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

Asset Allocation


S&P 500 Index

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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The earliest data available for this chart is Apr 5, 2012, corresponding to the inception date of GHYG

Returns By Period

As of Apr 2, 2026, the KKM Fixed Income Model returned -0.57% Year-To-Date and 3.60% of annualized return in the last 10 years.


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
KKM Fixed Income Model
0.02%-1.03%-0.57%1.05%9.15%8.05%3.05%3.60%
FLOT
iShares Floating Rate Bond ETF
0.08%0.25%0.82%1.94%4.49%5.83%4.02%2.96%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
0.53%-1.09%-0.44%-1.19%12.04%8.98%2.17%3.56%
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
0.18%-1.96%-0.89%2.74%10.37%11.26%4.24%4.65%
GHYG
iShares US & Intl High Yield Corp Bond ETF
-0.21%-0.75%-1.02%-0.09%7.55%8.27%3.31%5.03%
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
0.05%-1.82%-1.35%1.82%11.93%5.65%0.91%1.09%
*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 +0.28%. At this rate, your investment would double in approximately 20.7 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%0.36%-0.57%
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 0.19%, 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 43.95% of S&P 500 Index downside but only 29.94% 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
0.19%
Beta
0.25
0.41
Upside Capture
29.94%
Downside Capture
43.95%

Expense Ratio

KKM Fixed Income Model has an expense ratio of 0.35%, 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 86 for risk / return — in the top 86% 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.


KKM Fixed Income Model Risk / Return Rank: 8686
Overall Rank
KKM Fixed Income Model Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
KKM Fixed Income Model Sortino Ratio Rank: 9292
Sortino Ratio Rank
KKM Fixed Income Model Omega Ratio Rank: 9393
Omega Ratio Rank
KKM Fixed Income Model Calmar Ratio Rank: 7878
Calmar Ratio Rank
KKM Fixed Income Model Martin Ratio Rank: 8080
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

1.95

0.88

+1.07

Sortino ratio

Return per unit of downside risk

2.80

1.37

+1.43

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

2.80

1.39

+1.41

Martin ratio

Return relative to average drawdown

11.83

6.43

+5.39


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
FLOT
iShares Floating Rate Bond ETF
922.122.661.962.8822.40
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
821.712.511.343.327.85
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
741.391.991.302.109.11
GHYG
iShares US & Intl High Yield Corp Bond ETF
701.362.051.281.987.45
LEMB
iShares J.P. Morgan EM Local Currency Bond ETF
781.752.351.342.048.40

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 Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.95
  • 5-Year: 0.49
  • 10-Year: 0.50
  • All Time: 0.48

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 1.01 to 1.70, 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 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 4.91% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio4.91%4.68%4.78%4.54%3.05%3.51%2.50%3.74%4.46%2.47%2.74%3.24%
FLOT
iShares Floating Rate Bond ETF
4.68%4.84%5.82%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%
EUHY
iShares Euro High Yield Corporate Bond USD Hedged ETF
4.59%3.56%5.11%3.38%0.61%3.07%1.45%1.19%4.01%0.69%1.70%3.24%
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
6.55%6.52%6.86%6.73%7.08%5.58%5.44%5.72%6.79%5.59%6.43%6.99%
GHYG
iShares US & Intl High Yield Corp Bond ETF
6.25%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
2.48%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 2.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.95%Jan 17, 202043Mar 19, 2020113Aug 28, 2020156
-20.86%Jun 11, 2021327Sep 27, 2022472Aug 14, 2024799
-14.61%Jul 10, 2014387Jan 21, 2016330May 12, 2017717
-7.58%Jan 29, 2018229Dec 24, 2018129Jul 1, 2019358
-6.94%May 9, 201332Jun 24, 2013172Feb 28, 2014204

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. 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.

BenchmarkFLOTEUHYEMHYLEMBGHYGPortfolio
Benchmark1.000.140.330.460.420.520.52
FLOT0.141.000.090.140.110.140.18
EUHY0.330.091.000.370.540.510.79
EMHY0.460.140.371.000.520.490.72
LEMB0.420.110.540.521.000.480.81
GHYG0.520.140.510.490.481.000.75
Portfolio0.520.180.790.720.810.751.00
The correlation results are calculated based on daily price changes starting from Apr 9, 2012