RBG - ETFs - BAM
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of May 14, 2025, the RBG - ETFs - BAM returned 2.42% Year-To-Date and 8.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| RBG - ETFs - BAM | 2.42% | 7.65% | 2.56% | 12.35% | 10.62% | 8.56% |
| Portfolio components: | ||||||
IWF iShares Russell 1000 Growth ETF | -1.12% | 13.33% | -0.32% | 18.31% | 18.82% | 15.75% |
IVV iShares Core S&P 500 ETF | 0.53% | 9.86% | -0.98% | 14.21% | 17.40% | 12.73% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 8.13% | 10.66% | 6.52% | 11.00% | 5.96% | 3.35% |
IEUR iShares Core MSCI Europe ETF | 18.30% | 9.05% | 16.36% | 11.45% | 14.33% | 5.81% |
GOVT iShares U.S. Treasury Bond ETF | -0.49% | 0.12% | 1.71% | 4.50% | -2.25% | 0.77% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 3.00% | 4.09% | 3.03% | 9.62% | 5.65% | 4.01% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 2.33% | 3.28% | 2.29% | 9.13% | 4.81% | 3.86% |
Monthly Returns
The table below presents the monthly returns of RBG - ETFs - BAM, 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 | 1.41% | -0.05% | -3.23% | 0.65% | 3.75% | 2.42% | |||||||
| 2024 | 0.44% | 3.19% | 2.17% | -2.85% | 3.97% | 2.75% | 0.88% | 1.93% | 2.40% | -1.77% | 3.08% | -0.54% | 16.53% |
| 2023 | 6.18% | -2.50% | 3.92% | 0.92% | 0.12% | 3.92% | 2.40% | -1.74% | -3.78% | -1.85% | 7.54% | 4.06% | 20.15% |
| 2022 | -4.66% | -2.90% | 0.45% | -7.18% | -0.10% | -5.86% | 6.25% | -3.80% | -7.72% | 3.36% | 6.54% | -3.72% | -18.81% |
| 2021 | -0.29% | 0.59% | 1.31% | 3.67% | 0.31% | 2.29% | 1.15% | 1.92% | -3.68% | 4.22% | -0.73% | 2.44% | 13.75% |
| 2020 | 0.35% | -3.87% | -8.03% | 8.21% | 3.92% | 2.59% | 5.06% | 4.72% | -2.56% | -1.89% | 7.60% | 2.91% | 19.19% |
| 2019 | 6.09% | 2.03% | 1.99% | 2.55% | -3.90% | 4.82% | 0.53% | -0.34% | 0.69% | 1.98% | 2.09% | 2.51% | 22.77% |
| 2018 | 3.84% | -2.89% | -1.07% | -0.03% | 1.55% | -0.14% | 2.10% | 1.80% | 0.11% | -5.61% | 1.29% | -4.46% | -3.89% |
| 2017 | 2.33% | 2.49% | 1.03% | 1.55% | 1.94% | 0.14% | 1.95% | 0.96% | 0.91% | 1.88% | 1.47% | 0.98% | 19.09% |
| 2016 | -3.27% | 0.05% | 5.00% | 0.28% | 0.79% | 0.65% | 3.10% | 0.11% | 0.59% | -1.84% | 0.19% | 1.19% | 6.81% |
| 2015 | -0.15% | 3.49% | -0.71% | 1.39% | 0.40% | -1.92% | 1.19% | -4.60% | -1.61% | 5.49% | -0.25% | -1.50% | 0.84% |
| 2014 | 0.94% | -0.97% | 2.69% | -1.97% | 1.56% | 1.68% | -1.17% | 2.71% |
Expense Ratio
RBG - ETFs - BAM has an expense ratio of 0.21%, 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 RBG - ETFs - BAM is 69, 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 | |
|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 0.73 | 1.17 | 1.17 | 0.79 | 2.64 |
IVV iShares Core S&P 500 ETF | 0.73 | 1.15 | 1.17 | 0.77 | 2.96 |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 0.53 | 1.00 | 1.13 | 0.40 | 1.70 |
IEUR iShares Core MSCI Europe ETF | 0.64 | 1.06 | 1.14 | 0.84 | 2.26 |
GOVT iShares U.S. Treasury Bond ETF | 0.75 | 1.08 | 1.14 | 0.28 | 1.95 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.69 | 2.46 | 1.35 | 2.07 | 10.93 |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 1.27 | 1.85 | 1.27 | 1.77 | 9.43 |
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Dividends
Dividend yield
RBG - ETFs - BAM provided a 2.30% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.30% | 2.30% | 2.25% | 2.07% | 1.56% | 1.67% | 2.21% | 2.41% | 2.04% | 2.20% | 2.33% | 1.92% |
| Portfolio components: | ||||||||||||
IWF iShares Russell 1000 Growth ETF | 0.45% | 0.46% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% |
IVV iShares Core S&P 500 ETF | 1.31% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.72% | 1.86% | 2.26% | 1.74% | 2.21% | 1.06% | 1.83% | 2.10% | 1.99% | 1.77% | 2.44% | 1.78% |
IEUR iShares Core MSCI Europe ETF | 2.99% | 3.54% | 3.17% | 3.05% | 2.87% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% |
GOVT iShares U.S. Treasury Bond ETF | 3.37% | 3.14% | 2.65% | 1.77% | 0.96% | 1.28% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.82% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 6.62% | 6.34% | 6.27% | 6.47% | 5.33% | 5.56% | 6.14% | 5.71% | 5.86% | 6.25% | 7.64% | 6.77% |
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 RBG - ETFs - BAM. 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 RBG - ETFs - BAM was 24.27%, occurring on Oct 14, 2022. Recovery took 331 trading sessions.
The current RBG - ETFs - BAM drawdown is 0.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.27% | Dec 28, 2021 | 202 | Oct 14, 2022 | 331 | Feb 9, 2024 | 533 |
| -22.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -12.33% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -12.23% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -10.85% | May 22, 2015 | 183 | Feb 11, 2016 | 102 | Jul 8, 2016 | 285 |
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 7 assets, with an effective number of assets of 5.16, 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 | GOVT | HYEM | AAXJ | HYG | IEUR | IWF | IVV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.17 | 0.41 | 0.67 | 0.72 | 0.75 | 0.94 | 1.00 | 0.96 |
| GOVT | -0.17 | 1.00 | 0.12 | -0.11 | 0.07 | -0.10 | -0.12 | -0.17 | -0.03 |
| HYEM | 0.41 | 0.12 | 1.00 | 0.40 | 0.49 | 0.41 | 0.39 | 0.41 | 0.48 |
| AAXJ | 0.67 | -0.11 | 0.40 | 1.00 | 0.58 | 0.71 | 0.65 | 0.67 | 0.78 |
| HYG | 0.72 | 0.07 | 0.49 | 0.58 | 1.00 | 0.66 | 0.68 | 0.72 | 0.77 |
| IEUR | 0.75 | -0.10 | 0.41 | 0.71 | 0.66 | 1.00 | 0.68 | 0.75 | 0.81 |
| IWF | 0.94 | -0.12 | 0.39 | 0.65 | 0.68 | 0.68 | 1.00 | 0.94 | 0.95 |
| IVV | 1.00 | -0.17 | 0.41 | 0.67 | 0.72 | 0.75 | 0.94 | 1.00 | 0.96 |
| Portfolio | 0.96 | -0.03 | 0.48 | 0.78 | 0.77 | 0.81 | 0.95 | 0.96 | 1.00 |