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60/40
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BSV 40%SPY 60%BondBondEquityEquity
PositionCategory/SectorWeight
BSV
Vanguard Short-Term Bond ETF
Total Bond Market

40%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 60/40, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.20%
19.37%
60/40
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BSV

Returns By Period

As of Apr 24, 2024, the 60/40 returned 3.88% Year-To-Date and 8.22% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
60/403.88%-2.02%13.20%15.28%8.78%8.22%
BSV
Vanguard Short-Term Bond ETF
-0.51%-0.59%2.98%2.23%1.08%1.27%
SPY
SPDR S&P 500 ETF
6.71%-2.99%20.22%24.32%13.45%12.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.07%2.88%2.17%
2023-3.04%-1.29%6.15%3.43%

Expense Ratio

The 60/40 has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for BSV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


60/40
Sharpe ratio
The chart of Sharpe ratio for 60/40, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.10
Sortino ratio
The chart of Sortino ratio for 60/40, currently valued at 3.16, compared to the broader market0.002.004.006.003.16
Omega ratio
The chart of Omega ratio for 60/40, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for 60/40, currently valued at 1.68, compared to the broader market0.002.004.006.008.001.68
Martin ratio
The chart of Martin ratio for 60/40, currently valued at 8.66, compared to the broader market0.0010.0020.0030.0040.0050.008.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BSV
Vanguard Short-Term Bond ETF
0.811.251.140.412.23
SPY
SPDR S&P 500 ETF
2.083.001.361.798.59

Sharpe Ratio

The current 60/40 Sharpe ratio is 2.10. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.10

The Sharpe ratio of 60/40 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.10
1.92
60/40
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

60/40 granted a 1.90% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
60/401.90%1.82%1.59%1.30%1.63%1.96%2.02%1.74%1.81%1.80%1.70%1.68%
BSV
Vanguard Short-Term Bond ETF
2.76%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%
SPY
SPDR S&P 500 ETF
1.33%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.29%
-3.50%
60/40
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 60/40. 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 60/40 was 34.77%, occurring on Mar 9, 2009. Recovery took 453 trading sessions.

The current 60/40 drawdown is 2.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.77%Oct 10, 2007355Mar 9, 2009453Dec 22, 2010808
-20.6%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-17.51%Dec 30, 2021198Oct 12, 2022294Dec 13, 2023492
-11.14%Sep 21, 201865Dec 24, 201856Mar 18, 2019121
-10.93%Jul 8, 201161Oct 3, 201178Jan 25, 2012139

Volatility

Volatility Chart

The current 60/40 volatility is 2.19%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.19%
3.58%
60/40
Benchmark (^GSPC)
Portfolio components

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.

BSVSPY
BSV1.00-0.17
SPY-0.171.00