90-10 portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 | 90% | |
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of May 29, 2025, the 90-10 portfolio returned 0.34% Year-To-Date and 9.97% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
| 90-10 portfolio | 0.34% | 5.74% | -1.55% | 10.47% | 12.58% | 9.97% |
| Portfolio components: | ||||||
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
BND Vanguard Total Bond Market ETF | 1.93% | -1.03% | 0.59% | 5.31% | -1.11% | 1.42% |
Monthly Returns
The table below presents the monthly returns of 90-10 portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.49% | -1.07% | -5.17% | -0.65% | 5.04% | 0.34% | |||||||
| 2024 | 1.41% | 4.53% | 2.89% | -3.99% | 4.49% | 3.21% | 1.25% | 2.20% | 1.95% | -1.14% | 5.27% | -2.42% | 21.00% |
| 2023 | 5.89% | -2.62% | 3.42% | 1.38% | 0.11% | 5.82% | 2.79% | -1.66% | -4.64% | -2.13% | 8.48% | 4.34% | 22.29% |
| 2022 | -4.94% | -2.93% | 2.92% | -8.31% | 0.09% | -7.69% | 8.43% | -4.11% | -8.84% | 7.06% | 5.22% | -5.43% | -18.76% |
| 2021 | -1.09% | 2.19% | 3.71% | 4.81% | 0.51% | 2.09% | 2.16% | 2.59% | -4.39% | 6.22% | -0.73% | 3.90% | 23.77% |
| 2020 | 0.05% | -7.39% | -11.29% | 11.69% | 4.17% | 1.72% | 5.11% | 6.25% | -3.59% | -2.55% | 9.79% | 3.36% | 15.83% |
| 2019 | 7.20% | 2.69% | 1.80% | 3.54% | -5.77% | 6.31% | 1.20% | -1.36% | 1.48% | 1.87% | 3.07% | 2.58% | 26.80% |
| 2018 | 4.93% | -3.62% | -2.36% | 0.16% | 2.02% | 0.43% | 3.24% | 2.80% | 0.34% | -6.33% | 1.66% | -8.01% | -5.48% |
| 2017 | 1.63% | 3.41% | -0.04% | 0.90% | 1.11% | 0.44% | 1.78% | 0.13% | 1.69% | 1.99% | 2.52% | 0.95% | 17.77% |
| 2016 | -4.44% | -0.28% | 5.98% | 0.28% | 1.38% | 0.28% | 3.27% | -0.14% | -0.10% | -1.84% | 2.82% | 1.68% | 8.85% |
| 2015 | -2.55% | 4.77% | -1.51% | 0.73% | 0.89% | -2.00% | 1.87% | -5.66% | -2.27% | 7.48% | 0.01% | -1.60% | -0.51% |
| 2014 | -3.05% | 3.91% | 0.61% | 0.64% | 2.00% | 1.73% | -1.38% | 3.50% | -1.45% | 2.16% | 2.29% | -0.37% | 10.83% |
Expense Ratio
90-10 portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 90-10 portfolio is 34, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
^GSPC S&P 500 | 0.56 | 0.97 | 1.14 | 0.62 | 2.35 |
BND Vanguard Total Bond Market ETF | 1.01 | 1.34 | 1.16 | 0.39 | 2.34 |
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Dividends
Dividend yield
90-10 portfolio provided a 0.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.38% | 0.37% | 0.31% | 0.26% | 0.20% | 0.22% | 0.27% | 0.28% | 0.25% | 0.25% | 0.26% | 0.28% |
| Portfolio components: | ||||||||||||
^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% |
BND Vanguard Total Bond Market ETF | 3.77% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 90-10 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 90-10 portfolio was 52.25%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.
The current 90-10 portfolio drawdown is 3.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.25% | Oct 10, 2007 | 355 | Mar 9, 2009 | 975 | Jan 22, 2013 | 1330 |
| -30.76% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.33% | Jan 4, 2022 | 195 | Oct 12, 2022 | 318 | Jan 19, 2024 | 513 |
| -17.69% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -17.05% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
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
| ^GSPC | BND | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | -0.16 | 1.00 |
| BND | -0.16 | 1.00 | -0.13 |
| Portfolio | 1.00 | -0.13 | 1.00 |