Last Update: 31 May 2020
The High Yield Bonds Income Portfolio is exposed for 0% on the Stock Market.
It's a Low Risk portfolio and it can be replicated with 4 ETFs.
In the last 10 years, the portfolio obtained a 6.14% compound annual return, with a 7.29% standard deviation.
In 2019, the portfolio granted a 5.32% dividend yield. If you are interested in getting periodic income, please refer to the High Yield Bonds Income Portfolio: Dividend Yield page.
Asset Allocation and ETFs
The High Yield Bonds Income Portfolio has the following asset allocation:
The High Yield Bonds Income Portfolio can be replicated with the following ETFs:
| Weight | Ticker | ETF Name | Investment Themes | |
|---|---|---|---|---|
| 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 % | SPLB | SPDR Portfolio Long Term Corporate Bond ETF | Bond, U.S., Long-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.
| 1M | 3M | 6M | 1Y | 3Y(*) | 5Y(*) | 10Y(*) | |
|---|---|---|---|---|---|---|---|
| High Yield Bonds Income Portfolio | +3.47 | -3.39 | -1.24 | +5.09 | +3.89 | +4.42 | +6.14 |
| Components | |||||||
| EMB - iShares JP Morgan USD Em Mkts Bd | +6.27 | -5.66 | -2.91 | +1.31 | +2.14 | +3.84 | +5.30 |
| JNK - SPDR Barclays High Yield Bond ETF | +3.54 | -3.23 | -3.18 | +1.56 | +2.42 | +2.89 | +5.58 |
| SPLB - SPDR Portfolio Long Term Corporate Bond ETF | +1.43 | -1.89 | +3.84 | +15.46 | +8.07 | +7.47 | +7.52 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | +2.95 | -2.84 | -2.71 | +2.22 | +2.79 | +3.38 | +5.85 |
- a rebalancing of the components at the beginning of each year (i.e. at every January 1st)
- the reinvestment of dividends
If you are interested in getting periodic income, please refer to the High Yield Bonds Income Portfolio: Dividend Yield page.
Historical Returns
High Yield Bonds Income Portfolio - Historical returns and stats.
| Period | Returns May 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+3.47%
|
0.00%
|
1 - 0 | |
|
3M
|
-3.39%
|
-11.48%
Mar 2020 - Mar 2020
|
2 - 1 | |
|
6M
|
-1.24%
|
-11.99%
Feb 2020 - Mar 2020
|
4 - 2 | |
|
YTD
|
-2.93%
|
-11.99%
Feb 2020 - Mar 2020
|
3 - 2 | |
|
1Y
|
+5.09%
|
13.90%
|
-11.99%
Feb 2020 - Mar 2020
|
9 - 3 |
|
3Y
|
+3.89%
annualized
|
8.92%
|
-11.99%
Feb 2020 - Mar 2020
|
22 - 14 |
|
5Y
|
+4.42%
annualized
|
7.94%
|
-11.99%
Feb 2020 - Mar 2020
|
37 - 23 |
|
10Y
|
+6.14%
annualized
|
7.29%
|
-11.99%
Feb 2020 - Mar 2020
|
78 - 42 |
|
MAX
01 Apr 2009
|
+8.42%
annualized
|
7.93%
|
-11.99%
Feb 2020 - Mar 2020
|
89 - 45 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | #ETF | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|---|
| High Yield Bonds Income |
+6.14% | 4 | 0 | 100 | 0 | ||
| 10-year Treasury |
+4.88% | 1 | 0 | 100 | 0 | Compare | |
| Edge Select Conservative Merrill Lynch |
+4.71% | 12 | 21 | 79 | 0 | Compare | |
| Dimensional Retirement Income Fund DFA |
+4.23% | 7 | 20.4 | 79.6 | 0 | Compare | |
| Robo Advisor 20 Betterment |
+3.74% | 12 | 19.9 | 80.1 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns
High Yield Bonds Income Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.20% |
+38.01% Apr 2009 - Mar 2010 |
-7.08% Feb 2015 - Jan 2016 |
16.26% |
| 2 Years |
+6.37% |
+23.22% Apr 2009 - Mar 2011 |
-0.35% Mar 2014 - Feb 2016 |
0.90% |
| 3 Years |
+6.19% |
+18.52% Apr 2009 - Mar 2012 |
+0.56% Jan 2013 - Dec 2015 |
0.00% |
| 5 Years |
+5.65% |
+13.72% Apr 2009 - Mar 2014 |
+2.53% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+5.80% |
+9.97% Apr 2009 - Mar 2016 |
+3.02% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+6.82% |
+8.85% Apr 2009 - Mar 2019 |
+5.05% Apr 2010 - Mar 2020 |
0.00% |
* Annualized rolling and average returns over full calendar month periods
Yearly Returns - Monthly Returns Heatmap
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
-2.93% | 1.1 | -0.6 | -11.5 | 5.5 | 3.5 | |||||||
| 2019 |
+16.98% | 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% | -0.4 | -2.0 | 0.3 | -0.9 | -0.2 | -0.6 | 1.9 | -0.3 | 0.7 | -2.5 | -0.6 | -0.1 |
| 2017 |
+8.78% | 1.0 | 1.6 | -0.2 | 1.3 | 1.3 | 0.1 | 1.1 | 0.8 | 0.3 | 0.3 | -0.2 | 1.1 |
| 2016 |
+12.01% | -1.0 | 1.6 | 3.6 | 2.8 | 0.1 | 3.1 | 1.8 | 1.4 | 0.2 | -1.5 | -2.5 | 1.9 |
| 2015 |
-3.94% | 2.4 | 0.8 | -0.6 | 0.1 | -0.5 | -2.3 | 0.3 | -1.7 | -1.7 | 2.6 | -1.5 | -1.8 |
| 2014 |
+6.28% | 0.8 | 2.6 | 0.5 | 1.2 | 1.8 | 0.5 | -1.1 | 2.3 | -2.3 | 1.5 | -0.5 | -1.0 |
| 2013 |
-0.40% | -1.1 | 1.1 | 0.0 | 2.9 | -3.7 | -3.1 | 1.5 | -1.5 | 1.2 | 2.7 | -0.5 | 0.4 |
| 2012 |
+12.61% | 1.5 | 1.8 | -1.2 | 1.7 | -1.9 | 3.8 | 2.7 | 0.8 | 0.8 | 1.0 | 0.4 | 0.7 |
| 2011 |
+9.07% | 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% | -0.4 | 1.1 | 2.2 | 1.8 | -3.2 | 2.0 | 4.1 | 1.4 | 1.9 | 1.3 | -2.3 | 1.3 |