Всепогодный
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 25% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in Всепогодный, 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
Returns
As of May 27, 2023, the Всепогодный returned 4.86% Year-To-Date and 3.89% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 1.70% | 9.53% | 4.45% | 1.14% | 9.10% | 9.96% |
Всепогодный | -0.86% | 4.86% | 4.24% | -0.01% | 4.34% | 3.89% |
Portfolio components: | ||||||
GLD SPDR Gold Trust | -2.07% | 6.65% | 10.84% | 4.67% | 7.99% | 2.96% |
BND Vanguard Total Bond Market ETF | -1.59% | 1.64% | 1.09% | -3.69% | 0.66% | 1.25% |
BNDX Vanguard Total International Bond ETF | -0.23% | 2.56% | -0.08% | -3.19% | 0.19% | 1.76% |
VT Vanguard Total World Stock ETF | 0.47% | 8.59% | 5.28% | 1.48% | 6.77% | 8.15% |
Returns over 1 year are annualized |
Asset Correlations Table
VT | GLD | BNDX | BND | |
---|---|---|---|---|
VT | 1.00 | 0.04 | -0.05 | -0.07 |
GLD | 0.04 | 1.00 | 0.27 | 0.39 |
BNDX | -0.05 | 0.27 | 1.00 | 0.69 |
BND | -0.07 | 0.39 | 0.69 | 1.00 |
Dividend yield
Всепогодный granted a 1.98% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Всепогодный | 1.98% | 1.59% | 1.93% | 1.31% | 2.26% | 2.31% | 1.95% | 1.97% | 1.97% | 2.05% | 1.78% | 1.78% |
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% |
BND Vanguard Total Bond Market ETF | 3.55% | 2.62% | 2.04% | 2.34% | 2.93% | 3.12% | 2.90% | 2.94% | 3.09% | 3.43% | 3.52% | 4.21% |
BNDX Vanguard Total International Bond ETF | 2.03% | 1.52% | 3.81% | 1.17% | 3.64% | 3.33% | 2.54% | 2.21% | 1.93% | 1.86% | 1.06% | 0.00% |
VT Vanguard Total World Stock ETF | 2.34% | 2.21% | 1.87% | 1.73% | 2.47% | 2.77% | 2.36% | 2.73% | 2.88% | 2.92% | 2.53% | 2.90% |
Expense Ratio
The Всепогодный features an expense ratio of 0.14%, 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 | |
---|---|---|---|---|---|
GLD SPDR Gold Trust | 0.30 | ||||
BND Vanguard Total Bond Market ETF | -0.43 | ||||
BNDX Vanguard Total International Bond ETF | -0.45 | ||||
VT Vanguard Total World Stock ETF | 0.27 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Всепогодный. 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 Всепогодный is 17.20%, recorded on Oct 20, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-17.2% | Nov 15, 2021 | 235 | Oct 20, 2022 | — | — | — |
-12.66% | Feb 24, 2020 | 19 | Mar 19, 2020 | 50 | Jun 1, 2020 | 69 |
-7.04% | Jan 23, 2015 | 249 | Jan 19, 2016 | 58 | Apr 12, 2016 | 307 |
-5.92% | Sep 8, 2016 | 70 | Dec 15, 2016 | 106 | May 19, 2017 | 176 |
-5.67% | Jan 29, 2018 | 229 | Dec 24, 2018 | 38 | Feb 20, 2019 | 267 |
Volatility Chart
The current Всепогодный volatility is 1.58%, 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.