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The Income Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


ANGL 41.19%SPHY 38.56%BKLN 20.25%BondBond

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in The Income 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 Jun 19, 2012, corresponding to the inception date of SPHY

Returns By Period

As of Apr 2, 2026, the The Income Portfolio returned -0.47% Year-To-Date and 5.74% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-3.54%-3.95%-2.09%15.95%16.96%10.34%12.24%
Portfolio
The Income Portfolio
0.40%-0.45%-0.47%0.62%6.44%7.87%4.09%5.74%
SPHY
SPDR Portfolio High Yield Bond ETF
0.25%-0.69%-0.07%1.01%7.16%8.49%4.36%5.32%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.65%-2.01%-0.56%0.13%6.50%7.37%3.32%6.73%
BKLN
Invesco Senior Loan ETF
0.20%1.76%-1.08%0.99%5.72%7.64%5.07%4.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 20, 2012, The Income Portfolio's average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +6.0%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, The Income Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2020 with a return of +4.8%, while the worst single day was Mar 18, 2020 at -6.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.41%-0.11%-1.18%0.40%-0.47%
20251.14%0.63%-0.70%-0.49%1.78%1.96%0.21%1.14%1.24%0.02%0.69%0.52%8.43%
20240.50%0.01%1.28%-1.23%1.45%0.14%2.05%1.42%1.35%-0.77%1.69%-0.60%7.46%
20233.73%-1.43%1.81%0.16%-1.02%2.21%1.03%0.29%-1.35%-0.68%4.45%3.00%12.66%
2022-2.71%-1.26%-1.05%-3.82%0.81%-6.13%5.47%-2.30%-3.97%2.48%3.11%-1.06%-10.51%
20210.00%0.32%0.24%0.95%0.31%1.61%0.44%0.70%-0.14%0.16%-1.39%2.15%5.45%

Benchmark Metrics

The Income Portfolio has an annualized alpha of 2.10%, beta of 0.27, and R² of 0.44 versus S&P 500 Index. Calculated based on daily prices since June 20, 2012.

  • This portfolio participated in 36.99% of S&P 500 Index downside but only 34.57% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.27 may look defensive, but with R² of 0.44 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 0.44 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
2.10%
Beta
0.27
0.44
Upside Capture
34.57%
Downside Capture
36.99%

Expense Ratio

The Income Portfolio has an expense ratio of 0.31%, 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

The Income Portfolio ranks 48 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


The Income Portfolio Risk / Return Rank: 4848
Overall Rank
The Income Portfolio Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
The Income Portfolio Sortino Ratio Rank: 4646
Sortino Ratio Rank
The Income Portfolio Omega Ratio Rank: 6565
Omega Ratio Rank
The Income Portfolio Calmar Ratio Rank: 3333
Calmar Ratio Rank
The Income Portfolio Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.21

0.92

+0.30

Sortino ratio

Return per unit of downside risk

1.77

1.41

+0.36

Omega ratio

Gain probability vs. loss probability

1.30

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.57

1.41

+0.15

Martin ratio

Return relative to average drawdown

7.80

6.61

+1.18


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPHY
SPDR Portfolio High Yield Bond ETF
751.311.941.311.819.48
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
531.001.401.241.265.20
BKLN
Invesco Senior Loan ETF
761.342.101.381.917.18

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The Income Portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.21
  • 5-Year: 0.64
  • 10-Year: 0.77
  • All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of The Income Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

The Income Portfolio provided a 6.92% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio6.92%6.81%7.30%6.73%5.44%4.21%4.81%5.33%4.96%4.57%4.77%4.88%
SPHY
SPDR Portfolio High Yield Bond ETF
7.37%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.42%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%
BKLN
Invesco Senior Loan ETF
7.04%6.95%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%

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 The Income 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 The Income Portfolio was 24.25%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current The Income Portfolio drawdown is 1.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.25%Feb 18, 202025Mar 23, 202091Jul 31, 2020116
-14.66%Nov 10, 2021221Sep 27, 2022306Dec 14, 2023527
-9.38%Apr 27, 2015187Jan 21, 201661Apr 19, 2016248
-6.08%Apr 22, 201346Jun 25, 2013162Feb 14, 2014208
-5.84%Oct 3, 201857Dec 24, 201829Feb 6, 201986

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 2.78, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkBKLNSPHYANGLPortfolio
Benchmark1.000.530.450.530.57
BKLN0.531.000.380.450.55
SPHY0.450.381.000.500.83
ANGL0.530.450.501.000.86
Portfolio0.570.550.830.861.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2012