Tech and Gold
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 51% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 49% |
Performance
The chart shows the growth of an initial investment of $10,000 in Tech and Gold, 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 Quarterly
The earliest data available for this chart is Jan 28, 2005, corresponding to the inception date of IAU
Returns
As of Nov 28, 2023, the Tech and Gold returned 28.81% Year-To-Date and 12.62% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Tech and Gold | 28.81% | 7.17% | 8.15% | 27.08% | 17.55% | 12.62% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 49.14% | 14.45% | 12.38% | 39.32% | 23.50% | 19.89% |
IAU iShares Gold Trust | 10.26% | 0.34% | 3.30% | 14.60% | 10.39% | 4.68% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.40% | 3.70% | 2.04% | 2.40% | -1.36% | -5.61% | 3.81% |
Dividend yield
Tech and Gold granted a 0.37% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tech and Gold | 0.37% | 0.51% | 0.32% | 0.45% | 0.57% | 0.78% | 0.67% | 0.85% | 0.88% | 0.86% | 0.83% | 0.85% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% | 1.74% |
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% |
Expense Ratio
The Tech and Gold features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.88 | ||||
IAU iShares Gold Trust | 1.10 |
Asset Correlations Table
| IAU | XLK | |
|---|---|---|
| IAU | 1.00 | 0.02 |
| XLK | 0.02 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Tech and Gold. 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 Tech and Gold was 33.92%, occurring on Nov 20, 2008. Recovery took 223 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.92% | May 20, 2008 | 130 | Nov 20, 2008 | 223 | Oct 12, 2009 | 353 |
| -21.76% | Dec 28, 2021 | 202 | Oct 14, 2022 | 154 | May 26, 2023 | 356 |
| -19.18% | Feb 20, 2020 | 22 | Mar 20, 2020 | 40 | May 18, 2020 | 62 |
| -17.49% | Sep 24, 2012 | 190 | Jun 27, 2013 | 393 | Jan 20, 2015 | 583 |
| -15.84% | May 11, 2006 | 23 | Jun 13, 2006 | 159 | Jan 31, 2007 | 182 |
Volatility Chart
The current Tech and Gold volatility is 2.08%, 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.