Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Our Portfolio, 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 Every 3 months.
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The earliest data available for this chart is Jun 29, 2021, corresponding to the inception date of IAUM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.18% | 5.05% | 1.78% | 4.86% | 28.88% | 18.97% | 10.81% | 12.85% |
Portfolio Our Portfolio | 0.74% | 4.30% | 6.40% | 9.10% | 27.29% | 14.76% | — | — |
| Portfolio components: | ||||||||
BNDX Vanguard Total International Bond ETF | 0.37% | 0.69% | 0.46% | 0.04% | 2.66% | 4.24% | 0.25% | 1.77% |
VOO Vanguard S&P 500 ETF | 1.21% | 5.13% | 2.11% | 5.49% | 30.38% | 20.59% | 12.39% | 14.75% |
VXUS Vanguard Total International Stock ETF | 1.12% | 8.02% | 9.88% | 15.20% | 40.79% | 17.50% | 8.47% | 9.38% |
RSP Invesco S&P 500 Equal Weight ETF | 0.42% | 3.61% | 4.67% | 6.81% | 23.72% | 13.20% | 8.15% | 11.56% |
FBND Fidelity Total Bond ETF | 0.31% | 0.99% | 1.02% | 1.18% | 7.42% | 4.68% | 1.02% | 2.76% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.52% | 0.29% | 29.66% | 35.51% | 40.86% | 9.85% | 13.29% | 9.35% |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 0.92% | 9.75% | 18.52% | 19.28% | 63.12% | 24.72% | 16.64% | 19.18% |
IAUM iShares Gold Trust Micro | 2.20% | -3.40% | 12.33% | 16.92% | 50.67% | 34.11% | — | — |
SH ProShares Short S&P500 | -1.17% | -4.65% | -0.81% | -2.72% | -18.86% | -11.61% | -8.05% | -12.35% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 30, 2021, Our Portfolio's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +7.1%, while the worst month was Sep 2022 at -7.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Our Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.0%, while the worst single day was Apr 4, 2025 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.39% | 2.68% | -4.25% | 4.67% | 6.40% | ||||||||
| 2025 | 2.53% | 0.20% | -1.95% | -0.15% | 3.84% | 3.56% | 0.79% | 2.18% | 2.47% | 1.10% | 0.69% | 0.61% | 16.90% |
| 2024 | -0.38% | 2.86% | 3.32% | -2.84% | 3.12% | 0.58% | 2.39% | 1.88% | 2.17% | -1.80% | 3.16% | -3.06% | 11.67% |
| 2023 | 6.14% | -3.08% | 2.01% | 0.88% | -1.88% | 4.66% | 2.88% | -2.28% | -3.69% | -2.59% | 7.12% | 4.68% | 14.98% |
| 2022 | -3.21% | -1.28% | 1.66% | -5.66% | 0.75% | -6.87% | 6.00% | -3.72% | -7.81% | 5.45% | 6.85% | -3.58% | -12.10% |
| 2021 | 0.01% | 1.19% | 1.52% | -2.96% | 4.10% | -2.02% | 3.68% | 5.43% |
Benchmark Metrics
Our Portfolio has an annualized alpha of 1.30%, beta of 0.66, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 30, 2021.
- This portfolio participated in 75.16% of S&P 500 Index downside but only 69.90% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.66 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.30%
- Beta
- 0.66
- R²
- 0.90
- Upside Capture
- 69.90%
- Downside Capture
- 75.16%
Expense Ratio
Our Portfolio has an expense ratio of 0.18%, 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.
Return for Risk
Risk / Return Rank
Our Portfolio ranks 84 for risk / return — in the top 84% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.01 | 2.20 | +0.81 |
Sortino ratioReturn per unit of downside risk | 4.26 | 3.07 | +1.19 |
Omega ratioGain probability vs. loss probability | 1.57 | 1.41 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 4.88 | 3.55 | +1.34 |
Martin ratioReturn relative to average drawdown | 21.46 | 16.01 | +5.45 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 18 | 0.83 | 1.19 | 1.15 | 1.01 | 3.70 |
VOO Vanguard S&P 500 ETF | 67 | 2.32 | 3.22 | 1.43 | 3.82 | 17.34 |
VXUS Vanguard Total International Stock ETF | 79 | 2.90 | 3.85 | 1.54 | 4.10 | 16.43 |
RSP Invesco S&P 500 Equal Weight ETF | 50 | 1.88 | 2.74 | 1.34 | 3.46 | 12.97 |
FBND Fidelity Total Bond ETF | 45 | 1.85 | 2.74 | 1.33 | 2.99 | 10.40 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 66 | 2.34 | 3.09 | 1.41 | 5.93 | 13.02 |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 90 | 3.52 | 4.45 | 1.60 | 5.84 | 23.19 |
IAUM iShares Gold Trust Micro | 41 | 1.88 | 2.30 | 1.35 | 2.75 | 9.32 |
SH ProShares Short S&P500 | 1 | -1.44 | -2.03 | 0.77 | -0.90 | -1.11 |
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Dividends
Dividend yield
Our Portfolio provided a 2.33% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.33% | 2.49% | 2.55% | 2.57% | 2.63% | 4.35% | 1.76% | 2.24% | 2.32% | 2.05% | 2.20% | 2.02% |
| Portfolio components: | ||||||||||||
BNDX Vanguard Total International Bond ETF | 4.44% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
VOO Vanguard S&P 500 ETF | 1.12% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VXUS Vanguard Total International Stock ETF | 2.76% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
RSP Invesco S&P 500 Equal Weight ETF | 1.56% | 1.64% | 1.52% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% |
FBND Fidelity Total Bond ETF | 4.68% | 4.70% | 4.73% | 4.26% | 3.07% | 1.86% | 4.25% | 2.90% | 2.93% | 2.56% | 2.84% | 3.26% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.96% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% | 0.00% |
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index | 0.83% | 1.01% | 1.06% | 1.23% | 1.26% | 0.63% | 0.68% | 1.26% | 1.28% | 1.07% | 1.07% | 1.23% |
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SH ProShares Short S&P500 | 4.18% | 4.49% | 6.20% | 5.37% | 1.08% | 0.00% | 0.16% | 1.76% | 1.01% | 0.06% | 0.00% | 0.00% |
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 Our Portfolio. 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 Our Portfolio was 19.51%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.51% | Jan 5, 2022 | 196 | Oct 14, 2022 | 296 | Dec 19, 2023 | 492 |
| -11.75% | Feb 21, 2025 | 33 | Apr 8, 2025 | 26 | May 15, 2025 | 59 |
| -6.2% | Mar 2, 2026 | 21 | Mar 30, 2026 | 10 | Apr 14, 2026 | 31 |
| -5.09% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -4.33% | Nov 9, 2021 | 16 | Dec 1, 2021 | 17 | Dec 27, 2021 | 33 |
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 9 assets, with an effective number of assets of 5.56, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | PDBC | IAUM | BNDX | FBND | VXUS | GRID | RSP | SH | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.17 | 0.10 | 0.15 | 0.23 | 0.77 | 0.84 | 0.88 | -1.00 | 1.00 | 0.93 |
| PDBC | 0.17 | 1.00 | 0.32 | -0.12 | -0.06 | 0.26 | 0.19 | 0.21 | -0.18 | 0.17 | 0.29 |
| IAUM | 0.10 | 0.32 | 1.00 | 0.28 | 0.32 | 0.32 | 0.19 | 0.12 | -0.10 | 0.10 | 0.26 |
| BNDX | 0.15 | -0.12 | 0.28 | 1.00 | 0.81 | 0.19 | 0.18 | 0.17 | -0.15 | 0.15 | 0.24 |
| FBND | 0.23 | -0.06 | 0.32 | 0.81 | 1.00 | 0.29 | 0.26 | 0.26 | -0.23 | 0.23 | 0.34 |
| VXUS | 0.77 | 0.26 | 0.32 | 0.19 | 0.29 | 1.00 | 0.83 | 0.77 | -0.76 | 0.77 | 0.90 |
| GRID | 0.84 | 0.19 | 0.19 | 0.18 | 0.26 | 0.83 | 1.00 | 0.81 | -0.84 | 0.84 | 0.90 |
| RSP | 0.88 | 0.21 | 0.12 | 0.17 | 0.26 | 0.77 | 0.81 | 1.00 | -0.88 | 0.88 | 0.94 |
| SH | -1.00 | -0.18 | -0.10 | -0.15 | -0.23 | -0.76 | -0.84 | -0.88 | 1.00 | -1.00 | -0.93 |
| VOO | 1.00 | 0.17 | 0.10 | 0.15 | 0.23 | 0.77 | 0.84 | 0.88 | -1.00 | 1.00 | 0.93 |
| Portfolio | 0.93 | 0.29 | 0.26 | 0.24 | 0.34 | 0.90 | 0.90 | 0.94 | -0.93 | 0.93 | 1.00 |