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Sprint USD Portfolio Higher Yield
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


JAAA 55.56%PULS 22.22%SHV 11.11%ICSH 11.11%BondBond

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Sprint USD Portfolio Higher Yield, 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.


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The earliest data available for this chart is Oct 19, 2020, corresponding to the inception date of JAAA

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Sprint USD Portfolio Higher Yield
0.07%0.31%0.87%2.06%4.81%6.13%4.19%
JAAA
Janus Henderson AAA CLO ETF
0.10%0.36%0.83%2.14%5.03%6.79%4.59%
SHV
iShares Short Treasury Bond ETF
0.04%0.30%0.86%1.84%4.01%4.70%3.20%2.17%
PULS
PGIM Ultra Short Bond ETF
0.04%0.24%0.97%2.06%4.80%5.67%3.99%
ICSH
iShares Ultra Short Duration Bond Active ETF
0.06%0.20%0.85%1.93%4.51%5.23%3.57%2.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2020, Sprint USD Portfolio Higher Yield's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, your investment would double in approximately 18.1 years.

Historically, 88% of months were positive and 12% were negative. The best month was Nov 2022 with a return of +1.0%, while the worst month was May 2022 at -1.0%. The longest winning streak lasted 37 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Sprint USD Portfolio Higher Yield closed higher 68% of trading days. The best single day was Dec 22, 2022 with a return of +0.3%, while the worst single day was Apr 10, 2025 at -0.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.46%0.04%0.28%0.09%0.87%
20250.54%0.27%0.16%0.21%0.70%0.44%0.46%0.49%0.37%0.37%0.39%0.49%4.99%
20240.61%0.54%0.55%0.54%0.69%0.40%0.59%0.52%0.49%0.48%0.54%0.51%6.67%
20230.95%0.42%-0.08%0.77%0.35%0.68%0.96%0.62%0.48%0.41%0.76%0.77%7.33%
20220.08%-0.19%-0.15%0.16%-0.97%-0.31%0.43%0.32%-0.08%-0.06%1.04%0.56%0.82%
20210.15%0.24%0.03%0.04%0.06%0.05%0.13%0.07%0.06%0.03%0.01%0.02%0.89%

Benchmark Metrics

Sprint USD Portfolio Higher Yield has an annualized alpha of 3.91%, beta of 0.01, and R² of 0.03 versus S&P 500 Index. Calculated based on daily prices since October 20, 2020.

  • This portfolio captured 8.33% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -7.45%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.01 may look defensive, but with R² of 0.03 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.03 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.91%
Beta
0.01
0.03
Upside Capture
8.33%
Downside Capture
-7.45%

Expense Ratio

Sprint USD Portfolio Higher Yield has an expense ratio of 0.18%, 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.


Return for Risk

Risk / Return Rank

Sprint USD Portfolio Higher Yield ranks 99 for risk / return — in the top 99% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Sprint USD Portfolio Higher Yield Risk / Return Rank: 9999
Overall Rank
Sprint USD Portfolio Higher Yield Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
Sprint USD Portfolio Higher Yield Sortino Ratio Rank: 100100
Sortino Ratio Rank
Sprint USD Portfolio Higher Yield Omega Ratio Rank: 100100
Omega Ratio Rank
Sprint USD Portfolio Higher Yield Calmar Ratio Rank: 9696
Calmar Ratio Rank
Sprint USD Portfolio Higher Yield Martin Ratio Rank: 9999
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

4.64

0.88

+3.76

Sortino ratio

Return per unit of downside risk

6.18

1.37

+4.81

Omega ratio

Gain probability vs. loss probability

2.76

1.21

+1.55

Calmar ratio

Return relative to maximum drawdown

5.54

1.39

+4.16

Martin ratio

Return relative to average drawdown

41.31

6.43

+34.88


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JAAA
Janus Henderson AAA CLO ETF
962.793.591.913.4524.03
SHV
iShares Short Treasury Bond ETF
10019.57153.8055.27443.152,490.75
PULS
PGIM Ultra Short Bond ETF
999.3718.645.4213.9396.29
ICSH
iShares Ultra Short Duration Bond Active ETF
10011.0826.386.6845.39285.14

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Sprint USD Portfolio Higher Yield Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 4.64
  • 5-Year: 4.22
  • All Time: 4.12

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Sprint USD Portfolio Higher Yield compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Sprint USD Portfolio Higher Yield provided a 4.83% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio4.83%4.96%5.92%5.67%2.37%0.98%0.77%1.13%0.84%0.23%0.14%0.06%
JAAA
Janus Henderson AAA CLO ETF
5.14%5.30%6.35%6.11%2.74%1.21%0.26%0.00%0.00%0.00%0.00%0.00%
SHV
iShares Short Treasury Bond ETF
3.93%4.09%5.02%4.73%1.39%0.00%0.74%2.19%1.66%0.72%0.34%0.03%
PULS
PGIM Ultra Short Bond ETF
4.68%4.78%5.62%5.48%2.30%1.19%1.85%2.69%1.87%0.00%0.00%0.00%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.42%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%

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 Sprint USD Portfolio Higher Yield. 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 Sprint USD Portfolio Higher Yield was 1.61%, occurring on Jul 19, 2022. Recovery took 93 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-1.61%Feb 3, 2022114Jul 19, 202293Nov 29, 2022207
-0.87%Apr 3, 20256Apr 10, 20259Apr 24, 202515
-0.56%Mar 7, 202311Mar 21, 202311Apr 5, 202322
-0.29%Dec 23, 20222Dec 27, 20229Jan 10, 202311
-0.27%Oct 20, 202010Nov 2, 20205Nov 9, 202015

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 2.61, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkPULSICSHSHVJAAAPortfolio
Benchmark1.000.090.090.030.120.13
PULS0.091.000.380.410.150.36
ICSH0.090.381.000.430.180.33
SHV0.030.410.431.000.210.34
JAAA0.120.150.180.211.000.96
Portfolio0.130.360.330.340.961.00
The correlation results are calculated based on daily price changes starting from Oct 20, 2020