Test bland
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | Diversified Portfolio | 60% |
CSM Proshares Large Cap Core Plus | Long-Short | 15% |
NTSX WisdomTree U.S. Efficient Core Fund | Diversified Portfolio, Actively Managed | 15% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test bland, 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 Dec 30, 2019, corresponding to the inception date of BLNDX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Test bland | 19.90% | 0.64% | 4.74% | 24.52% | N/A | N/A |
| Portfolio components: | ||||||
BLNDX Standpoint Multi-Asset Fund Institutional | 13.46% | -0.26% | -1.43% | 15.03% | N/A | N/A |
CSM Proshares Large Cap Core Plus | 25.28% | 1.99% | 13.23% | 35.03% | 14.17% | 12.09% |
NTSX WisdomTree U.S. Efficient Core Fund | 22.87% | 1.50% | 12.55% | 32.01% | 12.02% | N/A |
SPMO Invesco S&P 500® Momentum ETF | 47.91% | 2.49% | 18.92% | 57.54% | 20.47% | N/A |
Monthly Returns
The table below presents the monthly returns of Test bland, 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 | 2.49% | 6.61% | 4.25% | -3.43% | 3.36% | 2.30% | 0.74% | 0.90% | 1.34% | -3.00% | 19.90% | ||
| 2023 | 3.65% | -1.71% | 0.99% | 1.20% | -0.66% | 3.67% | 1.23% | -1.17% | -0.77% | -1.61% | 4.02% | 3.01% | 12.20% |
| 2022 | -3.91% | 0.46% | 4.88% | -2.83% | 0.87% | -4.84% | 3.59% | -2.14% | -4.79% | 5.31% | 1.78% | -3.39% | -5.62% |
| 2021 | 0.09% | 3.56% | 3.21% | 4.34% | 0.94% | 2.00% | 1.50% | 2.00% | -2.08% | 5.61% | -3.60% | 3.48% | 22.74% |
| 2020 | -0.14% | -5.73% | -2.77% | 7.93% | 2.04% | 0.72% | 3.89% | 4.35% | -2.74% | -2.60% | 9.04% | 4.21% | 18.49% |
| 2019 | 0.09% | 0.09% |
Expense Ratio
Test bland features an expense ratio of 0.87%, 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
Risk-Adjusted Performance Rank
The current rank of Test bland is 31, 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 | |
|---|---|---|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | 1.20 | 1.68 | 1.22 | 1.46 | 5.00 |
CSM Proshares Large Cap Core Plus | 2.99 | 3.97 | 1.55 | 4.30 | 17.84 |
NTSX WisdomTree U.S. Efficient Core Fund | 2.82 | 3.84 | 1.50 | 2.22 | 18.63 |
SPMO Invesco S&P 500® Momentum ETF | 3.40 | 4.38 | 1.61 | 4.57 | 19.03 |
Dividends
Dividend yield
Test bland provided a 0.82% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.82% | 1.05% | 0.90% | 3.11% | 1.17% | 0.58% | 0.43% | 0.27% | 0.42% | 0.29% | 0.21% | 0.18% |
| Portfolio components: | ||||||||||||
BLNDX Standpoint Multi-Asset Fund Institutional | 0.77% | 0.88% | 0.53% | 4.70% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSM Proshares Large Cap Core Plus | 1.02% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% | 1.39% | 1.22% |
NTSX WisdomTree U.S. Efficient Core Fund | 1.04% | 1.21% | 1.36% | 0.82% | 0.92% | 1.53% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.44% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% | 0.00% |
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 Test bland. 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 Test bland was 17.81%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.
The current Test bland drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.81% | Feb 13, 2020 | 27 | Mar 23, 2020 | 81 | Jul 17, 2020 | 108 |
| -11.47% | Mar 30, 2022 | 128 | Sep 30, 2022 | 239 | Sep 14, 2023 | 367 |
| -9.39% | Jul 17, 2024 | 14 | Aug 5, 2024 | 68 | Nov 8, 2024 | 82 |
| -7.94% | Nov 17, 2021 | 47 | Jan 25, 2022 | 41 | Mar 24, 2022 | 88 |
| -7.03% | Sep 3, 2020 | 14 | Sep 23, 2020 | 37 | Nov 13, 2020 | 51 |
Volatility
Volatility Chart
The current Test bland volatility is 3.47%, 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
| BLNDX | SPMO | NTSX | CSM | |
|---|---|---|---|---|
| BLNDX | 1.00 | 0.59 | 0.59 | 0.67 |
| SPMO | 0.59 | 1.00 | 0.81 | 0.84 |
| NTSX | 0.59 | 0.81 | 1.00 | 0.90 |
| CSM | 0.67 | 0.84 | 0.90 | 1.00 |