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 6.91% compound annual return, with a 8.43% standard deviation.
Asset Allocation and ETFs
The High Yield Bonds Income Portfolio has the following asset allocation:
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 |
Portfolio and ETF Returns
The High Yield Bonds Income Portfolio guaranteed the following returns.
Portfolio returns are calculated in USD, assuming:
- No fees or capital gain taxes
- a rebalancing of the components at the beginning of each year (at every January 1st). How do returns change with different rebalancing strategies?
- the reinvestment of dividends
Chg (%) | Return (%) | Return (%) as of Jun 30, 2022 |
|||||||
---|---|---|---|---|---|---|---|---|---|
1 Day | Time ET(*) | Jul 2022 | 1M | 6M | 1Y | 5Y(*) | 10Y(*) | 30Y(*) | |
High Yield Bonds Income Portfolio | -0.44 | 0.69 | -6.40 | -17.78 | -17.31 | 0.50 | 2.73 | 6.91 | |
US Inflation Adjusted return | -6.40 | -20.98 | -23.13 | -3.00 | 0.26 | 4.33 | |||
Components | |||||||||
SPLB SPDR Portfolio Long Term Corporate Bond ETF |
0.21 |
01:59PM Jul 05 2022 |
1.52 | -4.55 | -22.31 | -21.72 | 0.86 | 2.89 | 6.37 |
EMB iShares JP Morgan USD Em Mkts Bd |
-0.95 |
02:00PM Jul 05 2022 |
0.44 | -6.15 | -20.28 | -20.94 | -1.34 | 1.59 | 9.35 |
JNK SPDR Barclays High Yield Bond ETF |
-0.52 |
01:59PM Jul 05 2022 |
0.35 | -7.62 | -14.76 | -13.74 | 1.03 | 2.96 | 5.58 |
HYG iShares iBoxx $ High Yield Corporate Bond |
-0.51 |
02:00PM Jul 05 2022 |
0.44 | -7.05 | -13.77 | -12.80 | 1.21 | 3.17 | 5.70 |
US Inflation is updated to May 2022. Waiting for updates, inflation of Jun 2022 is set to 0%. Current inflation (annualized) is 1Y: 7.57% , 5Y: 3.61% , 10Y: 2.46% , 30Y: 2.47%
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.
Historical Returns as of Jun 30, 2022
Historical returns and stats of High Yield Bonds Income Portfolio. Total Returns and Inflation Adjusted Returns are both mentioned.
Period | Return (%) as of Jun 2022 |
Return (%) Infl.Adj. |
Standard Deviation (%) |
Max Drawdown (%) |
Months Pos - Neg |
---|---|---|---|---|---|
1M
Jun 2022
|
-6.40
|
-6.40
|
-6.40
Jun 2022 - Jun 2022
|
0 - 1
|
|
3M
|
-10.98
|
-12.13
|
-10.98
Apr 2022 - Jun 2022
|
1 - 2
|
|
6M
|
-17.78
|
-20.98
|
-17.78
Jan 2022 - Jun 2022
|
1 - 5
|
|
YTD
|
-17.78
|
-20.98
|
-17.78
Jan 2022 - Jun 2022
|
1 - 5
|
|
1Y
|
-17.31
|
-23.13
|
9.03
|
-18.26
Sep 2021 - Jun 2022
|
5 - 7
42% pos
|
3Y(*)
|
-2.42
|
-6.63
|
10.84
|
-18.26
Sep 2021 - Jun 2022
|
20 - 16
56% pos
|
5Y(*)
|
0.50
|
-3.00
|
9.08
|
-18.26
Sep 2021 - Jun 2022
|
33 - 27
55% pos
|
10Y(*)
|
2.73
|
0.26
|
7.61
|
-18.26
Sep 2021 - Jun 2022
|
72 - 48
60% pos
|
15Y(*)
|
4.39
|
2.04
|
10.15
|
-23.97
Nov 2007 - Oct 2008
|
111 - 69
62% pos
|
20Y(*)
|
5.67
|
3.14
|
9.28
|
-23.97
Nov 2007 - Oct 2008
|
153 - 87
64% pos
|
25Y(*)
|
5.83
|
3.33
|
8.88
|
-23.97
Nov 2007 - Oct 2008
|
189 - 111
63% pos
|
30Y(*)
|
6.91
|
4.33
|
8.43
|
-23.97
Nov 2007 - Oct 2008
|
236 - 124
66% pos
|
MAX(*)
01 Jan 1992
|
6.99
|
4.40
|
8.37
|
-23.97
Nov 2007 - Oct 2008
|
242 - 124
66% pos
|
Returns and stats are calculated assuming a yearly rebalancing of the components weight. How do returns change with different rebalancing strategies?
Capital Growth as of Jun 30, 2022
The Inflation Adjusted Capital now would be 3570.23$, with a net total return of 257.02% (4.33% annualized).
The Inflation Adjusted Capital now would be 3721.07$, with a net total return of 272.11% (4.40% annualized).
Drawdowns
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-23.97% | Nov 2007 | Oct 2008 | 12 | Jul 2009 | 9 | 21 |
-18.26% | Sep 2021 | Jun 2022 | 10 | in progress | 10 | |
-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 |
Drawdown period |
Recovery period |
Total |
||||
---|---|---|---|---|---|---|
Drawdown | Start | Bottom | #Months | End | #Months | #Months |
-23.97% | Nov 2007 | Oct 2008 | 12 | Jul 2009 | 9 | 21 |
-18.26% | Sep 2021 | Jun 2022 | 10 | in progress | 10 | |
-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 |
Rolling Returns ( more details)
High Yield Bonds Income Portfolio: annualized rolling and average returns
Rolling Period |
Return (*) | Negative Periods |
||
---|---|---|---|---|
Average (%) | Best (%) | Worst (%) | ||
1 Year |
7.87 |
41.19 Dec 2008 - Nov 2009 |
-23.97 Nov 2007 - Oct 2008 |
14.65% |
2 Years |
7.69 |
27.64 Nov 2008 - Oct 2010 |
-10.66 Dec 2006 - Nov 2008 |
4.08% |
3 Years |
7.69 |
20.32 Nov 2008 - Oct 2011 |
-4.59 Dec 2005 - Nov 2008 |
2.11% |
5 Years |
7.64 |
14.58 Nov 2008 - Oct 2013 |
0.18 Mar 2004 - Feb 2009 |
0.00% |
7 Years |
7.51 |
11.31 May 1992 - Apr 1999 |
2.18 Jul 2015 - Jun 2022 |
0.00% |
10 Years |
7.63 |
10.98 Jan 1995 - Dec 2004 |
2.73 Jul 2012 - Jun 2022 |
0.00% |
15 Years |
7.47 |
9.90 May 1992 - Apr 2007 |
4.39 Jul 2007 - Jun 2022 |
0.00% |
20 Years |
7.64 |
9.23 Nov 1992 - Oct 2012 |
5.67 Jul 2002 - Jun 2022 |
0.00% |
If you need a deeper detail about rolling returns, please refer to the High Yield Bonds Income Portfolio: Rolling Returns page.
Seasonality
High Yield Bonds Income Portfolio: in which months is it better to invest?
For further information about the seasonality, check the Asset Class Seasonality page.
Monthly Average Return (%) and Gain Frequency | ||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|
Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
Average Win % |
0.61 68% |
0.28 71% |
-0.21 48% |
1.25 77% |
0.43 52% |
0.39 61% |
1.14 77% |
0.64 73% |
0.23 60% |
0.13 67% |
0.55 53% |
1.71 87% |
Best Year |
4.7 2019 |
2.6 2014 |
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 Year |
-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/Yearly Returns
High Yield Bonds Income Portfolio monthly and yearly returns: how is the distribution of the returns recorded so far?
Yearly Return(%) |
Monthly Return(%) |
|||||||||||||
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
Year | Total | Infl.Adj | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
2022 |
-17.78 | -20.98 | -3.5 | -2.6 | -1.8 | -6.2 | 1.4 | -6.4 | ||||||
2021 |
+0.88 | -5.81 | -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 | +5.73 | 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 | +14.40 | 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 | +6.51 | 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 | +9.76 | -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 | -4.55 | 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 | +5.59 | 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 | -1.88 | -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 | +10.66 | 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 | +5.83 | 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 | +9.94 | -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 | +20.14 | -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 | -10.52 | -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 | -0.72 | -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 | +4.64 | 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 | +2.20 | 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 | +6.01 | 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 | +15.94 | 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 | +4.78 | 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 | +9.14 | 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 | +2.62 | -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 | +0.56 | 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 | +11.72 | 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 | +10.54 | 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 | -6.69 | 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 | +15.34 | 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 | +8.78 | 0.3 | 1.2 | 0.1 | 0.5 | 2.4 | 1.1 | 2.7 | 0.8 | 1.0 | -2.1 | 1.3 | 2.3 |
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
Is the High Yield Bonds Income Portfolio actually efficient, compared to other Lazy Portfolios?
Overall Ratings
The High Yield Bonds Income Portfolio is classified as Low Risk.
Less than 25%
25% - 49.99%
50% - 74.99%
At least 75%
Low Risk Portfolios |
All Portfolios |
||
---|---|---|---|
25 Years Ann. Return (Inflation Adjusted) |
+5.83%
(+3.33%) |
Excellent : 4.2 / 5
|
Average : 2.1 / 5
|
Standard Deviation over 25 Years |
8.88% |
Poor : 1 / 5
|
Good : 3.6 / 5
|
Maximum Drawdown over 25 Years |
-23.97% |
Poor : 1 / 5
|
Good : 3.6 / 5
|
Easy to manage | 4 ETFs |
Good : 3.5 / 5
|
Good : 3.5 / 5
|
Rating assigned considering all the Low Risk Portfolios | Rating assigned considering all the Portfolios in the database |
Best Classic Portfolios, with Low Risk
30 Years Stats (%) |
% Allocation |
|||||||
---|---|---|---|---|---|---|---|---|
Portfolio | Jul 2022 | Return▾ | Drawdown | Stocks | Bonds | Comm | ||
High Yield Bonds Income |
+0.69 | +6.91 | -23.97 | 0 | 100 | 0 | ||
All Country World 20/80 |
+0.43 | +6.10 | -14.04 | 20 | 80 | 0 | ||
Stocks/Bonds 20/80 |
+0.89 | +5.93 | -12.54 | 20 | 80 | 0 | ||
US Inflation Protection |
+1.49 | +5.80 | -11.79 | 0 | 100 | 0 | ||
Dimensional Retirement Income Fund DFA |
+0.89 | +5.79 | -12.91 | 20.4 | 79.6 | 0 |
Last update: Jul 05 2022, 02:00PM Eastern Time.