Data Source: from January 1985 to October 2022 (~38 years)
Consolidated Returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
PORTFOLIO • LIVE PERFORMANCE (USD currency)
0.13%
1 Day
Nov 29 2022, 04:00PM Eastern Time
5.20%
Current Month
November 2022

The High Yield Bonds Income Portfolio is a Low Risk portfolio and can be implemented with 4 ETFs.

It's exposed for 0% on the Stock Market.

In the last 30 Years, the High Yield Bonds Income Portfolio obtained a 6.71% compound annual return, with a 8.58% standard deviation.

Asset Allocation and ETFs

The High Yield Bonds Income Portfolio has the following asset allocation:

0% Stocks
100% Fixed Income
0% Commodities

The High Yield Bonds Income Portfolio can be implemented with the following ETFs:

Weight Ticker ETF Name Investment Themes
25.00 %
SPLB SPDR Portfolio Long Term Corporate Bond ETF Bond, U.S., Long-Term
25.00 %
EMB iShares JP Morgan USD Em Mkts Bd Bond, Emerging Markets, All-Term
25.00 %
JNK SPDR Barclays High Yield Bond ETF Bond, U.S., Intermediate-Term
25.00 %
HYG iShares iBoxx $ High Yield Corporate Bond Bond, U.S., Intermediate-Term
Most of Lazy Portfolios are made of common components (asset classes), very simple and well defined. For a more complete view, find out the most common ETFs you can use to build your portfolio.

Portfolio and ETF Returns as of Oct 31, 2022

The High Yield Bonds Income Portfolio guaranteed the following returns.

Portfolio returns are calculated in USD, assuming: November 2022 return is calculated on the hypothesis of a newly built portfolio, with the starting asset allocation.
HIGH YIELD BONDS INCOME PORTFOLIO RETURNS
Consolidated returns as of 31 October 2022
Live Update: Nov 29 2022, 04:00PM Eastern Time
Swipe left to see all data
  Chg (%) Return (%)
Return (%) as of Oct 31, 2022
  1 Day Time ET(*) Nov 2022 1M 6M 1Y 5Y 10Y 30Y MAX
(~38Y)
High Yield Bonds Income Portfolio 0.13 5.20 1.19 -8.14 -20.06 -0.64 1.85 6.71 7.60
US Inflation Adjusted return 0.78 -10.88 -25.80 -4.33 -0.69 4.10 4.69
Components
SPLB
SPDR Portfolio Long Term Corporate Bond ETF
-0.81 03:59PM
Nov 29 2022
8.03 -2.18 -13.26 -30.98 -1.96 1.16 5.84 7.31
EMB
iShares JP Morgan USD Em Mkts Bd
0.46 04:00PM
Nov 29 2022
8.84 -0.17 -11.06 -24.88 -3.17 0.23 9.06 8.96
JNK
SPDR Barclays High Yield Bond ETF
0.46 03:59PM
Nov 29 2022
2.03 3.06 -5.04 -12.76 0.92 2.63 5.56 7.28
HYG
iShares iBoxx $ High Yield Corporate Bond
0.41 03:59PM
Nov 29 2022
1.88 3.36 -4.04 -11.45 1.17 2.96 5.68 7.37
Returns over 1 year are annualized | Available data source: since Jan 1985
(*) Eastern Time (ET - America/New York)

US Inflation is updated to Oct 2022. Current inflation (annualized) is 1Y: 7.75% , 5Y: 3.85% , 10Y: 2.57% , 30Y: 2.51%

Portfolio Metrics as of Oct 31, 2022

Metrics of High Yield Bonds Income Portfolio, updated as of 31 October 2022.

Portfolio metrics are calculated based on monthly returns, assuming:
HIGH YIELD BONDS INCOME PORTFOLIO
Portfolio Metrics
Data Source: 1 January 1985 - 31 October 2022 (~38 years)
Swipe left to see all data
Metrics as of Oct 31, 2022
1M 3M 6M 1Y 3Y 5Y 10Y 20Y 30Y MAX
(~38Y)
Portfolio
Return (%)
1.19 -8.42 -8.14 -20.06 -4.28 -0.64 1.85 5.46 6.71 7.60
US Inflation (%) 0.41 0.59 3.08 7.75 5.01 3.85 2.57 2.52 2.51 2.79
Infl. Adjusted
Return (%)
0.78 -8.96 -10.88 -25.80 -8.85 -4.33 -0.69 2.87 4.10 4.69
Returns / Inflation rates over 1 year are annualized.
RISK INDICATORS
Standard Deviation (%) 12.26 11.92 9.92 8.09 9.42 8.58 8.10
Sharpe Ratio -1.69 -0.39 -0.16 0.16 0.46 0.53 0.45
Sortino Ratio -2.59 -0.50 -0.21 0.21 0.62 0.70 0.59
MAXIMUM DRAWDOWN
Drawdown Depth (%) -21.38 -21.84 -21.84 -21.84 -23.97 -23.97 -23.97
Start (yyyy mm) 2022 01 2021 09 2021 09 2021 09 2007 11 2007 11 2007 11
Bottom (yyyy mm) 2022 09 2022 09 2022 09 2022 09 2008 10 2008 10 2008 10
Start to Bottom (# months) 9 13 13 13 12 12 12
Start to Recovery (# months) in progress
> 10
> 14
> 14
> 14
21
21
21
ROLLING PERIOD RETURNS - Annualized
Best Return (%) 41.19 20.32 14.75 11.95 10.67 9.32
Worst Return (%) -23.97 -4.61 -0.82 1.84 5.45 6.59
% Positive Periods 86% 97% 99% 100% 100% 100%
MONTHS
Positive 1 1 3 4 19 31 70 153 235 306
Negative 0 2 3 8 17 29 50 87 125 148
% Positive 100% 33% 50% 33% 53% 52% 58% 64% 65% 67%
WITHDRAWAL RATES (WR)
Safe WR (%) 34.58 20.92 11.10 8.25 7.47 7.91
Perpetual WR (%) 0.00 0.00 0.00 2.79 3.94 4.48
Terms and Definitions
  • Annualized Portfolio Return: it's the annualized geometric mean return of the portfolio
  • Standard Deviation: it's a measure of the dispersion of returns around the mean
  • Sharpe Ratio: it's a measure of risk-adjusted performance of the portfolio. It's calculated by dividing the excess return of the portfolio over the risk-free rate by the portfolio standard deviation. The risk-free rate here considered is the 1-3 Mth T-Bill return.
  • Sortino Ratio: another measure of risk-adjusted performance of the portfolio. It's a modification of the Sharpe Ratio (same formula but the denominator is the portfolio downside standard deviation).
  • Maximum Drawdown: a drawdown refers to the decline in value from a relative peak value to a relative trough. A maximum drawdown is the maximum observed loss from a peak to a trough of a portfolio before a new peak is attained.
  • Rolling Returns: returns over a time frame (best, worst, % of positive returns).
  • Pos./Neg. Months: number of months with positive/negative return.
  • Safe Withdrawal Rate (SWR): it's the percentage of the original portfolio balance that can be withdrawn at the end of each year with inflation adjustment, without the portfolio running out of money (dollar amount withdrawal).
  • Perpetual Withdrawal Rate (PWR): it's the percentage of portfolio balance that can be withdrawn at the end of each year, while retaining the inflation adjusted portfolio balance (percentage withdrawal).

Portfolio Components Correlation

Correlation measures to what degree the returns of the two assets move in relation to each other.

Correlation coefficient is a numerical value between -1 and +1.

If one variable goes up by a certain amount, the correlation coefficient indicates which way the other variable moves and by how much.

Asset correlations are calculated based on monthly returns.
COMPONENTS MONTHLY CORRELATIONS
Monthly correlations as of 31 October 2022
Swipe left to see all data
 
 
 
 
Asset SPLB EMB JNK HYG
SPLB
1.00
0.85
0.80
0.80
EMB
0.85
1.00
0.87
0.87
JNK
0.80
0.87
1.00
1.00
HYG
0.80
0.87
1.00
1.00
 
 
 
 
Asset SPLB EMB JNK HYG
SPLB
1.00
0.83
0.72
0.72
EMB
0.83
1.00
0.85
0.84
JNK
0.72
0.85
1.00
1.00
HYG
0.72
0.84
1.00
1.00
 
 
 
 
Asset SPLB EMB JNK HYG
SPLB
1.00
0.80
0.66
0.67
EMB
0.80
1.00
0.80
0.80
JNK
0.66
0.80
1.00
0.99
HYG
0.67
0.80
0.99
1.00
 
 
 
 
Asset SPLB EMB JNK HYG
SPLB
1.00
0.56
0.54
0.54
EMB
0.56
1.00
0.64
0.63
JNK
0.54
0.64
1.00
0.98
HYG
0.54
0.63
0.98
1.00
 
 
 
 
Asset SPLB EMB JNK HYG
SPLB
1.00
0.59
0.54
0.55
EMB
0.59
1.00
0.64
0.62
JNK
0.54
0.64
1.00
0.98
HYG
0.55
0.62
0.98
1.00

Portfolio Dividends

In 2021, the High Yield Bonds Income Portfolio granted a 3.76% dividend yield. If you are interested in getting periodic income, please refer to the High Yield Bonds Income Portfolio: Dividend Yield page.

Capital Growth as of Oct 31, 2022

An investment of 1000$, since November 1992, now would be worth 7021.37$, with a total return of 602.14% (6.71% annualized).

The Inflation Adjusted Capital now would be 3340.90$, with a net total return of 234.09% (4.10% annualized).
An investment of 1000$, since January 1985, now would be worth 16007.27$, with a total return of 1500.73% (7.60% annualized).

The Inflation Adjusted Capital now would be 5656.03$, with a net total return of 465.60% (4.69% annualized).

Drawdowns

Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.97% Nov 2007 Oct 2008 12 Jul 2009 9 21
-21.84% Sep 2021 Sep 2022 13 in progress 1 14
-11.99% Feb 2020 Mar 2020 2 Jul 2020 4 6
-8.48% Aug 1998 Aug 1998 1 Apr 1999 8 9
-7.79% Mar 2015 Jan 2016 11 Jun 2016 5 16
-7.41% Feb 1994 Jun 1994 5 May 1995 11 16
-6.71% May 2013 Aug 2013 4 Feb 2014 6 10
-6.70% May 2002 Jul 2002 3 Nov 2002 4 7
-4.56% Apr 2004 May 2004 2 Aug 2004 3 5
-4.53% Jan 2018 Dec 2018 12 Feb 2019 2 14
-4.40% Aug 2011 Sep 2011 2 Oct 2011 1 3
-3.93% Oct 2016 Nov 2016 2 Feb 2017 3 5
-3.91% Jul 2003 Jul 2003 1 Sep 2003 2 3
-3.84% May 2007 Jul 2007 3 Oct 2007 3 6
-3.60% May 1999 Aug 1999 4 Nov 1999 3 7
-3.49% Sep 2001 Sep 2001 1 Nov 2001 2 3
-3.24% May 2010 May 2010 1 Jul 2010 2 3
-3.16% Jan 2021 Mar 2021 3 Jun 2021 3 6
-3.14% Sep 2000 Nov 2000 3 Jan 2001 2 5
-2.87% Feb 1996 Mar 1996 2 Jul 1996 4 6
Swipe left to see all data
Drawdown period
Recovery period
Total
Drawdown Start Bottom #Months End #Months #Months
-23.97% Nov 2007 Oct 2008 12 Jul 2009 9 21
-21.84% Sep 2021 Sep 2022 13 in progress 1 14
-11.99% Feb 2020 Mar 2020 2 Jul 2020 4 6
-8.48% Aug 1998 Aug 1998 1 Apr 1999 8 9
-7.89% Aug 1990 Sep 1990 2 Feb 1991 5 7
-7.79% Mar 2015 Jan 2016 11 Jun 2016 5 16
-7.63% Mar 1987 Oct 1987 8 Feb 1988 4 12
-7.41% Feb 1994 Jun 1994 5 May 1995 11 16
-6.71% May 2013 Aug 2013 4 Feb 2014 6 10
-6.70% May 2002 Jul 2002 3 Nov 2002 4 7
-4.56% Apr 2004 May 2004 2 Aug 2004 3 5
-4.53% Jan 2018 Dec 2018 12 Feb 2019 2 14
-4.40% Aug 2011 Sep 2011 2 Oct 2011 1 3
-3.93% Oct 2016 Nov 2016 2 Feb 2017 3 5
-3.91% Jul 2003 Jul 2003 1 Sep 2003 2 3
-3.84% May 2007 Jul 2007 3 Oct 2007 3 6
-3.60% May 1999 Aug 1999 4 Nov 1999 3 7
-3.49% Sep 2001 Sep 2001 1 Nov 2001 2 3
-3.47% Aug 1989 Apr 1990 9 Jun 1990 2 11
-3.24% May 2010 May 2010 1 Jul 2010 2 3

Rolling Returns ( more details)

High Yield Bonds Income Portfolio: annualized rolling and average returns

Swipe left to see all data
Rolling
Period
Return (*) Negative
Periods
Average (%) Best (%) Worst (%)
1 Year
8.24 41.19
Dec 2008 - Nov 2009
-23.97
Nov 2007 - Oct 2008
14.22%
2 Years
8.12 27.64
Nov 2008 - Oct 2010
-10.66
Dec 2006 - Nov 2008
4.18%
3 Years
8.11 20.32
Nov 2008 - Oct 2011
-4.61
Oct 2019 - Sep 2022
2.63%
5 Years
8.15 14.75
Feb 1991 - Jan 1996
-0.82
Oct 2017 - Sep 2022
0.51%
7 Years
8.28 14.83
Oct 1990 - Sep 1997
1.77
Nov 2015 - Oct 2022
0.00%
10 Years
8.34 11.95
Oct 1987 - Sep 1997
1.84
Oct 2012 - Sep 2022
0.00%
15 Years
8.25 11.23
Oct 1990 - Sep 2005
3.95
Oct 2007 - Sep 2022
0.00%
20 Years
8.31 10.67
Jan 1985 - Dec 2004
5.45
Oct 2002 - Sep 2022
0.00%
30 Years
8.28 9.32
Mar 1985 - Feb 2015
6.59
Oct 1992 - Sep 2022
0.00%
(*) Annualized rolling and average returns over full calendar month periods

If you need a deeper detail about rolling returns, please refer to the High Yield Bonds Income Portfolio: Rolling Returns page.

Seasonality

In which months is it better to invest in High Yield Bonds Income Portfolio?

Both the Average Return and the Gain Frequency (Win %) are useful to get an idea of what happened in the past.

For further information about the seasonality, check the Asset Class Seasonality page.
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.10
40%
-1.24
20%
-2.22
40%
0.09
60%
0.96
60%
-0.06
60%
2.76
100%
-0.53
40%
-1.54
20%
-0.20
60%
0.59
40%
1.15
80%
 Capital Growth on monthly avg returns
100
100.10
98.85
96.66
96.74
97.67
97.61
100.30
99.78
98.24
98.05
98.63
99.76
Best 4.7
2019
0.6
2019
2.1
2019
5.5
2020
3.5
2020
3.5
2019
5.7
2022
2.3
2019
0.7
2018
1.2
2022
4.4
2020
1.7
2019
Worst -3.5
2022
-2.6
2022
-11.5
2020
-6.2
2022
-0.3
2019
-6.4
2022
0.5
2019
-4.2
2022
-5.5
2022
-2.5
2018
-1.0
2021
0.0
2018
Monthly Seasonality over the period Nov 2017 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.27
50%
0.14
60%
-0.78
40%
0.87
80%
0.38
60%
-0.20
60%
1.74
90%
-0.12
50%
-0.99
40%
0.45
70%
-0.17
30%
0.60
70%
 Capital Growth on monthly avg returns
100
100.27
100.40
99.62
100.49
100.87
100.67
102.42
102.29
101.27
101.73
101.56
102.16
Best 4.7
2019
2.6
2014
3.5
2016
5.5
2020
3.5
2020
3.5
2019
5.7
2022
2.3
2014
1.2
2013
2.7
2013
4.4
2020
1.9
2016
Worst -3.5
2022
-2.6
2022
-11.5
2020
-6.2
2022
-3.7
2013
-6.4
2022
-1.1
2014
-4.2
2022
-5.5
2022
-2.5
2018
-2.5
2016
-1.8
2015
Monthly Seasonality over the period Nov 2012 - Oct 2022
Swipe left to see all data
Monthly Average Return (%) and Gain Frequency
Return (%) Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Average
Gain Frequency
0.80
71%
0.47
71%
-0.05
50%
1.04
74%
0.58
53%
0.62
68%
1.19
79%
0.44
68%
-0.06
55%
0.27
71%
0.68
59%
1.72
89%
 Capital Growth on monthly avg returns
100
100.80
101.27
101.22
102.27
102.87
103.51
104.74
105.20
105.15
105.43
106.15
107.98
Best 4.7
2019
4.2
1986
3.5
2016
9.7
2009
4.6
1995
3.8
2012
6.1
2009
4.2
2002
4.9
2009
6.5
2011
4.5
1998
16.0
2008
Worst -3.8
2009
-7.1
2009
-11.5
2020
-6.2
2022
-3.7
2013
-6.4
2022
-3.9
2003
-8.5
1998
-7.8
2008
-14.8
2008
-2.5
2016
-1.8
2015
Monthly Seasonality over the period Jan 1985 - Oct 2022

Monthly/Yearly Returns

High Yield Bonds Income Portfolio data source starts from January 1985: let's focus on monthly and yearly returns.

We are providing two different views:
  • Histogram: it shows the distribution of the returns recorded so far
  • Plain Table: it shows the detailed monthly and yearly returns
MONTHLY RETURNS HISTOGRAM
Jan 1985 - Oct 2022
306 Positive Months (67%) - 148 Negative Months (33%)
MONTHLY RETURNS TABLE
Jan 1985 - Oct 2022
(Scroll down to see all data)
Swipe left to see all data
Yearly Return(%)
Monthly Return(%)
Year Total Infl.Adj Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
2022
-20.44 -25.57 -3.5 -2.6 -1.8 -6.2 1.4 -6.4 5.7 -4.2 -5.5 1.2
2021
+0.88 -5.75 -1.4 -1.6 -0.2 1.3 0.4 1.8 0.8 0.4 -1.4 0.3 -1.0 1.5
2020
+7.08 +5.64 1.1 -0.6 -11.5 5.5 3.5 1.3 5.0 -0.9 -1.1 -0.1 4.4 1.5
2019
+16.98 +14.37 4.7 0.6 2.1 0.8 -0.3 3.5 0.5 2.3 -0.4 0.2 0.3 1.7
2018
-4.53 -6.32 -0.4 -2.0 0.3 -0.9 -0.2 -0.5 1.9 -0.3 0.7 -2.5 -0.6 0.0
2017
+8.78 +6.53 1.0 1.6 -0.2 1.3 1.3 0.1 1.1 0.8 0.3 0.3 -0.2 1.0
2016
+12.01 +9.74 -1.0 1.6 3.5 2.8 0.1 3.1 1.8 1.4 0.2 -1.5 -2.5 1.9
2015
-3.94 -4.64 2.4 0.8 -0.5 0.1 -0.5 -2.3 0.3 -1.7 -1.7 2.6 -1.5 -1.8
2014
+6.28 +5.48 0.8 2.6 0.5 1.2 1.8 0.5 -1.1 2.3 -2.3 1.4 -0.5 -1.0
2013
-0.40 -1.87 -1.1 1.0 0.0 2.9 -3.7 -3.1 1.5 -1.5 1.2 2.7 -0.5 0.4
2012
+12.61 +10.68 1.5 1.8 -1.2 1.7 -1.9 3.8 2.7 0.8 0.8 1.0 0.3 0.7
2011
+9.07 +5.94 0.2 1.1 0.3 1.9 1.3 -0.8 2.0 -1.2 -3.3 6.5 -2.5 3.5
2010
+11.52 +9.87 -0.4 1.1 2.2 1.8 -3.2 2.0 4.1 1.4 1.9 1.3 -2.3 1.3
2009
+23.52 +20.25 -3.8 -7.1 3.1 9.7 4.1 2.7 6.1 0.7 4.9 -0.9 1.4 1.5
2008
-10.54 -10.62 -0.8 -1.6 0.4 2.1 -0.5 -2.1 -0.4 0.2 -7.8 -14.8 0.9 16.0
2007
+3.36 -0.69 -0.1 2.0 -0.1 1.2 -0.1 -1.9 -1.9 1.4 2.4 1.1 -0.7 0.2
2006
+7.28 +4.62 0.5 1.2 -1.5 -0.3 -0.8 -0.1 1.7 2.1 1.2 1.2 1.8 0.1
2005
+5.61 +2.12 0.8 0.5 -2.3 0.9 2.3 1.5 -0.2 1.4 -0.7 -1.3 1.1 1.6
2004
+9.55 +6.10 1.2 0.4 1.3 -3.4 -1.2 1.3 1.6 3.1 1.3 1.7 0.0 2.0
2003
+18.30 +16.12 1.4 2.4 1.4 4.1 2.5 0.5 -3.9 1.7 3.2 0.5 1.2 2.2
2002
+7.38 +4.88 1.4 1.1 -0.1 1.7 -0.2 -3.1 -3.5 4.2 -1.0 1.0 3.4 2.6
2001
+10.89 +9.20 4.1 0.5 -0.5 -0.3 1.2 -0.5 1.8 2.2 -3.5 3.1 2.2 0.2
2000
+6.15 +2.67 -0.9 1.7 0.6 -0.5 -1.4 3.2 1.6 2.1 -0.9 -1.1 -1.1 2.9
1999
+6.34 +3.56 0.3 -0.8 2.1 2.8 -2.8 0.2 -0.4 -0.6 1.4 1.0 1.5 1.5
1998
+2.17 +0.55 1.3 0.9 1.2 0.4 -0.1 -0.2 0.6 -8.5 3.3 -0.5 4.5 -0.2
1997
+13.61 +11.71 1.1 1.6 -2.5 2.0 2.6 2.0 3.6 -0.7 2.3 -2.1 1.2 2.0
1996
+14.28 +10.60 2.3 -2.6 -0.3 0.7 0.5 1.3 1.1 1.5 3.5 1.6 3.4 0.5
1995
+22.64 +19.61 1.4 1.4 -0.2 3.4 4.6 0.8 0.5 1.3 1.7 1.1 1.6 3.0
1994
-4.27 -6.76 1.8 -2.1 -3.8 -1.1 -0.4 -0.2 1.3 0.4 -0.7 0.1 -0.4 0.8
1993
+18.58 +15.41 2.6 2.4 1.2 0.7 0.7 2.7 1.2 2.0 0.3 2.1 -0.4 1.6
1992
+12.00 +8.85 0.3 1.2 0.1 0.5 2.4 1.1 2.7 0.8 1.0 -2.1 1.3 2.3
1991
+25.88 +22.14 1.0 3.7 2.2 2.3 0.8 0.5 2.0 2.4 2.2 1.8 0.6 3.9
1990
-0.59 -6.31 -2.3 -0.9 0.7 -0.9 3.2 1.8 1.8 -4.6 -3.4 0.0 2.7 1.7
1989
+8.29 +3.48 1.8 0.1 -0.2 0.8 2.4 2.2 1.0 -0.3 -0.3 0.0 0.6 0.0
1988
+11.12 +6.41 4.1 2.2 -1.0 0.0 -0.5 2.5 0.1 0.2 1.5 1.2 -0.3 0.6
1987
+0.07 -4.18 3.2 1.3 -0.4 -3.4 -1.1 1.5 0.2 -0.1 -3.4 -1.1 1.9 1.7
1986
+15.01 +13.76 0.6 4.2 1.8 0.9 -0.4 1.5 0.2 2.2 -0.6 2.1 0.5 1.2
1985
+21.64 +17.19 3.0 -1.4 1.4 1.3 4.4 1.6 -0.3 2.1 0.4 1.2 2.8 3.2

Portofolio Returns, up to March 2009, are simulated. They have been calculated using the historical series of equivalent ETFs / Assets, instead of the actual ETFs of the portfolio.

In particular, it has been used:

  • SPLB - SPDR Portfolio Long Term Corporate Bond ETF: simulated historical serie, up to March 2009
  • EMB - iShares JP Morgan USD Em Mkts Bd: simulated historical serie, up to December 2007
  • JNK - SPDR Barclays High Yield Bond ETF: simulated historical serie, up to December 2007
  • HYG - iShares iBoxx $ High Yield Corporate Bond: simulated historical serie, up to December 2007

Portfolio efficiency

Compared to the High Yield Bonds Income Portfolio, the following portfolios granted a higher return over 30 Years and a less severe drawdown at the same time.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
Stocks/Bonds 40/60 Momentum
+8.04 6.77 -21.11 40 60 0
Golden Butterfly
+7.70 7.36 -17.79 40 40 20
All Weather Portfolio
Ray Dalio
+7.29 7.01 -20.19 30 55 15
Stocks/Bonds 40/60
+6.90 6.70 -19.17 40 60 0
Simplified Permanent Portfolio
+6.80 6.61 -16.43 25 50 25
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0

Here's a list containing the Best Classic Portfolios, with the highest returns over 30 Years and Low Risk categorization.

Swipe left to see all data
30 Years Stats (%)
% Allocation
Portfolio Return Dev.Std Drawdown Stocks Bonds Comm
High Yield Bonds Income
+6.71 8.58 -23.97 0 100 0
Stocks/Bonds 20/80 Momentum
+6.25 4.70 -17.91 20 80 0
All Country World 20/80
+5.89 5.41 -17.97 20 80 0
Stocks/Bonds 20/80
+5.67 4.61 -16.57 20 80 0
Dimensional Retirement Income Fund
DFA
+5.62 4.73 -12.91 20.4 79.6 0
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