Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | High Yield Bonds | 33.33% |
SPHY SPDR Portfolio High Yield Bond ETF | High Yield Bonds | 33.33% |
VCLT Vanguard Long-Term Corporate Bond ETF | Corporate Bonds | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alan's 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 Every 3 months.
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The earliest data available for this chart is Oct 17, 2013, corresponding to the inception date of SHYG
Returns By Period
As of Apr 11, 2026, the Alan's Portfolio returned 0.50% Year-To-Date and 4.49% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 0.61% | -0.42% | 4.03% | 29.40% | 18.38% | 10.55% | 12.70% |
Portfolio Alan's Portfolio | -0.34% | 0.80% | 0.50% | 1.73% | 10.51% | 6.67% | 2.62% | 4.49% |
| Portfolio components: | ||||||||
VCLT Vanguard Long-Term Corporate Bond ETF | -0.40% | 1.00% | 0.20% | -0.73% | 9.90% | 3.05% | -1.58% | 2.58% |
SPHY SPDR Portfolio High Yield Bond ETF | -0.30% | 0.73% | 0.71% | 3.09% | 11.33% | 8.83% | 4.44% | 5.27% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | -0.33% | 0.67% | 0.60% | 2.87% | 10.27% | 8.02% | 4.85% | 5.38% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 18, 2013, Alan's Portfolio's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, your investment would double in approximately 15.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +6.4%, while the worst month was Mar 2020 at -10.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Alan's Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2020 with a return of +5.8%, while the worst single day was Mar 18, 2020 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.55% | 0.57% | -1.48% | 0.88% | 0.50% | ||||||||
| 2025 | 1.02% | 1.72% | -1.25% | -0.45% | 1.04% | 2.17% | 0.11% | 0.96% | 1.70% | 0.07% | 0.69% | -0.10% | 7.92% |
| 2024 | 0.00% | -0.69% | 1.36% | -2.27% | 1.88% | 0.47% | 2.43% | 1.70% | 1.97% | -1.92% | 1.87% | -1.85% | 4.90% |
| 2023 | 4.70% | -2.80% | 2.59% | 0.48% | -1.62% | 1.84% | 0.73% | -0.51% | -2.59% | -1.89% | 6.38% | 4.21% | 11.59% |
| 2022 | -2.98% | -1.42% | -1.69% | -5.39% | 1.30% | -5.57% | 5.55% | -3.84% | -4.80% | 1.29% | 5.24% | -1.74% | -13.88% |
| 2021 | -0.96% | -0.77% | -0.12% | 1.09% | 0.39% | 2.11% | 0.82% | 0.18% | -0.77% | 0.58% | -0.64% | 1.01% | 2.91% |
Benchmark Metrics
Alan's Portfolio has an annualized alpha of 1.72%, beta of 0.23, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since October 18, 2013.
- This portfolio participated in 37.64% of S&P 500 Index downside but only 31.27% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.23 may look defensive, but with R² of 0.30 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.30 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.72%
- Beta
- 0.23
- R²
- 0.30
- Upside Capture
- 31.27%
- Downside Capture
- 37.64%
Expense Ratio
Alan's Portfolio has an expense ratio of 0.15%, 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
Alan's Portfolio ranks 37 for risk / return — below 37% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.18 | 2.23 | -0.05 |
Sortino ratioReturn per unit of downside risk | 3.19 | 3.12 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.42 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.79 | 4.05 | -0.26 |
Martin ratioReturn relative to average drawdown | 14.00 | 17.91 | -3.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VCLT Vanguard Long-Term Corporate Bond ETF | 24 | 1.17 | 1.68 | 1.21 | 1.87 | 4.90 |
SPHY SPDR Portfolio High Yield Bond ETF | 86 | 2.83 | 4.47 | 1.62 | 5.15 | 22.86 |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 90 | 2.91 | 4.67 | 1.66 | 6.47 | 26.15 |
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Dividends
Dividend yield
Alan's Portfolio provided a 6.65% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.65% | 6.64% | 6.64% | 6.17% | 5.49% | 4.35% | 4.62% | 4.96% | 4.85% | 4.64% | 4.71% | 4.71% |
| Portfolio components: | ||||||||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 5.60% | 5.51% | 5.19% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.32% | 7.38% | 7.80% | 7.30% | 6.47% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% |
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.04% | 7.03% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% |
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 Alan's 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 Alan's Portfolio was 21.34%, occurring on Mar 20, 2020. Recovery took 84 trading sessions.
The current Alan's Portfolio drawdown is 0.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.34% | Feb 24, 2020 | 20 | Mar 20, 2020 | 84 | Jul 21, 2020 | 104 |
| -19.08% | Nov 10, 2021 | 238 | Oct 20, 2022 | 458 | Aug 19, 2024 | 696 |
| -8.44% | Apr 16, 2015 | 207 | Feb 9, 2016 | 64 | May 11, 2016 | 271 |
| -5.11% | Mar 4, 2025 | 26 | Apr 8, 2025 | 45 | Jun 12, 2025 | 71 |
| -4.43% | Jan 2, 2018 | 247 | Dec 24, 2018 | 25 | Jan 31, 2019 | 272 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | VCLT | SPHY | SHYG | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.12 | 0.48 | 0.69 | 0.41 |
| VCLT | 0.12 | 1.00 | 0.34 | 0.32 | 0.81 |
| SPHY | 0.48 | 0.34 | 1.00 | 0.62 | 0.75 |
| SHYG | 0.69 | 0.32 | 0.62 | 1.00 | 0.67 |
| Portfolio | 0.41 | 0.81 | 0.75 | 0.67 | 1.00 |