My Portfolio - Recession
Equity 80%: Of which up to 100% in Europe/ China/ India if in early/ mid cycle, else in Bond; Bond 20%: Of which 90% in Investment grade corporate LT bonds, 10% in CLO/ UST/ MM Bonds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAA AAF First Priority CLO Bond ETF | Corporate Bonds, Actively Managed | 10% |
VCLT Vanguard Long-Term Corporate Bond ETF | Corporate Bonds | 90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Portfolio - Recession, 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 Sep 9, 2020, corresponding to the inception date of AAA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| My Portfolio - Recession | 0.86% | -1.83% | 3.12% | 10.84% | N/A | N/A |
| Portfolio components: | ||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 0.29% | -2.08% | 3.08% | 11.14% | -1.17% | 2.63% |
AAA AAF First Priority CLO Bond ETF | 5.84% | 0.36% | 3.19% | 7.24% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of My Portfolio - Recession, 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 | -0.63% | -2.38% | 1.78% | -4.36% | 2.70% | 0.33% | 2.97% | 2.02% | 2.55% | -3.90% | 0.86% | ||
| 2023 | 7.01% | -5.21% | 4.16% | 0.69% | -2.55% | 1.74% | -0.17% | -1.75% | -4.82% | -3.65% | 10.17% | 6.24% | 11.05% |
| 2022 | -4.52% | -2.85% | -2.96% | -8.96% | 1.47% | -4.19% | 4.93% | -4.89% | -7.69% | -1.82% | 9.02% | -2.16% | -23.14% |
| 2021 | -2.50% | -3.03% | -2.20% | 1.48% | 0.64% | 3.64% | 1.99% | -0.37% | -2.02% | 1.57% | 0.35% | -0.73% | -1.42% |
| 2020 | -0.57% | -0.78% | 5.54% | -0.15% | 3.96% |
Expense Ratio
My Portfolio - Recession has an expense ratio of 0.06%, 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 My Portfolio - Recession is 8, indicating that it is in the bottom 8% 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 | |
|---|---|---|---|---|---|
VCLT Vanguard Long-Term Corporate Bond ETF | 1.19 | 1.74 | 1.20 | 0.46 | 3.71 |
AAA AAF First Priority CLO Bond ETF | 3.71 | 6.09 | 1.83 | 15.60 | 69.91 |
Dividends
Dividend yield
My Portfolio - Recession provided a 5.11% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.11% | 4.82% | 4.27% | 2.87% | 2.88% | 3.43% | 4.10% | 3.61% | 3.90% | 4.21% | 3.86% | 4.35% |
| Portfolio components: | ||||||||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 4.98% | 4.67% | 4.44% | 3.07% | 3.16% | 3.81% | 4.55% | 4.01% | 4.33% | 4.68% | 4.29% | 4.83% |
AAA AAF First Priority CLO Bond ETF | 6.31% | 6.12% | 2.78% | 1.06% | 0.32% | 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 My Portfolio - Recession. 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 My Portfolio - Recession was 31.47%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current My Portfolio - Recession drawdown is 15.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.47% | Sep 23, 2021 | 274 | Oct 24, 2022 | — | — | — |
| -9.61% | Dec 1, 2020 | 74 | Mar 18, 2021 | 94 | Aug 2, 2021 | 168 |
| -2.53% | Aug 5, 2021 | 4 | Aug 10, 2021 | 24 | Sep 14, 2021 | 28 |
| -2.21% | Sep 18, 2020 | 31 | Oct 30, 2020 | 3 | Nov 4, 2020 | 34 |
| -1.79% | Nov 6, 2020 | 3 | Nov 10, 2020 | 5 | Nov 17, 2020 | 8 |
Volatility
Volatility Chart
The current My Portfolio - Recession volatility is 3.64%, 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
| AAA | VCLT | |
|---|---|---|
| AAA | 1.00 | -0.00 |
| VCLT | -0.00 | 1.00 |