Historical Performance
| Year | portfolio | AGG |
|---|---|---|
| 2008 | 8.89% | 7.90% |
| 2009 | 10.80% | 2.97% |
| 2010 | 6.29% | 6.36% |
| 2011 | 10.72% | 7.70% |
| 2012 | 4.07% | 3.76% |
| 2013 | 2.37% | -1.98% |
| 2014 | 5.72% | 6.00% |
| 2015 | -1.11% | 0.48% |
| 2016 | 7.75% | 2.41% |
| 2017 | 5.94% | 3.55% |
| 2018 | -2.34% | 0.10% |
| 2019 | 11.22% | 8.46% |
| 2020 | 7.73% | 7.48% |
| 2021 | 3.71% | -1.77% |
| 2022 | -6.54% | -13.02% |
| 2023 | 5.12% | 5.65% |
| 2024 | 2.89% | 1.31% |
| 2025 | 4.88% | 7.20% |
| 2026 | -1.06% | -1.25% |
Performance and Risk Summary
| Return | Volatility | MaxDD | ||||
|---|---|---|---|---|---|---|
| Period | portfolio | AGG | portfolio | AGG | portfolio | AGG |
| YTD | -1.06% | -1.25% | 2.73% | 4.93% | -2.33% | -4.88% |
| 1y | -0.60% | -0.93% | 2.63% | 4.52% | -2.33% | -4.88% |
| 3y | 3.60% | 5.17% | 3.74% | 5.55% | -2.33% | -4.88% |
| 5y | 1.13% | -0.31% | 3.83% | 6.60% | -7.18% | -15.78% |
| 10y | 3.10% | 1.34% | 3.61% | 5.25% | -7.18% | -17.14% |
| Inception | 4.26% | 2.93% | 4.54% | 4.44% | -7.18% | -17.14% |
Portfolio Holdings - Top Five
| Ticker | Exchange | Name | ISIN | Weights | Return |
|---|---|---|---|---|---|
| SHV | US | iShares Short Treasury Bond ETF | US4642886794 | 75.00% | 0.11% |
| HYG | US | iShares iBoxx $ High Yield Corporate Bond ETF | US4642885135 | 25.00% | 0.28% |