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Tech and Gold

Last updated Mar 22, 2023

Expense Ratio

0.19%

Dividend Yield

0.54%

Asset Allocation


IAU 51%XLK 49%CommodityCommodityEquityEquity

Performance

The chart shows the growth of $10,000 invested in Tech and Gold in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $70,993 for a total return of roughly 609.93%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


200.00%300.00%400.00%500.00%600.00%NovemberDecember2023FebruaryMarch
609.93%
241.73%
Tech and Gold
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 22, 2023, the Tech and Gold returned 11.36% Year-To-Date and 10.53% 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%9.92%
Tech and Gold4.53%11.36%14.16%-2.02%13.36%10.53%
XLK
Technology Select Sector SPDR Fund
3.71%16.53%12.35%-5.58%17.72%18.71%
IAU
iShares Gold Trust
5.35%6.39%15.80%0.82%7.63%1.70%

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 Tech and Gold Sharpe ratio is -0.11. 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.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.11
-0.44
Tech and Gold
Benchmark (^GSPC)
Portfolio components

Dividends

Tech and Gold granted a 0.54% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.54%0.51%0.32%0.46%0.58%0.82%0.71%0.92%0.96%0.96%0.95%0.99%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-5.05%
-16.55%
Tech and Gold
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Tech and Gold. 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 Tech and Gold is 33.92%, recorded on Nov 20, 2008. It took 223 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.92%May 20, 2008130Nov 20, 2008223Oct 12, 2009353
-21.76%Dec 28, 2021202Oct 14, 2022
-19.18%Feb 20, 202022Mar 20, 202040May 18, 202062
-17.49%Sep 24, 2012190Jun 27, 2013393Jan 20, 2015583
-15.84%May 11, 200623Jun 13, 2006159Jan 31, 2007182
-10.61%Jan 23, 2015149Aug 25, 2015131Mar 3, 2016280
-9.88%Jun 15, 2018133Dec 24, 201836Feb 15, 2019169
-9.08%Dec 3, 200943Feb 4, 201044Apr 9, 201087
-9%Nov 9, 201126Dec 15, 201130Jan 31, 201256
-8.85%Sep 2, 202015Sep 23, 202069Dec 31, 202084

Volatility Chart

Current Tech and Gold volatility is 24.15%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
12.14%
22.09%
Tech and Gold
Benchmark (^GSPC)
Portfolio components