Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Bond mix from JWAC 80/20 by grok, 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 Feb 4, 2014, corresponding to the inception date of USFR
Returns By Period
As of Apr 2, 2026, the Bond mix from JWAC 80/20 by grok returned 0.37% Year-To-Date and 2.30% of annualized return in the last 10 years.
| 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 Bond mix from JWAC 80/20 by grok | 0.12% | -0.71% | 0.37% | 0.81% | 3.95% | 4.23% | 1.54% | 2.30% |
| Portfolio components: | ||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 0.13% | -1.05% | 0.03% | 0.77% | 4.08% | 3.19% | 0.33% | 1.32% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.42% | -1.17% | 0.15% | -0.08% | 4.82% | 4.23% | 0.20% | 2.67% |
BNDX Vanguard Total International Bond ETF | -0.10% | -1.55% | -0.08% | 0.10% | 2.63% | 3.79% | 0.18% | 1.74% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.23% | 0.26% | 1.11% | 1.40% | 4.15% | 4.67% | 3.51% | 3.08% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.08% | -0.44% | 0.29% | 1.33% | 4.99% | 5.28% | 2.40% | 2.74% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 0.04% | 0.29% | 0.97% | 2.06% | 4.12% | 4.89% | 3.53% | 2.41% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 5, 2014, Bond mix from JWAC 80/20 by grok's average daily return is +0.01%, while the average monthly return is +0.20%. At this rate, your investment would double in approximately 28.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2023 with a return of +2.9%, while the worst month was Sep 2022 at -3.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Bond mix from JWAC 80/20 by grok closed higher 54% of trading days. The best single day was Mar 23, 2020 with a return of +1.5%, while the worst single day was Mar 18, 2020 at -2.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.37% | 1.06% | -1.18% | 0.14% | 0.37% | ||||||||
| 2025 | 0.58% | 1.30% | 0.06% | 0.97% | -0.18% | 0.82% | -0.02% | 0.97% | 0.44% | 0.47% | 0.37% | -0.19% | 5.73% |
| 2024 | 0.05% | -0.75% | 0.80% | -1.21% | 1.02% | 0.65% | 1.76% | 0.90% | 1.17% | -1.23% | 0.98% | -0.73% | 3.41% |
| 2023 | 2.10% | -1.61% | 2.40% | 0.39% | -0.57% | -0.20% | 0.19% | -0.04% | -1.28% | -0.36% | 2.92% | 2.43% | 6.40% |
| 2022 | -1.39% | -0.47% | -1.94% | -2.22% | 0.43% | -1.53% | 2.37% | -2.57% | -3.08% | 0.18% | 2.31% | -1.09% | -8.80% |
| 2021 | -0.36% | -0.94% | -0.32% | 0.48% | 0.36% | 0.38% | 1.14% | -0.22% | -0.68% | -0.09% | 0.33% | -0.15% | -0.07% |
Benchmark Metrics
Bond mix from JWAC 80/20 by grok has an annualized alpha of 2.15%, beta of 0.02, and R² of 0.02 versus S&P 500 Index. Calculated based on daily prices since February 05, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (11.10%) than losses (8.27%) — typical of diversified or defensive assets.
- Beta of 0.02 may look defensive, but with R² of 0.02 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 0.02 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
- 2.15%
- Beta
- 0.02
- R²
- 0.02
- Upside Capture
- 11.10%
- Downside Capture
- 8.27%
Expense Ratio
Bond mix from JWAC 80/20 by grok 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
Bond mix from JWAC 80/20 by grok ranks 60 for risk / return — better than 60% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.52 | 0.88 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.37 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.39 | +0.80 |
Martin ratioReturn relative to average drawdown | 8.07 | 6.43 | +1.63 |
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 | |
|---|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 52 | 1.08 | 1.61 | 1.19 | 1.64 | 5.01 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 37 | 0.73 | 1.03 | 1.14 | 1.50 | 4.10 |
BNDX Vanguard Total International Bond ETF | 34 | 0.82 | 1.15 | 1.15 | 0.89 | 3.55 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 93 | 2.18 | 3.31 | 1.47 | 4.13 | 13.26 |
VCSH Vanguard Short-Term Corporate Bond ETF | 93 | 2.20 | 3.23 | 1.46 | 3.56 | 14.38 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 100 | 14.40 | 42.98 | 10.69 | 104.25 | 665.20 |
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Dividends
Dividend yield
Bond mix from JWAC 80/20 by grok provided a 4.10% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.10% | 4.12% | 3.76% | 3.50% | 3.17% | 2.95% | 1.65% | 2.65% | 2.63% | 1.98% | 1.68% | 1.42% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.82% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.54% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.62% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.43% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.00% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 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 Bond mix from JWAC 80/20 by grok. 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 Bond mix from JWAC 80/20 by grok was 11.86%, occurring on Oct 20, 2022. Recovery took 472 trading sessions.
The current Bond mix from JWAC 80/20 by grok drawdown is 1.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.86% | Aug 4, 2021 | 307 | Oct 20, 2022 | 472 | Sep 9, 2024 | 779 |
| -6.96% | Mar 9, 2020 | 9 | Mar 19, 2020 | 57 | Jun 10, 2020 | 66 |
| -2.79% | Jul 11, 2016 | 112 | Dec 15, 2016 | 164 | Aug 11, 2017 | 276 |
| -2.29% | Apr 20, 2015 | 37 | Jun 10, 2015 | 170 | Feb 11, 2016 | 207 |
| -1.94% | Oct 2, 2024 | 70 | Jan 13, 2025 | 29 | Feb 25, 2025 | 99 |
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 6 assets, with an effective number of assets of 5.02, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | USFR | VTIP | BNDX | VCSH | LQD | VGIT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.06 | 0.01 | 0.12 | 0.15 | -0.15 | 0.02 |
| USFR | 0.01 | 1.00 | 0.01 | 0.01 | 0.02 | -0.01 | 0.01 | 0.03 |
| VTIP | 0.06 | 0.01 | 1.00 | 0.39 | 0.58 | 0.49 | 0.58 | 0.66 |
| BNDX | 0.01 | 0.01 | 0.39 | 1.00 | 0.61 | 0.68 | 0.70 | 0.84 |
| VCSH | 0.12 | 0.02 | 0.58 | 0.61 | 1.00 | 0.78 | 0.78 | 0.84 |
| LQD | 0.15 | -0.01 | 0.49 | 0.68 | 0.78 | 1.00 | 0.78 | 0.89 |
| VGIT | -0.15 | 0.01 | 0.58 | 0.70 | 0.78 | 0.78 | 1.00 | 0.91 |
| Portfolio | 0.02 | 0.03 | 0.66 | 0.84 | 0.84 | 0.89 | 0.91 | 1.00 |