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bojue

Last updated Mar 2, 2024

Asset Allocation


PNIGX 40%^GSPC 60%BondBondEquityEquity
PositionCategory/SectorWeight
PNIGX
BlackRock U.S. Government Bond Portfolio
Government Bonds

40%

^GSPC
S&P 500

60%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in bojue, 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


600.00%700.00%800.00%900.00%1,000.00%1,100.00%OctoberNovemberDecember2024FebruaryMarch
685.69%
1,136.69%
1,136.69%
bojue
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 20, 1992, corresponding to the inception date of PNIGX

Returns

As of Mar 2, 2024, the bojue returned 3.83% Year-To-Date and 6.92% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
bojue3.83%1.80%9.06%16.65%8.13%6.92%
PNIGX
BlackRock U.S. Government Bond Portfolio
-1.90%-0.99%2.16%2.25%-0.03%0.82%
^GSPC
S&P 500
7.70%3.60%13.76%26.98%13.17%10.61%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.75%2.38%
2023-1.39%-4.36%-2.13%7.46%4.39%

Sharpe Ratio

The current bojue Sharpe ratio is 2.10. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.10

The Sharpe ratio of bojue lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
2.10
2.36
2.36
bojue
Benchmark (^GSPC)
Portfolio components

Dividend yield

bojue granted a 1.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
bojue1.28%1.38%1.04%0.59%0.73%1.02%1.03%0.92%0.82%0.88%0.85%0.87%
PNIGX
BlackRock U.S. Government Bond Portfolio
3.21%3.46%2.59%1.47%1.84%2.54%2.58%2.31%2.06%2.20%2.13%2.17%
^GSPC
S&P 500
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The bojue features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.45%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.36
bojue
2.10
PNIGX
BlackRock U.S. Government Bond Portfolio
0.35
^GSPC
S&P 500
2.36

Asset Correlations Table

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

PNIGX^GSPC
PNIGX1.00-0.10
^GSPC-0.101.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch000
bojue
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the bojue. 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 bojue was 36.26%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.26%Oct 10, 2007355Mar 9, 2009539Apr 27, 2011894
-25.52%Sep 5, 2000525Oct 9, 2002605Mar 7, 20051130
-21.65%Dec 28, 2021202Oct 14, 2022346Mar 1, 2024548
-19.83%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-11.16%Sep 24, 201864Dec 24, 201859Mar 21, 2019123

Volatility Chart

The current bojue volatility is 2.65%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.65%
3.47%
3.47%
bojue
Benchmark (^GSPC)
Portfolio components
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