Porfolio Core
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Porfolio Core, 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 Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of Apr 9, 2025, the Porfolio Core returned -3.18% Year-To-Date and 5.56% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -15.28% | -13.65% | -13.36% | -4.22% | 12.35% | 9.04% |
| Porfolio Core | -8.13% | -9.04% | -8.24% | -0.91% | 6.90% | 5.41% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | -12.35% | -13.54% | -12.07% | -3.73% | 12.29% | 8.22% |
IWM iShares Russell 2000 ETF | -20.70% | -14.92% | -19.23% | -13.98% | 8.55% | 4.75% |
TLT iShares 20+ Year Treasury Bond ETF | 2.21% | -1.60% | -5.02% | 0.72% | -9.43% | -1.27% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.64% | 0.89% | 0.54% | 5.96% | -2.66% | 0.76% |
GLD SPDR Gold Trust | 13.66% | 2.54% | 13.55% | 27.12% | 11.69% | 9.05% |
DBC Invesco DB Commodity Index Tracking Fund | -5.71% | -8.15% | -7.71% | -10.55% | 14.22% | 2.84% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.12% | 0.35% | 2.20% | 4.89% | 2.50% | 1.73% |
Monthly Returns
The table below presents the monthly returns of Porfolio Core, 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 | 3.10% | -0.59% | -2.05% | -8.49% | -8.13% | ||||||||
| 2024 | -0.84% | 2.97% | 3.49% | -3.57% | 3.73% | 0.84% | 4.13% | 1.30% | 1.86% | -1.18% | 4.35% | -3.96% | 13.42% |
| 2023 | 6.80% | -2.86% | 1.77% | 0.52% | -1.27% | 4.00% | 2.98% | -2.58% | -4.58% | -2.36% | 7.20% | 5.85% | 15.58% |
| 2022 | -5.02% | -0.34% | 0.87% | -7.07% | -0.24% | -5.92% | 5.59% | -3.37% | -7.63% | 4.68% | 5.39% | -3.48% | -16.44% |
| 2021 | -0.06% | 0.95% | 0.79% | 2.96% | 1.60% | 0.89% | 0.60% | 1.41% | -3.07% | 3.86% | -1.76% | 2.33% | 10.82% |
| 2020 | 0.53% | -3.93% | -7.98% | 7.13% | 3.11% | 2.05% | 4.54% | 2.46% | -2.33% | -1.38% | 7.97% | 4.10% | 16.18% |
| 2019 | 5.74% | 2.02% | 0.78% | 1.77% | -2.75% | 4.98% | 0.51% | 0.71% | 0.32% | 1.69% | 1.42% | 1.73% | 20.34% |
| 2018 | 2.25% | -3.22% | 0.25% | 0.10% | 1.95% | -0.12% | 0.96% | 1.53% | -0.75% | -5.63% | 0.96% | -4.18% | -6.08% |
| 2017 | 1.70% | 1.95% | 0.14% | 1.28% | 0.54% | 0.69% | 1.31% | 0.82% | 1.33% | 0.89% | 1.50% | 1.00% | 13.96% |
| 2016 | -2.13% | 1.72% | 3.57% | 1.38% | 0.04% | 2.31% | 2.91% | -0.19% | 0.27% | -2.82% | 0.13% | 1.13% | 8.42% |
| 2015 | 1.22% | 1.41% | -0.29% | -0.37% | 0.20% | -1.58% | 0.24% | -3.23% | -2.03% | 3.49% | -0.35% | -1.92% | -3.35% |
| 2014 | -0.57% | 3.77% | -0.43% | -0.52% | 1.24% | 2.31% | -2.38% | 2.64% | -3.68% | 1.56% | 0.78% | 0.50% | 5.08% |
Expense Ratio
Porfolio Core 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
The current rank of Porfolio Core is 74, 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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | -0.24 | -0.21 | 0.97 | -0.21 | -1.13 |
IWM iShares Russell 2000 ETF | -0.62 | -0.74 | 0.91 | -0.49 | -1.86 |
TLT iShares 20+ Year Treasury Bond ETF | 0.05 | 0.17 | 1.02 | 0.02 | 0.10 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.86 | 1.28 | 1.15 | 0.28 | 1.85 |
GLD SPDR Gold Trust | 1.78 | 2.35 | 1.31 | 3.44 | 9.20 |
DBC Invesco DB Commodity Index Tracking Fund | -0.70 | -0.88 | 0.90 | -0.39 | -1.95 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.89 | 252.80 | 146.95 | 447.73 | 4,109.93 |
Dividends
Dividend yield
Porfolio Core provided a 2.39% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.39% | 2.31% | 2.16% | 1.40% | 0.82% | 0.90% | 1.56% | 1.64% | 1.28% | 1.32% | 1.40% | 1.37% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.68% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
IWM iShares Russell 2000 ETF | 1.41% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
TLT iShares 20+ Year Treasury Bond ETF | 4.26% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.65% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
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% |
DBC Invesco DB Commodity Index Tracking Fund | 5.54% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 Porfolio Core. 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 Porfolio Core was 23.37%, occurring on Sep 27, 2022. Recovery took 409 trading sessions.
The current Porfolio Core drawdown is 7.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.37% | Nov 9, 2021 | 222 | Sep 27, 2022 | 409 | May 14, 2024 | 631 |
| -21.73% | Feb 21, 2020 | 19 | Mar 18, 2020 | 86 | Jul 21, 2020 | 105 |
| -12.58% | Aug 30, 2018 | 80 | Dec 24, 2018 | 89 | May 3, 2019 | 169 |
| -12.48% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -11.15% | Apr 16, 2015 | 194 | Jan 21, 2016 | 113 | Jul 1, 2016 | 307 |
Volatility
Volatility Chart
The current Porfolio Core volatility is 5.95%, 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
| BIL | GLD | DBC | URTH | IWM | TLT | IEF | |
|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.03 | -0.01 | 0.01 | -0.02 | 0.01 | 0.02 |
| GLD | 0.03 | 1.00 | 0.27 | 0.06 | 0.04 | 0.27 | 0.34 |
| DBC | -0.01 | 0.27 | 1.00 | 0.32 | 0.32 | -0.17 | -0.14 |
| URTH | 0.01 | 0.06 | 0.32 | 1.00 | 0.73 | -0.16 | -0.14 |
| IWM | -0.02 | 0.04 | 0.32 | 0.73 | 1.00 | -0.20 | -0.19 |
| TLT | 0.01 | 0.27 | -0.17 | -0.16 | -0.20 | 1.00 | 0.92 |
| IEF | 0.02 | 0.34 | -0.14 | -0.14 | -0.19 | 0.92 | 1.00 |