More conservative inspired by verdad v2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 12.50% |
IJJ iShares S&P MidCap 400 Value ETF | Small Cap Value Equities | 50% |
IXC iShares Global Energy ETF | Energy Equities | 12.50% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in More conservative inspired by verdad v2, 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 Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of Oct 30, 2024, the More conservative inspired by verdad v2 returned 11.11% Year-To-Date and 7.53% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| More conservative inspired by verdad v2 | 11.11% | 0.80% | 10.00% | 24.82% | 10.42% | 7.53% |
| Portfolio components: | ||||||
IJJ iShares S&P MidCap 400 Value ETF | 11.20% | 1.46% | 13.82% | 35.49% | 11.27% | 9.19% |
GLD SPDR Gold Trust | 33.96% | 4.52% | 20.87% | 38.35% | 12.49% | 8.58% |
IXC iShares Global Energy ETF | 5.37% | 0.00% | -4.45% | 5.66% | 11.13% | 3.72% |
TIP iShares TIPS Bond ETF | 2.83% | -1.99% | 4.67% | 7.98% | 2.00% | 2.09% |
Monthly Returns
The table below presents the monthly returns of More conservative inspired by verdad v2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.79% | 0.92% | 5.11% | -3.05% | 3.09% | -1.15% | 5.19% | 0.63% | 1.23% | 11.11% | |||
| 2023 | 7.31% | -3.06% | -1.25% | 0.13% | -3.55% | 5.29% | 3.31% | -2.07% | -3.51% | -2.77% | 5.76% | 5.93% | 11.06% |
| 2022 | -0.69% | 2.33% | 1.96% | -4.40% | 2.11% | -7.54% | 6.20% | -2.24% | -8.07% | 8.37% | 5.15% | -3.00% | -1.35% |
| 2021 | 0.58% | 5.59% | 3.85% | 3.19% | 2.92% | -1.82% | 0.05% | 1.06% | -1.47% | 3.67% | -1.91% | 3.91% | 21.05% |
| 2020 | -2.16% | -6.50% | -15.06% | 10.94% | 3.48% | 0.92% | 2.84% | 2.22% | -4.47% | 0.85% | 11.57% | 5.10% | 6.90% |
| 2019 | 7.87% | 2.28% | -0.55% | 2.33% | -5.28% | 5.93% | 0.36% | -2.01% | 2.23% | 0.86% | 1.22% | 2.77% | 18.82% |
| 2018 | 1.26% | -4.21% | 0.97% | 1.29% | 2.21% | 0.09% | 0.81% | 0.74% | -0.43% | -5.73% | 1.26% | -5.93% | -7.87% |
| 2017 | 1.26% | 1.18% | -0.38% | -0.01% | -0.97% | 0.42% | 1.31% | -0.62% | 2.68% | 0.46% | 2.14% | 1.34% | 9.10% |
| 2016 | -2.05% | 2.76% | 6.22% | 2.68% | -0.63% | 2.54% | 2.14% | -0.17% | 0.61% | -1.75% | 4.16% | 1.20% | 18.86% |
| 2015 | -0.16% | 2.25% | -0.84% | 1.13% | -0.41% | -1.82% | -2.58% | -2.76% | -3.02% | 4.77% | -0.25% | -4.09% | -7.82% |
| 2014 | -0.66% | 3.82% | 0.32% | 1.02% | 1.02% | 3.68% | -3.23% | 3.13% | -5.12% | 1.34% | -0.43% | 0.49% | 5.11% |
| 2013 | 4.26% | -0.05% | 3.07% | -0.73% | -0.62% | -3.18% | 5.04% | -1.83% | 2.41% | 2.69% | -0.49% | 0.97% | 11.76% |
Expense Ratio
More conservative inspired by verdad v2 features an expense ratio of 0.28%, 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
Risk-Adjusted Performance Rank
The current rank of More conservative inspired by verdad v2 is 31, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 2.22 | 3.12 | 1.39 | 2.07 | 12.64 |
GLD SPDR Gold Trust | 2.66 | 3.58 | 1.46 | 5.07 | 17.22 |
IXC iShares Global Energy ETF | 0.36 | 0.60 | 1.07 | 0.54 | 1.26 |
TIP iShares TIPS Bond ETF | 1.52 | 2.27 | 1.28 | 0.56 | 7.88 |
Dividends
Dividend yield
More conservative inspired by verdad v2 provided a 2.02% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| More conservative inspired by verdad v2 | 2.02% | 1.96% | 3.32% | 2.38% | 1.79% | 2.16% | 2.12% | 1.66% | 1.56% | 1.47% | 1.62% | 1.34% |
| Portfolio components: | ||||||||||||
IJJ iShares S&P MidCap 400 Value ETF | 1.72% | 1.68% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% | 1.65% | 1.48% |
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% |
IXC iShares Global Energy ETF | 3.80% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% | 2.48% |
TIP iShares TIPS Bond ETF | 2.73% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the More conservative inspired by verdad v2. 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 More conservative inspired by verdad v2 was 38.76%, occurring on Nov 20, 2008. Recovery took 349 trading sessions.
The current More conservative inspired by verdad v2 drawdown is 1.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.76% | May 21, 2008 | 129 | Nov 20, 2008 | 349 | Apr 14, 2010 | 478 |
| -31.27% | Jan 17, 2020 | 42 | Mar 18, 2020 | 169 | Nov 16, 2020 | 211 |
| -17.65% | Jul 2, 2014 | 391 | Jan 20, 2016 | 118 | Jul 8, 2016 | 509 |
| -15.77% | May 2, 2011 | 108 | Oct 3, 2011 | 78 | Jan 25, 2012 | 186 |
| -14.92% | Mar 30, 2022 | 125 | Sep 27, 2022 | 83 | Jan 26, 2023 | 208 |
Volatility
Volatility Chart
The current More conservative inspired by verdad v2 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.
Diversification
Asset Correlations Table
| TIP | GLD | IJJ | IXC | |
|---|---|---|---|---|
| TIP | 1.00 | 0.29 | -0.12 | -0.05 |
| GLD | 0.29 | 1.00 | 0.07 | 0.21 |
| IJJ | -0.12 | 0.07 | 1.00 | 0.67 |
| IXC | -0.05 | 0.21 | 0.67 | 1.00 |