Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAA AAF First Priority CLO Bond ETF | CLO | 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 Every 3 months.
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The earliest data available for this chart is Sep 9, 2020, corresponding to the inception date of AAA
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio My Portfolio - Recession | 0.59% | -1.39% | 0.27% | -0.75% | 4.08% | 3.50% | -0.91% | — |
| Portfolio components: | ||||||||
VCLT Vanguard Long-Term Corporate Bond ETF | 0.67% | -1.58% | 0.19% | -1.08% | 3.96% | 3.10% | -1.56% | 2.55% |
AAA AAF First Priority CLO Bond ETF | -0.14% | 0.27% | 0.94% | 2.15% | 5.01% | 6.65% | 4.45% | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2020, My Portfolio - Recession's average daily return is 0.00%, while the average monthly return is -0.05%.
Historically, 49% of months were positive and 51% were negative. The best month was Nov 2023 with a return of +10.2%, while the worst month was Apr 2022 at -9.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.
On a daily basis, My Portfolio - Recession closed higher 51% of trading days. The best single day was Nov 10, 2022 with a return of +4.3%, while the worst single day was May 5, 2022 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.46% | 1.72% | -2.61% | 0.75% | 0.27% | ||||||||
| 2025 | 0.43% | 3.13% | -1.34% | -1.22% | -0.07% | 2.79% | -0.14% | 0.69% | 3.00% | 0.15% | 0.77% | -1.32% | 6.96% |
| 2024 | -0.63% | -2.38% | 1.78% | -4.37% | 2.70% | 0.33% | 2.97% | 2.02% | 2.55% | -3.90% | 2.36% | -3.98% | -1.00% |
| 2023 | 7.01% | -5.21% | 4.16% | 0.70% | -2.54% | 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% |
Benchmark Metrics
My Portfolio - Recession has an annualized alpha of -3.66%, beta of 0.23, and R² of 0.12 versus S&P 500 Index. Calculated based on daily prices since September 10, 2020.
- This portfolio participated in 82.45% of S&P 500 Index downside but only 35.87% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.23 may look defensive, but with R² of 0.12 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 0.12 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -3.66%
- Beta
- 0.23
- R²
- 0.12
- Upside Capture
- 35.87%
- Downside Capture
- 82.45%
Expense Ratio
My Portfolio - Recession has an expense ratio of 0.06%, 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
My Portfolio - Recession ranks 9 for risk / return — in the bottom 9% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | 0.88 | -0.44 |
Sortino ratioReturn per unit of downside risk | 0.65 | 1.37 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.09 | 1.21 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.88 | 1.39 | -0.51 |
Martin ratioReturn relative to average drawdown | 2.15 | 6.43 | -4.29 |
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 | 22 | 0.39 | 0.58 | 1.08 | 0.80 | 1.86 |
AAA AAF First Priority CLO Bond ETF | 82 | 1.48 | 2.15 | 1.37 | 2.28 | 16.57 |
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Dividends
Dividend yield
My Portfolio - Recession provided a 5.54% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.54% | 5.47% | 5.29% | 4.82% | 4.27% | 2.87% | 2.87% | 3.43% | 4.10% | 3.61% | 3.90% | 4.21% |
| 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% |
AAA AAF First Priority CLO Bond ETF | 4.99% | 5.11% | 6.17% | 6.11% | 2.78% | 1.06% | 0.32% | 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.
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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 31.48%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current My Portfolio - Recession drawdown is 12.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.48% | 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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.22, 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 | AAA | VCLT | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.03 | 0.29 | 0.29 |
| AAA | 0.03 | 1.00 | 0.02 | 0.03 |
| VCLT | 0.29 | 0.02 | 1.00 | 1.00 |
| Portfolio | 0.29 | 0.03 | 1.00 | 1.00 |