BND vs AGG comparison¶
BND vs AGG performance comment¶
Market Performance Metrics Overview¶
| Metric | Data1 (BND) | Data2 (AGG) |
|---|---|---|
| High | 73.64 | 99.36 |
| Low | 72.43 | 97.67 |
| Close | 72.47 | 97.74 |
| Start Price | 73.24 | 98.78 |
| Gain % | -1.05% | -1.05% |
| Annualized Gain % | -15.99% | -16.01% |
| Annualized Volatility % | 5.12% | 5.14% |
| Max Drawdown % | -1.34% | -1.37% |
| Sharpe Ratio | -3.45 | -3.43 |
Insights and Commentary¶
The comparison of market performance metrics between BND and AGG over the 60-day period reveals several important insights.
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Gain %: Both BND and AGG experienced a similar negative gain of approximately 1.05%, reflecting a slight decline in value over the period.
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Annualized Gain %: The annualized gain percentage for both BND and AGG stands at around 16%, indicating a significant decrease in potential returns when extrapolated over a year.
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Annualized Volatility %: Both BND and AGG exhibit relatively low volatility, with annualized volatility percentages of approximately 5.12% and 5.14% respectively. This suggests that the markets remained relatively stable during the 60-day period.
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Max Drawdown %: The max drawdown percentage for both BND and AGG is negative, indicating a small loss in value from peak to trough over the period.
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Sharpe Ratio: The negative Sharpe ratios for both BND and AGG suggest a higher risk-adjusted return than the risk-free rate. This indicates that both markets may have underperformed in relation to the level of risk taken.
Overall, the comparison of these performance metrics suggests that both BND and AGG experienced a period of slight decline with relatively low volatility. The negative Sharpe ratios indicate a potential underperformance relative to the risk taken, highlighting the importance of risk management in investment decisions.
BND YTD Return (Daily)¶
Comment on YTD Total Returns Results of BND¶
BND Performance Analysis¶
The Year-to-date (YTD) open for BND was at 73.26 and the YTD close was 72.47, resulting in a YTD Gain of -1.05%. The YTD Annualized Volatility was at 5.12%, while the YTD Max Drawdown reached -1.34%. The YTD Sharpe Ratio was at -3.45, indicating a relatively high level of risk for the current year. Looking at the historical performance, the Historical Annualized Volatility has been relatively stable at 5.26% and the Historical Annualized Gain (excluding current year) was at 3.07%. The Max Drawdown in the data (excluding current year) was -18.58%, indicating the maximum loss experienced during that period.
Volatility and Average Sharpe Ratio¶
The Last Year Annualized Volatility was at 7.34%, slightly higher than the current YTD volatility. However, the Last Year Sharpe Ratio was positive at 0.72, indicating a relatively better risk-adjusted return for the previous year. The Average Sharpe Ratio for All Years (Excluding Last) was at 0.58, suggesting that overall, the risk-adjusted return for the years, excluding the last one, has been moderate.
Moving Averages and Current Market Condition¶
Currently, the MA 200 stands at 70.89, the MA 50 is at 72.10, and the MA 5 is at 72.64. The Current last close was at 72.47, indicating that the current price is above the MA 200 but below the MA 50 and MA 5. This could signify a potential short-term downturn in the market. The Current average annualized volatility is at 5.36%, while the Average annualized volatility a month ago stood at 7.13%. This indicates a recent decrease in market volatility, which could be a positive sign for potential stability in the future.
BND Annual Dividends¶
| Year | Annual Dividend | Dividend Yield |
|---|---|---|
| 2023 | $2.27 | 3.08% |
| 2022 | $1.87 | 2.56% |
| 2021 | $1.8 | 2.11% |
| 2020 | $2.1 | 2.38% |
| 2019 | $2.28 | 2.72% |
BND Montly Dividends¶
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | $0.18 | $0.16 | $0.18 | $0.18 | $0.19 | $0.18 | $0.19 | $0.2 | $0.19 | $0.2 | $0.2 | $0.21 |
| 2022 | $0.14 | $0.13 | $0.2 | $0.14 | $0.15 | $0.15 | $0.15 | $0.16 | $0.16 | $0.16 | $0.16 | $0.17 |
| 2021 | $0.14 | $0.13 | $0.19 | $0.13 | $0.13 | $0.13 | $0.14 | $0.14 | $0.13 | $0.13 | $0.13 | $0.27 |
| 2020 | $0.18 | $0.17 | $0.19 | $0.17 | $0.17 | $0.16 | $0.16 | $0.15 | $0.15 | $0.15 | $0.14 | $0.29 |
| 2019 | $0.2 | $0.18 | $0.2 | $0.19 | $0.19 | $0.19 | $0.19 | $0.19 | $0.18 | $0.19 | $0.18 | $0.19 |
| 2018 | $0.18 | $0.17 | $0.2 | $0.18 | $0.18 | $0.18 | $0.19 | $0.19 | $0.18 | $0.19 | $0.19 | $0.2 |
| 2017 | $0.17 | $0.16 | $0.17 | $0.17 | $0.17 | $0.17 | $0.17 | $0.17 | $0.17 | $0.17 | $0.17 | $0.21 |
| 2016 | $0.17 | $0.17 | $0.17 | $0.16 | $0.17 | $0.16 | $0.17 | $0.17 | $0.16 | $0.16 | $0.16 | $0.21 |
| 2015 | $0.17 | $0.16 | $0.19 | $0.16 | $0.17 | $0.16 | $0.17 | $0.17 | $0.16 | $0.17 | $0.17 | $0.23 |
| 2014 | $0.17 | $0.17 | $0.19 | $0.18 | $0.18 | $0.17 | $0.17 | $0.18 | $0.16 | $0.17 | $0.17 | $0.38 |
| 2013 | $0.17 | $0.16 | $0.31 | $0.16 | $0.17 | $0.17 | $0.17 | $0.17 | $0.17 | $0.18 | $0.17 | $0.24 |
| 2012 | $0.2 | $0.19 | $0.24 | $0.19 | $0.19 | $0.19 | $0.19 | $0.18 | $0.17 | $0.18 | $0.17 | $0.59 |
| 2011 | $0.22 | $0.21 | $0.23 | $0.22 | $0.22 | $0.22 | $0.22 | $0.21 | $0.21 | $0.21 | $0.2 | $0.6 |
| 2010 | $0.25 | $0.23 | $0.25 | $0.24 | $0.24 | $0.23 | $0.23 | $0.23 | $0.22 | $0.23 | $0.22 | $0.58 |
| 2009 | $0.29 | $0.28 | $0.28 | $0.27 | $0.27 | $0.26 | $0.26 | $0.26 | $0.25 | $0.25 | $0.25 | $0.26 |
| 2008 | $0.3 | $0.29 | $0.3 | $0.3 | $0.28 | $0.3 | $0.3 | $0.29 | $0.27 | $0.3 | $0.3 | $0.29 |
| 2007 | 0.0 | 0.0 | 0.0 | $0.13 | $0.26 | $0.23 | $0.3 | $0.29 | $0.28 | $0.28 | $0.31 | $0.26 |
Published: 2024-01-25
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