Облигации США

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	12.50%
BND Vanguard Total Bond Market ETF	Total Bond Market	12.50%
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	12.50%
TIP iShares TIPS Bond ETF	Inflation-Protected Bonds	12.50%
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	International Government Bonds	12.50%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	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%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 6, 2026, the Облигации США returned 0.00% Year-To-Date and 1.87% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Облигации США	-0.07%	-0.83%	0.00%	0.27%	3.88%	3.87%	0.05%	1.87%
Portfolio components:
AGG iShares Core U.S. Aggregate Bond ETF	0.00%	-0.69%	-0.08%	0.26%	4.97%	3.88%	-0.03%	1.52%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.01%	0.29%	1.54%	1.78%	3.88%	4.62%	3.42%	2.19%
BND Vanguard Total Bond Market ETF	-0.03%	-0.67%	-0.07%	0.23%	4.87%	3.89%	-0.05%	1.53%
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	-0.18%	-2.88%	-2.76%	-2.15%	-3.08%	0.70%	-4.69%	-1.39%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	0.14%	-0.24%	1.14%	1.72%	6.36%	8.34%	3.69%	4.88%
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	0.08%	-0.22%	0.30%	0.72%	5.64%	7.32%	3.45%	4.55%
TIP iShares TIPS Bond ETF	-0.11%	-0.90%	0.95%	0.97%	4.81%	3.70%	0.88%	2.45%
TLT iShares 20+ Year Treasury Bond ETF	-0.52%	-1.31%	-1.08%	-1.51%	3.67%	-2.05%	-6.70%	-1.85%

*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 +0.25%. At this rate, an investment would double in approximately 23.1 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 54% 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%	0.83%	0.28%	-0.70%							0.00%
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 2.48%, 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 (17.13%) than losses (16.67%) - 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: 2.48%

Beta: 0.06

R²: 0.04

Upside Capture: 17.13%

Downside Capture: 16.67%

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 Bloomberg 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 11 for risk / return — in the bottom 11% 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

The table below presents risk-adjusted performance metrics for Облигации США and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.02	1.94	-0.92
Sortino ratioReturn per unit of downside risk	1.47	2.63	-1.15
Omega ratioGain probability vs. loss probability	1.17	1.35	-0.18
Calmar ratioReturn relative to maximum drawdown	1.34	2.59	-1.25
Martin ratioReturn relative to average drawdown	4.12	11.84	-7.72
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AGG iShares Core U.S. Aggregate Bond ETF	40	1.32	1.94	1.23	1.81	5.44
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	100	19.64	174.66	88.16	356.40	2,826.06
BND Vanguard Total Bond Market ETF	40	1.32	1.96	1.23	1.83	5.43
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	5	-0.40	-0.53	0.94	-0.50	-1.01
HYG iShares iBoxx $ High Yield Corporate Bond ETF	60	1.67	2.49	1.32	2.73	12.02
IFLN Invesco Bloomberg Enhanced Fallen Angels ETF	42	1.44	2.09	1.27	1.39	5.68
TIP iShares TIPS Bond ETF	48	1.43	2.21	1.26	2.45	7.37
TLT iShares 20+ Year Treasury Bond ETF	15	0.38	0.62	1.07	0.49	1.19

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 Jun 6, 2026 (values are recalculated daily):

1-Year: 1.02
5-Year: 0.01
10-Year: 0.35
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 1.64 to 2.53, 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 4.30% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.30%	4.14%	4.12%	3.66%	3.25%	2.25%	2.15%	2.71%	2.95%	2.47%	2.36%	2.32%
Portfolio components:
AGG iShares Core U.S. Aggregate Bond ETF	4.00%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.86%	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	3.98%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BWX SPDR Bloomberg Barclays International Treasury Bond ETF	2.39%	2.19%	1.99%	1.63%	1.23%	0.93%	0.95%	1.16%	1.07%	0.46%	0.00%	0.00%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.93%	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	5.83%	5.48%	5.69%	4.68%	3.52%	3.37%	3.90%	4.03%	4.44%	4.14%	4.58%	4.69%
TIP iShares TIPS Bond ETF	3.78%	3.46%	2.52%	2.73%	6.96%	4.28%	1.17%	1.75%	2.71%	2.07%	1.48%	0.34%
TLT iShares 20+ Year Treasury Bond ETF	4.63%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%

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 1.67%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-18.07%Oct 2022	1y 1mo	3y 4mo	4y 5moSep 2021 - Feb 2026
Financial crisis2007–2009	-15.31%Oct 2008	5mo 29d	9mo 23d	1y 3moApr 2008 - Jul 2009
COVID crash2020	-10.54%Mar 2020	9d	3mo 20d	3mo 29dMar 2020 - Jul 2020
2013 pullback2013	-6.44%Sep 2013	4mo 5d	8mo 11d	1y 11dMay 2013 - May 2014
2016 pullback2016	-4.97%Dec 2016	3mo 10d	7mo 18d	10mo 28dSep 2016 - Aug 2017

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.17	1.15	1.19	1.31	1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Облигации США correlation to the S&P 500 Index

Облигации США has a 0.43 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (10Y) Calculated over the trailing 10-year period	0.22
Correlation (All Time) Calculated using the full available price history since Nov 16, 2007	0.11

Benchmark Correlations

Correlation vs. S&P 500 Index. HYG has the highest benchmark correlation at 0.67, while TLT has the lowest at -0.26.

-0.26

-0.13

-0.11

-0.10

-0.02

0.15

0.57

0.67

Portfolio Correlations

Correlation vs. Облигации США. AGG has the highest portfolio correlation at 0.85, while BIL has the lowest at 0.00.

0.00

0.40

0.44

0.63

0.76

0.76

0.84

0.85

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	BIL	IFLN	HYG	BWX	TIP	TLT	AGG	BND
BIL	1.00	-0.01	-0.01	0.01	-0.00	0.01	-0.00	0.00
IFLN	-0.01	1.00	0.76	0.27	0.11	-0.02	0.16	0.15
HYG	-0.01	0.76	1.00	0.28	0.09	-0.07	0.13	0.10
BWX	0.01	0.27	0.28	1.00	0.40	0.34	0.45	0.44
TIP	-0.00	0.11	0.09	0.40	1.00	0.74	0.75	0.76
TLT	0.01	-0.02	-0.07	0.34	0.74	1.00	0.84	0.86
AGG	-0.00	0.16	0.13	0.45	0.75	0.84	1.00	0.92
BND	0.00	0.15	0.10	0.44	0.76	0.86	0.92	1.00

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

Diversification Analysis

Find what Облигации США is missing

See which holdings overlap, where Облигации США is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification