ES- Bond
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BSV Vanguard Short-Term Bond ETF | Total Bond Market | 20% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Growth Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ES- Bond, 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 Sep 15, 2010, corresponding to the inception date of CSPX.L
Returns By Period
As of Nov 13, 2024, the ES- Bond returned 21.40% Year-To-Date and 10.66% 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% |
| ES- Bond | 21.57% | 1.97% | 11.68% | 28.51% | 12.54% | 10.68% |
| Portfolio components: | ||||||
BSV Vanguard Short-Term Bond ETF | 3.22% | -0.52% | 2.84% | 5.54% | 1.21% | 1.53% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 26.49% | 2.58% | 13.96% | 34.76% | 15.16% | 12.79% |
Monthly Returns
The table below presents the monthly returns of ES- Bond, 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 | 1.75% | 3.13% | 2.97% | -2.75% | 2.35% | 4.71% | 0.77% | 1.28% | 2.28% | -0.31% | 21.57% | ||
| 2023 | 4.82% | -1.33% | 2.49% | 1.52% | 0.33% | 5.19% | 2.74% | -0.94% | -3.71% | -2.54% | 7.64% | 4.66% | 22.18% |
| 2022 | -5.77% | -1.49% | 3.46% | -6.52% | -1.69% | -6.58% | 6.91% | -2.42% | -6.68% | 4.59% | 2.15% | -2.54% | -16.41% |
| 2021 | 0.05% | 2.34% | 2.96% | 4.20% | 0.72% | 1.59% | 2.04% | 2.52% | -3.23% | 4.52% | -0.09% | 3.86% | 23.40% |
| 2020 | 0.67% | -7.59% | -7.22% | 8.62% | 2.96% | 1.87% | 4.56% | 6.32% | -2.67% | -2.60% | 8.31% | 3.17% | 15.80% |
| 2019 | 6.31% | 2.90% | 1.39% | 3.09% | -4.28% | 5.06% | 2.30% | -2.12% | 1.61% | 1.49% | 3.20% | 2.15% | 25.16% |
| 2018 | 3.87% | -2.37% | -3.17% | 1.39% | 1.40% | 0.87% | 2.35% | 2.55% | 0.64% | -5.43% | 0.80% | -6.24% | -3.85% |
| 2017 | 0.59% | 3.70% | 0.17% | 0.75% | 0.92% | 0.67% | 1.74% | -0.01% | 1.65% | 2.01% | 2.21% | 1.73% | 17.31% |
| 2016 | -5.39% | 1.83% | 4.67% | -0.24% | 1.74% | -0.24% | 3.65% | -0.09% | 0.17% | -1.37% | 2.81% | 1.85% | 9.38% |
| 2015 | -2.71% | 4.11% | -1.00% | 0.87% | 0.41% | -1.56% | 1.99% | -4.39% | -3.00% | 7.54% | -0.07% | -0.88% | 0.75% |
| 2014 | -2.21% | 3.61% | 0.25% | 0.48% | 2.07% | 1.88% | -0.73% | 2.67% | -0.66% | 1.34% | 2.57% | 0.52% | 12.29% |
| 2013 | 4.51% | 1.00% | 1.76% | 2.20% | 3.63% | -2.21% | 4.23% | -2.87% | 2.71% | 4.00% | 2.41% | 1.35% | 24.87% |
Expense Ratio
ES- Bond has an expense ratio of 0.06%, 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 ES- Bond is 80, placing it in the top 20% 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 | |
|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond ETF | 2.14 | 3.29 | 1.42 | 1.30 | 9.21 |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 2.97 | 4.12 | 1.57 | 4.41 | 18.90 |
Dividends
Dividend yield
ES- Bond provided a 0.65% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.65% | 0.49% | 0.30% | 0.29% | 0.36% | 0.46% | 0.40% | 0.33% | 0.30% | 0.28% | 0.29% | 0.30% |
| Portfolio components: | ||||||||||||
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% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 ES- Bond. 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 ES- Bond was 27.37%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current ES- Bond drawdown is 0.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.37% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 5, 2020 | 118 |
| -20.95% | Dec 31, 2021 | 203 | Oct 12, 2022 | 302 | Dec 14, 2023 | 505 |
| -15.02% | May 5, 2011 | 107 | Oct 4, 2011 | 85 | Feb 3, 2012 | 192 |
| -14.1% | Sep 24, 2018 | 67 | Dec 26, 2018 | 69 | Apr 3, 2019 | 136 |
| -10.66% | May 22, 2015 | 187 | Feb 11, 2016 | 46 | Apr 18, 2016 | 233 |
Volatility
Volatility Chart
The current ES- Bond volatility is 3.02%, 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
| BSV | CSPX.L | |
|---|---|---|
| BSV | 1.00 | -0.07 |
| CSPX.L | -0.07 | 1.00 |