Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRHYX BlackRock High Yield K | High Yield Bonds | 16.67% |
FAGIX Fidelity Capital & Income Fund | High Yield Bonds | 16.67% |
RITGX American Funds American High-Income Trust® Class R-6 | High Yield Bonds | 16.67% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | Government Bonds | 16.67% |
SPHIX Fidelity High Income Fund | High Yield Bonds | 16.67% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Hi Yield, Temp, 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 Aug 5, 2010, corresponding to the inception date of SCHR
Returns By Period
As of Apr 3, 2026, the Hi Yield, Temp returned -0.49% Year-To-Date and 6.96% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Hi Yield, Temp | 0.04% | -1.33% | -0.49% | 0.93% | 9.85% | 9.91% | 5.31% | 6.96% |
| Portfolio components: | ||||||||
RITGX American Funds American High-Income Trust® Class R-6 | 0.41% | -0.91% | -0.06% | 1.22% | 7.02% | 9.27% | 5.02% | 6.62% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 0.16% | -1.07% | 0.05% | 0.76% | 4.10% | 3.20% | 0.34% | 1.32% |
BRHYX BlackRock High Yield K | 0.42% | -0.98% | -0.73% | 0.93% | 7.43% | 8.75% | 4.35% | 6.12% |
SPHIX Fidelity High Income Fund | 0.37% | -0.99% | 0.15% | 1.46% | 8.70% | 9.17% | 3.90% | 5.36% |
FAGIX Fidelity Capital & Income Fund | 0.55% | -0.91% | 1.00% | 2.41% | 14.18% | 11.03% | 6.09% | 7.62% |
SPY State Street SPDR S&P 500 ETF | 0.09% | -3.34% | -3.56% | -1.44% | 17.51% | 18.37% | 11.88% | 14.11% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 6, 2010, Hi Yield, Temp's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, your investment would double in approximately 10.2 years.
Historically, 72% of months were positive and 28% were negative. The best month was Jul 2022 with a return of +5.6%, while the worst month was Mar 2020 at -9.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Hi Yield, Temp closed higher 58% of trading days. The best single day was Mar 26, 2020 with a return of +3.3%, while the worst single day was Mar 16, 2020 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.81% | 0.52% | -2.25% | 0.45% | -0.49% | ||||||||
| 2025 | 1.56% | 0.29% | -1.76% | 0.10% | 2.16% | 2.75% | 0.88% | 1.49% | 1.37% | 0.81% | 0.36% | 0.51% | 10.96% |
| 2024 | 0.58% | 1.15% | 1.67% | -1.64% | 2.11% | 1.27% | 1.73% | 1.52% | 1.58% | -0.73% | 2.12% | -1.02% | 10.73% |
| 2023 | 3.95% | -1.70% | 1.76% | 0.94% | -0.75% | 2.02% | 1.55% | -0.29% | -1.84% | -1.43% | 4.99% | 3.64% | 13.28% |
| 2022 | -2.98% | -1.17% | -0.15% | -4.31% | 0.30% | -6.29% | 5.55% | -2.44% | -5.15% | 3.19% | 2.73% | -1.74% | -12.38% |
| 2021 | -0.12% | 0.88% | 0.86% | 1.93% | 0.49% | 1.43% | 0.79% | 0.95% | -0.99% | 1.06% | -0.80% | 2.11% | 8.89% |
Benchmark Metrics
Hi Yield, Temp has an annualized alpha of 3.22%, beta of 0.29, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since August 06, 2010.
- This portfolio participated in 45.41% of S&P 500 Index downside but only 43.93% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 3.22% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.29 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.22%
- Beta
- 0.29
- R²
- 0.73
- Upside Capture
- 43.93%
- Downside Capture
- 45.41%
Expense Ratio
Hi Yield, Temp has an expense ratio of 0.39%, placing it in the medium range. 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
Hi Yield, Temp ranks 77 for risk / return — better than 77% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.74 | 0.88 | +0.86 |
Sortino ratioReturn per unit of downside risk | 2.45 | 1.37 | +1.09 |
Omega ratioGain probability vs. loss probability | 1.37 | 1.21 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.32 | 1.39 | +0.93 |
Martin ratioReturn relative to average drawdown | 10.69 | 6.43 | +4.25 |
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 | |
|---|---|---|---|---|---|---|
RITGX American Funds American High-Income Trust® Class R-6 | 81 | 1.65 | 2.16 | 1.39 | 2.17 | 9.15 |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 52 | 1.07 | 1.63 | 1.19 | 1.66 | 5.09 |
BRHYX BlackRock High Yield K | 88 | 1.90 | 2.71 | 1.43 | 2.38 | 10.88 |
SPHIX Fidelity High Income Fund | 93 | 2.22 | 3.14 | 1.52 | 2.75 | 11.89 |
FAGIX Fidelity Capital & Income Fund | 93 | 2.08 | 2.89 | 1.43 | 3.40 | 14.13 |
SPY State Street SPDR S&P 500 ETF | 53 | 0.92 | 1.45 | 1.22 | 1.51 | 7.11 |
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Dividends
Dividend yield
Hi Yield, Temp provided a 4.69% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.69% | 4.98% | 5.05% | 4.71% | 4.55% | 3.63% | 3.97% | 4.42% | 4.83% | 4.36% | 4.25% | 4.57% |
| Portfolio components: | ||||||||||||
RITGX American Funds American High-Income Trust® Class R-6 | 6.18% | 6.63% | 6.66% | 6.80% | 4.50% | 4.65% | 6.19% | 6.56% | 6.68% | 6.36% | 5.36% | 7.29% |
SCHR Schwab Intermediate-Term U.S. Treasury ETF | 3.89% | 3.85% | 3.77% | 3.16% | 2.02% | 1.00% | 1.62% | 2.31% | 2.11% | 1.65% | 1.45% | 1.56% |
BRHYX BlackRock High Yield K | 6.68% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
SPHIX Fidelity High Income Fund | 5.95% | 6.43% | 6.10% | 5.41% | 3.91% | 4.07% | 4.71% | 5.10% | 6.02% | 5.40% | 6.07% | 5.59% |
FAGIX Fidelity Capital & Income Fund | 4.35% | 4.74% | 5.02% | 5.28% | 10.25% | 6.08% | 4.59% | 5.00% | 5.67% | 5.05% | 4.57% | 4.51% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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 Hi Yield, Temp. 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 Hi Yield, Temp was 20.73%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Hi Yield, Temp drawdown is 1.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -15.88% | Jan 3, 2022 | 189 | Sep 30, 2022 | 335 | Feb 1, 2024 | 524 |
| -10.45% | Jun 1, 2015 | 178 | Feb 11, 2016 | 101 | Jul 7, 2016 | 279 |
| -9.13% | Jun 1, 2011 | 88 | Oct 4, 2011 | 77 | Jan 25, 2012 | 165 |
| -7.57% | Oct 3, 2018 | 57 | Dec 24, 2018 | 38 | Feb 20, 2019 | 95 |
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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | SCHR | SPY | RITGX | SPHIX | BRHYX | FAGIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.21 | 1.00 | 0.45 | 0.45 | 0.48 | 0.76 | 0.83 |
| SCHR | -0.21 | 1.00 | -0.21 | 0.03 | 0.02 | 0.03 | -0.11 | 0.01 |
| SPY | 1.00 | -0.21 | 1.00 | 0.45 | 0.45 | 0.48 | 0.76 | 0.83 |
| RITGX | 0.45 | 0.03 | 0.45 | 1.00 | 0.85 | 0.85 | 0.75 | 0.79 |
| SPHIX | 0.45 | 0.02 | 0.45 | 0.85 | 1.00 | 0.88 | 0.78 | 0.79 |
| BRHYX | 0.48 | 0.03 | 0.48 | 0.85 | 0.88 | 1.00 | 0.78 | 0.81 |
| FAGIX | 0.76 | -0.11 | 0.76 | 0.75 | 0.78 | 0.78 | 1.00 | 0.94 |
| Portfolio | 0.83 | 0.01 | 0.83 | 0.79 | 0.79 | 0.81 | 0.94 | 1.00 |