90/10 gold
Simple Lazy VOO and GLD 90/10 1.78 YIELD and 43,469 very impressive.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 90% |
Performance
The chart shows the growth of an initial investment of $10,000 in 90/10 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
Returns
As of Jun 1, 2023, the 90/10 gold returned 9.50% Year-To-Date and 11.31% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.29% | 8.86% | 2.44% | 1.15% | 8.88% | 9.88% |
| 90/10 gold | 0.41% | 9.50% | 4.12% | 3.32% | 10.80% | 11.31% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.55% | 9.71% | 3.43% | 2.88% | 10.79% | 11.98% |
GLD SPDR Gold Trust | -0.90% | 7.47% | 10.62% | 6.53% | 8.30% | 3.14% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | VOO | |
|---|---|---|
| GLD | 1.00 | 0.02 |
| VOO | 0.02 | 1.00 |
Dividend yield
90/10 gold granted a 1.74% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 90/10 gold | 1.74% | 1.53% | 1.14% | 1.44% | 1.79% | 2.00% | 1.76% | 2.03% | 2.16% | 1.94% | 1.97% | 2.37% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.94% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
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% |
Expense Ratio
The 90/10 gold has an expense ratio of 0.07% 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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.11 | ||||
GLD SPDR Gold Trust | 0.36 |
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 90/10 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 90/10 gold is 30.93%, recorded on Mar 23, 2020. It took 91 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Jul 31, 2020 | 114 |
| -22.89% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -16.98% | Sep 21, 2018 | 65 | Dec 24, 2018 | 68 | Apr 3, 2019 | 133 |
| -16.44% | May 2, 2011 | 108 | Oct 3, 2011 | 78 | Jan 25, 2012 | 186 |
| -11.3% | May 22, 2015 | 66 | Aug 25, 2015 | 159 | Apr 13, 2016 | 225 |
Volatility Chart
The current 90/10 gold volatility is 3.16%, 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.