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AIBAX

Last updated Feb 21, 2024

Asset Allocation


AIBAX 100%BondBond
PositionCategory/SectorWeight
AIBAX
American Funds Intermediate Bond Fund of America
Short-Term Bond

100%

Performance

The chart shows the growth of an initial investment of $10,000 in AIBAX, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
3.74%
13.40%
AIBAX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 7, 1988, corresponding to the inception date of AIBAX

Returns

As of Feb 21, 2024, the AIBAX returned -0.97% Year-To-Date and 1.20% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
AIBAX-0.97%-0.41%3.74%2.98%1.34%1.20%
AIBAX
American Funds Intermediate Bond Fund of America
-0.97%-0.41%3.74%2.98%1.34%1.20%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.39%
20230.29%0.06%-1.00%-0.58%2.82%2.18%

Sharpe Ratio

The current AIBAX Sharpe ratio is 0.53. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.53

The Sharpe ratio of AIBAX is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.53
1.75
AIBAX
Benchmark (^GSPC)
Portfolio components

Dividend yield

AIBAX granted a 3.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AIBAX3.49%3.32%2.14%0.91%3.25%3.56%1.66%1.11%1.72%1.43%1.24%1.34%
AIBAX
American Funds Intermediate Bond Fund of America
3.49%3.32%2.14%0.91%3.25%3.56%1.66%1.11%1.72%1.43%1.24%1.34%

Expense Ratio

The AIBAX has a high expense ratio of 0.63%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.63%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AIBAX
American Funds Intermediate Bond Fund of America
0.53

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-5.26%
-1.08%
AIBAX
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AIBAX. 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 AIBAX was 10.99%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current AIBAX drawdown is 5.26%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.99%Jan 5, 2021453Oct 20, 2022
-6.06%Jan 31, 199471May 9, 1994231Mar 28, 1995302
-5.84%Jan 24, 2008212Nov 24, 2008151Jul 2, 2009363
-5.46%Jan 2, 199252Mar 13, 199279Jul 2, 1992131
-3.17%Mar 9, 20209Mar 19, 202014Apr 8, 202023

Volatility Chart

The current AIBAX volatility is 1.54%, 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.


1.00%2.00%3.00%4.00%5.00%SeptemberOctoberNovemberDecember2024February
1.54%
3.37%
AIBAX
Benchmark (^GSPC)
Portfolio components
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