More conservative inspired by verdad v2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 25% |
GLD SPDR Gold Trust | Precious Metals, Gold | 12.5% |
IJJ iShares S&P MidCap 400 Value ETF | Small Cap Value Equities | 50% |
IXC iShares Global Energy ETF | Energy Equities | 12.5% |
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
The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns
As of Dec 6, 2023, the More conservative inspired by verdad v2 returned 5.76% Year-To-Date and 6.53% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| More conservative inspired by verdad v2 | 5.76% | 4.04% | 2.26% | 5.14% | 9.10% | 6.53% |
| Portfolio components: | ||||||
IJJ iShares S&P MidCap 400 Value ETF | 6.76% | 6.11% | 3.56% | 4.15% | 9.07% | 8.38% |
GLD SPDR Gold Trust | 10.32% | 1.28% | 2.64% | 13.85% | 9.85% | 4.68% |
IXC iShares Global Energy ETF | 1.91% | -3.23% | 7.13% | 2.48% | 8.88% | 3.07% |
TIP iShares TIPS Bond ETF | 1.98% | 1.55% | -0.26% | -0.14% | 2.59% | 2.03% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -3.55% | 5.29% | 3.31% | -2.07% | -3.51% | -2.77% | 5.77% |
Dividend yield
More conservative inspired by verdad v2 granted a 2.27% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| More conservative inspired by verdad v2 | 2.27% | 3.32% | 2.38% | 1.79% | 2.16% | 2.12% | 1.66% | 1.56% | 1.47% | 1.62% | 1.34% | 1.82% |
| Portfolio components: | ||||||||||||
IJJ iShares S&P MidCap 400 Value ETF | 1.82% | 1.97% | 1.62% | 1.78% | 1.70% | 2.01% | 1.52% | 1.67% | 1.83% | 1.65% | 1.48% | 1.90% |
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 | 4.64% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% | 2.48% | 2.55% |
TIP iShares TIPS Bond ETF | 3.11% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% | 2.22% |
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.
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 | |
|---|---|---|---|---|---|
IJJ iShares S&P MidCap 400 Value ETF | 0.09 | ||||
GLD SPDR Gold Trust | 0.88 | ||||
IXC iShares Global Energy ETF | -0.00 | ||||
TIP iShares TIPS Bond ETF | -0.17 |
Asset Correlations Table
| TIP | GLD | IJJ | IXC | |
|---|---|---|---|---|
| TIP | 1.00 | 0.29 | -0.13 | -0.06 |
| GLD | 0.29 | 1.00 | 0.06 | 0.20 |
| IJJ | -0.13 | 0.06 | 1.00 | 0.68 |
| IXC | -0.06 | 0.20 | 0.68 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 Chart
The current More conservative inspired by verdad v2 volatility is 3.65%, 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.