Portfolio 2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AOA iShares Core Aggressive Allocation ETF | Diversified Portfolio | 20% |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | High Yield Bonds, Actively Managed | 30% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 30% |
TFLO iShares Treasury Floating Rate Bond ETF | Government Bonds | 20% |
Performance
Performance Chart
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The earliest data available for this chart is May 29, 2014, corresponding to the inception date of HYGH
Returns By Period
As of May 16, 2025, the Portfolio 2 returned 2.14% Year-To-Date and 7.39% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| Portfolio 2 | 2.48% | 6.85% | 2.96% | 9.84% | 10.98% | 7.42% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 1.74% | 13.05% | 2.10% | 13.91% | 17.55% | 12.83% |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 1.95% | 3.74% | 2.80% | 8.39% | 8.79% | 4.98% |
AOA iShares Core Aggressive Allocation ETF | 4.98% | 9.22% | 4.87% | 10.66% | 12.00% | 7.70% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.60% | 0.37% | 2.23% | 4.77% | 2.79% | 1.96% |
Monthly Returns
The table below presents the monthly returns of Portfolio 2, 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 | 1.65% | -0.26% | -2.49% | -0.23% | 3.89% | 2.48% | |||||||
| 2024 | 0.79% | 2.80% | 2.03% | -1.67% | 2.68% | 1.39% | 1.15% | 1.57% | 1.50% | -0.47% | 2.98% | -1.01% | 14.51% |
| 2023 | 3.97% | -1.21% | 1.70% | 0.88% | -0.09% | 3.94% | 2.05% | -0.67% | -2.23% | -1.14% | 5.23% | 2.94% | 16.14% |
| 2022 | -2.76% | -1.51% | 1.78% | -4.70% | 0.46% | -5.63% | 5.57% | -2.56% | -4.68% | 4.78% | 3.67% | -2.65% | -8.69% |
| 2021 | -0.40% | 1.42% | 2.45% | 2.33% | 0.47% | 1.18% | 0.76% | 1.55% | -2.10% | 2.99% | -0.93% | 2.76% | 13.09% |
| 2020 | -0.60% | -4.47% | -9.12% | 6.83% | 3.08% | 0.99% | 3.97% | 3.21% | -1.99% | -0.90% | 6.07% | 2.49% | 8.73% |
| 2019 | 5.17% | 1.82% | 1.02% | 2.16% | -3.74% | 3.90% | 0.59% | -0.88% | 1.25% | 1.10% | 1.77% | 2.17% | 17.30% |
| 2018 | 2.97% | -2.00% | -1.08% | 0.59% | 0.73% | 0.22% | 2.27% | 1.32% | 0.43% | -3.70% | 0.53% | -4.67% | -2.66% |
| 2017 | 1.21% | 2.14% | 0.24% | 0.74% | 0.99% | 0.49% | 1.33% | 0.06% | 1.34% | 1.21% | 1.30% | 0.72% | 12.42% |
| 2016 | -3.28% | -0.07% | 4.03% | 1.15% | 0.87% | 0.16% | 2.35% | 0.81% | 0.37% | -0.89% | 1.74% | 1.61% | 9.02% |
| 2015 | -1.26% | 3.37% | -0.95% | 0.83% | 0.60% | -1.78% | 0.99% | -3.68% | -2.29% | 4.80% | -0.63% | -1.26% | -1.56% |
| 2014 | 0.06% | 1.29% | -1.40% | 2.21% | -1.65% | 1.44% | 0.69% | -0.63% | 1.96% |
Expense Ratio
Portfolio 2 has an expense ratio of 0.25%, 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
The current rank of Portfolio 2 is 70, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.72 | 1.19 | 1.18 | 0.80 | 3.08 |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 1.10 | 1.43 | 1.29 | 1.07 | 6.49 |
AOA iShares Core Aggressive Allocation ETF | 0.76 | 1.24 | 1.18 | 0.89 | 3.98 |
TFLO iShares Treasury Floating Rate Bond ETF | 14.93 | 51.72 | 12.09 | 189.91 | 807.01 |
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Dividends
Dividend yield
Portfolio 2 provided a 4.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.00% | 4.25% | 4.54% | 3.12% | 1.82% | 2.11% | 2.98% | 3.40% | 3.15% | 2.45% | 2.86% | 2.09% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.30% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 7.44% | 7.85% | 8.95% | 6.21% | 3.74% | 4.06% | 4.89% | 6.45% | 4.79% | 4.60% | 5.75% | 3.62% |
AOA iShares Core Aggressive Allocation ETF | 2.21% | 2.30% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% |
TFLO iShares Treasury Floating Rate Bond ETF | 4.71% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% | 0.08% |
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 Portfolio 2. 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 Portfolio 2 was 23.11%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Portfolio 2 drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.11% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -13.91% | Jan 4, 2022 | 187 | Sep 30, 2022 | 194 | Jul 12, 2023 | 381 |
| -11.77% | May 20, 2015 | 185 | Feb 11, 2016 | 104 | Jul 12, 2016 | 289 |
| -10.71% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -10.08% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
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 4 assets, with an effective number of assets of 3.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | TFLO | HYGH | AOA | IVV | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.04 | 0.66 | 0.94 | 1.00 | 0.97 |
| TFLO | -0.04 | 1.00 | -0.01 | -0.04 | -0.04 | -0.02 |
| HYGH | 0.66 | -0.01 | 1.00 | 0.66 | 0.66 | 0.79 |
| AOA | 0.94 | -0.04 | 0.66 | 1.00 | 0.94 | 0.95 |
| IVV | 1.00 | -0.04 | 0.66 | 0.94 | 1.00 | 0.97 |
| Portfolio | 0.97 | -0.02 | 0.79 | 0.95 | 0.97 | 1.00 |