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% | 0.34% |
| 2019 | 11.22% | 8.46% |
| 2020 | 7.73% | 7.48% |
| 2021 | 2.88% | -2.13% |
| 2022 | -8.50% | -15.01% |
| 2023 | 0.10% | 2.33% |
| 2024 | -3.69% | -2.37% |
| 2025 | 0.42% | 3.28% |
Performance and Risk Summary
| Return | Volatility | MaxDD | ||||
|---|---|---|---|---|---|---|
| Period | portfolio | AGG | portfolio | AGG | portfolio | AGG |
| YTD | 0.42% | 3.28% | 2.11% | 2.37% | -1.32% | -0.61% |
| 1y | -1.31% | 1.21% | 2.68% | 3.24% | -1.32% | -0.61% |
| 3y | -1.55% | 0.60% | 4.03% | 6.07% | -5.92% | -8.17% |
| 5y | -1.65% | -2.99% | 3.70% | 6.33% | -12.42% | -21.07% |
| 10y | 1.94% | 0.61% | 3.74% | 5.13% | -12.42% | -21.22% |
| Inception | 3.63% | 2.51% | 4.63% | 4.45% | -12.42% | -21.22% |
Portfolio Holdings - Top Five
| Ticker | Exchange | Name | ISIN | Weights | Return |
|---|---|---|---|---|---|
| MBB | US | iShares Trust - iShares MBS ETF | US4642885887 | 56.25% | -0.16% |
| LQD | US | iShares iBoxx $ Investment Grade Corporate Bond ETF | US4642872422 | 31.25% | -0.41% |
| IEF | US | iShares 7-10 Year Treasury Bond ETF | US4642874402 | 6.25% | 0.17% |
| HYG | US | iShares iBoxx $ High Yield Corporate Bond ETF | US4642885135 | 6.25% | -0.35% |