dummyv2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ICSH iShares Ultra Short-Term Bond ETF | Money Market, Actively Managed | 20% |
STIP iShares 0-5 Year TIPS Bond ETF | Inflation-Protected Bonds | 15% |
CCRV iShares Commodity Curve Carry Strategy ETF | Commodities | 15% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in dummyv2, 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
Returns
As of Sep 24, 2023, the dummyv2 returned 8.40% Year-To-Date and 6.74% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 6.88% | N/A |
| dummyv2 | 0.61% | 8.12% | 9.85% | 14.24% | 8.70% | N/A |
| Portfolio components: | ||||||
ICSH iShares Ultra Short-Term Bond ETF | 0.45% | 2.08% | 3.27% | 4.39% | 1.47% | N/A |
STIP iShares 0-5 Year TIPS Bond ETF | 0.29% | 0.07% | 2.20% | 2.60% | 1.91% | N/A |
SPLG SPDR Portfolio S&P 500 ETF | -1.16% | 9.62% | 13.82% | 18.97% | 8.55% | N/A |
CCRV iShares Commodity Curve Carry Strategy ETF | 6.90% | 18.70% | 11.91% | 23.16% | 23.29% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ICSH | SPLG | CCRV | STIP | |
|---|---|---|---|---|
| ICSH | 1.00 | 0.06 | -0.02 | 0.25 |
| SPLG | 0.06 | 1.00 | 0.25 | 0.22 |
| CCRV | -0.02 | 0.25 | 1.00 | 0.31 |
| STIP | 0.25 | 0.22 | 0.31 | 1.00 |
Dividend yield
dummyv2 granted a 6.43% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| dummyv2 | 6.43% | 7.11% | 6.69% | 1.29% | 1.86% | 2.11% | 1.56% | 1.47% | 1.26% | 1.29% | 1.08% | 1.46% |
| Portfolio components: | ||||||||||||
ICSH iShares Ultra Short-Term Bond ETF | 4.05% | 1.70% | 0.44% | 1.27% | 2.77% | 2.39% | 1.52% | 1.00% | 0.61% | 0.52% | 0.00% | 0.00% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.51% | 6.17% | 4.49% | 1.58% | 2.35% | 2.84% | 1.90% | 1.08% | 0.00% | 0.91% | 0.38% | 1.30% |
SPLG SPDR Portfolio S&P 500 ETF | 1.56% | 1.71% | 1.29% | 1.61% | 1.91% | 2.41% | 1.94% | 2.22% | 2.28% | 2.10% | 2.05% | 2.53% |
CCRV iShares Commodity Curve Carry Strategy ETF | 29.72% | 33.27% | 35.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The dummyv2 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
ICSH iShares Ultra Short-Term Bond ETF | 6.35 | ||||
STIP iShares 0-5 Year TIPS Bond ETF | 0.49 | ||||
SPLG SPDR Portfolio S&P 500 ETF | 0.92 | ||||
CCRV iShares Commodity Curve Carry Strategy ETF | 1.08 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the dummyv2. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the dummyv2 is 13.23%, recorded on Sep 30, 2022. It took 194 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.23% | Mar 30, 2022 | 128 | Sep 30, 2022 | 194 | Jul 12, 2023 | 322 |
| -5.28% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
| -4.31% | Jan 5, 2022 | 34 | Feb 23, 2022 | 18 | Mar 21, 2022 | 52 |
| -3.33% | Nov 26, 2021 | 4 | Dec 1, 2021 | 17 | Dec 27, 2021 | 21 |
| -2.75% | Aug 1, 2023 | 13 | Aug 17, 2023 | 19 | Sep 14, 2023 | 32 |
Volatility Chart
The current dummyv2 volatility is 2.04%, 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.