Sharon's 60/40 Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 25% |
CNDX.AS iShares NASDAQ 100 UCITS ETF | Large Cap Growth Equities | 25% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 20% |
MXUS.L Invesco MSCI USA UCITS ETF | Large Cap Blend Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Sharon's 60/40 Portfolio, 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 Aug 16, 2011, corresponding to the inception date of MXUS.L
Returns By Period
As of Sep 20, 2024, the Sharon's 60/40 Portfolio returned 12.65% Year-To-Date and 9.03% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Sharon's 60/40 Portfolio | 12.65% | 1.28% | 6.80% | 20.28% | 10.34% | 9.03% |
| Portfolio components: | ||||||
MXUS.L Invesco MSCI USA UCITS ETF | 20.11% | 2.39% | 9.12% | 30.23% | 14.97% | 12.43% |
IEF iShares 7-10 Year Treasury Bond ETF | 4.52% | 1.18% | 6.58% | 9.80% | -0.64% | 1.46% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.84% | 0.46% | 2.63% | 5.40% | 2.11% | 1.44% |
CNDX.AS iShares NASDAQ 100 UCITS ETF | 19.41% | 0.83% | 8.36% | 32.76% | 20.25% | 17.39% |
Monthly Returns
The table below presents the monthly returns of Sharon's 60/40 Portfolio, 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 | 1.37% | 2.04% | 1.80% | -2.36% | 2.16% | 4.22% | 0.24% | 0.85% | 12.65% | ||||
| 2023 | 5.32% | -0.91% | 3.81% | 0.81% | 2.27% | 3.54% | 1.93% | -0.67% | -3.07% | -2.09% | 6.46% | 4.05% | 23.09% |
| 2022 | -5.40% | -1.27% | 1.70% | -6.29% | -1.70% | -4.43% | 5.81% | -2.45% | -5.42% | 1.80% | 1.88% | -2.89% | -17.78% |
| 2021 | 0.17% | 0.23% | 0.90% | 3.45% | -0.29% | 2.66% | 1.80% | 1.82% | -2.50% | 2.99% | 0.93% | 1.67% | 14.59% |
| 2020 | 1.99% | -4.11% | -2.88% | 6.50% | 2.52% | 2.73% | 3.74% | 5.30% | -2.25% | -1.98% | 5.67% | 2.69% | 21.00% |
| 2019 | 4.69% | 1.86% | 1.92% | 2.40% | -2.82% | 3.71% | 1.88% | -0.98% | 0.66% | 1.71% | 2.30% | 1.44% | 20.22% |
| 2018 | 3.17% | -1.08% | -2.32% | 0.83% | 2.06% | 0.72% | 1.21% | 2.73% | -0.02% | -4.27% | 0.37% | -3.52% | -0.45% |
| 2017 | 1.48% | 2.69% | 0.56% | 1.21% | 1.45% | -0.37% | 1.81% | 0.63% | 0.27% | 1.86% | 1.29% | 0.94% | 14.70% |
| 2016 | -3.88% | 1.11% | 2.98% | -1.04% | 1.79% | -0.23% | 3.41% | 0.02% | 0.71% | -1.10% | 0.44% | 0.71% | 4.82% |
| 2015 | -0.78% | 2.69% | -0.60% | 0.75% | 0.34% | -1.57% | 2.09% | -3.14% | -1.62% | 5.57% | 0.05% | -0.40% | 3.12% |
| 2014 | -0.60% | 2.91% | -0.85% | 0.09% | 2.30% | 1.47% | 0.06% | 2.42% | -0.48% | 1.18% | 2.50% | -0.26% | 11.17% |
| 2013 | 3.39% | 0.81% | 1.64% | 1.39% | 2.02% | -2.24% | 3.17% | -1.48% | 2.57% | 2.94% | 1.40% | 0.77% | 17.48% |
Expense Ratio
Sharon's 60/40 Portfolio has an expense ratio of 0.17%, 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 risk-adjusted rank of Sharon's 60/40 Portfolio is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
MXUS.L Invesco MSCI USA UCITS ETF | 2.83 | 3.93 | 1.53 | 2.75 | 17.23 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.47 | 2.15 | 1.26 | 0.47 | 5.20 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.03 | 469.83 | 470.83 | 481.95 | 7,650.69 |
CNDX.AS iShares NASDAQ 100 UCITS ETF | 2.19 | 2.92 | 1.39 | 2.66 | 10.17 |
Dividends
Dividend yield
Sharon's 60/40 Portfolio granted a 1.95% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sharon's 60/40 Portfolio | 1.95% | 1.81% | 0.73% | 0.17% | 0.29% | 0.93% | 0.86% | 0.53% | 0.38% | 0.38% | 0.41% | 0.35% |
| Portfolio components: | ||||||||||||
MXUS.L Invesco MSCI USA UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.24% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.23% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
CNDX.AS iShares NASDAQ 100 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Sharon's 60/40 Portfolio. 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 Sharon's 60/40 Portfolio was 19.77%, occurring on Oct 12, 2022. Recovery took 304 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.77% | Dec 31, 2021 | 203 | Oct 12, 2022 | 304 | Dec 14, 2023 | 507 |
| -16.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 51 | Jun 3, 2020 | 74 |
| -10.16% | Oct 2, 2018 | 61 | Dec 26, 2018 | 56 | Mar 15, 2019 | 117 |
| -7.64% | Dec 3, 2015 | 49 | Feb 11, 2016 | 81 | Jun 6, 2016 | 130 |
| -6.16% | Sep 3, 2020 | 13 | Sep 21, 2020 | 47 | Nov 25, 2020 | 60 |
Volatility
Volatility Chart
The current Sharon's 60/40 Portfolio volatility is 2.74%, 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
| BIL | IEF | CNDX.AS | MXUS.L | |
|---|---|---|---|---|
| BIL | 1.00 | 0.03 | -0.01 | -0.01 |
| IEF | 0.03 | 1.00 | -0.10 | -0.16 |
| CNDX.AS | -0.01 | -0.10 | 1.00 | 0.82 |
| MXUS.L | -0.01 | -0.16 | 0.82 | 1.00 |