my
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in my, 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 28, 2020, corresponding to the inception date of IBTE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| my | 13.85% | -0.70% | 11.92% | 29.15% | N/A | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 17.37% | -0.38% | 13.11% | 34.54% | 11.47% | 9.34% |
GOVT iShares U.S. Treasury Bond ETF | 1.48% | -2.34% | 4.48% | 8.43% | -0.75% | 0.91% |
VWOB Vanguard Emerging Markets Government Bond ETF | 6.43% | -1.76% | 7.17% | 18.65% | 0.61% | 2.78% |
IAGG iShares Core International Aggregate Bond ETF | 3.76% | -0.29% | 4.32% | 9.91% | 0.45% | N/A |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 4.16% | 0.36% | 2.56% | 5.34% | N/A | N/A |
REET iShares Global REIT ETF | 9.29% | -2.77% | 18.90% | 32.20% | 1.36% | 4.09% |
Monthly Returns
The table below presents the monthly returns of my, 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 | -0.46% | 3.12% | 2.69% | -3.40% | 3.82% | 1.32% | 2.37% | 2.41% | 2.09% | 13.85% | |||
| 2023 | 6.72% | -3.01% | 2.15% | 1.22% | -1.32% | 4.45% | 3.00% | -2.40% | -3.90% | -2.59% | 7.91% | 5.13% | 17.75% |
| 2022 | -4.21% | -2.49% | 1.39% | -6.70% | -0.09% | -6.82% | 6.17% | -3.98% | -8.49% | 4.84% | 7.12% | -3.79% | -17.08% |
| 2021 | -0.32% | 1.97% | 2.29% | 3.68% | 1.28% | 1.07% | 1.03% | 1.74% | -3.71% | 4.22% | -1.94% | 3.46% | 15.46% |
| 2020 | -13.05% | 8.11% | 3.99% | 2.57% | 4.25% | 4.31% | -2.40% | -1.77% | 10.07% | 4.01% | 19.68% |
Expense Ratio
my has an expense ratio of 0.09%, 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 rank of my is 61, 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 3.11 | 4.23 | 1.57 | 2.64 | 20.89 |
GOVT iShares U.S. Treasury Bond ETF | 1.44 | 2.12 | 1.26 | 0.43 | 5.04 |
VWOB Vanguard Emerging Markets Government Bond ETF | 2.50 | 3.72 | 1.47 | 0.95 | 14.71 |
IAGG iShares Core International Aggregate Bond ETF | 2.47 | 3.90 | 1.46 | 0.94 | 14.48 |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 9.36 | 22.92 | 4.94 | 1.92 | 325.45 |
REET iShares Global REIT ETF | 2.19 | 3.18 | 1.39 | 1.10 | 8.64 |
Dividends
Dividend yield
my provided a 2.37% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| my | 2.37% | 2.55% | 2.29% | 1.87% | 1.83% | 2.59% | 2.80% | 2.20% | 2.53% | 2.29% | 2.10% | 1.55% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.86% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
GOVT iShares U.S. Treasury Bond ETF | 3.08% | 2.65% | 1.77% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% | 0.93% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.73% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% | 4.49% | 2.39% |
IAGG iShares Core International Aggregate Bond ETF | 3.43% | 3.55% | 2.27% | 1.16% | 1.95% | 2.81% | 3.02% | 1.74% | 1.56% | 0.13% | 0.00% | 0.00% |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 4.68% | 4.23% | 2.00% | 0.47% | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
REET iShares Global REIT ETF | 2.69% | 3.27% | 2.43% | 3.18% | 2.65% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.11% | 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 my. 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 my was 25.37%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current my drawdown is 1.06%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.37% | Mar 5, 2020 | 13 | Mar 23, 2020 | 53 | Jun 8, 2020 | 66 |
| -24.05% | Jan 5, 2022 | 196 | Oct 14, 2022 | 345 | Mar 1, 2024 | 541 |
| -6.17% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.12% | Jun 9, 2020 | 3 | Jun 11, 2020 | 27 | Jul 21, 2020 | 30 |
| -5.66% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current my volatility is 1.93%, 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
| IBTE | VT | REET | GOVT | IAGG | VWOB | |
|---|---|---|---|---|---|---|
| IBTE | 1.00 | -0.00 | 0.06 | 0.60 | 0.49 | 0.30 |
| VT | -0.00 | 1.00 | 0.74 | -0.02 | 0.12 | 0.58 |
| REET | 0.06 | 0.74 | 1.00 | 0.10 | 0.20 | 0.53 |
| GOVT | 0.60 | -0.02 | 0.10 | 1.00 | 0.77 | 0.52 |
| IAGG | 0.49 | 0.12 | 0.20 | 0.77 | 1.00 | 0.55 |
| VWOB | 0.30 | 0.58 | 0.53 | 0.52 | 0.55 | 1.00 |