My Portfolio - Recession (2024)
Equity 80%: Of which up to 100% in Europe/ China/ India if in early/ mid cycle, else in Bond; Bond 20%: Of which 90% in Investment grade corporate LT bonds, 10% in UST/ MM Bond
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CNYA iShares MSCI China A ETF | China Equities | 20% |
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 6% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | Corporate Bonds | 54% |
MCHI iShares MSCI China ETF | China Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Portfolio - Recession (2024), 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
The earliest data available for this chart is Jun 15, 2016, corresponding to the inception date of CNYA
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| My Portfolio - Recession (2024) | -0.35% | -0.98% | 4.09% | -1.21% | -0.85% | N/A |
| Portfolio components: | ||||||
CNYA iShares MSCI China A ETF | -2.31% | -1.76% | 4.49% | -11.60% | -0.47% | N/A |
MCHI iShares MSCI China ETF | 3.39% | -2.74% | 12.51% | -6.96% | -5.21% | 0.04% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | -1.52% | -0.16% | 1.01% | 3.56% | -0.64% | 2.27% |
FLOT iShares Floating Rate Bond ETF | 3.83% | 0.45% | 3.36% | 6.63% | 2.82% | 2.15% |
Monthly Returns
The table below presents the monthly returns of My Portfolio - Recession (2024), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -3.94% | 1.54% | 1.44% | -1.02% | 2.45% | -1.28% | -0.35% | ||||||
| 2023 | 8.72% | -6.21% | 3.21% | -0.64% | -4.93% | 1.54% | 3.52% | -4.78% | -3.88% | -3.66% | 6.45% | 3.19% | 1.23% |
| 2022 | -4.25% | -2.71% | -5.85% | -8.22% | 2.28% | 1.27% | -0.82% | -3.77% | -9.12% | -6.43% | 14.46% | -0.80% | -23.17% |
| 2021 | 0.90% | -2.02% | -3.82% | 1.60% | 1.64% | 1.84% | -2.59% | -0.10% | -1.98% | 1.83% | -0.98% | -0.66% | -4.48% |
| 2020 | -1.24% | 3.38% | -8.61% | 5.19% | 1.65% | 5.21% | 7.70% | 0.37% | -1.36% | 0.95% | 4.94% | 1.95% | 20.88% |
| 2019 | 6.59% | 2.91% | 3.96% | 0.60% | -3.48% | 5.25% | 0.00% | 2.15% | -0.75% | 1.55% | 0.64% | 3.65% | 25.15% |
| 2018 | 3.65% | -5.04% | 0.28% | -2.63% | 0.81% | -3.62% | 0.81% | -2.48% | 0.28% | -5.94% | 1.13% | -0.79% | -13.11% |
| 2017 | 2.80% | 2.21% | 0.14% | 1.14% | 2.79% | 2.16% | 2.74% | 2.44% | 0.29% | 1.85% | 0.47% | 1.89% | 22.98% |
| 2016 | 1.86% | 2.85% | 1.99% | -0.06% | -1.91% | -2.14% | -1.94% | 0.52% |
Expense Ratio
My Portfolio - Recession (2024) features an expense ratio of 0.28%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of My Portfolio - Recession (2024) is 2, indicating that it is in the bottom 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
CNYA iShares MSCI China A ETF | -0.60 | -0.82 | 0.91 | -0.21 | -0.83 |
MCHI iShares MSCI China ETF | -0.21 | -0.14 | 0.99 | -0.08 | -0.33 |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 0.27 | 0.48 | 1.05 | 0.11 | 0.68 |
FLOT iShares Floating Rate Bond ETF | 11.27 | 30.75 | 6.32 | 84.29 | 433.83 |
Dividends
Dividend yield
My Portfolio - Recession (2024) granted a 4.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| My Portfolio - Recession (2024) | 4.47% | 4.36% | 3.55% | 2.16% | 2.23% | 2.71% | 3.71% | 2.72% | 2.94% | 3.05% | 2.72% | 3.24% |
| Portfolio components: | ||||||||||||
CNYA iShares MSCI China A ETF | 4.41% | 4.23% | 2.69% | 1.11% | 1.06% | 1.21% | 3.92% | 0.97% | 1.38% | 0.00% | 0.00% | 0.00% |
MCHI iShares MSCI China ETF | 2.82% | 3.49% | 2.14% | 1.03% | 1.03% | 1.44% | 1.58% | 1.54% | 1.64% | 2.76% | 2.35% | 2.37% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 4.93% | 4.59% | 4.56% | 3.16% | 3.22% | 3.73% | 4.56% | 3.94% | 4.21% | 4.58% | 4.12% | 5.08% |
FLOT iShares Floating Rate Bond ETF | 5.92% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% | 0.44% | 0.47% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the My Portfolio - Recession (2024). 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 My Portfolio - Recession (2024) was 38.88%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current My Portfolio - Recession (2024) drawdown is 28.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.88% | Feb 18, 2021 | 425 | Oct 24, 2022 | — | — | — |
| -21.54% | Mar 9, 2020 | 9 | Mar 19, 2020 | 66 | Jun 23, 2020 | 75 |
| -18.36% | Jan 29, 2018 | 191 | Oct 29, 2018 | 254 | Nov 1, 2019 | 445 |
| -7.51% | Sep 7, 2016 | 76 | Dec 22, 2016 | 99 | May 17, 2017 | 175 |
| -4.32% | Aug 7, 2020 | 35 | Sep 25, 2020 | 28 | Nov 4, 2020 | 63 |
Volatility
Volatility Chart
The current My Portfolio - Recession (2024) volatility is 2.54%, 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.
Diversification
Asset Correlations Table
| IGLB | FLOT | CNYA | MCHI | |
|---|---|---|---|---|
| IGLB | 1.00 | 0.11 | 0.07 | 0.09 |
| FLOT | 0.11 | 1.00 | 0.08 | 0.10 |
| CNYA | 0.07 | 0.08 | 1.00 | 0.72 |
| MCHI | 0.09 | 0.10 | 0.72 | 1.00 |