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Bad funds
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 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 Every 3 months.


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The earliest data available for this chart is Oct 24, 2012, corresponding to the inception date of IEFA

Returns By Period

As of Apr 2, 2026, the Bad funds returned 1.17% Year-To-Date and 3.92% 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
Bad funds
-0.08%-1.86%1.17%2.19%11.32%6.46%1.36%3.92%
MBB
iShares MBS Bond ETF
0.06%-1.09%0.46%1.65%5.31%4.11%0.41%1.35%
IEFA
iShares Core MSCI EAFE ETF
-0.54%-2.21%2.18%5.82%24.78%14.56%8.01%8.97%
IEMG
iShares Core MSCI Emerging Markets ETF
-1.02%-3.09%3.48%6.02%32.00%15.85%4.31%8.31%
TLT
iShares 20+ Year Treasury Bond ETF
0.61%-2.56%0.69%-0.91%-0.77%-2.76%-5.75%-1.34%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.42%-1.17%0.15%-0.08%4.82%4.23%0.20%2.67%
VGIT
Vanguard Intermediate-Term Treasury ETF
0.13%-1.05%0.03%0.77%4.08%3.19%0.33%1.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2012, Bad funds's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, your investment would double in approximately 18.1 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +8.1%, while the worst month was Sep 2022 at -7.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Bad funds closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +3.5%, while the worst single day was Mar 12, 2020 at -4.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.31%3.32%-4.58%0.31%1.17%
20251.40%2.61%0.05%0.73%0.83%3.00%-0.60%1.94%2.54%1.22%0.28%0.18%15.05%
2024-1.27%-0.14%1.61%-2.95%2.56%0.89%2.49%1.85%2.08%-3.73%0.58%-2.79%0.90%
20236.04%-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%

Benchmark Metrics

Bad funds has an annualized alpha of 0.49%, beta of 0.26, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since October 25, 2012.

  • This portfolio participated in 43.94% of S&P 500 Index downside but only 31.09% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.26 may look defensive, but with R² of 0.35 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 0.35 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
0.49%
Beta
0.26
0.35
Upside Capture
31.09%
Downside Capture
43.94%

Expense Ratio

Bad funds has an expense ratio of 0.09%, which is considered low. 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

Bad funds ranks 55 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Bad funds Risk / Return Rank: 5555
Overall Rank
Bad funds Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
Bad funds Sortino Ratio Rank: 5959
Sortino Ratio Rank
Bad funds Omega Ratio Rank: 5555
Omega Ratio Rank
Bad funds Calmar Ratio Rank: 5353
Calmar Ratio Rank
Bad funds Martin Ratio Rank: 4444
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

1.38

0.88

+0.50

Sortino ratio

Return per unit of downside risk

1.92

1.37

+0.55

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.83

1.39

+0.44

Martin ratio

Return relative to average drawdown

7.03

6.43

+0.59


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
MBB
iShares MBS Bond ETF
591.071.541.192.155.89
IEFA
iShares Core MSCI EAFE ETF
731.412.011.292.188.32
IEMG
iShares Core MSCI Emerging Markets ETF
791.622.211.322.439.12
TLT
iShares 20+ Year Treasury Bond ETF
10-0.07-0.011.00-0.09-0.19
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
370.731.031.141.504.10
VGIT
Vanguard Intermediate-Term Treasury ETF
521.081.611.191.645.01

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.

Bad funds Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.38
  • 5-Year: 0.16
  • 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 1.00 to 1.70, 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 Bad funds 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

Bad funds provided a 3.87% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.87%3.87%3.84%3.26%2.57%2.15%2.04%2.81%2.87%2.39%2.58%2.60%
MBB
iShares MBS Bond ETF
4.23%4.21%3.94%3.40%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%
IEFA
iShares Core MSCI EAFE ETF
3.48%3.55%3.47%3.20%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%
IEMG
iShares Core MSCI Emerging Markets ETF
2.66%2.75%3.20%2.89%2.71%3.06%1.87%3.15%2.76%2.35%2.28%2.53%
TLT
iShares 20+ Year Treasury Bond ETF
4.51%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
4.54%4.48%4.45%3.99%3.30%2.30%2.66%3.29%3.67%3.10%3.34%3.47%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.82%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%

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 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. Recovery took 724 trading sessions.

The current Bad funds drawdown is 4.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.69%Sep 15, 2021280Oct 24, 2022724Sep 15, 20251004
-13.56%Mar 9, 20209Mar 19, 202050Jun 1, 202059
-9.44%Apr 28, 2015186Jan 21, 2016130Jul 27, 2016316
-9.37%Jan 29, 2018191Oct 29, 2018158Jun 18, 2019349
-8.4%May 3, 201336Jun 24, 2013200Apr 9, 2014236

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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

BenchmarkIEMGIEFAMBBVGITTLTLQDPortfolio
Benchmark1.000.690.79-0.00-0.16-0.170.140.55
IEMG0.691.000.780.05-0.09-0.120.140.71
IEFA0.790.781.000.07-0.08-0.120.170.69
MBB-0.000.050.071.000.850.760.780.58
VGIT-0.16-0.09-0.080.851.000.840.780.48
TLT-0.17-0.12-0.120.760.841.000.810.48
LQD0.140.140.170.780.780.811.000.70
Portfolio0.550.710.690.580.480.480.701.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2012