Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | High Yield Bonds | 14% |
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 14% |
LFRIX Lord Abbett Floating Rate Fund | Bank Loan | 14% |
PRFRX T. Rowe Price Floating Rate Fund | High Yield Bonds | 14% |
SRLN SPDR Blackstone Senior Loan ETF | High Yield Bonds | 14% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced-II nogold 2025, 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 Apr 4, 2013, corresponding to the inception date of SRLN
Returns By Period
As of Apr 4, 2026, the Balanced-II nogold 2025 returned -1.13% Year-To-Date and 7.42% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Balanced-II nogold 2025 | 0.05% | -0.90% | -1.13% | 0.75% | 14.63% | 10.80% | 7.01% | 7.42% |
| Portfolio components: | ||||||||
FFRHX Fidelity Floating Rate High Income Fund | -0.11% | -0.11% | -0.61% | 0.77% | 5.70% | 6.96% | 5.18% | 4.98% |
PRFRX T. Rowe Price Floating Rate Fund | -0.11% | -0.22% | 0.05% | 3.46% | 13.45% | 10.22% | 7.20% | 5.67% |
LFRIX Lord Abbett Floating Rate Fund | 0.00% | -0.13% | -0.80% | 1.07% | 5.61% | 7.45% | 5.18% | 4.57% |
SRLN SPDR Blackstone Senior Loan ETF | 0.15% | 0.67% | -1.24% | 0.42% | 8.17% | 7.52% | 4.53% | 4.54% |
FLOT iShares Floating Rate Bond ETF | 0.08% | 0.14% | 0.82% | 1.90% | 6.15% | 5.83% | 4.02% | 2.96% |
VTI Vanguard Total Stock Market ETF | 0.16% | -3.34% | -3.13% | -1.30% | 31.84% | 18.10% | 10.66% | 13.75% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 5, 2013, Balanced-II nogold 2025's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, your investment would double in approximately 10.3 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +6.4%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Balanced-II nogold 2025 closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +3.9%, while the worst single day was Mar 16, 2020 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.51% | -0.72% | -1.24% | 0.33% | -1.13% | ||||||||
| 2025 | 1.39% | -0.43% | -1.98% | -0.27% | 3.05% | 2.25% | 1.21% | 1.16% | 1.53% | 1.01% | 0.51% | 0.52% | 10.30% |
| 2024 | 0.68% | 2.21% | 1.45% | -0.92% | 1.99% | 0.89% | 1.06% | 1.10% | 1.02% | 0.34% | 2.67% | -0.63% | 12.47% |
| 2023 | 3.70% | -0.36% | 0.78% | 0.94% | 0.10% | 3.43% | 1.82% | 0.08% | -1.04% | -0.90% | 3.65% | 2.66% | 15.72% |
| 2022 | -1.74% | -1.05% | 0.97% | -2.85% | -1.52% | -4.05% | 4.03% | -0.38% | -4.48% | 3.16% | 2.34% | -1.70% | -7.43% |
| 2021 | 0.38% | 1.32% | 1.07% | 1.84% | 0.56% | 1.02% | 0.39% | 1.19% | -1.01% | 2.14% | -0.74% | 1.67% | 10.23% |
Benchmark Metrics
Balanced-II nogold 2025 has an annualized alpha of 2.17%, beta of 0.37, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since April 05, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.02%) than losses (40.55%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.17% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.37 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
- 2.17%
- Beta
- 0.37
- R²
- 0.90
- Upside Capture
- 41.02%
- Downside Capture
- 40.55%
Expense Ratio
Balanced-II nogold 2025 has an expense ratio of 0.42%, placing it in the medium range. 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
Balanced-II nogold 2025 ranks 67 for risk / return — better than 67% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.88 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.12 | 1.37 | +0.75 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.39 | +0.59 |
Martin ratioReturn relative to average drawdown | 9.72 | 6.43 | +3.28 |
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 | |
|---|---|---|---|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | 75 | 1.46 | 2.06 | 1.49 | 1.77 | 8.52 |
PRFRX T. Rowe Price Floating Rate Fund | 99 | 3.62 | 7.25 | 2.37 | 6.05 | 28.87 |
LFRIX Lord Abbett Floating Rate Fund | 85 | 1.67 | 2.41 | 1.61 | 2.41 | 9.19 |
SRLN SPDR Blackstone Senior Loan ETF | 66 | 1.33 | 1.94 | 1.35 | 1.74 | 6.10 |
FLOT iShares Floating Rate Bond ETF | 91 | 2.12 | 2.66 | 1.96 | 2.88 | 22.40 |
VTI Vanguard Total Stock Market ETF | 52 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
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Dividends
Dividend yield
Balanced-II nogold 2025 provided a 5.75% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.75% | 5.94% | 5.59% | 5.97% | 3.24% | 2.53% | 3.04% | 3.88% | 3.77% | 3.06% | 3.10% | 3.04% |
| Portfolio components: | ||||||||||||
FFRHX Fidelity Floating Rate High Income Fund | 6.75% | 7.41% | 6.94% | 8.24% | 3.81% | 2.74% | 3.84% | 5.15% | 4.74% | 4.05% | 4.44% | 3.69% |
PRFRX T. Rowe Price Floating Rate Fund | 12.92% | 12.91% | 8.17% | 9.57% | 4.03% | 3.86% | 4.00% | 4.84% | 4.87% | 4.04% | 4.07% | 4.07% |
LFRIX Lord Abbett Floating Rate Fund | 6.54% | 7.20% | 7.68% | 7.63% | 3.95% | 4.01% | 4.64% | 5.71% | 5.60% | 4.65% | 4.64% | 4.72% |
SRLN SPDR Blackstone Senior Loan ETF | 7.69% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
FLOT iShares Floating Rate Bond ETF | 4.68% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
VTI Vanguard Total Stock Market ETF | 1.16% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 Balanced-II nogold 2025. 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 Balanced-II nogold 2025 was 24.02%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current Balanced-II nogold 2025 drawdown is 1.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.02% | Feb 20, 2020 | 23 | Mar 23, 2020 | 113 | Sep 1, 2020 | 136 |
| -11% | Jan 4, 2022 | 187 | Sep 30, 2022 | 187 | Jun 30, 2023 | 374 |
| -8.19% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -7.55% | Feb 20, 2025 | 34 | Apr 8, 2025 | 37 | Jun 2, 2025 | 71 |
| -6.88% | Jul 17, 2015 | 145 | Feb 11, 2016 | 72 | May 25, 2016 | 217 |
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 6 assets, with an effective number of assets of 5.32, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | FLOT | PRFRX | SRLN | LFRIX | FFRHX | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.14 | 0.24 | 0.47 | 0.27 | 0.28 | 0.99 | 0.96 |
| FLOT | 0.14 | 1.00 | 0.13 | 0.16 | 0.10 | 0.11 | 0.14 | 0.18 |
| PRFRX | 0.24 | 0.13 | 1.00 | 0.36 | 0.69 | 0.68 | 0.24 | 0.38 |
| SRLN | 0.47 | 0.16 | 0.36 | 1.00 | 0.37 | 0.39 | 0.47 | 0.56 |
| LFRIX | 0.27 | 0.10 | 0.69 | 0.37 | 1.00 | 0.69 | 0.27 | 0.41 |
| FFRHX | 0.28 | 0.11 | 0.68 | 0.39 | 0.69 | 1.00 | 0.28 | 0.42 |
| VTI | 0.99 | 0.14 | 0.24 | 0.47 | 0.27 | 0.28 | 1.00 | 0.97 |
| Portfolio | 0.96 | 0.18 | 0.38 | 0.56 | 0.41 | 0.42 | 0.97 | 1.00 |