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KKM Fixed Income Model
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KKM Fixed Income Model, 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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Returns By Period

As of Jun 9, 2026, the KKM Fixed Income Model returned 1.27% Year-To-Date and 3.57% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
KKM Fixed Income Model
-0.06%-0.46%1.27%2.25%7.47%8.40%2.85%3.57%
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
0.00%-0.15%2.47%3.73%12.80%12.59%4.11%4.59%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
-0.12%0.05%1.70%2.27%5.47%9.44%1.82%3.68%
FLOT
iShares Floating Rate Bond ETF
0.00%0.41%1.87%2.15%4.85%5.60%4.20%3.03%
GHYG
iShares US & Intl High Yield Corp Bond ETF
-0.02%-1.01%0.09%1.21%5.72%8.59%3.16%4.68%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
-0.14%-1.58%0.19%1.78%8.43%5.42%0.39%1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 9, 2012, KKM Fixed Income Model's average daily return is +0.01%, while the average monthly return is +0.29%. At this rate, an investment would double in approximately 19.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +6.7%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, KKM Fixed Income Model closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +4.0%, while the worst single day was Mar 18, 2020 at -6.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.97%0.43%-2.29%1.97%0.71%-0.46%1.27%
20251.11%1.05%0.54%1.99%1.34%2.51%-0.40%1.65%0.79%0.17%0.72%0.87%13.04%
2024-0.87%0.79%0.71%-1.08%1.99%-0.59%2.16%1.94%1.84%-1.57%0.13%-1.03%4.41%
20233.51%-2.13%1.74%0.60%-0.82%2.04%1.55%-1.23%-1.99%-0.35%4.44%3.35%10.95%
2022-1.65%-2.68%-0.98%-4.42%0.61%-5.63%2.87%-2.53%-3.99%1.38%6.70%0.54%-9.95%
2021-0.63%-0.60%-1.07%1.65%1.19%-0.60%-0.10%0.37%-1.71%-0.62%-2.04%1.47%-2.74%

Benchmark Metrics

KKM Fixed Income Model has an annualized alpha of 0.10%, beta of 0.25, and R2 of 0.41 versus S&P 500 Index. Calculated based on daily prices since April 09, 2012.

  • This portfolio participated in 43.69% of S&P 500 Index downside but only 29.17% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.25 may look defensive, but with R2 of 0.41 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 0.41 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.10%
Beta
0.25
0.41
Upside Capture
29.17%
Downside Capture
43.69%

Expense Ratio

KKM Fixed Income Model has an expense ratio of 0.34%, 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.


Return for Risk

Risk / Return Rank

KKM Fixed Income Model ranks 39 for risk / return — below 39% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


KKM Fixed Income Model Risk / Return Rank: 3939
Overall Rank
KKM Fixed Income Model Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
KKM Fixed Income Model Sortino Ratio Rank: 4848
Sortino Ratio Rank
KKM Fixed Income Model Omega Ratio Rank: 4545
Omega Ratio Rank
KKM Fixed Income Model Calmar Ratio Rank: 2828
Calmar Ratio Rank
KKM Fixed Income Model Martin Ratio Rank: 3535
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

The table below presents risk-adjusted performance metrics for KKM Fixed Income Model and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.92

1.94

-0.01

Sortino ratioReturn per unit of downside risk

2.83

2.63

+0.21

Omega ratioGain probability vs. loss probability

1.37

1.35

+0.02

Calmar ratioReturn relative to maximum drawdown

2.23

2.59

-0.35

Martin ratioReturn relative to average drawdown

9.47

11.84

-2.38


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
782.273.371.462.9613.44
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
311.001.451.191.573.75
FLOT
iShares Floating Rate Bond ETF
996.5411.793.2211.27104.83
GHYG
iShares US & Intl High Yield Corp Bond ETF
371.221.851.221.505.56
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
371.281.781.241.414.73

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.

KKM Fixed Income Model Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 1.92
  • 5-Year: 0.46
  • 10-Year: 0.50
  • All Time: 0.49

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 1.62 to 2.49, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of KKM Fixed Income Model 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

KKM Fixed Income Model provided a 5.00% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio5.00%4.68%4.78%4.54%3.05%3.51%2.50%3.74%4.46%2.47%2.74%3.24%
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
6.43%6.52%6.86%6.73%7.08%5.58%5.44%5.72%6.79%5.59%6.43%6.99%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
5.35%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
FLOT
iShares Floating Rate Bond ETF
4.54%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.27%6.03%6.11%5.60%4.64%4.57%4.36%4.61%5.62%4.60%4.61%4.79%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
2.44%2.44%0.00%1.34%0.86%3.89%0.00%4.39%3.46%0.00%0.00%0.64%

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 KKM Fixed Income Model. 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 KKM Fixed Income Model was 21.95%, occurring on Mar 19, 2020. Recovery took 113 trading sessions.

The current KKM Fixed Income Model drawdown is 0.66%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-21.95%Mar 2020
2mo 2d5mo 12d
7mo 14dJan 2020 - Aug 2020
Bear market2022
-20.86%Sep 2022
1y 3mo1y 10mo
3y 2moJun 2021 - Aug 2024
2016 correction2016
-14.61%Jan 2016
1y 6mo1y 3mo
2y 10moJul 2014 - May 2017
Rate-hike selloffLate 2018
-7.58%Dec 2018
10mo 29d6mo 9d
1y 5moJan 2018 - Jul 2019
2013 pullback2013
-6.94%Jun 2013
1mo 16d8mo 9d
9mo 25dMay 2013 - Feb 2014

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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.19

1.19

1.17

1.20

1.26

The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

KKM Fixed Income Model correlation to the S&P 500 Index

KKM Fixed Income Model has a 0.67 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.67

Correlation (3Y)
Calculated over the trailing 3-year period

0.57

Correlation (5Y)
Calculated over the trailing 5-year period

0.61

Correlation (10Y)
Calculated over the trailing 10-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Apr 9, 2012

0.53


Benchmark Correlations

Correlation vs. S&P 500 Index. GHYG has the highest benchmark correlation at 0.52, while FLOT has the lowest at 0.14.

FLOT
0.14
EUHY
0.33
LEMB
0.43
EMHY
0.47
GHYG
0.52

Portfolio Correlations

Correlation vs. KKM Fixed Income Model. LEMB has the highest portfolio correlation at 0.81, while FLOT has the lowest at 0.18.

FLOT
0.18
EMHY
0.72
GHYG
0.75
EUHY
0.79
LEMB
0.81

Asset Correlations Table

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

FLOTEUHYEMHYGHYGLEMB
FLOT1.000.090.140.140.11
EUHY0.091.000.370.520.54
EMHY0.140.371.000.490.53
GHYG0.140.520.491.000.48
LEMB0.110.540.530.481.00
The correlation results are calculated based on daily price changes starting from Apr 9, 2012
Diversification Analysis

Find what KKM Fixed Income Model is missing

See which holdings overlap, where KKM Fixed Income Model is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification