bond_1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 20% |
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 20% |
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 20% |
VCSH Vanguard Short-Term Corporate Bond ETF | Corporate Bonds | 20% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in bond_1, 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 Jun 17, 2011, corresponding to the inception date of FLOT
Returns By Period
As of Nov 13, 2024, the bond_1 returned 4.19% Year-To-Date and 1.81% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| bond_1 | 4.22% | -0.07% | 2.86% | 5.92% | 1.95% | 1.81% |
| Portfolio components: | ||||||
VGSH Vanguard Short-Term Treasury ETF | 3.22% | -0.33% | 2.60% | 4.84% | 1.23% | 1.25% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.34% | -0.46% | 3.34% | 7.26% | 1.90% | 2.29% |
BSV Vanguard Short-Term Bond ETF | 3.22% | -0.52% | 2.84% | 5.54% | 1.24% | 1.57% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.57% | 0.40% | 2.57% | 5.29% | 2.27% | 1.55% |
FLOT iShares Floating Rate Bond ETF | 5.72% | 0.56% | 2.90% | 6.57% | 2.99% | 2.33% |
Monthly Returns
The table below presents the monthly returns of bond_1, 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 | 0.41% | -0.08% | 0.46% | -0.14% | 0.75% | 0.51% | 1.05% | 0.81% | 0.71% | -0.34% | 4.22% | ||
| 2023 | 0.93% | -0.45% | 1.01% | 0.48% | -0.04% | -0.01% | 0.43% | 0.36% | -0.04% | 0.24% | 1.23% | 1.12% | 5.37% |
| 2022 | -0.60% | -0.34% | -1.07% | -0.60% | 0.41% | -0.70% | 0.75% | -0.62% | -0.97% | -0.04% | 1.07% | 0.23% | -2.49% |
| 2021 | 0.01% | -0.13% | -0.11% | 0.15% | 0.14% | -0.08% | 0.17% | -0.03% | -0.10% | -0.28% | -0.10% | -0.03% | -0.39% |
| 2020 | 0.56% | 0.51% | -1.12% | 1.27% | 0.57% | 0.40% | 0.29% | 0.04% | 0.00% | -0.01% | 0.21% | 0.14% | 2.88% |
| 2019 | 0.63% | 0.21% | 0.66% | 0.23% | 0.57% | 0.50% | 0.11% | 0.70% | 0.00% | 0.34% | 0.04% | 0.24% | 4.30% |
| 2018 | -0.12% | -0.13% | 0.13% | -0.01% | 0.29% | 0.06% | 0.14% | 0.35% | -0.02% | 0.08% | 0.12% | 0.52% | 1.41% |
| 2017 | 0.11% | 0.17% | 0.09% | 0.23% | 0.20% | 0.04% | 0.23% | 0.21% | -0.06% | 0.03% | -0.11% | 0.00% | 1.15% |
| 2016 | 0.28% | 0.09% | 0.45% | 0.16% | -0.07% | 0.64% | 0.09% | -0.06% | 0.10% | -0.06% | -0.48% | 0.20% | 1.34% |
| 2015 | 0.48% | -0.15% | 0.20% | 0.04% | 0.06% | -0.12% | 0.13% | -0.11% | 0.23% | -0.03% | -0.08% | -0.07% | 0.58% |
| 2014 | 0.21% | 0.13% | -0.14% | 0.18% | 0.22% | 0.02% | -0.07% | 0.17% | -0.09% | 0.18% | 0.13% | -0.17% | 0.76% |
| 2013 | 0.00% | 0.15% | 0.06% | 0.16% | -0.23% | -0.32% | 0.27% | -0.13% | 0.30% | 0.24% | 0.08% | -0.07% | 0.50% |
Expense Ratio
bond_1 has an expense ratio of 0.09%, 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 risk-adjusted rank of bond_1 is 98, placing it in the top 2% 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 | |
|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 2.75 | 4.46 | 1.59 | 2.39 | 14.75 |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.10 | 5.05 | 1.65 | 2.12 | 18.54 |
BSV Vanguard Short-Term Bond ETF | 2.35 | 3.68 | 1.46 | 1.39 | 10.50 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.42 | 273.58 | 158.96 | 483.90 | 4,456.44 |
FLOT iShares Floating Rate Bond ETF | 8.14 | 14.93 | 4.54 | 14.92 | 161.37 |
Dividends
Dividend yield
bond_1 provided a 4.46% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.46% | 3.89% | 1.61% | 0.87% | 1.47% | 2.45% | 2.10% | 1.43% | 1.09% | 0.94% | 0.87% | 0.87% |
| Portfolio components: | ||||||||||||
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.82% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.25% | 2.10% | 2.08% | 2.01% | 2.05% |
BSV Vanguard Short-Term Bond ETF | 3.26% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% | 1.48% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
FLOT iShares Floating Rate Bond ETF | 5.92% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.45% | 0.97% | 0.53% | 0.44% | 0.48% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the bond_1. 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 bond_1 was 6.11%, occurring on Mar 19, 2020. Recovery took 42 trading sessions.
The current bond_1 drawdown is 0.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.11% | Mar 9, 2020 | 9 | Mar 19, 2020 | 42 | May 19, 2020 | 51 |
| -4.67% | Aug 4, 2021 | 307 | Oct 20, 2022 | 259 | Nov 1, 2023 | 566 |
| -1.01% | Aug 5, 2011 | 46 | Oct 10, 2011 | 71 | Jan 23, 2012 | 117 |
| -0.86% | May 3, 2013 | 36 | Jun 24, 2013 | 84 | Oct 22, 2013 | 120 |
| -0.76% | Nov 7, 2016 | 28 | Dec 15, 2016 | 47 | Feb 24, 2017 | 75 |
Volatility
Volatility Chart
The current bond_1 volatility is 0.30%, 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
| FLOT | BIL | VGSH | VCSH | BSV | |
|---|---|---|---|---|---|
| FLOT | 1.00 | 0.07 | 0.00 | 0.09 | 0.04 |
| BIL | 0.07 | 1.00 | 0.06 | 0.03 | 0.06 |
| VGSH | 0.00 | 0.06 | 1.00 | 0.65 | 0.76 |
| VCSH | 0.09 | 0.03 | 0.65 | 1.00 | 0.77 |
| BSV | 0.04 | 0.06 | 0.76 | 0.77 | 1.00 |