Portfolio 2
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 2, 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 May 29, 2014, corresponding to the inception date of HYGH
Returns By Period
As of Nov 12, 2024, the Portfolio 2 returned 15.27% Year-To-Date and 7.56% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Portfolio 2 | 15.27% | 1.66% | 8.46% | 21.43% | 9.14% | 7.56% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 27.23% | 3.30% | 15.17% | 37.99% | 16.01% | 13.44% |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 10.65% | 1.67% | 5.98% | 14.09% | 6.06% | 4.82% |
AOA iShares Core Aggressive Allocation ETF | 15.94% | 0.43% | 8.44% | 26.00% | 9.19% | 8.02% |
TFLO iShares Treasury Floating Rate Bond ETF | 4.59% | 0.39% | 2.44% | 5.22% | 2.46% | 1.72% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.79% | 2.80% | 2.03% | -1.67% | 2.68% | 1.39% | 1.15% | 1.57% | 1.50% | -0.47% | 15.27% | ||
| 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% | 2.17% | -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% | 12.41% |
| 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% | 9.01% |
| 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% | -1.57% |
| 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 compared to other funds. 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 risk-adjusted rank of Portfolio 2 is 89, placing it in the top 11% 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 3.26 | 4.32 | 1.61 | 4.75 | 21.54 |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 3.03 | 4.20 | 1.68 | 3.76 | 30.20 |
AOA iShares Core Aggressive Allocation ETF | 2.76 | 3.87 | 1.51 | 2.94 | 18.22 |
TFLO iShares Treasury Floating Rate Bond ETF | 15.73 | 57.30 | 14.90 | 132.40 | 977.15 |
Dividends
Dividend yield
Portfolio 2 provided a 4.31% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.31% | 4.54% | 3.12% | 1.82% | 2.11% | 2.98% | 3.40% | 3.15% | 2.45% | 2.86% | 2.09% | 0.91% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.24% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
HYGH iShares Interest Rate Hedged High Yield Bond ETF | 8.16% | 8.95% | 6.21% | 3.74% | 4.06% | 4.89% | 6.45% | 4.79% | 4.59% | 5.74% | 3.62% | 0.00% |
AOA iShares Core Aggressive Allocation ETF | 2.08% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% | 1.84% |
TFLO iShares Treasury Floating Rate Bond ETF | 5.35% | 4.89% | 1.67% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.30% | 0.15% | 0.08% | 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 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 0.01%.
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 |
| -5.41% | Jan 29, 2018 | 9 | Feb 8, 2018 | 115 | Jul 25, 2018 | 124 |
Volatility
Volatility Chart
The current Portfolio 2 volatility is 1.95%, 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
| TFLO | HYGH | IVV | AOA | |
|---|---|---|---|---|
| TFLO | 1.00 | -0.02 | -0.04 | -0.05 |
| HYGH | -0.02 | 1.00 | 0.67 | 0.67 |
| IVV | -0.04 | 0.67 | 1.00 | 0.94 |
| AOA | -0.05 | 0.67 | 0.94 | 1.00 |