US Bond Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	100%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in US Bond Portfolio, 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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Returns By Period

As of Jun 13, 2026, the US Bond Portfolio returned 0.52% Year-To-Date and 1.57% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio US Bond Portfolio	-0.12%	0.46%	0.52%	0.93%	4.87%	4.19%	0.06%	1.57%
Portfolio components:
AGG iShares Core U.S. Aggregate Bond ETF	-0.12%	0.43%	0.52%	0.93%	4.50%	4.19%	0.06%	1.57%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 26, 2003, US Bond Portfolio's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.

Historically, 59% of months were positive and 41% were negative. The best month was Dec 2008 with a return of +6.7%, while the worst month was Sep 2022 at -4.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.

On a daily basis, US Bond Portfolio closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +3.9%, while the worst single day was Oct 10, 2008 at -6.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.25%	1.60%	-1.79%	0.17%	0.29%	0.03%							0.52%
2025	0.52%	2.24%	-0.03%	0.43%	-0.61%	1.46%	-0.26%	1.19%	1.13%	0.62%	0.61%	-0.28%	7.19%
2024	-0.15%	-1.47%	0.90%	-2.48%	1.67%	0.89%	2.42%	1.46%	1.33%	-2.52%	1.11%	-1.69%	1.31%
2023	3.33%	-2.67%	2.64%	0.58%	-1.14%	-0.37%	-0.02%	-0.63%	-2.59%	-1.57%	4.59%	3.70%	5.65%
2022	-2.00%	-1.15%	-2.81%	-3.81%	0.76%	-1.55%	2.54%	-3.04%	-4.14%	-1.28%	3.81%	-0.87%	-13.02%
2021	-0.74%	-1.52%	-1.15%	0.73%	0.20%	0.83%	1.12%	-0.20%	-0.92%	-0.01%	0.27%	-0.36%	-1.77%

Benchmark Metrics

US Bond Portfolio has an annualized alpha of 3.29%, beta of -0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 26, 2003.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.42%) than losses (1.85%) - typical of diversified or defensive assets.
Beta of -0.01 may look defensive, but with R2 of 0.00 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 0.00 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: 3.29%

Beta: -0.01

R²: 0.00

Upside Capture: 11.42%

Downside Capture: 1.85%

See how alpha, beta & R² have trended over time →

Expense Ratio

US Bond Portfolio has an expense ratio of 0.03%, 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.

AGG

iShares Core U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

US Bond Portfolio ranks 18 for risk / return — in the bottom 18% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

The table below presents risk-adjusted performance metrics for US Bond Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.19	1.86	-0.68
Sortino ratioReturn per unit of downside risk	1.76	2.53	-0.77
Omega ratioGain probability vs. loss probability	1.21	1.34	-0.13
Calmar ratioReturn relative to maximum drawdown	1.63	2.53	-0.90
Martin ratioReturn relative to average drawdown	4.82	11.37	-6.55

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AGG iShares Core U.S. Aggregate Bond ETF	37	1.19	1.76	1.21	1.63	4.82

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.

The current US Bond Portfolio Sharpe ratio is 1.19 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 US Bond Portfolio 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

US Bond Portfolio provided a 3.98% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.98%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
Portfolio components:
AGG iShares Core U.S. Aggregate Bond ETF	3.98%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	$0.00	$0.32	$0.32	$0.34	$0.33	$0.33							$1.64
2025	$0.00	$0.32	$0.30	$0.33	$0.32	$0.32	$0.32	$0.33	$0.33	$0.33	$0.33	$0.66	$3.89
2024	$0.00	$0.29	$0.29	$0.29	$0.29	$0.30	$0.30	$0.30	$0.31	$0.31	$0.31	$0.63	$3.63
2023	$0.00	$0.25	$0.23	$0.25	$0.25	$0.26	$0.25	$0.26	$0.26	$0.26	$0.28	$0.56	$3.11
2022	$0.00	$0.16	$0.16	$0.16	$0.18	$0.19	$0.19	$0.20	$0.20	$0.21	$0.22	$0.45	$2.32
2021	$0.00	$0.19	$0.19	$0.17	$0.17	$0.17	$0.16	$0.17	$0.17	$0.18	$0.18	$0.28	$2.02

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 US Bond Portfolio. 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 US Bond Portfolio was 18.43%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current US Bond Portfolio drawdown is 1.88%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-18.43%Oct 2022	2y 2mo	—	5y 10moAug 2020 - now
Financial crisis2007–2009	-12.84%Oct 2008	1mo	2mo 6d	3mo 6dSep 2008 - Dec 2008
COVID crash2020	-9.58%Mar 2020	9d	2mo 4d	2mo 13dMar 2020 - May 2020
2013 pullback2013	-5.14%Sep 2013	4mo 5d	8mo 11d	1y 11dMay 2013 - May 2014
2004 pullback2004	-4.65%May 2004	1mo 16d	4mo 7d	5mo 23dMar 2004 - Sep 2004

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 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.00	1.00	1.00	1.00	1.00

The portfolio has a diversification ratio of 1.00, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

US Bond Portfolio correlation to the S&P 500 Index

US Bond Portfolio has a 0.34 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.34
Correlation (3Y) Calculated over the trailing 3-year period	0.25
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Sep 26, 2003	-0.11

Benchmark Correlations

Correlation vs. S&P 500 Index

AGG

-0.11

Portfolio Correlations

Correlation vs. US Bond Portfolio

AGG

1.00

Diversification Analysis

Find what US Bond Portfolio is missing

See which holdings overlap, where US Bond Portfolio is concentrated, and which low-correlation assets could fill the gaps.

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