(no name)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACWI iShares MSCI ACWI ETF | Large Cap Growth Equities | 25% |
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in (no name), 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.
The earliest data available for this chart is Mar 28, 2008, corresponding to the inception date of ACWI
Returns By Period
As of Apr 9, 2025, the (no name) returned -1.68% Year-To-Date and 3.08% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -15.28% | -13.65% | -13.36% | -4.22% | 12.35% | 9.04% |
| (no name) | -3.88% | -5.72% | -5.15% | 1.51% | 2.77% | 3.24% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 1.79% | -0.34% | -0.21% | 5.03% | -0.96% | 1.35% |
ACWI iShares MSCI ACWI ETF | -11.84% | -13.31% | -12.21% | -3.73% | 11.33% | 7.44% |
Monthly Returns
The table below presents the monthly returns of (no name), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.61% | 1.17% | -1.54% | -5.02% | -3.88% | ||||||||
| 2024 | 0.01% | 0.81% | 1.84% | -2.91% | 2.83% | 1.35% | 2.06% | 1.88% | 1.69% | -2.34% | 2.31% | -2.10% | 7.45% |
| 2023 | 4.78% | -2.90% | 2.89% | 0.93% | -1.11% | 1.84% | 1.33% | -1.50% | -3.22% | -1.93% | 6.18% | 4.12% | 11.42% |
| 2022 | -2.92% | -1.83% | -1.15% | -5.35% | 0.65% | -3.85% | 4.06% | -3.50% | -5.94% | 1.23% | 5.37% | -2.20% | -14.96% |
| 2021 | -0.61% | -0.30% | 0.17% | 1.92% | 0.64% | 0.98% | 1.04% | 0.63% | -2.09% | 1.86% | -0.65% | 1.13% | 4.75% |
| 2020 | 0.98% | -1.09% | -4.08% | 3.74% | 1.84% | 1.28% | 2.45% | 1.12% | -0.95% | -1.05% | 4.25% | 1.51% | 10.15% |
| 2019 | 2.84% | 0.62% | 1.96% | 0.84% | -0.45% | 2.60% | 0.15% | 1.34% | 0.19% | 0.93% | 0.65% | 0.98% | 13.36% |
| 2018 | 0.86% | -2.06% | 0.03% | -0.55% | 0.61% | -0.10% | 0.88% | 0.61% | -0.25% | -2.70% | 1.01% | -0.68% | -2.41% |
| 2017 | 0.90% | 1.13% | 0.31% | 1.09% | 1.09% | 0.20% | 0.99% | 0.79% | 0.10% | 0.67% | 0.47% | 0.76% | 8.83% |
| 2016 | -0.35% | 0.39% | 2.36% | 0.52% | 0.09% | 1.45% | 1.32% | -0.08% | 0.27% | -1.09% | -1.69% | 0.68% | 3.87% |
| 2015 | 1.21% | 0.66% | -0.09% | 0.48% | -0.33% | -1.46% | 0.85% | -1.98% | -0.22% | 1.84% | -0.42% | -0.66% | -0.19% |
| 2014 | -0.02% | 1.54% | 0.03% | 0.91% | 1.39% | 0.42% | -0.56% | 1.51% | -1.31% | 1.10% | 0.84% | -0.49% | 5.45% |
Expense Ratio
(no name) has an expense ratio of 0.12%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 80, (no name) is among the top 20% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 0.91 | 1.32 | 1.16 | 0.38 | 2.37 |
ACWI iShares MSCI ACWI ETF | -0.24 | -0.21 | 0.97 | -0.21 | -1.14 |
Dividends
Dividend yield
(no name) provided a 3.33% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.33% | 3.23% | 2.82% | 2.24% | 1.76% | 1.96% | 2.61% | 2.78% | 2.23% | 2.34% | 2.48% | 2.36% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.80% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
ACWI iShares MSCI ACWI ETF | 1.93% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% |
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 (no name). 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 (no name) was 19.91%, occurring on Oct 20, 2022. Recovery took 432 trading sessions.
The current (no name) drawdown is 4.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.91% | Nov 10, 2021 | 238 | Oct 20, 2022 | 432 | Jul 12, 2024 | 670 |
| -19.77% | May 20, 2008 | 101 | Oct 10, 2008 | 245 | Sep 30, 2009 | 346 |
| -13.84% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -6.57% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -5.56% | Jan 29, 2018 | 229 | Dec 24, 2018 | 52 | Mar 12, 2019 | 281 |
Volatility
Volatility Chart
The current (no name) volatility is 3.30%, 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
| ACWI | AGG | |
|---|---|---|
| ACWI | 1.00 | -0.09 |
| AGG | -0.09 | 1.00 |