50/50 VOO CHCORP
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 50/50 VOO CHCORP, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 13, 2024, the 50/50 VOO CHCORP returned 26.42% Year-To-Date and 11.06% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| 50/50 VOO CHCORP | 26.42% | 0.42% | 12.51% | 35.47% | 14.32% | 11.06% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.88% | 3.01% | 14.84% | 37.59% | 15.93% | 13.41% |
GLD SPDR Gold Trust | 25.57% | -2.21% | 10.07% | 32.98% | 11.66% | 7.71% |
Monthly Returns
The table below presents the monthly returns of 50/50 VOO CHCORP, 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 | 0.09% | 2.87% | 5.89% | -0.49% | 3.25% | 1.67% | 3.27% | 2.24% | 3.69% | 1.66% | 26.42% | ||
| 2023 | 6.02% | -3.93% | 5.80% | 1.23% | -0.42% | 2.23% | 2.79% | -1.45% | -4.75% | 2.58% | 5.71% | 2.91% | 19.56% |
| 2022 | -3.45% | 1.68% | 2.41% | -5.40% | -1.58% | -4.83% | 3.30% | -3.57% | -6.18% | 3.13% | 6.94% | -1.52% | -9.59% |
| 2021 | -2.12% | -1.69% | 1.93% | 4.42% | 4.16% | -2.59% | 2.49% | 1.43% | -3.92% | 4.22% | -0.71% | 3.95% | 11.65% |
| 2020 | 2.23% | -4.29% | -5.85% | 10.05% | 3.70% | 2.25% | 8.33% | 3.26% | -3.97% | -1.54% | 2.74% | 5.25% | 22.94% |
| 2019 | 5.41% | 1.37% | 0.23% | 1.69% | -2.40% | 7.51% | 0.73% | 3.09% | -0.79% | 2.37% | 0.24% | 3.30% | 24.81% |
| 2018 | 4.40% | -2.91% | -0.90% | -0.30% | 0.63% | -1.36% | 0.66% | 0.62% | 0.01% | -2.34% | 1.07% | -1.62% | -2.21% |
| 2017 | 3.60% | 3.52% | -0.15% | 1.38% | 0.64% | -0.76% | 2.19% | 2.24% | -0.72% | 0.80% | 1.73% | 1.70% | 17.29% |
| 2016 | 0.28% | 5.68% | 2.57% | 2.74% | -2.30% | 4.60% | 2.84% | -1.55% | 0.34% | -2.37% | -2.25% | 0.21% | 10.89% |
| 2015 | 2.90% | -0.47% | -1.86% | 0.42% | 0.90% | -1.73% | -2.20% | -1.46% | -2.11% | 5.41% | -3.01% | -1.11% | -4.54% |
| 2014 | -0.05% | 5.45% | -1.19% | 0.61% | -0.35% | 4.14% | -2.51% | 2.19% | -3.73% | -0.32% | 1.18% | 0.46% | 5.65% |
| 2013 | 2.34% | -1.78% | 2.34% | -2.72% | -1.71% | -5.56% | 6.38% | 1.17% | -0.97% | 2.06% | -1.16% | -0.36% | -0.47% |
Expense Ratio
50/50 VOO CHCORP has an expense ratio of 0.22%, 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 50/50 VOO CHCORP is 87, placing it in the top 13% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
GLD SPDR Gold Trust | 2.29 | 3.03 | 1.40 | 4.89 | 14.85 |
Dividends
Dividend yield
50/50 VOO CHCORP provided a 0.62% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.62% | 0.73% | 0.85% | 0.62% | 0.77% | 0.94% | 1.03% | 0.89% | 1.01% | 1.05% | 0.93% | 0.92% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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% |
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 50/50 VOO CHCORP. 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 50/50 VOO CHCORP was 19.94%, occurring on Mar 20, 2020. Recovery took 53 trading sessions.
The current 50/50 VOO CHCORP drawdown is 2.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.94% | Feb 24, 2020 | 20 | Mar 20, 2020 | 53 | Jun 5, 2020 | 73 |
| -18.22% | Mar 31, 2022 | 137 | Oct 14, 2022 | 184 | Jul 12, 2023 | 321 |
| -12.01% | Oct 5, 2012 | 181 | Jun 27, 2013 | 165 | Feb 24, 2014 | 346 |
| -11.73% | Jan 23, 2015 | 248 | Jan 15, 2016 | 64 | Apr 19, 2016 | 312 |
| -10.48% | Jan 29, 2018 | 229 | Dec 24, 2018 | 38 | Feb 20, 2019 | 267 |
Volatility
Volatility Chart
The current 50/50 VOO CHCORP 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.
Diversification
Asset Correlations Table
| GLD | VOO | |
|---|---|---|
| GLD | 1.00 | 0.04 |
| VOO | 0.04 | 1.00 |