portfolio 25%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
^AW01 FTSE All World | 25% | |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 25% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 25% |
TREG.L VanEck Global Real Estate UCITS ETF | REIT | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in portfolio 25%, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Nov 14, 2024, the portfolio 25% returned 12.48% Year-To-Date and 8.69% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| portfolio 25% | 12.48% | -1.37% | 6.78% | 20.40% | 14.82% | 8.69% |
| Portfolio components: | ||||||
SGLN.L iShares Physical Gold ETC | 25.11% | -2.33% | 8.25% | 31.35% | 11.44% | 7.72% |
^AW01 FTSE All World | 17.04% | -0.52% | 7.40% | 25.14% | 8.97% | 7.06% |
TREG.L VanEck Global Real Estate UCITS ETF | 5.31% | -2.52% | 8.06% | 17.84% | 29.90% | 12.26% |
BNDX Vanguard Total International Bond ETF | 2.78% | -0.12% | 2.97% | 7.26% | -0.07% | 1.93% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.26% | 0.50% | 3.98% | -1.64% | 2.08% | 0.82% | 3.87% | 2.87% | 2.52% | -0.53% | 12.48% | ||
| 2023 | 5.71% | -3.57% | 2.13% | 1.50% | -1.59% | 1.25% | 2.65% | -1.68% | -4.36% | -0.13% | 6.07% | 5.02% | 13.05% |
| 2022 | -3.37% | 0.11% | 29.46% | -4.32% | -3.07% | -4.94% | 3.71% | -4.01% | -6.89% | 1.51% | 5.97% | -1.46% | 8.49% |
| 2021 | -0.92% | -0.79% | 1.05% | 3.47% | 2.93% | -1.08% | 2.52% | 0.47% | -3.17% | 2.87% | -0.52% | 23.84% | 32.27% |
| 2020 | 1.53% | -3.95% | -9.04% | 6.41% | 1.96% | 2.25% | 4.41% | 2.31% | -2.22% | -1.67% | 4.75% | 3.84% | 9.94% |
| 2019 | 2.46% | 0.60% | 1.05% | 0.12% | -0.73% | 4.13% | 0.65% | 2.24% | -0.09% | 1.74% | -0.67% | 1.58% | 13.75% |
| 2018 | 2.29% | -3.34% | 0.49% | 0.49% | -0.18% | -0.96% | 0.28% | -0.38% | -0.79% | -1.98% | 1.51% | -1.89% | -4.50% |
| 2017 | 1.38% | 2.56% | -0.18% | 1.41% | -0.09% | -0.58% | 1.11% | 0.52% | 0.28% | 0.43% | 1.22% | 0.82% | 9.22% |
| 2016 | -1.88% | 1.91% | 3.58% | 1.71% | -1.18% | 0.51% | 2.59% | -1.51% | -0.50% | -3.57% | -1.53% | 0.34% | 0.24% |
| 2015 | 4.15% | 0.59% | -0.96% | 0.48% | 0.03% | -2.22% | -0.25% | -3.04% | -1.57% | 5.01% | -2.08% | -1.90% | -2.06% |
| 2014 | 0.03% | 3.75% | -0.75% | 1.20% | 1.12% | 2.53% | 0.16% | 0.82% | -3.70% | 1.02% | 0.87% | 0.46% | 7.58% |
| 2013 | -5.34% | 2.92% | 1.01% | 1.66% | 1.23% | -1.13% | -0.71% | -0.58% |
Expense Ratio
portfolio 25% has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of portfolio 25% is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SGLN.L iShares Physical Gold ETC | 1.92 | 2.54 | 1.34 | 3.91 | 11.34 |
^AW01 FTSE All World | 2.29 | 3.06 | 1.44 | 2.67 | 13.28 |
TREG.L VanEck Global Real Estate UCITS ETF | 1.19 | 1.76 | 1.22 | 0.70 | 4.34 |
BNDX Vanguard Total International Bond ETF | 1.57 | 2.38 | 1.28 | 0.62 | 5.50 |
Dividends
Dividend yield
portfolio 25% provided a 59.56% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 59.56% | 65.79% | 37.18% | 12.18% | 1.40% | 0.85% | 0.75% | 0.56% | 0.47% | 0.41% | 0.38% | 0.22% |
| Portfolio components: | ||||||||||||
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 | 233.47% | 258.75% | 147.22% | 44.99% | 4.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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.
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 98 trading sessions.
The current portfolio 25% drawdown is 2.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.3% | Feb 24, 2020 | 19 | Mar 19, 2020 | 98 | Aug 4, 2020 | 117 |
| -19.87% | Apr 5, 2022 | 136 | Oct 11, 2022 | 377 | Mar 21, 2024 | 513 |
| -12.71% | Apr 29, 2015 | 191 | Jan 21, 2016 | 497 | Dec 18, 2017 | 688 |
| -9.17% | Jan 25, 2018 | 239 | Dec 25, 2018 | 129 | Jun 24, 2019 | 368 |
| -5.77% | Jun 5, 2013 | 16 | Jun 26, 2013 | 60 | Sep 18, 2013 | 76 |
Volatility
Volatility Chart
The current portfolio 25% volatility is 2.12%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BNDX | SGLN.L | ^AW01 | TREG.L | |
|---|---|---|---|---|
| BNDX | 1.00 | 0.25 | -0.01 | 0.12 |
| SGLN.L | 0.25 | 1.00 | 0.07 | 0.12 |
| ^AW01 | -0.01 | 0.07 | 1.00 | 0.52 |
| TREG.L | 0.12 | 0.12 | 0.52 | 1.00 |