Portfolio 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 1, 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 Apr 5, 2018, corresponding to the inception date of CMDY
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Portfolio 1 | -1.14% | -3.18% | -1.97% | 9.93% | 11.97% | N/A |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -10.37% | -5.98% | -9.48% | 5.88% | 14.24% | 10.92% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 4.15% | -4.33% | -1.39% | 9.27% | 9.89% | 4.66% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | -13.45% | -7.44% | -13.74% | -0.44% | 12.24% | 6.95% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -1.57% | -3.82% | -8.52% | 15.05% | 6.63% | 4.70% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 2.03% | -0.08% | 0.46% | 6.48% | -0.92% | 1.30% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 3.04% | 0.96% | 3.10% | 7.09% | 3.90% | 2.72% |
VMFXX Vanguard Federal Money Market Fund | 0.69% | 0.00% | 1.87% | 4.60% | 2.52% | 1.72% |
IAU iShares Gold Trust | 26.50% | 9.36% | 23.19% | 39.61% | 14.26% | 10.50% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 5.29% | -2.60% | 6.25% | 5.74% | 12.37% | N/A |
BTC-USD Bitcoin | -9.13% | 2.63% | 25.96% | 38.54% | 63.54% | 81.03% |
Monthly Returns
The table below presents the monthly returns of Portfolio 1, 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 | 3.02% | -0.16% | -1.47% | -2.44% | -1.14% | ||||||||
| 2024 | -0.62% | 3.92% | 3.38% | -3.12% | 3.66% | 0.64% | 2.69% | 1.73% | 2.39% | -1.64% | 3.68% | -2.79% | 14.42% |
| 2023 | 7.27% | -2.99% | 2.79% | 0.97% | -1.71% | 4.34% | 2.79% | -2.65% | -3.51% | -1.35% | 7.19% | 4.93% | 18.66% |
| 2022 | -4.01% | -1.09% | 1.30% | -6.03% | -0.24% | -7.09% | 5.56% | -3.66% | -7.88% | 4.15% | 6.63% | -3.10% | -15.54% |
| 2021 | 0.16% | 2.88% | 2.86% | 3.45% | 0.82% | 0.46% | 1.08% | 1.96% | -3.21% | 4.62% | -2.49% | 2.58% | 15.94% |
| 2020 | -0.02% | -5.38% | -11.78% | 9.00% | 4.17% | 2.42% | 4.80% | 3.86% | -2.46% | -0.77% | 10.09% | 6.07% | 19.40% |
| 2019 | 6.27% | 2.16% | 1.11% | 2.94% | -1.85% | 6.52% | -0.13% | -0.77% | 1.00% | 2.29% | 0.92% | 2.52% | 25.15% |
| 2018 | 0.90% | 0.13% | -0.82% | 2.30% | 0.39% | -0.31% | -5.45% | 0.37% | -4.94% | -7.47% |
Expense Ratio
Portfolio 1 has an expense ratio of 0.08%, 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
The current rank of Portfolio 1 is 54, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -0.01 | 0.14 | 1.02 | 0.27 | -0.05 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 0.46 | 0.75 | 1.10 | 0.11 | 1.56 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | -0.29 | -0.27 | 0.96 | -0.05 | -0.88 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | -0.11 | -0.03 | 1.00 | 0.55 | -0.36 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.36 | 0.55 | 1.07 | 0.02 | 0.74 |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 3.37 | 5.39 | 1.75 | 1.22 | 19.33 |
VMFXX Vanguard Federal Money Market Fund | 3.27 | — | — | — | — |
IAU iShares Gold Trust | 3.58 | 4.69 | 1.63 | 2.90 | 18.86 |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 1.14 | 1.64 | 1.22 | 0.16 | 5.55 |
BTC-USD Bitcoin | 1.16 | 1.81 | 1.18 | 0.86 | 5.33 |
Dividends
Dividend yield
Portfolio 1 provided a 2.50% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.50% | 2.50% | 2.50% | 2.45% | 2.29% | 1.62% | 2.21% | 2.40% | 1.97% | 2.06% | 1.96% | 2.10% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.44% | 1.26% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 3.15% | 3.33% | 3.21% | 3.05% | 3.05% | 2.10% | 3.04% | 3.17% | 2.74% | 2.93% | 2.84% | 3.40% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.63% | 1.30% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 4.18% | 3.85% | 3.96% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% | 3.60% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.74% | 3.69% | 3.11% | 2.51% | 1.90% | 2.23% | 2.74% | 2.78% | 2.51% | 2.49% | 2.48% | 2.55% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 2.74% | 2.68% | 2.84% | 6.82% | 4.68% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
VMFXX Vanguard Federal Money Market Fund | 4.49% | 5.11% | 4.97% | 1.54% | 0.01% | 0.45% | 2.12% | 1.61% | 0.50% | 0.00% | 0.00% | 0.00% |
IAU iShares 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% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 4.01% | 4.23% | 5.09% | 3.98% | 16.09% | 0.14% | 2.21% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 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 Portfolio 1. 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 Portfolio 1 was 26.45%, occurring on Mar 23, 2020. Recovery took 135 trading sessions.
The current Portfolio 1 drawdown is 5.73%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.45% | Feb 15, 2020 | 38 | Mar 23, 2020 | 135 | Aug 5, 2020 | 173 |
| -23.48% | Nov 9, 2021 | 341 | Oct 15, 2022 | 495 | Feb 22, 2024 | 836 |
| -13.43% | Aug 30, 2018 | 118 | Dec 25, 2018 | 101 | Apr 5, 2019 | 219 |
| -11.47% | Feb 19, 2025 | 49 | Apr 8, 2025 | — | — | — |
| -5.74% | Sep 3, 2020 | 21 | Sep 23, 2020 | 19 | Oct 12, 2020 | 40 |
Volatility
Volatility Chart
The current Portfolio 1 volatility is 8.33%, 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
| VMFXX | BTC-USD | VBTLX | IAU | CMDY | VTAPX | VGSLX | VTSAX | VSMAX | VTIAX | |
|---|---|---|---|---|---|---|---|---|---|---|
| VMFXX | 1.00 | -0.03 | 0.17 | -0.01 | -0.05 | 0.03 | 0.00 | -0.01 | -0.01 | -0.04 |
| BTC-USD | -0.03 | 1.00 | 0.00 | 0.11 | 0.09 | 0.05 | 0.15 | 0.22 | 0.23 | 0.21 |
| VBTLX | 0.17 | 0.00 | 1.00 | 0.34 | -0.05 | 0.51 | 0.17 | -0.02 | -0.04 | -0.01 |
| IAU | -0.01 | 0.11 | 0.34 | 1.00 | 0.35 | 0.38 | 0.14 | 0.09 | 0.09 | 0.24 |
| CMDY | -0.05 | 0.09 | -0.05 | 0.35 | 1.00 | 0.25 | 0.15 | 0.27 | 0.27 | 0.36 |
| VTAPX | 0.03 | 0.05 | 0.51 | 0.38 | 0.25 | 1.00 | 0.22 | 0.14 | 0.14 | 0.18 |
| VGSLX | 0.00 | 0.15 | 0.17 | 0.14 | 0.15 | 0.22 | 1.00 | 0.60 | 0.62 | 0.50 |
| VTSAX | -0.01 | 0.22 | -0.02 | 0.09 | 0.27 | 0.14 | 0.60 | 1.00 | 0.86 | 0.76 |
| VSMAX | -0.01 | 0.23 | -0.04 | 0.09 | 0.27 | 0.14 | 0.62 | 0.86 | 1.00 | 0.71 |
| VTIAX | -0.04 | 0.21 | -0.01 | 0.24 | 0.36 | 0.18 | 0.50 | 0.76 | 0.71 | 1.00 |