Non Stock Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | Total Bond Market | 20% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
GSG iShares S&P GSCI Commodity-Indexed Trust | Commodities | 25% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Non Stock Portfolio, 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 Jul 9, 2015, corresponding to the inception date of AGGY
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Non Stock Portfolio | 6.33% | 5.26% | 5.51% | 12.45% | 10.01% | N/A |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 25.81% | 10.69% | 22.02% | 42.63% | 13.73% | 10.40% |
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 1.48% | 0.80% | 0.61% | 5.02% | -0.89% | N/A |
GSG iShares S&P GSCI Commodity-Indexed Trust | -2.85% | 4.75% | -1.86% | -3.95% | 18.75% | -0.03% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.74% | 4.16% | 1.42% | 8.11% | 5.08% | 3.93% |
Monthly Returns
The table below presents the monthly returns of Non Stock Portfolio, 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 | 3.06% | 0.82% | 2.72% | -0.84% | 0.47% | 6.33% | |||||||
| 2024 | 0.73% | 0.20% | 3.79% | 0.09% | 0.89% | 0.49% | 1.74% | 0.82% | 2.11% | 0.67% | -0.26% | -0.20% | 11.56% |
| 2023 | 3.26% | -3.53% | 2.89% | 0.13% | -2.47% | 1.04% | 3.63% | -0.23% | -1.06% | 0.27% | 2.05% | 1.38% | 7.33% |
| 2022 | 1.18% | 3.37% | 2.17% | -1.64% | 1.33% | -4.93% | 1.83% | -3.42% | -4.66% | 1.82% | 3.59% | -0.34% | -0.21% |
| 2021 | 0.11% | 0.73% | -0.68% | 3.33% | 2.60% | -0.17% | 1.26% | -0.49% | 0.32% | 1.77% | -3.23% | 3.22% | 8.91% |
| 2020 | -1.24% | -2.04% | -10.23% | 1.66% | 5.33% | 2.21% | 5.45% | 0.85% | -2.48% | -1.04% | 2.98% | 3.91% | 4.40% |
| 2019 | 4.62% | 1.13% | 0.84% | 0.85% | -1.97% | 4.37% | 0.02% | 1.60% | -0.53% | 0.90% | -0.51% | 3.14% | 15.23% |
| 2018 | 1.55% | -2.04% | 0.80% | 0.84% | 0.24% | -0.59% | -0.86% | 0.03% | 0.89% | -1.90% | -2.67% | -0.48% | -4.21% |
| 2017 | 1.32% | 1.47% | -1.12% | 0.20% | 0.20% | -0.85% | 2.07% | 0.97% | 0.03% | 0.85% | 0.29% | 1.71% | 7.30% |
| 2016 | -0.19% | 2.98% | 1.85% | 4.96% | -1.13% | 3.33% | -1.38% | 0.21% | 1.44% | -1.68% | -2.00% | 1.49% | 10.05% |
| 2015 | -3.88% | 0.40% | -2.66% | 1.71% | -4.84% | -2.81% | -11.65% |
Expense Ratio
Non Stock Portfolio has an expense ratio of 0.46%, placing it in the medium range. 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 91, Non Stock Portfolio is among the top 9% 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 |
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 0.88 | 1.30 | 1.16 | 0.41 | 2.59 |
GSG iShares S&P GSCI Commodity-Indexed Trust | -0.22 | -0.20 | 0.98 | -0.16 | -0.68 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.45 | 2.07 | 1.30 | 1.73 | 9.13 |
Dividends
Dividend yield
Non Stock Portfolio provided a 2.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.67% | 2.68% | 2.48% | 2.15% | 1.63% | 2.06% | 2.10% | 2.34% | 2.09% | 2.22% | 2.02% | 1.71% |
| 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% |
AGGY WisdomTree Yield Enhanced U.S. Aggregate Bond Fund | 4.51% | 4.38% | 3.78% | 2.77% | 2.10% | 2.96% | 3.02% | 3.36% | 2.78% | 3.19% | 1.27% | 0.00% |
GSG iShares S&P GSCI Commodity-Indexed 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% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.89% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
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 Non Stock Portfolio. 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 Non Stock Portfolio was 19.54%, occurring on Mar 20, 2020. Recovery took 95 trading sessions.
The current Non Stock Portfolio drawdown is 0.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.54% | Jan 7, 2020 | 52 | Mar 20, 2020 | 95 | Aug 5, 2020 | 147 |
| -17.03% | Mar 9, 2022 | 139 | Sep 26, 2022 | 380 | Apr 2, 2024 | 519 |
| -14.87% | Jul 13, 2015 | 132 | Jan 19, 2016 | 148 | Aug 18, 2016 | 280 |
| -7.5% | Jan 25, 2018 | 231 | Dec 24, 2018 | 58 | Mar 20, 2019 | 289 |
| -5.81% | Aug 19, 2016 | 61 | Nov 14, 2016 | 177 | Jul 31, 2017 | 238 |
Volatility
Volatility Chart
The current Non Stock Portfolio volatility is 4.09%, 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 4 assets, with an effective number of assets of 3.92, 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 | AGGY | GLD | GSG | HYG | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.02 | 0.30 | 0.73 | 0.39 |
| AGGY | 0.03 | 1.00 | 0.35 | -0.07 | 0.28 | 0.29 |
| GLD | 0.02 | 0.35 | 1.00 | 0.16 | 0.13 | 0.62 |
| GSG | 0.30 | -0.07 | 0.16 | 1.00 | 0.32 | 0.78 |
| HYG | 0.73 | 0.28 | 0.13 | 0.32 | 1.00 | 0.54 |
| Portfolio | 0.39 | 0.29 | 0.62 | 0.78 | 0.54 | 1.00 |