Tony Deden
Gold and Staples
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 50% |
XLP Consumer Staples Select Sector SPDR Fund | Consumer Staples Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tony Deden, 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.
The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of May 9, 2025, the Tony Deden returned 14.74% Year-To-Date and 9.53% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Tony Deden | 14.74% | 8.66% | 12.51% | 25.13% | 12.00% | 9.53% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 25.81% | 10.69% | 22.02% | 42.63% | 13.73% | 10.40% |
XLP Consumer Staples Select Sector SPDR Fund | 4.07% | 6.59% | 3.23% | 9.12% | 9.85% | 8.06% |
Monthly Returns
The table below presents the monthly returns of Tony Deden, 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 | 3.63% | 3.45% | 4.22% | 2.81% | -0.12% | 14.74% | |||||||
| 2024 | -0.09% | 1.29% | 5.93% | 0.94% | 2.02% | -0.19% | 3.52% | 4.00% | 3.12% | 0.40% | 0.25% | -3.12% | 19.29% |
| 2023 | 2.35% | -3.90% | 6.14% | 2.27% | -3.80% | 0.27% | 2.21% | -2.61% | -4.77% | 2.98% | 3.30% | 1.98% | 5.91% |
| 2022 | -1.58% | 2.35% | 1.51% | 0.11% | -3.68% | -1.97% | 0.32% | -2.38% | -5.59% | 3.56% | 7.25% | 0.01% | -0.72% |
| 2021 | -4.10% | -3.76% | 3.84% | 2.72% | 4.77% | -3.99% | 2.37% | 0.49% | -3.65% | 2.47% | -1.02% | 6.84% | 6.34% |
| 2020 | 2.41% | -4.35% | -2.66% | 7.11% | 2.12% | 1.26% | 8.85% | 2.09% | -2.92% | -1.71% | 1.01% | 4.16% | 17.84% |
| 2019 | 4.01% | 0.60% | 1.16% | 1.10% | -1.00% | 6.62% | 1.17% | 5.01% | -0.86% | 1.05% | -0.93% | 3.02% | 22.72% |
| 2018 | 2.44% | -4.82% | -0.09% | -2.55% | -1.38% | 0.42% | 0.85% | -0.84% | 0.21% | 2.06% | 1.30% | -2.02% | -4.56% |
| 2017 | 3.56% | 3.97% | -0.43% | 1.41% | 1.25% | -2.21% | 1.50% | 1.56% | -2.08% | -1.20% | 2.96% | 2.19% | 12.97% |
| 2016 | 2.99% | 5.78% | 1.70% | 1.85% | -2.85% | 7.19% | 0.57% | -1.93% | -0.43% | -1.85% | -6.24% | 0.64% | 6.88% |
| 2015 | 3.86% | -1.11% | -2.04% | -0.46% | 0.71% | -1.67% | -0.45% | -1.44% | -0.71% | 4.01% | -3.76% | 1.37% | -1.96% |
| 2014 | -0.86% | 5.14% | -0.60% | 1.63% | -0.58% | 2.90% | -3.48% | 2.49% | -2.76% | 0.26% | 2.64% | 0.11% | 6.76% |
Expense Ratio
Tony Deden has an expense ratio of 0.26%, 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 96, Tony Deden is among the top 4% 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.45 | 3.20 | 1.41 | 5.12 | 13.67 |
XLP Consumer Staples Select Sector SPDR Fund | 0.70 | 1.14 | 1.14 | 1.19 | 3.18 |
Dividends
Dividend yield
Tony Deden provided a 1.25% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.25% | 1.38% | 1.31% | 1.23% | 1.14% | 1.25% | 1.28% | 1.52% | 1.31% | 1.27% | 1.26% | 1.20% |
| 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% |
XLP Consumer Staples Select Sector SPDR Fund | 2.51% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% |
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 Tony Deden. 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 Tony Deden was 22.53%, occurring on Oct 27, 2008. Recovery took 237 trading sessions.
The current Tony Deden drawdown is 1.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.53% | Mar 14, 2008 | 158 | Oct 27, 2008 | 237 | Oct 6, 2009 | 395 |
| -15.86% | Apr 21, 2022 | 127 | Oct 20, 2022 | 119 | Apr 13, 2023 | 246 |
| -15.57% | Feb 24, 2020 | 20 | Mar 20, 2020 | 56 | Jun 10, 2020 | 76 |
| -12.29% | May 11, 2006 | 24 | Jun 14, 2006 | 152 | Jan 23, 2007 | 176 |
| -12.03% | Oct 5, 2012 | 181 | Jun 27, 2013 | 246 | Jun 19, 2014 | 427 |
Volatility
Volatility Chart
The current Tony Deden volatility is 5.55%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, 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 | GLD | XLP | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.68 | 0.44 |
| GLD | 0.06 | 1.00 | 0.03 | 0.77 |
| XLP | 0.68 | 0.03 | 1.00 | 0.59 |
| Portfolio | 0.44 | 0.77 | 0.59 | 1.00 |