VizMetrics Inc. - Better visibility. Better results.
Return to Recipe Summary Page

iShares Conservative Allocation ETF

for period ending June 30, 2019
 
This portfolio is provided by iShares.
AOK is the ticker for this portfolio. This ticker appears in the scatterplots below and on the Summary Page showing all portfolios. You can invest in this portfolio using the ticker "AOK" at FolioInvesting.com or your favorite brokerage. See How to Invest (below) for more details on how buy this portfolio.
 
Use this page to find a high return, lower risk portfolio recipe using the Choose – Invest – RebalanceTM process
 

How to Choose

Risk vs. return for AOK:   The scatterplots below show the best portfolios as dots closest to the green smiley the at top left of each scatterplot. The yellow dot shows the total return and risk for this portfolio. The risk is measured by maximum loss over each period. Any dot closer to the top left corner has shown better performance using this metric.

For more metrics (Total Return, Risk and Volatility, Correlation) scroll down on this page. The Summary Page compares all portfolios.
Maximum Drawdown vs. Annual Return
AOKPeer group recipesAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
The location of AOK and the identities of all the portfolios on the 3, 5, 7, and 10 year graphs are available to subscribers only. Upgrade your subscription. Only $15 per month. Cancel anytime.
 
Description   iShares Conservative Allocation ETF gives investors access to a risk-driven portfolio portfolio that uses a variety of securities to achieve a targeted risk level. This portfolio is an exchange-traded fund and implements a particular asset allocation approach that is directed by the fund manager.

Category   Tactical: Managed

Ingredients used   This portfolio invests in a variety of securities to achieve a targeted risk level.

Peer Group   Tactical: Managed. See How to Invest, below. You can see how this portfolio has performed compared to its peers by clicking on any "Rank: Group" link in the Compare sections, below.

Methodology   This portfolio is an exchange-traded fund and its holdings are determined by the fund's manager, iShares. The investment seeks to track the investment results of an index composed of a portfolio of underlying equity and fixed income funds intended to represent a conservative target risk allocation strategy. The fund is a fund of funds. It generally invests at least 90% of its assets in securities of the underlying index. The underlying funds invest primarily in distinct asset classes, such as large-, or mid-capitalization U.S. equity, emerging market securities, the aggregate bond market or the U.S. treasury bond market; each such asset class has its own risk profile. You may consult www.iShares.com for details on how this manager chooses particular assets for inclusion in this fund.

Cost
 

How to Invest

You can invest in this portfolio by buying the ticker symbol "AOK" at FolioInvesting.com or your favorite brokerage. The full set of risk and return metrics for this recipe are available to VizMetrics subscribers. Upgrade your subscription for full access. Only $15 per month. Cancel anytime.
 

How to Rebalance

You do not need to adjust the composition of this portfolio. While the underlying assets in this portfolio may change, the portfolio manager handles the details of buying and selling these underlying asset ingredients.

Compare: Risk vs. Return

for period ending June 30, 2019
VizMetricsTM Score This is a 0 to 100 score that measures risk-adjusted return
 1 year3 year5 year7 year10 year
AOK98100100100100
Peer Group* average8089929497
60% Equity / 40% Bonds91100100100100
Global Equities (ACWI)701009210099
U.S. Equities (SPY)77100100100100
U.S. Bonds (BND)1008610095100
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All
Downside Deviation vs. Annual Return
AOKPeer group recipesAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
The location of AOK and the identities of all the portfolios on the 3, 5, 7, and 10 year graphs are available to subscribers only. Upgrade your subscription. Only $15 per month. Cancel anytime.
Standard Deviation vs. Annual Return
AOKPeer group recipesAll other recipesS&P 500 (SPY)U.S. Bonds (BND)Balanced (60% Equity / 40% Bonds)
The location of AOK and the identities of all the portfolios on the 3, 5, 7, and 10 year graphs are available to subscribers only. Upgrade your subscription. Only $15 per month. Cancel anytime.
M-squared
 1 year3 year5 year7 year10 year
AOK7.4%-1.3%-1.4%-1.6%1.9%
Peer Group* average-2.4%-4.2%-4.2%-4.1%-2.3%
60% Equity / 40% Bonds3.1%0.3%0.9%0.8%2.2%
Global Equities (ACWI)-3.9%-1.6%-4.0%-3.9%-5.3%
U.S. Equities (SPY)0.0%0.0%0.0%0.0%0.0%
U.S. Bonds (BND)24.2%-9.4%-1.8%-6.4%-0.2%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All
Alpha
 1 year3 year5 year7 year10 year
AOK2.6%0.4%0.1%0.3%1.3%
Peer Group* average-1.7%-1.1%-1.6%-0.9%-0.2%
60% Equity / 40% Bonds2.0%0.3%0.7%0.7%1.5%
Global Equities (ACWI)-3.5%-1.0%-3.6%-3.1%-5.1%
U.S. Equities (SPY)0.0%0.0%0.0%0.0%0.0%
U.S. Bonds (BND)5.9%1.1%2.3%2.1%3.8%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All
Sharpe
 1 year3 year5 year7 year10 year
AOK0.810.930.701.051.24
Peer Group* average0.320.700.480.820.93
60% Equity / 40% Bonds0.611.050.891.241.26
Global Equities (ACWI)0.290.920.510.860.73
U.S. Equities (SPY)0.481.030.831.171.10
U.S. Bonds (BND)1.650.280.660.631.08
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Total Return

for period ending June 30, 2019
5-year graph AOKGlobal equities (ACWI)U.S. equities (SPY)U.S. bonds (BND)60% Equity / 40% Bonds (s.6040)
Total Return (Compound Annual Growth Rate)
 Year-to-dateJun 20191 year3 year5 year7 year10 year
AOK9.2%2.9%7.1%5.3%3.8%4.9%5.7%
Peer Group* average9.9%3.6%4.5%6.5%4.0%6.3%7.9%
60% Equity / 40% Bonds13.7%4.7%9.1%9.4%7.4%9.3%10.5%
Global Equities (ACWI)16.3%6.5%6.0%11.8%6.4%9.9%10.1%
U.S. Equities (SPY)18.3%7.0%10.2%14.0%10.6%13.8%14.6%
U.S. Bonds (BND)6.1%1.2%8.0%2.2%2.9%2.5%3.8%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: AllRank: AllRank: All
Historical Return
 20142015201620172018
AOK4.0%-1.1%5.0%9.7%-3.1%
Peer Group* average5.5%-1.8%6.5%12.0%-5.2%
60% Equity / 40% Bonds9.9%0.7%8.8%13.9%-2.8%
Global Equities (ACWI)2.4%-2.2%8.4%24.3%-9.1%
U.S. Equities (SPY)13.5%1.3%12.0%21.7%-4.6%
U.S. Bonds (BND)5.8%0.6%2.5%3.5%0.1%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Risk & Volatility

for period ending June 30, 2019
Maximum Drawdown
 1 year3 year5 year7 year10 year
AOK-3.6%-4.1%-4.1%-4.1%-4.1%
Peer Group* average-7.9%-9.4%-11.4%-11.6%-13.1%
60% Equity / 40% Bonds-8.1%-8.1%-8.1%-8.1%-9.1%
Global Equities (ACWI)-12.7%-14.0%-14.0%-14.0%-21.9%
U.S. Equities (SPY)-13.5%-13.5%-13.5%-13.5%-16.2%
U.S. Bonds (BND)-1.4%-3.7%-3.7%-4.0%-4.0%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All
Standard Deviation
 1 year3 year5 year7 year10 year
AOK6.0%4.3%4.4%4.2%4.3%
Peer Group* average10.8%7.8%7.8%7.6%9.2%
60% Equity / 40% Bonds12.2%8.0%7.9%7.4%8.6%
Global Equities (ACWI)18.0%12.5%12.4%12.0%15.3%
U.S. Equities (SPY)20.2%13.6%13.2%12.5%14.5%
U.S. Bonds (BND)3.4%3.2%3.2%3.1%3.1%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All
Downside Deviation
 1 year3 year5 year7 year10 year
AOK3.5%2.6%2.7%2.4%2.3%
Peer Group* average7.3%5.1%5.1%4.7%5.4%
60% Equity / 40% Bonds8.1%5.1%4.8%4.3%4.7%
Global Equities (ACWI)12.9%8.4%8.2%7.5%9.6%
U.S. Equities (SPY)14.3%9.0%8.3%7.5%8.5%
U.S. Bonds (BND)1.1%2.0%1.8%1.9%1.7%
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All
Beta
 1 year3 year5 year7 year10 year
AOK0.280.280.300.300.28
Peer Group* average0.500.490.490.490.54
60% Equity / 40% Bonds0.620.610.600.610.61
Global Equities (ACWI)0.910.900.940.931.05
U.S. Equities (SPY)1.001.001.001.001.00
U.S. Bonds (BND)-0.02-0.02-0.02-0.02-0.04
Ranking: Peer Group*Rank: GroupRank: GroupRank: GroupRank: GroupRank: Group
Ranking: All RecipesRank: AllRank: AllRank: AllRank: AllRank: All

Compare: Correlation

for period ending June 30, 2019
 1 year3 year5 year7 year10 year
to Global Stocks (ACWI)0.940.870.890.880.88
to S&P500 (SPY)0.910.800.830.820.85
to U.S. Bonds (BND)0.310.490.420.450.32
to Commodities (DBC)0.620.310.320.310.45
to Gold (GLD)0.070.370.210.190.25