Last Update: 31 December 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 6.17% compound annual return, with a 7.39% standard deviation.
In 2020, the portfolio granted a 4.38% 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 | +1.50 | +5.78 | +8.88 | +7.08 | +6.14 | +7.82 | +6.17 |
| Components | |||||||
| EMB - iShares JP Morgan USD Em Mkts Bd | +2.15 | +5.98 | +8.55 | +5.42 | +4.79 | +6.76 | +5.60 |
| JNK - SPDR Barclays High Yield Bond ETF | +2.13 | +6.23 | +10.97 | +4.95 | +5.26 | +7.32 | +5.32 |
| SPLB - SPDR Portfolio Long Term Corporate Bond ETF | -0.07 | +5.17 | +6.24 | +13.47 | +9.09 | +10.05 | +7.95 |
| HYG - iShares iBoxx $ High Yield Corporate Bond | +1.96 | +5.80 | +10.09 | +4.48 | +5.31 | +7.03 | +5.54 |
- 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 Dec 2020 |
Standard Deviation * |
Max Drawdown |
Months Pos - Neg |
|---|---|---|---|---|
|
1M
|
+1.50%
|
0.00%
|
1 - 0 | |
|
3M
|
+5.78%
|
-0.14%
Oct 2020 - Oct 2020
|
2 - 1 | |
|
6M
|
+8.88%
|
-2.09%
Aug 2020 - Oct 2020
|
3 - 3 | |
|
YTD
|
+7.08%
|
14.82%
|
-11.99%
Feb 2020 - Mar 2020
|
7 - 5 |
|
1Y
|
+7.08%
|
14.82%
|
-11.99%
Feb 2020 - Mar 2020
|
7 - 5 |
|
3Y
|
+6.14%
annualized
|
9.65%
|
-11.99%
Feb 2020 - Mar 2020
|
20 - 16 |
|
5Y
|
+7.82%
annualized
|
8.06%
|
-11.99%
Feb 2020 - Mar 2020
|
39 - 21 |
|
10Y
|
+6.17%
annualized
|
7.39%
|
-11.99%
Feb 2020 - Mar 2020
|
76 - 44 |
|
MAX
01 Apr 2009
|
+8.89%
annualized
|
7.94%
|
-11.99%
Feb 2020 - Mar 2020
|
93 - 48 |
* Annualized St.Dev. of monthly returns
Best Low Risk Porftolios, ordered by 10Y annualized return.
| Portfolio | 10Y Return ▾ | Stocks | Bonds | Comm. | ||
|---|---|---|---|---|---|---|
| High Yield Bonds Income |
+6.17% | 0 | 100 | 0 | ||
| World Developed 20/80 |
+5.93% | 20 | 80 | 0 | Compare | |
| Stocks/Bonds 20/80 |
+5.84% | 20 | 80 | 0 | Compare | |
| Total Bond World Developed |
+4.90% | 0 | 100 | 0 | Compare | |
| Edge Select Conservative Merrill Lynch |
+4.78% | 21 | 79 | 0 | Compare |
Capital Growth
Drawdowns
Rolling Returns ( more details)
High Yield Bonds Income Portfolio: annualized rolling and average returns
| Return (*) | Negative Periods |
|||
|---|---|---|---|---|
| Rolling Period | Average | Best | Worst | |
| 1 Year |
+7.08% |
+38.01% Apr 2009 - Mar 2010 |
-7.08% Feb 2015 - Jan 2016 |
15.38% |
| 2 Years |
+6.52% |
+23.22% Apr 2009 - Mar 2011 |
-0.35% Mar 2014 - Feb 2016 |
0.85% |
| 3 Years |
+6.12% |
+18.52% Apr 2009 - Mar 2012 |
+0.56% Jan 2013 - Dec 2015 |
0.00% |
| 5 Years |
+5.71% |
+13.72% Apr 2009 - Mar 2014 |
+2.53% Apr 2015 - Mar 2020 |
0.00% |
| 7 Years |
+5.76% |
+9.97% Apr 2009 - Mar 2016 |
+3.02% Apr 2013 - Mar 2020 |
0.00% |
| 10 Years |
+6.54% |
+8.85% Apr 2009 - Mar 2019 |
+5.05% Apr 2010 - Mar 2020 |
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 and Yearly/Monthly Returns
High Yield Bonds Income Portfolio Seasonality
| Months | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Return (%) | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| Average | 0.8 | 0.9 | -0.4 | 2.4 | 0.2 | 0.9 | 2.2 | 0.4 | 0.1 | 0.9 | -0.3 | 0.9 |
| Best |
4.7 2019 |
2.6 2014 |
3.6 2016 |
9.7 2009 |
4.1 2009 |
3.8 2012 |
6.1 2009 |
2.3 2014 |
4.9 2009 |
6.5 2011 |
4.4 2020 |
3.5 2011 |
| Worst |
-1.1 2013 |
-2.0 2018 |
-11.5 2020 |
-0.9 2018 |
-3.7 2013 |
-3.1 2013 |
-1.1 2014 |
-1.7 2015 |
-3.3 2011 |
-2.5 2018 |
-2.5 2016 |
-1.8 2015 |
| Gain Frequency |
64 | 82 | 55 | 92 | 50 | 67 | 92 | 58 | 58 | 67 | 33 | 75 |
Detail of Monthly Returns
| Months | |||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Year | Return | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
| 2020 |
+7.08% | 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% | 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 |