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Savings

Last updated May 4, 2024

Asset Allocation

VGSH 40%SGOV 40%GLD 5%BTC-USD 1.5%ETH-USD 1.5%LVHI 5%SCHD 5%UEVM 2%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

1.50%

ETH-USD
Ethereum

1.50%

GLD
SPDR Gold Trust		Precious Metals, Gold

5%

LVHI
Legg Mason International Low Volatility High Dividend ETF		Volatility Hedged Equity, Dividend

5%

SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend

5%

SGOV
iShares 0-3 Month Treasury Bond ETF		Government Bonds

40%

UEVM
VictoryShares USAA MSCI Emerging Markets Value Momentum ETF		Foreign Large Cap Equities

2%

VGSH
Vanguard Short-Term Treasury ETF		Government Bonds

40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Savings, 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

20.00%30.00%40.00%50.00%60.00%70.00%December2024FebruaryMarchAprilMay
26.64%
69.25%
Savings
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		7.50%-1.61%17.65%26.26%11.73%10.64%
Savings3.57%0.05%6.48%8.18%N/AN/A
Portfolio components:
BTC-USD
Bitcoin		48.80%-8.20%79.26%112.94%61.10%64.67%
GLD
SPDR Gold Trust		11.40%0.68%15.24%13.60%12.05%5.40%
LVHI
Legg Mason International Low Volatility High Dividend ETF		7.41%0.41%11.86%15.56%8.62%N/A
SCHD
Schwab US Dividend Equity ETF		3.21%-0.97%13.00%13.87%11.41%11.17%
VGSH
Vanguard Short-Term Treasury ETF		0.35%0.07%2.09%2.46%1.10%1.00%
SGOV
iShares 0-3 Month Treasury Bond ETF		1.86%0.43%2.70%5.43%N/AN/A
UEVM
VictoryShares USAA MSCI Emerging Markets Value Momentum ETF		7.00%3.46%15.78%16.81%4.96%N/A
ETH-USD
Ethereum		36.03%-6.80%67.06%55.56%80.17%N/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20240.28%1.69%1.64%-0.57%
20230.92%1.79%1.67%

Expense Ratio

Savings has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

UEVM
VictoryShares USAA MSCI Emerging Markets Value Momentum ETF
Expense ratio chart for UEVM: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
LVHI
Legg Mason International Low Volatility High Dividend ETF
Expense ratio chart for LVHI: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VGSH
Vanguard Short-Term Treasury ETF
Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
SGOV
iShares 0-3 Month Treasury Bond ETF
Expense ratio chart for SGOV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.

Savings
Sharpe ratio
The chart of Sharpe ratio for Savings, currently valued at 4.45, compared to the broader market0.002.004.004.45
Sortino ratio
The chart of Sortino ratio for Savings, currently valued at 7.36, compared to the broader market-2.000.002.004.006.007.36
Omega ratio
The chart of Omega ratio for Savings, currently valued at 1.88, compared to the broader market0.801.001.201.401.601.801.88
Calmar ratio
The chart of Calmar ratio for Savings, currently valued at 2.80, compared to the broader market0.002.004.006.008.0010.002.80
Martin ratio
The chart of Martin ratio for Savings, currently valued at 45.03, compared to the broader market0.0010.0020.0030.0040.0045.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.001.65
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.41, compared to the broader market0.0010.0020.0030.0040.008.41
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		5.044.511.522.6340.90
GLD
SPDR Gold Trust		2.313.391.420.7513.85
LVHI
Legg Mason International Low Volatility High Dividend ETF		2.834.061.531.3114.81
SCHD
Schwab US Dividend Equity ETF		1.181.741.200.244.18
VGSH
Vanguard Short-Term Treasury ETF		2.393.921.490.2115.45
SGOV
iShares 0-3 Month Treasury Bond ETF		17.748,900.977,396.901,729.29174,647.86
UEVM
VictoryShares USAA MSCI Emerging Markets Value Momentum ETF		1.702.481.300.4310.00
ETH-USD
Ethereum		2.703.041.341.2214.98

Sharpe Ratio

The current Savings Sharpe ratio is 4.45. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.46, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Savings with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00December2024FebruaryMarchAprilMay
4.45
2.17
Savings
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Savings granted a 4.21% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Savings4.21%3.95%1.67%0.71%1.12%1.45%1.45%0.68%0.53%0.43%0.31%0.26%
Portfolio components:
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
LVHI
Legg Mason International Low Volatility High Dividend ETF		7.30%8.12%7.74%4.13%3.97%6.67%10.67%1.97%1.16%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF		3.43%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VGSH
Vanguard Short-Term Treasury ETF		3.79%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
SGOV
iShares 0-3 Month Treasury Bond ETF		5.18%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UEVM
VictoryShares USAA MSCI Emerging Markets Value Momentum ETF		4.05%4.71%3.46%4.49%2.19%2.79%2.34%0.53%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.28%
-2.41%
Savings
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Savings. 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 Savings was 6.44%, occurring on Oct 15, 2022. Recovery took 270 trading sessions.

The current Savings drawdown is 0.28%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.44%Nov 9, 2021341Oct 15, 2022270Jul 12, 2023611
-2.7%May 12, 202169Jul 19, 202146Sep 3, 2021115
-2.09%Sep 2, 202022Sep 23, 202043Nov 5, 202065
-1.95%Sep 7, 202122Sep 28, 202122Oct 20, 202144
-1.89%Feb 22, 20217Feb 28, 202111Mar 11, 202118

Volatility

Volatility Chart

The current Savings volatility is 0.84%, 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.

1.00%2.00%3.00%4.00%5.00%December2024FebruaryMarchAprilMay
0.84%
4.10%
Savings
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SGOVVGSHGLDBTC-USDETH-USDLVHISCHDUEVM
SGOV1.000.010.02-0.03-0.030.030.010.03
VGSH0.011.000.34-0.000.02-0.020.010.06
GLD0.020.341.000.090.110.120.150.30
BTC-USD-0.03-0.000.091.000.810.200.210.25
ETH-USD-0.030.020.110.811.000.180.200.27
LVHI0.03-0.020.120.200.181.000.630.53
SCHD0.010.010.150.210.200.631.000.50
UEVM0.030.060.300.250.270.530.501.00