.84% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
TLT iShares 20+ Year Treasury Bond ETF | 4.51% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.58% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
EDV Vanguard Extended Duration Treasury ETF | 4.91% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
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 Historical Better Ballast. 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 Historical Better Ballast was 23.56%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current Historical Better Ballast drawdown is 11.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.56% | Aug 5, 2020 | 808 | Oct 19, 2023 | — | — | — |
| -8.11% | Jul 26, 2012 | 279 | Sep 5, 2013 | 278 | Oct 13, 2014 | 557 |
| -7.92% | Jul 11, 2016 | 112 | Dec 15, 2016 | 611 | May 23, 2019 | 723 |
| -7.36% | Oct 12, 2010 | 83 | Feb 8, 2011 | 119 | Jul 29, 2011 | 202 |
| -5.51% | Feb 2, 2015 | 90 | Jun 10, 2015 | 161 | Jan 29, 2016 | 251 |
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 5 assets, with an effective number of assets of 3.07, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | EDV | IEI | VGIT | TLT | IEF | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.26 | -0.22 | -0.22 | -0.25 | -0.24 | -0.25 |
| EDV | -0.26 | 1.00 | 0.78 | 0.80 | 0.98 | 0.89 | 0.92 |
| IEI | -0.22 | 0.78 | 1.00 | 0.96 | 0.82 | 0.96 | 0.94 |
| VGIT | -0.22 | 0.80 | 0.96 | 1.00 | 0.84 | 0.95 | 0.96 |
| TLT | -0.25 | 0.98 | 0.82 | 0.84 | 1.00 | 0.92 | 0.95 |
| IEF | -0.24 | 0.89 | 0.96 | 0.95 | 0.92 | 1.00 | 0.99 |
| Portfolio | -0.25 | 0.92 | 0.94 | 0.96 | 0.95 | 0.99 | 1.00 |