Anti-Drawdown Bond Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Anti-Drawdown Bond Portfolio, 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.
The earliest data available for this chart is May 26, 2022, corresponding to the inception date of XCCC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Anti-Drawdown Bond Portfolio | 0.95% | -0.14% | 1.45% | 9.79% | N/A | N/A |
| Portfolio components: | ||||||
CLSE Convergence Long/Short Equity ETF | -8.12% | -3.17% | -6.39% | 7.11% | N/A | N/A |
XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF | -4.87% | -4.03% | -3.57% | 7.89% | N/A | N/A |
FLBL Franklin Liberty Senior Loan ETF | -1.23% | -1.13% | 0.39% | 4.55% | 6.27% | N/A |
FLRT Pacific Global Senior Loan ETF | -0.58% | -1.13% | 0.91% | 5.28% | 6.63% | 5.10% |
JAAA Janus Henderson AAA CLO ETF | 0.50% | -0.06% | 1.91% | 5.39% | N/A | N/A |
JBBB Janus Henderson B-BBB CLO ETF | -1.44% | -1.19% | 0.25% | 5.15% | N/A | N/A |
EDV Vanguard Extended Duration Treasury ETF | -0.98% | -5.40% | -8.89% | -0.93% | -14.75% | -2.69% |
GLD SPDR Gold Trust | 26.43% | 9.92% | 21.83% | 38.50% | 14.11% | 10.35% |
Monthly Returns
The table below presents the monthly returns of Anti-Drawdown Bond Portfolio, 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 | 1.76% | 0.07% | -0.25% | -0.62% | 0.95% | ||||||||
| 2024 | 0.95% | 2.20% | 2.63% | -0.27% | 1.85% | 0.83% | 1.15% | 1.37% | 1.86% | 1.10% | 1.10% | -0.64% | 15.02% |
| 2023 | 3.28% | -0.76% | 1.45% | 0.76% | -0.41% | 2.09% | 1.55% | 0.55% | -1.11% | 0.27% | 3.13% | 2.34% | 13.82% |
| 2022 | 0.40% | -3.27% | 1.69% | -0.59% | -3.82% | 1.06% | 3.65% | -0.61% | -1.70% |
Expense Ratio
Anti-Drawdown Bond Portfolio has an expense ratio of 0.61%, placing it in the medium range. 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
With an overall rank of 94, Anti-Drawdown Bond Portfolio is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
CLSE Convergence Long/Short Equity ETF | 0.27 | 0.46 | 1.06 | 0.27 | 0.95 |
XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF | 0.86 | 1.16 | 1.22 | 0.73 | 4.05 |
FLBL Franklin Liberty Senior Loan ETF | 1.15 | 1.58 | 1.35 | 1.12 | 7.71 |
FLRT Pacific Global Senior Loan ETF | 1.82 | 2.27 | 1.61 | 1.83 | 10.99 |
JAAA Janus Henderson AAA CLO ETF | 3.19 | 4.03 | 2.25 | 3.79 | 26.75 |
JBBB Janus Henderson B-BBB CLO ETF | 1.16 | 1.52 | 1.35 | 1.18 | 6.23 |
EDV Vanguard Extended Duration Treasury ETF | 0.02 | 0.16 | 1.02 | 0.01 | 0.03 |
GLD SPDR Gold Trust | 2.34 | 3.10 | 1.41 | 4.73 | 12.68 |
Dividends
Dividend yield
Anti-Drawdown Bond Portfolio provided a 5.46% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.46% | 5.43% | 5.56% | 3.57% | 1.21% | 1.30% | 1.32% | 1.00% | 0.62% | 0.81% | 0.72% | 0.22% |
| Portfolio components: | ||||||||||||
CLSE Convergence Long/Short Equity ETF | 1.01% | 0.93% | 1.21% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XCCC BondBloxx CCC Rated USD High Yield Corporate Bond ETF | 11.25% | 10.68% | 11.01% | 7.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLBL Franklin Liberty Senior Loan ETF | 7.71% | 8.05% | 8.37% | 5.53% | 3.57% | 3.22% | 3.97% | 2.20% | 0.00% | 0.00% | 0.00% | 0.00% |
FLRT Pacific Global Senior Loan ETF | 7.93% | 7.93% | 8.40% | 5.81% | 3.16% | 3.52% | 4.30% | 3.95% | 3.20% | 3.38% | 3.21% | 0.00% |
JAAA Janus Henderson AAA CLO ETF | 6.13% | 6.35% | 6.11% | 2.77% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JBBB Janus Henderson B-BBB CLO ETF | 7.93% | 7.65% | 8.10% | 5.03% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.79% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Anti-Drawdown Bond Portfolio. 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 Anti-Drawdown Bond Portfolio was 6.87%, occurring on Sep 30, 2022. Recovery took 83 trading sessions.
The current Anti-Drawdown Bond Portfolio drawdown is 1.87%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.87% | Jun 8, 2022 | 80 | Sep 30, 2022 | 83 | Jan 31, 2023 | 163 |
| -5.05% | Feb 11, 2025 | 39 | Apr 7, 2025 | — | — | — |
| -1.85% | Sep 19, 2023 | 11 | Oct 3, 2023 | 23 | Nov 3, 2023 | 34 |
| -1.61% | Jul 17, 2024 | 14 | Aug 5, 2024 | 7 | Aug 14, 2024 | 21 |
| -1.47% | Dec 12, 2024 | 6 | Dec 19, 2024 | 17 | Jan 16, 2025 | 23 |
Volatility
Volatility Chart
The current Anti-Drawdown Bond Portfolio volatility is 3.93%, 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
| JBBB | JAAA | EDV | GLD | CLSE | FLRT | FLBL | XCCC | |
|---|---|---|---|---|---|---|---|---|
| JBBB | 1.00 | 0.21 | -0.00 | 0.04 | 0.10 | 0.19 | 0.13 | 0.09 |
| JAAA | 0.21 | 1.00 | -0.04 | 0.07 | 0.12 | 0.20 | 0.15 | 0.12 |
| EDV | -0.00 | -0.04 | 1.00 | 0.27 | -0.03 | 0.17 | 0.08 | 0.36 |
| GLD | 0.04 | 0.07 | 0.27 | 1.00 | 0.10 | 0.13 | 0.16 | 0.28 |
| CLSE | 0.10 | 0.12 | -0.03 | 0.10 | 1.00 | 0.23 | 0.33 | 0.38 |
| FLRT | 0.19 | 0.20 | 0.17 | 0.13 | 0.23 | 1.00 | 0.39 | 0.31 |
| FLBL | 0.13 | 0.15 | 0.08 | 0.16 | 0.33 | 0.39 | 1.00 | 0.47 |
| XCCC | 0.09 | 0.12 | 0.36 | 0.28 | 0.38 | 0.31 | 0.47 | 1.00 |