NEUFjO
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 33.33% |
Invesco High Yield Equity Dividend Achievers™ ETF | All Cap Equities, Dividend | 33.33% |
Vanguard Real Estate ETF | REIT | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NEUFjO, 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 Apr 11, 2007, corresponding to the inception date of HYG
Returns By Period
As of Jul 25, 2024, the NEUFjO returned 2.73% Year-To-Date and 6.52% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
NEUFjO | 3.06% | 5.83% | 5.16% | 10.67% | 5.15% | 6.57% |
Portfolio components: | ||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 4.01% | 1.57% | 3.69% | 10.70% | 2.97% | 3.47% |
Vanguard Real Estate ETF | 1.73% | 6.97% | 5.82% | 8.37% | 3.80% | 5.64% |
Invesco High Yield Equity Dividend Achievers™ ETF | 3.18% | 8.93% | 5.75% | 12.05% | 7.54% | 9.79% |
Monthly Returns
The table below presents the monthly returns of NEUFjO, 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 | -2.97% | 0.08% | 2.69% | -4.15% | 2.60% | -0.03% | 3.06% | ||||||
2023 | 5.91% | -3.83% | -0.93% | 0.39% | -4.46% | 4.28% | 2.72% | 0.03% | -5.26% | -3.00% | 8.15% | 7.20% | 10.49% |
2022 | -3.20% | -1.46% | 2.71% | -3.87% | 0.83% | -7.07% | 6.22% | -4.36% | -8.57% | 6.05% | 4.78% | -3.42% | -12.04% |
2021 | 0.08% | 3.66% | 5.15% | 3.59% | 1.19% | 0.68% | 0.89% | 1.32% | -2.91% | 3.30% | -2.19% | 6.61% | 23.07% |
2020 | -0.42% | -6.36% | -16.64% | 8.04% | 2.06% | 0.89% | 3.32% | 0.95% | -2.16% | 0.30% | 8.87% | 3.03% | -0.73% |
2019 | 8.28% | 1.97% | 2.30% | 1.11% | -2.74% | 3.77% | 1.12% | 0.20% | 2.25% | 0.23% | 0.41% | 1.98% | 22.58% |
2018 | -0.37% | -5.09% | 1.26% | 0.74% | 1.72% | 2.13% | 1.83% | 1.00% | -0.74% | -3.15% | 2.16% | -6.22% | -5.07% |
2017 | 0.38% | 2.31% | -1.12% | 0.30% | -0.14% | 0.88% | 1.35% | -0.67% | 1.11% | -0.10% | 2.07% | 0.10% | 6.60% |
2016 | -2.24% | 0.83% | 7.07% | 1.83% | 1.18% | 4.09% | 2.68% | -0.83% | 0.12% | -2.90% | 1.64% | 3.28% | 17.62% |
2015 | 1.82% | 0.25% | 0.16% | -1.45% | -0.16% | -2.39% | 2.13% | -3.67% | -0.36% | 5.71% | -0.86% | -0.73% | 0.15% |
2014 | 0.63% | 3.57% | 1.21% | 1.71% | 1.60% | 1.71% | -2.07% | 3.36% | -3.56% | 5.51% | 0.72% | 1.27% | 16.47% |
2013 | 3.54% | 1.41% | 2.72% | 3.65% | -3.26% | -0.74% | 3.15% | -4.43% | 2.58% | 3.90% | -0.91% | 0.62% | 12.45% |
Expense Ratio
NEUFjO features an expense ratio of 0.38%, 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 NEUFjO is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
iShares iBoxx $ High Yield Corporate Bond ETF | 1.79 | 2.76 | 1.33 | 1.08 | 9.15 |
Vanguard Real Estate ETF | 0.35 | 0.64 | 1.08 | 0.19 | 0.90 |
Invesco High Yield Equity Dividend Achievers™ ETF | 0.72 | 1.18 | 1.14 | 0.83 | 2.13 |
Dividends
Dividend yield
NEUFjO granted a 4.91% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
NEUFjO | 4.91% | 4.76% | 4.48% | 3.47% | 4.37% | 4.05% | 4.87% | 4.19% | 4.40% | 4.42% | 4.18% | 4.57% |
Portfolio components: | ||||||||||||
iShares iBoxx $ High Yield Corporate Bond ETF | 5.87% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
Vanguard Real Estate ETF | 4.04% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Invesco High Yield Equity Dividend Achievers™ ETF | 4.81% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% | 3.24% | 3.28% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the NEUFjO. 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 NEUFjO was 59.63%, occurring on Mar 6, 2009. Recovery took 723 trading sessions.
The current NEUFjO drawdown is 0.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-59.63% | Apr 26, 2007 | 470 | Mar 6, 2009 | 723 | Jan 18, 2012 | 1193 |
-35.33% | Feb 18, 2020 | 25 | Mar 23, 2020 | 223 | Feb 9, 2021 | 248 |
-19.08% | Jan 5, 2022 | 192 | Oct 10, 2022 | 443 | Jul 17, 2024 | 635 |
-11.45% | Sep 14, 2018 | 70 | Dec 24, 2018 | 33 | Feb 12, 2019 | 103 |
-10.13% | Feb 6, 2015 | 256 | Feb 11, 2016 | 23 | Mar 16, 2016 | 279 |
Volatility
Volatility Chart
The current NEUFjO volatility is 2.80%, 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
HYG | VNQ | PEY | |
---|---|---|---|
HYG | 1.00 | 0.49 | 0.54 |
VNQ | 0.49 | 1.00 | 0.70 |
PEY | 0.54 | 0.70 | 1.00 |