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portfolio 25%
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BNDX 25%SGLN.L 25%^AW01 25%TREG.L 25%BondBondCommodityCommodityEquityEquityReal EstateReal Estate

S&P 500

Performance

Performance Chart


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The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Jun 1, 2025, the portfolio 25% returned 9.91% Year-To-Date and 4.87% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.51%5.49%-2.00%12.02%14.19%10.85%
portfolio 25%9.91%2.16%6.08%18.06%8.33%4.87%
SGLN.L
iShares Physical Gold ETC
26.08%2.41%23.08%40.60%13.49%10.44%
^AW01
FTSE All World
4.78%5.26%2.26%12.09%11.53%7.28%
TREG.L
VanEck Global Real Estate UCITS ETF
7.45%0.78%-1.74%13.45%7.16%-1.99%
BNDX
Vanguard Total International Bond ETF
1.66%0.22%0.88%6.48%0.05%2.09%
*Annualized

Monthly Returns

The table below presents the monthly returns of portfolio 25%, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.64%1.32%0.83%2.01%1.76%9.91%
2024-1.26%0.50%4.14%-1.64%2.06%0.83%3.87%2.86%2.77%-0.52%1.05%-3.49%11.44%
20235.71%-3.58%2.33%1.50%-1.59%1.25%2.65%-1.68%-4.14%-0.12%6.07%5.27%13.81%
2022-3.38%0.12%1.69%-4.31%-3.08%-4.93%3.71%-4.01%-6.89%1.51%5.97%-1.26%-14.60%
2021-0.92%-0.79%1.04%3.48%2.93%-1.08%2.52%0.47%-3.17%2.87%-0.52%2.72%9.71%
20201.53%-3.95%-9.04%6.41%1.96%2.25%4.41%2.31%-2.22%-1.67%4.75%3.83%9.94%
20192.46%0.60%1.05%0.12%-0.73%4.13%0.65%2.24%-0.10%1.74%-0.67%1.57%13.76%
20182.29%-3.33%0.48%0.48%-0.18%-0.95%0.28%-0.38%-0.79%-1.97%1.50%-1.90%-4.50%
20171.39%2.57%-0.20%1.41%-0.08%-0.58%1.11%0.52%0.28%0.43%1.21%0.82%9.22%
2016-1.88%1.91%3.57%1.72%-1.17%0.50%2.59%-1.50%-0.50%-3.57%-1.53%0.33%0.23%
20154.15%0.59%-0.95%0.48%0.03%-2.22%-0.24%-3.04%-1.57%5.02%-2.08%-1.89%-2.06%
20140.02%3.75%-0.75%1.20%1.12%2.53%0.16%0.82%-3.70%1.02%0.87%0.47%7.58%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

portfolio 25% has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 94, portfolio 25% is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of portfolio 25% is 9494
Overall Rank
The Sharpe Ratio Rank of portfolio 25% is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of portfolio 25% is 9494
Sortino Ratio Rank
The Omega Ratio Rank of portfolio 25% is 9595
Omega Ratio Rank
The Calmar Ratio Rank of portfolio 25% is 9494
Calmar Ratio Rank
The Martin Ratio Rank of portfolio 25% is 9494
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SGLN.L
iShares Physical Gold ETC
2.153.051.425.3414.60
^AW01
FTSE All World
0.860.991.150.622.57
TREG.L
VanEck Global Real Estate UCITS ETF
0.911.091.150.361.84
BNDX
Vanguard Total International Bond ETF
1.762.341.300.726.94

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

portfolio 25% Sharpe ratios as of Jun 1, 2025 (values are recalculated daily):

  • 1-Year: 2.05
  • 5-Year: 0.89
  • 10-Year: 0.53
  • All Time: 0.56

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of portfolio 25% compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

portfolio 25% provided a 65.17% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio65.17%59.70%44.12%37.18%46.42%20.55%0.85%0.75%0.56%0.47%0.41%0.38%
SGLN.L
iShares Physical Gold ETC
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
^AW01
FTSE All World
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TREG.L
VanEck Global Real Estate UCITS ETF
256.42%234.62%172.07%147.22%181.96%81.11%0.00%0.00%0.00%0.00%0.00%0.00%
BNDX
Vanguard Total International Bond ETF
4.26%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the portfolio 25%. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the portfolio 25% was 21.30%, occurring on Mar 19, 2020. Recovery took 99 trading sessions.

The current portfolio 25% drawdown is 0.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.3%Feb 24, 202019Mar 19, 202099Aug 5, 2020118
-21.15%Jan 3, 2022202Oct 11, 2022382Mar 28, 2024584
-12.71%Apr 29, 2015191Jan 21, 2016497Dec 18, 2017688
-9.17%Jan 25, 2018239Dec 25, 2018129Jun 24, 2019368
-6.54%Apr 3, 20253Apr 7, 202511Apr 22, 202514
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCBNDXSGLN.LTREG.L^AW01Portfolio
^GSPC1.00-0.010.020.410.890.55
BNDX-0.011.000.240.13-0.000.27
SGLN.L0.020.241.000.130.070.57
TREG.L0.410.130.131.000.500.77
^AW010.89-0.000.070.501.000.66
Portfolio0.550.270.570.770.661.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2013
Go to the full Correlations tool for more customization options