Bond
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | Global Bonds | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bond, 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 16, 2018, corresponding to the inception date of GLAU.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Bond | 4.62% | 1.66% | 5.34% | 9.73% | 0.54% | N/A |
| Portfolio components: | ||||||
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | 4.62% | 1.66% | 5.34% | 9.73% | 0.54% | N/A |
Monthly Returns
The table below presents the monthly returns of Bond, 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 | -0.08% | -0.73% | 0.89% | -1.64% | 0.90% | 0.90% | 1.54% | 1.41% | 4.62% | ||||
| 2023 | 2.16% | -1.68% | 2.23% | 0.56% | -0.48% | 0.04% | 0.00% | -0.07% | -1.70% | -0.84% | 3.50% | 2.97% | 6.72% |
| 2022 | -1.55% | -1.41% | -1.95% | -2.82% | -0.13% | -1.46% | 2.55% | -2.56% | -3.20% | -0.60% | 2.20% | -0.73% | -11.22% |
| 2021 | -0.55% | -1.80% | -0.28% | 0.30% | 0.20% | 0.51% | 1.19% | -0.22% | -1.02% | -0.16% | 0.57% | -0.39% | -1.67% |
| 2020 | 1.75% | 1.00% | -1.46% | 1.65% | 0.20% | 0.67% | 0.96% | -0.83% | 0.42% | 0.01% | 0.60% | 0.31% | 5.36% |
| 2019 | 1.00% | 0.16% | 1.76% | 0.10% | 1.25% | 1.42% | 0.82% | 2.25% | -0.52% | -0.14% | -0.18% | -0.11% | 8.03% |
| 2018 | -0.03% | 0.82% | -0.33% | 0.24% | 0.20% | 0.05% | 0.22% | -0.21% | -0.35% | 0.42% | 1.50% | 2.55% |
Expense Ratio
Bond has an expense ratio of 0.10%, 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 Bond is 58, 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 | |
|---|---|---|---|---|---|
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | 2.23 | 3.41 | 1.41 | 0.76 | 10.44 |
Dividends
Dividend yield
Bond granted a 2.69% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
| Bond | 2.69% | 2.02% | 1.41% | 1.22% | 1.51% | 1.25% | 0.89% |
| Portfolio components: | |||||||
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | 2.69% | 2.02% | 1.41% | 1.22% | 1.51% | 1.25% | 0.89% |
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 Bond. 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 Bond was 15.24%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current Bond drawdown is 2.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.24% | Jan 5, 2021 | 454 | Oct 21, 2022 | — | — | — |
| -5.7% | Mar 10, 2020 | 8 | Mar 19, 2020 | 84 | Jul 21, 2020 | 92 |
| -1.81% | Sep 4, 2019 | 50 | Nov 12, 2019 | 51 | Jan 27, 2020 | 101 |
| -1.15% | Apr 12, 2018 | 25 | May 17, 2018 | 31 | Jul 2, 2018 | 56 |
| -1.08% | Jul 20, 2018 | 56 | Oct 8, 2018 | 41 | Dec 4, 2018 | 97 |
Volatility
Volatility Chart
The current Bond volatility is 0.98%, 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.