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More conservative inspired by verdad v2

Last updated May 27, 2023

Asset Allocation


TIP 25%GLD 12.5%IJJ 50%IXC 12.5%BondBondCommodityCommodityEquityEquity

Performance

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


220.00%240.00%260.00%280.00%300.00%320.00%December2023FebruaryMarchAprilMay
287.54%
255.33%
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the More conservative inspired by verdad v2 returned 0.19% Year-To-Date and 6.31% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
More conservative inspired by verdad v2-2.60%0.19%-0.87%-3.11%6.55%6.39%
IJJ
iShares S&P MidCap 400 Value ETF
-2.14%-0.76%-3.44%-3.32%6.03%8.79%
GLD
SPDR Gold Trust
-2.10%6.65%11.73%4.67%7.98%3.06%
IXC
iShares Global Energy ETF
-6.69%-5.90%-6.89%-6.23%4.23%2.98%
TIP
iShares TIPS Bond ETF
-1.72%1.86%1.56%-5.47%2.42%1.53%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TIPGLDIJJIXC
TIP1.000.29-0.14-0.06
GLD0.291.000.060.20
IJJ-0.140.061.000.69
IXC-0.060.200.691.00

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 More conservative inspired by verdad v2 Sharpe ratio is -0.06. 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.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.06
0.27
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components

Dividend yield

More conservative inspired by verdad v2 granted a 3.74% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
More conservative inspired by verdad v23.74%3.33%2.50%1.92%2.40%2.41%1.94%1.85%1.78%2.00%1.68%2.31%
IJJ
iShares S&P MidCap 400 Value ETF
2.45%1.98%1.66%1.86%1.81%2.18%1.69%1.88%2.10%1.92%1.75%2.29%
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
5.06%4.76%4.17%5.30%7.99%4.29%3.85%3.74%5.07%4.20%3.54%3.73%
TIP
iShares TIPS Bond ETF
7.52%7.00%4.59%1.31%1.99%3.12%2.46%1.78%0.41%2.05%1.44%2.80%

Expense Ratio

The More conservative inspired by verdad v2 has a high expense ratio of 0.28%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.46%
0.00%2.15%
0.40%
0.00%2.15%
0.19%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IJJ
iShares S&P MidCap 400 Value ETF
0.02
GLD
SPDR Gold Trust
0.30
IXC
iShares Global Energy ETF
-0.13
TIP
iShares TIPS Bond ETF
-0.54

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%December2023FebruaryMarchAprilMay
-7.86%
-12.32%
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the More conservative inspired by verdad v2. 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 More conservative inspired by verdad v2 is 38.76%, recorded on Nov 20, 2008. It took 349 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.76%May 21, 2008129Nov 20, 2008349Apr 14, 2010478
-31.27%Jan 17, 202042Mar 18, 2020169Nov 16, 2020211
-17.65%Jul 2, 2014391Jan 20, 2016118Jul 8, 2016509
-15.77%May 2, 2011108Oct 3, 201178Jan 25, 2012186
-14.92%Mar 30, 2022125Sep 27, 202283Jan 26, 2023208

Volatility Chart

The current More conservative inspired by verdad v2 volatility is 3.08%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
3.08%
3.82%
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components