Sandy B
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sandy B, 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 May 23, 2023, corresponding to the inception date of BINC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Sandy B | -2.39% | -2.71% | -3.00% | 6.18% | N/A | N/A |
| Portfolio components: | ||||||
JAAA Janus Henderson AAA CLO ETF | 0.50% | 0.02% | 1.97% | 5.49% | N/A | N/A |
BINC BlackRock Flexible Income ETF | 0.77% | -0.79% | 1.02% | 6.84% | N/A | N/A |
IQLT iShares MSCI Intl Quality Factor ETF | 7.11% | -2.91% | -0.06% | 7.78% | 10.51% | 6.54% |
XLK Technology Select Sector SPDR Fund | -16.91% | -8.93% | -15.90% | -2.34% | 17.68% | 17.89% |
VYM Vanguard High Dividend Yield ETF | -4.67% | -5.81% | -6.77% | 8.49% | 12.68% | 9.07% |
PSR Invesco Active U.S. Real Estate Fund | -0.46% | -3.38% | -7.68% | 14.92% | 5.62% | 4.88% |
DIVO Amplify CWP Enhanced Dividend Income ETF | -2.42% | -3.05% | -4.35% | 8.49% | 12.56% | N/A |
FNDA Schwab Fundamental US Small Co. Index ETF | -14.46% | -8.15% | -15.80% | -2.57% | 15.13% | 6.99% |
AGNCM AGNC Investment Corp. | -3.33% | -3.20% | 0.89% | 7.71% | 10.28% | N/A |
VCSH Vanguard Short-Term Corporate Bond ETF | 1.86% | 0.42% | 1.94% | 7.15% | 2.10% | 2.39% |
VGSH Vanguard Short-Term Treasury ETF | 1.95% | 0.75% | 2.33% | 6.15% | 1.17% | 1.48% |
SCHG Schwab U.S. Large-Cap Growth ETF | -14.91% | -6.05% | -10.17% | 6.44% | 16.81% | 14.20% |
Monthly Returns
The table below presents the monthly returns of Sandy B, 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 | 1.30% | 0.52% | -1.84% | -2.34% | -2.39% | ||||||||
| 2024 | 0.47% | 1.46% | 1.64% | -2.35% | 2.80% | 1.24% | 1.68% | 1.53% | 1.35% | -1.20% | 2.51% | -1.61% | 9.79% |
| 2023 | 0.14% | 2.93% | 1.94% | -0.79% | -2.04% | -1.65% | 5.59% | 3.47% | 9.74% |
Expense Ratio
Sandy B has an expense ratio of 0.20%, 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 78, Sandy B is among the top 22% 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 | |
|---|---|---|---|---|---|
JAAA Janus Henderson AAA CLO ETF | 3.19 | 4.03 | 2.25 | 3.79 | 26.75 |
BINC BlackRock Flexible Income ETF | 2.43 | 3.31 | 1.54 | 2.91 | 13.34 |
IQLT iShares MSCI Intl Quality Factor ETF | 0.45 | 0.76 | 1.10 | 0.58 | 1.55 |
XLK Technology Select Sector SPDR Fund | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
VYM Vanguard High Dividend Yield ETF | 0.53 | 0.84 | 1.12 | 0.57 | 2.64 |
PSR Invesco Active U.S. Real Estate Fund | 0.78 | 1.16 | 1.15 | 0.83 | 2.75 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.64 | 0.99 | 1.14 | 0.72 | 3.03 |
FNDA Schwab Fundamental US Small Co. Index ETF | -0.15 | -0.06 | 0.99 | -0.13 | -0.44 |
AGNCM AGNC Investment Corp. | 0.97 | 1.31 | 1.24 | 1.20 | 6.98 |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.05 | 4.64 | 1.65 | 5.66 | 16.13 |
VGSH Vanguard Short-Term Treasury ETF | 3.80 | 6.53 | 1.88 | 6.41 | 18.76 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.22 | 0.48 | 1.07 | 0.23 | 0.88 |
Dividends
Dividend yield
Sandy B provided a 4.44% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.44% | 4.30% | 3.51% | 2.42% | 1.81% | 1.90% | 2.13% | 1.70% | 1.25% | 1.31% | 1.22% | 0.84% |
| Portfolio components: | ||||||||||||
JAAA Janus Henderson AAA CLO ETF | 6.13% | 6.35% | 6.10% | 2.77% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BINC BlackRock Flexible Income ETF | 6.52% | 6.13% | 3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IQLT iShares MSCI Intl Quality Factor ETF | 2.68% | 2.87% | 2.27% | 3.14% | 2.24% | 1.60% | 2.28% | 2.72% | 2.36% | 2.91% | 2.78% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
VYM Vanguard High Dividend Yield ETF | 3.05% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
PSR Invesco Active U.S. Real Estate Fund | 2.95% | 3.06% | 2.93% | 2.95% | 2.12% | 3.09% | 2.55% | 2.64% | 0.14% | 3.60% | 2.03% | 1.24% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.99% | 4.70% | 4.67% | 4.76% | 4.79% | 4.92% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% |
FNDA Schwab Fundamental US Small Co. Index ETF | 1.69% | 1.53% | 1.37% | 1.38% | 1.15% | 1.31% | 1.38% | 1.67% | 1.30% | 1.19% | 1.33% | 1.06% |
AGNCM AGNC Investment Corp. | 9.98% | 8.94% | 7.32% | 8.66% | 6.68% | 6.92% | 5.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.08% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.25% | 2.10% | 2.08% | 2.01% |
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.48% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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 Sandy B. 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 Sandy B was 8.17%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Sandy B drawdown is 4.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.17% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -5.21% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -3.49% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -2.84% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -2.67% | Dec 5, 2024 | 24 | Jan 10, 2025 | 18 | Feb 6, 2025 | 42 |
Volatility
Volatility Chart
The current Sandy B volatility is 5.96%, 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
| JAAA | AGNCM | VGSH | VCSH | XLK | SCHG | PSR | BINC | DIVO | IQLT | VYM | FNDA | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JAAA | 1.00 | 0.11 | -0.01 | 0.02 | 0.06 | 0.06 | 0.13 | 0.08 | 0.16 | 0.08 | 0.17 | 0.12 |
| AGNCM | 0.11 | 1.00 | 0.15 | 0.21 | 0.04 | 0.06 | 0.20 | 0.21 | 0.12 | 0.15 | 0.15 | 0.13 |
| VGSH | -0.01 | 0.15 | 1.00 | 0.89 | 0.01 | 0.03 | 0.23 | 0.64 | 0.02 | 0.16 | 0.03 | 0.10 |
| VCSH | 0.02 | 0.21 | 0.89 | 1.00 | 0.16 | 0.19 | 0.39 | 0.78 | 0.20 | 0.34 | 0.22 | 0.28 |
| XLK | 0.06 | 0.04 | 0.01 | 0.16 | 1.00 | 0.95 | 0.27 | 0.29 | 0.51 | 0.60 | 0.48 | 0.53 |
| SCHG | 0.06 | 0.06 | 0.03 | 0.19 | 0.95 | 1.00 | 0.30 | 0.33 | 0.55 | 0.61 | 0.48 | 0.56 |
| PSR | 0.13 | 0.20 | 0.23 | 0.39 | 0.27 | 0.30 | 1.00 | 0.48 | 0.61 | 0.52 | 0.69 | 0.68 |
| BINC | 0.08 | 0.21 | 0.64 | 0.78 | 0.29 | 0.33 | 0.48 | 1.00 | 0.35 | 0.53 | 0.38 | 0.44 |
| DIVO | 0.16 | 0.12 | 0.02 | 0.20 | 0.51 | 0.55 | 0.61 | 0.35 | 1.00 | 0.64 | 0.88 | 0.73 |
| IQLT | 0.08 | 0.15 | 0.16 | 0.34 | 0.60 | 0.61 | 0.52 | 0.53 | 0.64 | 1.00 | 0.65 | 0.69 |
| VYM | 0.17 | 0.15 | 0.03 | 0.22 | 0.48 | 0.48 | 0.69 | 0.38 | 0.88 | 0.65 | 1.00 | 0.84 |
| FNDA | 0.12 | 0.13 | 0.10 | 0.28 | 0.53 | 0.56 | 0.68 | 0.44 | 0.73 | 0.69 | 0.84 | 1.00 |