Облигации США
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Nov 15, 2007, corresponding to the inception date of PHB
Returns By Period
As of May 15, 2025, the Облигации США returned 2.15% Year-To-Date and 1.77% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| Облигации США | 2.15% | 0.33% | 1.71% | 4.76% | 0.02% | 1.77% |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.51% | 0.33% | 2.11% | 4.75% | 2.58% | 1.77% |
BND Vanguard Total Bond Market ETF | 1.46% | -0.22% | 1.30% | 4.36% | -1.08% | 1.38% |
AGG iShares Core U.S. Aggregate Bond ETF | 1.46% | -0.25% | 1.28% | 4.40% | -1.03% | 1.39% |
TIP iShares TIPS Bond ETF | 2.87% | 0.38% | 2.35% | 4.99% | 1.26% | 2.25% |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 5.66% | -1.52% | 4.64% | 5.19% | -2.88% | -0.87% |
TLT iShares 20+ Year Treasury Bond ETF | -0.93% | -2.14% | -2.94% | -2.17% | -10.17% | -0.96% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.62% | 3.20% | 2.63% | 9.05% | 5.54% | 3.97% |
PHB Invesco Fundamental High Yield® Corporate Bond ETF | 2.47% | 3.01% | 2.07% | 6.87% | 5.66% | 3.96% |
Monthly Returns
The table below presents the monthly returns of Облигации США, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.75% | 1.99% | -0.15% | 0.78% | -1.20% | 2.15% | |||||||
| 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% | 0.14% | 0.16% | -0.51% |
| 2020 | 1.69% | 1.12% | -2.63% | 2.68% | 0.95% | 0.52% | 2.91% | -0.66% | -0.46% | -0.42% | 1.83% | 0.75% | 8.47% |
| 2019 | 1.88% | -0.04% | 1.83% | -0.03% | 1.30% | 1.69% | 0.02% | 2.83% | -0.68% | 0.07% | -0.05% | 0.25% | 9.38% |
| 2018 | -0.44% | -1.09% | 0.86% | -0.78% | 0.24% | 0.06% | 0.19% | 0.50% | -0.59% | -1.35% | 0.48% | 1.10% | -0.86% |
| 2017 | 0.67% | 0.72% | -0.05% | 0.90% | 0.86% | 0.12% | 0.64% | 0.89% | -0.58% | -0.02% | 0.29% | 0.56% | 5.11% |
| 2016 | 0.87% | 1.55% | 1.64% | 0.98% | -0.33% | 2.56% | 0.96% | 0.07% | 0.28% | -1.55% | -2.61% | 0.43% | 4.84% |
| 2015 | 2.11% | -0.83% | -0.17% | 0.02% | -0.91% | -1.38% | 0.71% | -0.64% | -0.15% | 0.80% | -1.05% | -0.58% | -2.10% |
| 2014 | 1.63% | 1.05% | -0.03% | 0.91% | 1.17% | 0.33% | -0.71% | 1.53% | -1.75% | 0.92% | 0.15% | 0.04% | 5.33% |
Expense Ratio
Облигации США has an expense ratio of 0.24%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Облигации США is 48, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.66 | 247.18 | 141.43 | 436.22 | 4,016.45 |
BND Vanguard Total Bond Market ETF | 0.83 | 1.31 | 1.15 | 0.38 | 2.29 |
AGG iShares Core U.S. Aggregate Bond ETF | 0.82 | 1.29 | 1.15 | 0.39 | 2.24 |
TIP iShares TIPS Bond ETF | 1.06 | 1.52 | 1.19 | 0.52 | 3.30 |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 0.57 | 0.94 | 1.11 | 0.18 | 1.11 |
TLT iShares 20+ Year Treasury Bond ETF | -0.15 | -0.03 | 1.00 | -0.03 | -0.17 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.59 | 2.39 | 1.34 | 2.02 | 10.66 |
PHB Invesco Fundamental High Yield® Corporate Bond ETF | 1.27 | 1.86 | 1.27 | 1.78 | 8.10 |
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Dividends
Dividend yield
Облигации США provided a 4.16% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.16% | 4.12% | 3.66% | 3.25% | 2.24% | 2.13% | 2.71% | 2.99% | 2.47% | 2.36% | 2.32% | 2.68% |
| Portfolio components: | ||||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.69% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.78% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.85% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
TIP iShares TIPS Bond ETF | 2.93% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 1.91% | 1.99% | 1.62% | 1.23% | 1.00% | 0.95% | 1.16% | 1.17% | 0.46% | 0.00% | 0.00% | 1.77% |
TLT iShares 20+ Year Treasury Bond ETF | 4.44% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.84% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
PHB Invesco Fundamental High Yield® Corporate Bond ETF | 5.88% | 5.69% | 4.68% | 3.52% | 3.37% | 3.90% | 4.03% | 4.44% | 4.14% | 4.58% | 4.69% | 4.48% |
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.
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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. The portfolio has not yet recovered.
The current Облигации США drawdown is 5.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.07% | Sep 15, 2021 | 278 | Oct 20, 2022 | — | — | — |
| -14.45% | 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
| ^GSPC | BIL | PHB | HYG | BWX | TIP | TLT | AGG | BND | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.02 | 0.56 | 0.66 | 0.13 | -0.12 | -0.28 | -0.13 | -0.15 | 0.09 |
| BIL | -0.02 | 1.00 | -0.01 | -0.01 | 0.02 | 0.01 | 0.02 | 0.01 | 0.01 | 0.01 |
| PHB | 0.56 | -0.01 | 1.00 | 0.76 | 0.26 | 0.10 | -0.04 | 0.14 | 0.12 | 0.42 |
| HYG | 0.66 | -0.01 | 0.76 | 1.00 | 0.26 | 0.08 | -0.09 | 0.11 | 0.08 | 0.39 |
| BWX | 0.13 | 0.02 | 0.26 | 0.26 | 1.00 | 0.39 | 0.33 | 0.44 | 0.43 | 0.62 |
| TIP | -0.12 | 0.01 | 0.10 | 0.08 | 0.39 | 1.00 | 0.73 | 0.74 | 0.76 | 0.76 |
| TLT | -0.28 | 0.02 | -0.04 | -0.09 | 0.33 | 0.73 | 1.00 | 0.84 | 0.86 | 0.75 |
| AGG | -0.13 | 0.01 | 0.14 | 0.11 | 0.44 | 0.74 | 0.84 | 1.00 | 0.92 | 0.84 |
| BND | -0.15 | 0.01 | 0.12 | 0.08 | 0.43 | 0.76 | 0.86 | 0.92 | 1.00 | 0.83 |
| Portfolio | 0.09 | 0.01 | 0.42 | 0.39 | 0.62 | 0.76 | 0.75 | 0.84 | 0.83 | 1.00 |