portfolio 25%
Asset Allocation
Position | Category/Sector | Target 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
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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.
YTD | 1M | 6M | 1Y | 5Y* | 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% |
Portfolio components: | ||||||
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% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 3.64% | 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% |
2023 | 5.71% | -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% |
2020 | 1.53% | -3.95% | -9.04% | 6.41% | 1.96% | 2.25% | 4.41% | 2.31% | -2.22% | -1.67% | 4.75% | 3.83% | 9.94% |
2019 | 2.46% | 0.60% | 1.05% | 0.12% | -0.73% | 4.13% | 0.65% | 2.24% | -0.10% | 1.74% | -0.67% | 1.57% | 13.76% |
2018 | 2.29% | -3.33% | 0.48% | 0.48% | -0.18% | -0.95% | 0.28% | -0.38% | -0.79% | -1.97% | 1.50% | -1.90% | -4.50% |
2017 | 1.39% | 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% |
2015 | 4.15% | 0.59% | -0.95% | 0.48% | 0.03% | -2.22% | -0.24% | -3.04% | -1.57% | 5.02% | -2.08% | -1.89% | -2.06% |
2014 | 0.02% | 3.75% | -0.75% | 1.20% | 1.12% | 2.53% | 0.16% | 0.82% | -3.70% | 1.02% | 0.87% | 0.47% | 7.58% |
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.
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 | 2.15 | 3.05 | 1.42 | 5.34 | 14.60 |
^AW01 FTSE All World | 0.86 | 0.99 | 1.15 | 0.62 | 2.57 |
TREG.L VanEck Global Real Estate UCITS ETF | 0.91 | 1.09 | 1.15 | 0.36 | 1.84 |
BNDX Vanguard Total International Bond ETF | 1.76 | 2.34 | 1.30 | 0.72 | 6.94 |
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Dividends
Dividend yield
portfolio 25% provided a 65.17% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 65.17% | 59.70% | 44.12% | 37.18% | 46.42% | 20.55% | 0.85% | 0.75% | 0.56% | 0.47% | 0.41% | 0.38% |
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 | 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, 2020 | 19 | Mar 19, 2020 | 99 | Aug 5, 2020 | 118 |
-21.15% | Jan 3, 2022 | 202 | Oct 11, 2022 | 382 | Mar 28, 2024 | 584 |
-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 |
-6.54% | Apr 3, 2025 | 3 | Apr 7, 2025 | 11 | Apr 22, 2025 | 14 |
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
^GSPC | BNDX | SGLN.L | TREG.L | ^AW01 | Portfolio | |
---|---|---|---|---|---|---|
^GSPC | 1.00 | -0.01 | 0.02 | 0.41 | 0.89 | 0.55 |
BNDX | -0.01 | 1.00 | 0.24 | 0.13 | -0.00 | 0.27 |
SGLN.L | 0.02 | 0.24 | 1.00 | 0.13 | 0.07 | 0.57 |
TREG.L | 0.41 | 0.13 | 0.13 | 1.00 | 0.50 | 0.77 |
^AW01 | 0.89 | -0.00 | 0.07 | 0.50 | 1.00 | 0.66 |
Portfolio | 0.55 | 0.27 | 0.57 | 0.77 | 0.66 | 1.00 |