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Gold/Stock 40/60
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 40%VTI 60%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold

40%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

60%

S&P 500

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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
19.42%
19.37%
Gold/Stock 40/60
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD

Returns By Period

As of Apr 24, 2024, the Gold/Stock 40/60 returned 8.68% Year-To-Date and 9.93% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Gold/Stock 40/608.68%1.07%19.41%21.29%13.13%9.93%
GLD
SPDR Gold Trust
12.49%7.33%17.54%16.36%12.30%5.55%
VTI
Vanguard Total Stock Market ETF
6.01%-3.06%20.57%24.07%12.72%11.99%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.10%3.39%5.34%
2023-4.79%1.34%6.51%3.67%

Expense Ratio

The Gold/Stock 40/60 features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Gold/Stock 40/60
Sharpe ratio
The chart of Sharpe ratio for Gold/Stock 40/60, currently valued at 2.33, compared to the broader market-1.000.001.002.003.004.005.002.33
Sortino ratio
The chart of Sortino ratio for Gold/Stock 40/60, currently valued at 3.41, compared to the broader market0.002.004.006.003.41
Omega ratio
The chart of Omega ratio for Gold/Stock 40/60, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for Gold/Stock 40/60, currently valued at 2.76, compared to the broader market0.002.004.006.008.002.76
Martin ratio
The chart of Martin ratio for Gold/Stock 40/60, currently valued at 9.06, compared to the broader market0.0010.0020.0030.0040.0050.009.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust
1.362.071.251.293.69
VTI
Vanguard Total Stock Market ETF
1.982.851.341.547.69

Sharpe Ratio

The current Gold/Stock 40/60 Sharpe ratio is 2.33. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.33

The Sharpe ratio of Gold/Stock 40/60 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.33
1.92
Gold/Stock 40/60
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Gold/Stock 40/60 granted a 0.85% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gold/Stock 40/600.85%0.86%1.00%0.73%0.85%1.07%1.22%1.02%1.15%1.19%1.06%1.05%
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
1.41%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.29%
-3.50%
Gold/Stock 40/60
Benchmark (^GSPC)
Portfolio components

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 2.29%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.73%May 21, 2008129Nov 20, 2008259Dec 2, 2009388
-22.88%Feb 20, 202022Mar 20, 202054Jun 8, 202076
-19.67%Nov 18, 2021228Oct 14, 2022188Jul 18, 2023416
-13.7%May 11, 200623Jun 13, 2006149Jan 17, 2007172
-11.65%Jan 29, 2018229Dec 24, 201837Feb 19, 2019266

Volatility

Volatility Chart

The current Gold/Stock 40/60 volatility is 3.19%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.19%
3.58%
Gold/Stock 40/60
Benchmark (^GSPC)
Portfolio components

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.

GLDVTI
GLD1.000.06
VTI0.061.00