Облигации США

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	12.50%
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	12.50%
BND Vanguard Total Bond Market ETF	Total Bond Market	12.50%
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	International Government Bonds	12.50%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	12.50%
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	High Yield Bonds	12.50%
TIP iShares TIPS Bond ETF	Inflation-Protected Bonds	12.50%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	12.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Облигации США, 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 Nov 15, 2007, corresponding to the inception date of IFLN

Returns By Period

As of Apr 2, 2026, the Облигации США returned -0.27% Year-To-Date and 2.05% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio Облигации США	0.14%	-1.32%	-0.27%	-0.11%	3.54%	3.45%	0.32%	2.05%
Portfolio components:
BIL SPDR Barclays 1-3 Month T-Bill ETF	0.03%	0.30%	0.88%	1.84%	4.00%	4.71%	3.28%	2.13%
BND Vanguard Total Bond Market ETF	0.04%	-1.30%	0.09%	0.74%	3.96%	3.60%	0.25%	1.68%
AGG iShares Core U.S. Aggregate Bond ETF	0.07%	-1.33%	0.09%	0.78%	4.05%	3.62%	0.24%	1.66%
TIP iShares TIPS Bond ETF	0.00%	-1.08%	0.41%	0.15%	2.76%	2.98%	1.24%	2.49%
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	0.25%	-3.14%	-1.99%	-3.38%	2.67%	0.31%	-4.03%	-1.17%
TLT iShares 20+ Year Treasury Bond ETF	-0.10%	-3.35%	0.07%	-1.23%	-1.44%	-2.81%	-5.87%	-1.39%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	0.24%	-0.65%	-0.11%	0.93%	6.91%	7.99%	3.66%	5.16%
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	0.56%	-2.13%	-1.64%	-0.39%	5.35%	6.72%	3.31%	4.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 16, 2007, Облигации США's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, your investment would double in approximately 22.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2008 with a return of +9.2%, while the worst month was Oct 2008 at -5.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Облигации США closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +5.9%, while the worst single day was Oct 10, 2008 at -5.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.48%	1.29%	-2.14%	0.14%									-0.27%
2025	0.75%	1.99%	-0.15%	0.78%	-0.27%	1.65%	-0.64%	1.13%	1.05%	0.29%	0.40%	-0.30%	6.85%
2024	-0.58%	-0.82%	0.79%	-2.38%	1.63%	0.59%	2.33%	1.57%	1.48%	-2.37%	1.05%	-2.02%	1.12%
2023	3.37%	-2.51%	2.80%	0.25%	-1.30%	0.45%	0.10%	-0.90%	-2.69%	-1.45%	4.74%	3.77%	6.45%
2022	-2.25%	-0.74%	-2.42%	-4.31%	0.35%	-3.12%	3.29%	-3.35%	-4.56%	-0.03%	3.95%	-1.06%	-13.72%
2021	-0.88%	-1.63%	-1.05%	1.07%	0.32%	0.93%	1.30%	-0.07%	-1.09%	0.36%	0.13%	0.18%	-0.50%

Benchmark Metrics

Облигации США has an annualized alpha of 2.53%, beta of 0.06, and R² of 0.04 versus S&P 500 Index. Calculated based on daily prices since November 16, 2007.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (17.56%) than losses (16.55%) — typical of diversified or defensive assets.
Beta of 0.06 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.

Alpha: 2.53%

Beta: 0.06

R²: 0.04

Upside Capture: 17.56%

Downside Capture: 16.55%

Expense Ratio

Облигации США has an expense ratio of 0.20%, 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.

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

BWX

SPDR Bloomberg Barclays International Treasury Bond ETF

IFLN

Invesco Bloomberg Enhanced Fallen Angels ETF

TIP

iShares TIPS Bond ETF

TLT

iShares 20+ Year Treasury Bond ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

BND

Vanguard Total Bond Market ETF

AGG

iShares Core U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

Облигации США ranks 18 for risk / return — in the bottom 18% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.84	0.92	-0.08
Sortino ratio Return per unit of downside risk	1.18	1.41	-0.23
Omega ratio Gain probability vs. loss probability	1.15	1.21	-0.07
Calmar ratio Return relative to maximum drawdown	1.33	1.41	-0.09
Martin ratio Return relative to average drawdown	4.59	6.61	-2.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIL SPDR Barclays 1-3 Month T-Bill ETF	100	19.52	254.20	180.39	368.00	4,131.71
BND Vanguard Total Bond Market ETF	50	0.93	1.32	1.16	1.75	4.78
AGG iShares Core U.S. Aggregate Bond ETF	50	0.93	1.32	1.17	1.76	4.89
TIP iShares TIPS Bond ETF	32	0.67	0.93	1.12	1.03	2.99
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	19	0.30	0.52	1.06	0.47	1.14
TLT iShares 20+ Year Treasury Bond ETF	9	-0.13	-0.10	0.99	-0.06	-0.13
HYG iShares iBoxx $ High Yield Corporate Bond ETF	73	1.25	1.87	1.29	1.82	9.57
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	49	1.00	1.43	1.22	1.37	5.32

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.

Облигации США Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.84
5-Year: 0.05
10-Year: 0.39
All Time: 0.55

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 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Облигации США 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

Облигации США provided a 4.13% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.13%	4.14%	4.12%	3.66%	3.25%	2.25%	2.15%	2.71%	2.95%	2.47%	2.36%	2.32%
Portfolio components:
BIL SPDR Barclays 1-3 Month T-Bill ETF	3.96%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
BND Vanguard Total Bond Market ETF	3.93%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
AGG iShares Core U.S. Aggregate Bond ETF	3.95%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
TIP iShares TIPS Bond ETF	2.80%	3.46%	2.52%	2.73%	6.96%	4.28%	1.17%	1.75%	2.71%	2.07%	1.48%	0.34%
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	2.30%	2.19%	1.99%	1.63%	1.23%	0.93%	0.95%	1.16%	1.07%	0.46%	0.00%	0.00%
TLT iShares 20+ Year Treasury Bond ETF	4.53%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.88%	5.71%	6.01%	5.74%	5.30%	4.02%	4.88%	4.99%	5.54%	5.12%	5.27%	5.90%
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	5.65%	5.48%	5.69%	4.68%	3.52%	3.37%	3.90%	4.03%	4.44%	4.14%	4.58%	4.69%

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 Облигации США. 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 Облигации США was 18.07%, occurring on Oct 20, 2022. Recovery took 839 trading sessions.

The current Облигации США drawdown is 2.01%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.07%	Sep 15, 2021	278	Oct 20, 2022	839	Feb 26, 2026	1117
-15.31%	Apr 14, 2008	127	Oct 10, 2008	201	Jul 30, 2009	328
-10.54%	Mar 9, 2020	8	Mar 18, 2020	75	Jul 6, 2020	83
-6.44%	May 3, 2013	87	Sep 5, 2013	173	May 14, 2014	260
-4.97%	Sep 7, 2016	72	Dec 16, 2016	155	Aug 1, 2017	227

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 8 assets, with an effective number of assets of 8.00, 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.

	Benchmark	BIL	IFLN	HYG	BWX	TIP	TLT	AGG	BND	Portfolio
Benchmark	1.00	-0.02	0.57	0.67	0.14	-0.11	-0.27	-0.11	-0.14	0.10
BIL	-0.02	1.00	-0.01	-0.01	0.01	-0.00	0.01	-0.00	0.01	0.00
IFLN	0.57	-0.01	1.00	0.76	0.27	0.11	-0.02	0.16	0.14	0.43
HYG	0.67	-0.01	0.76	1.00	0.27	0.09	-0.07	0.12	0.10	0.40
BWX	0.14	0.01	0.27	0.27	1.00	0.39	0.33	0.45	0.43	0.62
TIP	-0.11	-0.00	0.11	0.09	0.39	1.00	0.74	0.75	0.76	0.76
TLT	-0.27	0.01	-0.02	-0.07	0.33	0.74	1.00	0.84	0.86	0.76
AGG	-0.11	-0.00	0.16	0.12	0.45	0.75	0.84	1.00	0.92	0.84
BND	-0.14	0.01	0.14	0.10	0.43	0.76	0.86	0.92	1.00	0.84
Portfolio	0.10	0.00	0.43	0.40	0.62	0.76	0.76	0.84	0.84	1.00

The correlation results are calculated based on daily price changes starting from Nov 16, 2007

Облигации США

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table