Bad funds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IEFA iShares Core MSCI EAFE ETF | Foreign Large Cap Equities | 16.67% |
IEMG iShares Core MSCI Emerging Markets ETF | Asia Pacific Equities | 16.67% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | Corporate Bonds | 16.67% |
MBB iShares MBS Bond ETF | Mortgage Backed Securities | 16.67% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 16.67% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 16.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bad funds, 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
The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEFA
Returns By Period
As of Jul 25, 2024, the Bad funds returned 1.09% Year-To-Date and 2.43% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Bad funds | 1.17% | 0.28% | 3.32% | 4.38% | 1.46% | 2.43% |
| Portfolio components: | ||||||
MBB iShares MBS Bond ETF | 0.48% | 1.05% | 1.96% | 4.10% | -0.59% | 0.93% |
IEFA iShares Core MSCI EAFE ETF | 5.49% | 0.62% | 6.11% | 8.87% | 6.56% | 4.64% |
IEMG iShares Core MSCI Emerging Markets ETF | 5.18% | -1.22% | 8.64% | 6.43% | 3.37% | 2.48% |
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -3.43% | -4.63% | 0.17% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.19% | 0.73% | 1.24% | 5.65% | 0.42% | 2.33% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.82% | 1.15% | 1.55% | 4.21% | 0.01% | 1.20% |
Monthly Returns
The table below presents the monthly returns of Bad funds, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.27% | -0.14% | 1.61% | -2.95% | 2.56% | 0.89% | 1.17% | ||||||
| 2023 | 6.04% | -4.05% | 3.28% | 0.76% | -2.10% | 1.34% | 1.06% | -2.58% | -3.82% | -2.91% | 7.01% | 4.99% | 8.50% |
| 2022 | -2.50% | -2.09% | -2.77% | -5.81% | 0.65% | -3.57% | 2.90% | -3.80% | -7.25% | -0.70% | 8.13% | -1.66% | -17.74% |
| 2021 | -0.60% | -1.01% | -1.02% | 1.60% | 0.97% | 1.14% | 0.36% | 0.31% | -2.09% | 1.02% | -0.92% | 0.53% | 0.23% |
| 2020 | 0.72% | -0.02% | -3.89% | 3.51% | 1.73% | 2.17% | 3.17% | 0.20% | -0.45% | -1.11% | 4.86% | 2.10% | 13.46% |
| 2019 | 3.54% | -0.03% | 2.23% | 0.56% | -0.14% | 2.81% | -0.56% | 2.18% | -0.03% | 1.31% | 0.11% | 1.44% | 14.18% |
| 2018 | 1.02% | -2.90% | 0.81% | -1.10% | 0.02% | -0.97% | 0.82% | -0.46% | -0.79% | -3.76% | 1.36% | 0.62% | -5.32% |
| 2017 | 1.89% | 1.20% | 1.03% | 1.46% | 1.71% | 0.34% | 1.56% | 1.36% | -0.20% | 0.83% | 0.19% | 1.43% | 13.54% |
| 2016 | -0.26% | 0.27% | 3.67% | 0.57% | -0.51% | 2.43% | 2.18% | -0.02% | 0.55% | -1.75% | -3.60% | 0.36% | 3.76% |
| 2015 | 2.96% | 0.09% | -0.05% | 1.04% | -1.21% | -2.21% | 0.35% | -2.91% | -0.01% | 2.05% | -0.78% | -1.16% | -1.97% |
| 2014 | -0.21% | 1.89% | 0.44% | 1.17% | 1.87% | 0.53% | -0.37% | 2.07% | -2.68% | 1.11% | 0.66% | -0.73% | 5.80% |
| 2013 | -0.28% | 0.10% | 0.05% | 2.40% | -3.53% | -2.86% | 0.89% | -1.34% | 3.30% | 1.98% | -0.60% | -0.27% | -0.39% |
Expense Ratio
Bad funds has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Bad funds is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
MBB iShares MBS Bond ETF | 0.45 | 0.70 | 1.08 | 0.20 | 1.29 |
IEFA iShares Core MSCI EAFE ETF | 0.73 | 1.12 | 1.13 | 0.54 | 2.17 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.41 | 0.68 | 1.08 | 0.19 | 1.10 |
TLT iShares 20+ Year Treasury Bond ETF | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.56 | 0.86 | 1.10 | 0.21 | 1.56 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.70 | 1.06 | 1.12 | 0.24 | 2.21 |
Dividends
Dividend yield
Bad funds granted a 3.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bad funds | 3.51% | 3.26% | 2.57% | 2.15% | 2.04% | 2.81% | 2.86% | 2.39% | 2.57% | 2.60% | 2.45% | 2.32% |
| Portfolio components: | ||||||||||||
MBB iShares MBS Bond ETF | 3.69% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% | 1.72% | 1.27% |
IEFA iShares Core MSCI EAFE ETF | 3.12% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.82% | 2.89% | 2.71% | 3.06% | 1.87% | 3.14% | 2.74% | 2.33% | 2.26% | 2.51% | 2.29% | 1.75% |
TLT iShares 20+ Year Treasury Bond ETF | 3.85% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.34% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% | 3.83% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.23% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Bad funds. 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 Bad funds was 25.69%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current Bad funds drawdown is 11.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.69% | Sep 15, 2021 | 280 | Oct 24, 2022 | — | — | — |
| -13.56% | Mar 9, 2020 | 9 | Mar 19, 2020 | 50 | Jun 1, 2020 | 59 |
| -9.45% | Apr 28, 2015 | 186 | Jan 21, 2016 | 130 | Jul 27, 2016 | 316 |
| -9.37% | Jan 29, 2018 | 191 | Oct 29, 2018 | 158 | Jun 18, 2019 | 349 |
| -8.4% | May 3, 2013 | 36 | Jun 24, 2013 | 200 | Apr 9, 2014 | 236 |
Volatility
Volatility Chart
The current Bad funds volatility is 2.34%, 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
| IEMG | IEFA | MBB | LQD | VGIT | TLT | |
|---|---|---|---|---|---|---|
| IEMG | 1.00 | 0.78 | 0.03 | 0.13 | -0.11 | -0.14 |
| IEFA | 0.78 | 1.00 | 0.03 | 0.14 | -0.12 | -0.17 |
| MBB | 0.03 | 0.03 | 1.00 | 0.77 | 0.84 | 0.75 |
| LQD | 0.13 | 0.14 | 0.77 | 1.00 | 0.77 | 0.80 |
| VGIT | -0.11 | -0.12 | 0.84 | 0.77 | 1.00 | 0.85 |
| TLT | -0.14 | -0.17 | 0.75 | 0.80 | 0.85 | 1.00 |