RBG - ETFs - BAM
Asset Allocation
Performance
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 Quarterly
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of IEUR
Returns By Period
As of Sep 19, 2024, the RBG - ETFs - BAM returned 13.15% Year-To-Date and 8.62% 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 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| RBG - ETFs - BAM | 13.15% | 0.32% | 6.96% | 21.96% | 9.80% | 8.68% |
| Portfolio components: | ||||||
IWF iShares Russell 1000 Growth ETF | 20.61% | -0.83% | 7.82% | 34.72% | 18.68% | 15.92% |
IVV iShares Core S&P 500 ETF | 18.92% | 0.49% | 7.93% | 29.44% | 15.31% | 12.95% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 8.95% | -0.93% | 6.77% | 14.15% | 3.20% | 3.30% |
IEUR iShares Core MSCI Europe ETF | 10.52% | 0.47% | 5.49% | 20.16% | 8.40% | 5.39% |
GOVT iShares U.S. Treasury Bond ETF | 4.27% | 1.13% | 5.75% | 8.99% | -0.13% | 1.31% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 7.59% | 1.78% | 5.92% | 14.19% | 3.42% | 3.80% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 11.00% | 1.08% | 6.74% | 16.54% | 2.78% | 3.56% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.44% | 3.19% | 2.17% | -2.85% | 3.97% | 2.75% | 0.88% | 1.93% | 13.15% | ||||
| 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% | 3.10% | 19.41% |
| 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% | 6.80% |
| 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% | 2.70% |
Expense Ratio
RBG - ETFs - BAM has an expense ratio of 0.21%, 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 RBG - ETFs - BAM is 63, 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 | |
|---|---|---|---|---|---|
IWF iShares Russell 1000 Growth ETF | 1.92 | 2.53 | 1.34 | 2.06 | 9.26 |
IVV iShares Core S&P 500 ETF | 2.22 | 2.98 | 1.40 | 2.41 | 12.08 |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 0.83 | 1.25 | 1.15 | 0.34 | 4.09 |
IEUR iShares Core MSCI Europe ETF | 1.53 | 2.18 | 1.26 | 1.27 | 8.04 |
GOVT iShares U.S. Treasury Bond ETF | 1.46 | 2.13 | 1.26 | 0.45 | 5.59 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.51 | 3.89 | 1.48 | 1.44 | 15.66 |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 2.90 | 4.42 | 1.57 | 1.02 | 20.60 |
Dividends
Dividend yield
RBG - ETFs - BAM granted a 2.23% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RBG - ETFs - BAM | 2.23% | 2.25% | 2.07% | 1.56% | 1.89% | 2.21% | 2.41% | 2.04% | 2.19% | 2.33% | 1.92% | 1.80% |
| Portfolio components: | ||||||||||||
IWF iShares Russell 1000 Growth ETF | 0.54% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.90% | 2.26% | 1.73% | 2.20% | 1.05% | 1.82% | 2.09% | 1.98% | 1.76% | 2.43% | 1.77% | 1.76% |
IEUR iShares Core MSCI Europe ETF | 2.95% | 3.17% | 3.05% | 2.88% | 2.13% | 3.26% | 3.76% | 2.64% | 3.19% | 2.79% | 0.64% | 0.00% |
GOVT iShares U.S. Treasury Bond ETF | 2.93% | 2.65% | 1.77% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% | 0.93% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.31% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
HYEM VanEck Vectors Emerging Markets High Yield Bond ETF | 5.93% | 6.27% | 6.47% | 5.33% | 5.56% | 6.14% | 5.71% | 5.86% | 6.25% | 7.64% | 6.77% | 6.14% |
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 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 0.30%.
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 |
| -12.23% | 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 |
| -7.18% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current RBG - ETFs - BAM volatility is 2.86%, 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
| GOVT | HYEM | AAXJ | HYG | IEUR | IWF | IVV | |
|---|---|---|---|---|---|---|---|
| GOVT | 1.00 | 0.12 | -0.12 | 0.05 | -0.12 | -0.13 | -0.18 |
| HYEM | 0.12 | 1.00 | 0.40 | 0.49 | 0.40 | 0.39 | 0.40 |
| AAXJ | -0.12 | 0.40 | 1.00 | 0.59 | 0.71 | 0.67 | 0.69 |
| HYG | 0.05 | 0.49 | 0.59 | 1.00 | 0.66 | 0.68 | 0.72 |
| IEUR | -0.12 | 0.40 | 0.71 | 0.66 | 1.00 | 0.69 | 0.76 |
| IWF | -0.13 | 0.39 | 0.67 | 0.68 | 0.69 | 1.00 | 0.94 |
| IVV | -0.18 | 0.40 | 0.69 | 0.72 | 0.76 | 0.94 | 1.00 |