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Non Stock Portfolio

Last updated Mar 22, 2023

Expense Ratio

0.46%

Dividend Yield

2.57%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Non Stock Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $13,081 for a total return of roughly 30.81%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


20.00%40.00%60.00%80.00%100.00%NovemberDecember2023FebruaryMarch
30.81%
95.14%
Non Stock Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 22, 2023, the Non Stock Portfolio returned 0.12% Year-To-Date and 3.55% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-1.87%4.25%2.64%-10.31%8.11%9.08%
Non Stock Portfolio0.14%0.12%1.96%-6.45%4.57%3.55%
GLD
SPDR Gold Trust
5.32%6.33%15.65%0.60%7.37%6.47%
AGGY
WisdomTree Yield Enhanced U.S. Aggregate Bond Fund
0.97%2.58%1.71%-7.49%0.50%1.07%
GSG
iShares S&P GSCI Commodity-Indexed Trust
-5.37%-9.51%-10.69%-15.37%3.06%-0.36%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
-0.19%1.56%2.25%-5.38%2.06%2.81%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Non Stock Portfolio Sharpe ratio is -0.54. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.000.200.40NovemberDecember2023FebruaryMarch
-0.54
-0.44
Non Stock Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Non Stock Portfolio granted a 2.57% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.57%2.17%1.72%2.25%2.40%2.79%2.63%2.91%2.85%2.59%2.93%3.37%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-11.57%
-16.55%
Non Stock Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Non Stock Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Non Stock Portfolio is 19.54%, recorded on Mar 20, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.54%Jan 7, 202052Mar 20, 202095Aug 5, 2020147
-17.03%Mar 9, 2022139Sep 26, 2022
-14.87%Jul 13, 2015132Jan 19, 2016148Aug 18, 2016280
-7.5%Jan 25, 2018231Dec 24, 201858Mar 20, 2019289
-5.81%Aug 19, 201661Nov 14, 2016177Jul 31, 2017238
-4.61%Aug 7, 202059Oct 29, 202032Dec 15, 202091
-4.55%Nov 10, 202115Dec 1, 202133Jan 19, 202248
-3.37%Feb 25, 202124Mar 30, 202118Apr 26, 202142
-3.07%Jul 30, 202116Aug 20, 202117Sep 15, 202133
-2.71%Apr 11, 201935May 31, 201914Jun 20, 201949

Volatility Chart

Current Non Stock Portfolio volatility is 11.20%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
7.72%
22.09%
Non Stock Portfolio
Benchmark (^GSPC)
Portfolio components