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 | -1.33% | 0.44% |
Performance and Risk Summary
| Return | Volatility | MaxDD | ||||
|---|---|---|---|---|---|---|
| Period | portfolio | AGG | portfolio | AGG | portfolio | AGG |
| YTD | -1.33% | 0.44% | 3.32% | 3.65% | -2.17% | -1.39% |
| 1y | -2.43% | 0.84% | 4.75% | 5.13% | -4.98% | -4.02% |
| 3y | -3.05% | -2.02% | 4.28% | 7.42% | -8.32% | -11.57% |
| 5y | -1.42% | -3.20% | 4.08% | 6.38% | -13.18% | -21.22% |
| 10y | 1.59% | 0.32% | 3.82% | 5.15% | -13.18% | -21.22% |
| Inception | 3.64% | 2.43% | 4.68% | 4.50% | -13.18% | -21.22% |
Portfolio Holdings - Top Five
| Ticker | Exchange | Name | ISIN | Weights | Return |
|---|---|---|---|---|---|
| IEF | US | iShares 7-10 Year Treasury Bond ETF | US4642874402 | 62.50% | -2.17% |
| TIP | US | iShares TIPS Bond ETF | US4642871762 | 37.50% | -1.36% |