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Historical Better Ballast
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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.


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.10%2.36%-2.25%0.15%0.12%
20250.56%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%
20233.50%-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
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.


Historical Better Ballast Risk / Return Rank: 1212
Overall Rank
Historical Better Ballast Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
Historical Better Ballast Sortino Ratio Rank: 1111
Sortino Ratio Rank
Historical Better Ballast Omega Ratio Rank: 99
Omega Ratio Rank
Historical Better Ballast Calmar Ratio Rank: 1515
Calmar Ratio Rank
Historical Better Ballast Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.63

0.88

-0.25

Sortino ratio

Return per unit of downside risk

0.93

1.37

-0.44

Omega ratio

Gain probability vs. loss probability

1.11

1.21

-0.10

Calmar ratio

Return relative to maximum drawdown

0.94

1.39

-0.45

Martin ratio

Return relative to average drawdown

2.32

6.43

-4.11


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VGIT
Vanguard Intermediate-Term Treasury ETF
511.081.611.191.645.01
IEF
iShares 7-10 Year Treasury Bond ETF
310.721.061.121.162.87
TLT
iShares 20+ Year Treasury Bond ETF
9-0.07-0.011.00-0.09-0.19
IEI
iShares 3-7 Year Treasury Bond ETF
561.171.751.211.755.54
EDV
Vanguard Extended Duration Treasury ETF
6-0.27-0.250.97-0.34-0.64

Sharpe Ratio

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.

Historical Better Ballast Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 0.63
  • 5-Year: -0.12
  • 10-Year: 0.13
  • All Time: 0.38

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, 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 Historical Better Ballast compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Historical Better Ballast provided a 3.91% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.91%3.85%3.71%2.85%1.91%1.33%1.73%2.19%2.19%1.82%1.86%1.88%
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, 2020808Oct 19, 2023
-8.11%Jul 26, 2012279Sep 5, 2013278Oct 13, 2014557
-7.92%Jul 11, 2016112Dec 15, 2016611May 23, 2019723
-7.36%Oct 12, 201083Feb 8, 2011119Jul 29, 2011202
-5.51%Feb 2, 201590Jun 10, 2015161Jan 29, 2016251

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkEDVIEIVGITTLTIEFPortfolio
Benchmark1.00-0.26-0.22-0.22-0.25-0.24-0.25
EDV-0.261.000.780.800.980.890.92
IEI-0.220.781.000.960.820.960.94
VGIT-0.220.800.961.000.840.950.96
TLT-0.250.980.820.841.000.920.95
IEF-0.240.890.960.950.921.000.99
Portfolio-0.250.920.940.960.950.991.00
The correlation results are calculated based on daily price changes starting from Nov 24, 2009