bond_1

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 Every 3 months.

As of Apr 3, 2026, the bond_1 returned 0.52% Year-To-Date and 2.32% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jun 20, 2011, bond_1's average daily return is +0.01%, while the average monthly return is +0.16%. At this rate, your investment would double in approximately 36.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +1.3%, while the worst month was Mar 2020 at -1.1%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 9 months.

On a daily basis, bond_1 closed higher 55% of trading days. The best single day was Mar 20, 2020 with a return of +1.3%, while the worst single day was Mar 18, 2020 at -2.0%.

bond_1 has an annualized alpha of 1.70%, beta of 0.02, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since June 20, 2011.

• This portfolio captured 6.16% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -0.15%) — a profile typical of hedging or uncorrelated assets.
• Beta of 0.02 may look defensive, but with R² of 0.04 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 0.04 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

bond_1 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.

bond_1 ranks 98 for risk / return — in the top 98% 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.

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.

bond_1 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 3.62
• 5-Year: 1.79
• 10-Year: 1.36
• All Time: 1.30

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 0.98 to 1.66, 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 bond_1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

bond_1 provided a 4.18% dividend yield over the last twelve months.

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.

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 0.25%.

The chart below shows the rolling one-month volatility.