Brian McClinton
BIL SPY AGG VEU
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 25% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 25% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 25% |
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brian McClinton, 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
The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL
Returns By Period
As of Nov 8, 2024, the Brian McClinton returned 10.92% Year-To-Date and 5.73% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.23% | 3.86% | 14.56% | 36.29% | 14.10% | 11.37% |
| Brian McClinton | 10.92% | 0.37% | 6.64% | 18.48% | 6.45% | 5.71% |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.49% | 0.38% | 2.54% | 5.25% | 2.25% | 1.54% |
SPY SPDR S&P 500 ETF | 26.49% | 3.20% | 15.08% | 39.14% | 15.84% | 13.31% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.47% | -0.89% | 4.42% | 9.12% | 0.06% | 1.54% |
VEU Vanguard FTSE All-World ex-US ETF | 11.02% | -1.30% | 4.63% | 22.18% | 6.21% | 5.35% |
Monthly Returns
The table below presents the monthly returns of Brian McClinton, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.05% | 1.85% | 2.01% | -2.14% | 2.76% | 1.06% | 1.66% | 1.71% | 1.70% | -1.88% | 10.92% | ||
| 2023 | 4.64% | -2.35% | 2.40% | 1.11% | -0.93% | 2.79% | 1.86% | -1.57% | -2.59% | -1.63% | 5.56% | 3.43% | 13.02% |
| 2022 | -2.42% | -1.77% | 0.08% | -4.75% | 0.65% | -4.24% | 3.78% | -2.87% | -5.73% | 2.58% | 5.76% | -2.20% | -11.20% |
| 2021 | -0.35% | 0.83% | 1.31% | 2.15% | 1.01% | 0.66% | 0.54% | 1.08% | -2.25% | 2.42% | -1.23% | 2.01% | 8.38% |
| 2020 | -0.33% | -3.16% | -6.65% | 5.27% | 2.61% | 1.75% | 2.80% | 2.72% | -1.49% | -1.28% | 6.13% | 2.49% | 10.63% |
| 2019 | 4.17% | 1.28% | 1.28% | 1.74% | -2.52% | 3.48% | 0.02% | -0.29% | 1.05% | 1.51% | 1.20% | 1.82% | 15.59% |
| 2018 | 2.58% | -2.53% | -0.60% | 0.06% | 0.31% | -0.31% | 1.68% | 0.39% | 0.15% | -3.91% | 1.05% | -2.76% | -4.01% |
| 2017 | 1.55% | 1.48% | 0.79% | 1.02% | 1.30% | 0.31% | 1.45% | 0.50% | 0.85% | 1.12% | 0.91% | 0.97% | 12.93% |
| 2016 | -2.31% | -0.37% | 3.81% | 0.70% | 0.23% | 0.39% | 2.13% | 0.16% | 0.42% | -1.06% | -0.26% | 1.07% | 4.87% |
| 2015 | -0.23% | 2.59% | -0.66% | 1.34% | -0.06% | -1.49% | 0.71% | -3.55% | -1.33% | 3.85% | -0.33% | -1.13% | -0.52% |
| 2014 | -1.95% | 2.58% | 0.28% | 0.75% | 1.36% | 0.93% | -0.77% | 1.53% | -1.71% | 0.90% | 0.78% | -1.00% | 3.63% |
| 2013 | 1.75% | 0.12% | 1.18% | 1.66% | -0.74% | -1.63% | 2.53% | -1.48% | 3.00% | 2.19% | 0.78% | 0.90% | 10.61% |
Expense Ratio
Brian McClinton has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Brian McClinton is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.59 | 335.97 | 238.57 | 484.95 | 5,472.96 |
SPY SPDR S&P 500 ETF | 3.11 | 4.14 | 1.58 | 4.54 | 20.57 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.43 | 2.10 | 1.25 | 0.55 | 5.25 |
VEU Vanguard FTSE All-World ex-US ETF | 1.71 | 2.42 | 1.30 | 1.52 | 10.01 |
Dividends
Dividend yield
Brian McClinton provided a 3.29% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.29% | 3.19% | 2.13% | 1.51% | 1.49% | 2.40% | 2.48% | 1.87% | 1.86% | 1.87% | 1.95% | 1.70% |
| Portfolio components: | ||||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.16% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.93% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
VEU Vanguard FTSE All-World ex-US ETF | 2.87% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
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 Brian McClinton. 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 Brian McClinton was 32.27%, occurring on Mar 9, 2009. Recovery took 459 trading sessions.
The current Brian McClinton drawdown is 0.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.27% | Nov 1, 2007 | 339 | Mar 9, 2009 | 459 | Dec 31, 2010 | 798 |
| -17.12% | Feb 13, 2020 | 27 | Mar 23, 2020 | 82 | Jul 20, 2020 | 109 |
| -16.99% | Nov 9, 2021 | 235 | Oct 14, 2022 | 301 | Dec 27, 2023 | 536 |
| -10.8% | May 2, 2011 | 108 | Oct 3, 2011 | 101 | Feb 28, 2012 | 209 |
| -9.45% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
Volatility
Volatility Chart
The current Brian McClinton volatility is 1.67%, 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
| BIL | AGG | VEU | SPY | |
|---|---|---|---|---|
| BIL | 1.00 | 0.02 | -0.02 | -0.02 |
| AGG | 0.02 | 1.00 | -0.10 | -0.14 |
| VEU | -0.02 | -0.10 | 1.00 | 0.84 |
| SPY | -0.02 | -0.14 | 0.84 | 1.00 |