Asset Allocation
Find the right asset allocation for RBG - ETFs - BAM
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in RBG - ETFs - BAM, 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 13, 2026, the RBG - ETFs - BAM returned 6.44% Year-To-Date and 10.90% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio RBG - ETFs - BAM | 0.19% | 0.59% | 6.44% | 7.22% | 18.78% | 15.72% | 8.42% | 10.90% |
| Portfolio components: | ||||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 0.46% | 4.42% | 26.46% | 29.76% | 48.69% | 22.11% | 6.41% | 10.34% |
GOVT iShares U.S. Treasury Bond ETF | -0.09% | 0.96% | 0.11% | 0.47% | 3.64% | 3.10% | -0.50% | 0.84% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 0.20% | 0.86% | 3.86% | 4.24% | 9.18% | 10.57% | 2.92% | 4.72% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.00% | 1.12% | 1.65% | 2.21% | 6.81% | 8.52% | 3.75% | 5.04% |
IEUR iShares Core MSCI Europe ETF | 0.14% | 4.34% | 7.65% | 9.78% | 19.09% | 16.42% | 8.26% | 10.11% |
IVV iShares Core S&P 500 ETF | 0.55% | 0.36% | 9.08% | 9.43% | 25.77% | 20.95% | 13.42% | 15.47% |
IWF iShares Russell 1000 Growth ETF | 0.03% | -2.22% | 2.87% | 3.39% | 20.40% | 22.33% | 13.90% | 18.17% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 12, 2014, RBG - ETFs - BAM's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.2%, while the worst month was Mar 2020 at -8.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, RBG - ETFs - BAM closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Mar 16, 2020 at -7.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.16% | 0.33% | -4.53% | 7.38% | 4.19% | -1.82% | 6.44% | ||||||
| 2025 | 1.41% | -0.05% | -3.23% | 0.65% | 4.38% | 4.23% | 1.29% | 1.71% | 3.13% | 2.01% | -0.30% | 0.27% | 16.39% |
| 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% | 3.89% | 2.40% | -1.74% | -3.78% | -1.85% | 7.54% | 4.06% | 20.12% |
| 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% |
Benchmark Metrics
RBG - ETFs - BAM has an annualized alpha of 1.39%, beta of 0.66, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since June 12, 2014.
- This portfolio participated in 70.75% of S&P 500 Index downside but only 68.33% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.39%
- Beta
- 0.66
- R²
- 0.94
- Upside Capture
- 68.33%
- Downside Capture
- 70.75%
Expense Ratio
RBG - ETFs - BAM has an expense ratio of 0.18%, 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.
Return for Risk
Risk / Return Rank
RBG - ETFs - BAM ranks 39 for risk / return — below 39% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for RBG - ETFs - BAM and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.78 | 1.86 | -0.08 |
| Sortino ratioReturn per unit of downside risk | 2.49 | 2.53 | -0.04 |
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.43 | 2.53 | -0.10 |
| Martin ratioReturn relative to average drawdown | 10.41 | 11.37 | -0.96 |
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 |
|---|---|---|---|---|---|---|
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 73 | 2.11 | 2.73 | 1.40 | 3.41 | 12.55 |
GOVT iShares U.S. Treasury Bond ETF | 27 | 0.93 | 1.42 | 1.16 | 1.17 | 3.27 |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 78 | 2.15 | 3.13 | 1.42 | 3.44 | 14.00 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 62 | 1.68 | 2.54 | 1.32 | 2.79 | 12.25 |
IEUR iShares Core MSCI Europe ETF | 34 | 1.10 | 1.64 | 1.20 | 1.44 | 5.40 |
IVV iShares Core S&P 500 ETF | 68 | 2.00 | 2.70 | 1.36 | 2.76 | 12.43 |
IWF iShares Russell 1000 Growth ETF | 32 | 1.19 | 1.66 | 1.21 | 1.16 | 3.83 |
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Dividends
Dividend yield
RBG - ETFs - BAM provided a 2.23% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.23% | 2.27% | 2.30% | 2.23% | 2.07% | 1.56% | 1.89% | 2.18% | 2.41% | 2.04% | 2.20% | 2.33% |
| Portfolio components: | ||||||||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.43% | 1.81% | 1.86% | 1.95% | 1.74% | 2.21% | 1.06% | 1.83% | 2.10% | 1.99% | 1.77% | 2.44% |
GOVT iShares U.S. Treasury Bond ETF | 3.58% | 3.49% | 3.14% | 2.65% | 1.77% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 6.53% | 6.67% | 6.34% | 6.27% | 6.47% | 5.33% | 5.56% | 6.14% | 5.71% | 5.86% | 6.25% | 7.64% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.90% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
IEUR iShares Core MSCI Europe ETF | 2.76% | 2.97% | 3.54% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% |
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
IWF iShares Russell 1000 Growth ETF | 0.35% | 0.36% | 0.46% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% |
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 2.36%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.27%Oct 2022 | 9mo 20d | 1y 3mo | 2y 1moDec 2021 - Feb 2024 |
COVID crash2020 | -22.46%Mar 2020 | 1mo 2d | 3mo 15d | 4mo 17dFeb 2020 - Jul 2020 |
2025 selloff2025 | -12.33%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
Rate-hike selloffLate 2018 | -12.23%Dec 2018 | 3mo 26d | 2mo 24d | 6mo 20dAug 2018 - Mar 2019 |
2016 correction2016 | -10.85%Feb 2016 | 8mo 25d | 4mo 28d | 1y 1moMay 2015 - Jul 2016 |
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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.15 | 1.19 | 1.19 | 1.19 | 1.20 |
The portfolio has a diversification ratio of 1.20, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
RBG - ETFs - BAM correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while GOVT has the lowest at -0.14.
Asset Correlations Table
Find what RBG - ETFs - BAM is missing
See which holdings overlap, where RBG - ETFs - BAM is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification