桥淼全天候
整体还是按照，债55，股30，金7.5，其他商品7.5的模式
细化来说，股分为美日印，长债债分为高收益债、国债
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 桥淼全天候, 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 Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Nov 15, 2024, the 桥淼全天候 returned 6.90% Year-To-Date and 4.78% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| 桥淼全天候 | 6.90% | -2.04% | 3.27% | 13.22% | 5.09% | 4.78% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 26.11% | 2.35% | 12.98% | 33.82% | 15.66% | 13.28% |
INDA iShares MSCI India ETF | 9.40% | -6.32% | 1.66% | 18.83% | 10.89% | 6.63% |
EWJ iShares MSCI Japan ETF | 6.52% | -2.71% | 0.07% | 13.24% | 4.30% | 5.57% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 8.26% | 0.06% | 6.17% | 13.53% | 3.50% | 3.95% |
TLT iShares 20+ Year Treasury Bond ETF | -5.60% | -4.51% | 0.12% | 6.12% | -5.81% | -0.28% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.17% | -0.40% | 2.60% | 4.88% | 1.15% | 1.17% |
IAU iShares Gold Trust | 24.16% | -3.62% | 7.76% | 30.69% | 11.67% | 7.82% |
DBC Invesco DB Commodity Index Tracking Fund | -0.50% | -2.45% | -6.56% | -4.89% | 8.60% | 1.01% |
Monthly Returns
The table below presents the monthly returns of 桥淼全天候, 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 | 0.33% | 0.72% | 2.16% | -2.09% | 1.96% | 1.37% | 2.37% | 1.32% | 1.71% | -2.16% | 6.90% | ||
| 2023 | 4.10% | -3.47% | 3.24% | 0.79% | -1.20% | 2.08% | 1.39% | -1.25% | -2.72% | -1.49% | 5.24% | 3.90% | 10.64% |
| 2022 | -1.90% | -0.49% | -0.23% | -4.44% | -0.21% | -4.50% | 3.95% | -3.02% | -5.67% | 1.11% | 5.12% | -2.24% | -12.38% |
| 2021 | -1.23% | 0.09% | -0.07% | 1.59% | 1.91% | 0.97% | 1.36% | 1.27% | -0.72% | 1.40% | -1.05% | 1.68% | 7.35% |
| 2020 | 0.80% | -1.48% | -5.48% | 4.53% | 2.38% | 1.34% | 4.61% | 1.12% | -0.73% | -1.34% | 4.37% | 3.12% | 13.50% |
| 2019 | 3.25% | 0.53% | 2.26% | 0.47% | -0.28% | 2.79% | -0.54% | 2.22% | 0.40% | 1.04% | 0.23% | 1.08% | 14.22% |
| 2018 | 1.14% | -2.64% | 0.41% | 0.12% | 0.29% | -0.52% | 0.84% | 0.68% | -0.85% | -3.52% | 0.91% | -0.51% | -3.69% |
| 2017 | 1.83% | 1.83% | 0.35% | 0.77% | 1.04% | 0.09% | 1.69% | 0.97% | -0.46% | 1.72% | 0.53% | 1.44% | 12.42% |
| 2016 | -0.73% | 0.78% | 2.84% | 1.55% | 0.50% | 2.85% | 1.78% | 0.16% | 0.50% | -1.60% | -2.56% | 0.58% | 6.70% |
| 2015 | 3.09% | 0.65% | -0.94% | -0.51% | 0.06% | -1.53% | -0.09% | -2.44% | -1.21% | 2.43% | -1.99% | -1.15% | -3.70% |
| 2014 | -0.10% | 2.50% | 0.52% | 0.39% | 2.06% | 1.84% | -1.16% | 2.04% | -2.19% | 1.27% | -0.28% | -0.97% | 5.96% |
| 2013 | 0.76% | -0.71% | 1.24% | 2.07% | -3.40% | -2.34% | 1.12% | -1.48% | 1.79% | 2.12% | -0.72% | 0.26% | 0.54% |
Expense Ratio
桥淼全天候 features an expense ratio of 0.35%, falling within the medium range. 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 rank of 桥淼全天候 is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 2.83 | 3.78 | 1.53 | 4.05 | 18.36 |
INDA iShares MSCI India ETF | 1.32 | 1.73 | 1.26 | 1.84 | 6.98 |
EWJ iShares MSCI Japan ETF | 0.72 | 1.06 | 1.13 | 0.84 | 3.18 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.82 | 4.39 | 1.55 | 2.36 | 21.37 |
TLT iShares 20+ Year Treasury Bond ETF | 0.31 | 0.54 | 1.06 | 0.10 | 0.76 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.48 | 3.93 | 1.50 | 2.06 | 12.87 |
IAU iShares Gold Trust | 2.06 | 2.76 | 1.36 | 3.81 | 12.77 |
DBC Invesco DB Commodity Index Tracking Fund | -0.38 | -0.43 | 0.95 | -0.20 | -1.08 |
Dividends
Dividend yield
桥淼全天候 provided a 3.28% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.28% | 3.01% | 2.13% | 2.12% | 1.70% | 2.37% | 2.48% | 2.07% | 2.17% | 2.23% | 2.10% | 2.23% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.24% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% | 0.40% |
EWJ iShares MSCI Japan ETF | 2.04% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.90% | 5.75% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
TLT iShares 20+ Year Treasury Bond ETF | 4.07% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.87% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.72% | 0.54% | 0.36% | 0.26% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 4.97% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 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 桥淼全天候. 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 桥淼全天候 was 17.25%, occurring on Oct 20, 2022. Recovery took 408 trading sessions.
The current 桥淼全天候 drawdown is 3.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.25% | Nov 10, 2021 | 238 | Oct 20, 2022 | 408 | Jun 6, 2024 | 646 |
| -14.28% | Feb 24, 2020 | 18 | Mar 18, 2020 | 56 | Jun 8, 2020 | 74 |
| -10.82% | Apr 16, 2015 | 193 | Jan 20, 2016 | 114 | Jul 1, 2016 | 307 |
| -7.45% | May 9, 2013 | 32 | Jun 24, 2013 | 200 | Apr 9, 2014 | 232 |
| -7.39% | Jan 29, 2018 | 229 | Dec 24, 2018 | 65 | Mar 29, 2019 | 294 |
Volatility
Volatility Chart
The current 桥淼全天候 volatility is 1.90%, 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
| IAU | SHY | TLT | DBC | INDA | EWJ | HYG | SPLG | |
|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.37 | 0.28 | 0.27 | 0.12 | 0.08 | 0.12 | 0.01 |
| SHY | 0.37 | 1.00 | 0.60 | -0.06 | -0.03 | -0.04 | 0.10 | -0.11 |
| TLT | 0.28 | 0.60 | 1.00 | -0.17 | -0.12 | -0.16 | -0.00 | -0.21 |
| DBC | 0.27 | -0.06 | -0.17 | 1.00 | 0.25 | 0.26 | 0.32 | 0.29 |
| INDA | 0.12 | -0.03 | -0.12 | 0.25 | 1.00 | 0.50 | 0.48 | 0.50 |
| EWJ | 0.08 | -0.04 | -0.16 | 0.26 | 0.50 | 1.00 | 0.55 | 0.63 |
| HYG | 0.12 | 0.10 | -0.00 | 0.32 | 0.48 | 0.55 | 1.00 | 0.66 |
| SPLG | 0.01 | -0.11 | -0.21 | 0.29 | 0.50 | 0.63 | 0.66 | 1.00 |