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 | -0.48% | 1.24% |
Performance and Risk Summary
| Return | Volatility | MaxDD | ||||
|---|---|---|---|---|---|---|
| Period | portfolio | AGG | portfolio | AGG | portfolio | AGG |
| YTD | -0.48% | 1.24% | 2.11% | 2.79% | -1.32% | -0.61% |
| 1y | -1.58% | 1.64% | 4.49% | 4.94% | -4.15% | -4.02% |
| 3y | -2.77% | -1.76% | 4.19% | 7.39% | -7.53% | -11.57% |
| 5y | -1.25% | -3.05% | 4.02% | 6.36% | -12.42% | -21.22% |
| 10y | 1.68% | 0.40% | 3.78% | 5.14% | -12.42% | -21.22% |
| Inception | 3.68% | 2.47% | 4.67% | 4.49% | -12.42% | -21.22% |
Portfolio Holdings - Top Five
| Ticker | Exchange | Name | ISIN | Weights | Return |
|---|---|---|---|---|---|
| IEF | US | iShares 7-10 Year Treasury Bond ETF | US4642874402 | 62.50% | -1.24% |
| TIP | US | iShares TIPS Bond ETF | US4642871762 | 37.50% | -0.63% |