Gold/Stock 40/60
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gold/Stock 40/60, 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 Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of Jul 25, 2024, the Gold/Stock 40/60 returned 14.58% Year-To-Date and 10.10% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Gold/Stock 40/60 | 13.59% | 0.79% | 13.18% | 20.47% | 12.69% | 10.05% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.73% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
Monthly Returns
The table below presents the monthly returns of Gold/Stock 40/60, 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 | 0.10% | 3.39% | 5.34% | -1.39% | 3.44% | 1.75% | 13.59% | ||||||
| 2023 | 6.46% | -3.59% | 4.77% | 0.99% | -0.27% | 3.22% | 3.11% | -1.67% | -4.79% | 1.34% | 6.51% | 3.67% | 20.77% |
| 2022 | -4.30% | 1.07% | 2.36% | -6.28% | -1.52% | -5.48% | 4.57% | -3.44% | -6.84% | 4.12% | 6.43% | -2.45% | -12.16% |
| 2021 | -1.49% | -0.55% | 1.91% | 4.44% | 3.34% | -1.51% | 2.05% | 1.68% | -3.95% | 4.57% | -1.16% | 3.60% | 13.26% |
| 2020 | 1.76% | -4.98% | -7.90% | 10.81% | 4.32% | 2.44% | 7.75% | 4.07% | -3.79% | -1.38% | 4.91% | 5.52% | 24.20% |
| 2019 | 6.29% | 1.95% | 0.27% | 2.10% | -3.27% | 7.46% | 0.85% | 1.87% | -0.37% | 2.29% | 1.02% | 3.13% | 25.78% |
| 2018 | 4.43% | -3.09% | -0.90% | -0.11% | 1.18% | -0.95% | 1.09% | 1.27% | -0.11% | -3.59% | 1.30% | -3.19% | -2.91% |
| 2017 | 3.28% | 3.49% | -0.14% | 1.33% | 0.55% | -0.30% | 2.05% | 1.77% | 0.06% | 1.01% | 1.98% | 1.54% | 17.86% |
| 2016 | -1.24% | 4.69% | 3.47% | 2.44% | -1.51% | 3.70% | 3.18% | -1.16% | 0.38% | -2.49% | -0.59% | 0.55% | 11.69% |
| 2015 | 1.82% | 0.78% | -1.55% | 0.30% | 1.00% | -1.61% | -1.61% | -2.39% | -2.44% | 5.70% | -2.20% | -1.48% | -3.91% |
| 2014 | -0.53% | 5.45% | -1.00% | 0.23% | 0.06% | 4.05% | -2.65% | 2.65% | -3.69% | 0.43% | 1.34% | 0.47% | 6.63% |
| 2013 | 3.06% | -1.16% | 2.81% | -2.05% | -0.80% | -4.62% | 6.43% | 0.36% | 0.15% | 2.42% | -0.49% | 0.34% | 6.18% |
Expense Ratio
Gold/Stock 40/60 has an expense ratio of 0.18%, 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 risk-adjusted rank of Gold/Stock 40/60 is 77, placing it in the top 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
Dividends
Dividend yield
Gold/Stock 40/60 granted a 0.82% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Gold/Stock 40/60 | 0.82% | 0.86% | 1.00% | 0.73% | 0.85% | 1.07% | 1.22% | 1.02% | 1.15% | 1.19% | 1.06% | 1.05% |
| Portfolio components: | ||||||||||||
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Gold/Stock 40/60. 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 Gold/Stock 40/60 was 36.73%, occurring on Nov 20, 2008. Recovery took 259 trading sessions.
The current Gold/Stock 40/60 drawdown is 3.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.73% | May 21, 2008 | 129 | Nov 20, 2008 | 259 | Dec 2, 2009 | 388 |
| -22.88% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -19.67% | Nov 18, 2021 | 228 | Oct 14, 2022 | 188 | Jul 18, 2023 | 416 |
| -13.7% | May 11, 2006 | 23 | Jun 13, 2006 | 149 | Jan 17, 2007 | 172 |
| -11.65% | Jan 29, 2018 | 229 | Dec 24, 2018 | 37 | Feb 19, 2019 | 266 |
Volatility
Volatility Chart
The current Gold/Stock 40/60 volatility is 3.40%, 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
| GLD | VTI | |
|---|---|---|
| GLD | 1.00 | 0.07 |
| VTI | 0.07 | 1.00 |