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More conservative inspired by verdad v2

Last updated Dec 6, 2023

Asset Allocation


TIP 25%GLD 12.5%IJJ 50%IXC 12.5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds25%
GLD
SPDR Gold Trust
Precious Metals, Gold12.5%
IJJ
iShares S&P MidCap 400 Value ETF
Small Cap Value Equities50%
IXC
iShares Global Energy ETF
Energy Equities12.5%

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
2.26%
7.02%
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components

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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
More conservative inspired by verdad v25.76%4.04%2.26%5.14%9.10%6.53%
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.55%5.29%3.31%-2.07%-3.51%-2.77%5.77%

Sharpe Ratio

The current More conservative inspired by verdad v2 Sharpe ratio is 0.20. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.20

The Sharpe ratio of More conservative inspired by verdad v2 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.20
0.88
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components

Dividend yield

More conservative inspired by verdad v2 granted a 2.27% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
More conservative inspired by verdad v22.27%3.32%2.38%1.79%2.16%2.12%1.66%1.56%1.47%1.62%1.34%1.82%
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.


0.46%
0.00%2.15%
0.40%
0.00%2.15%
0.25%
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
0.09
GLD
SPDR Gold Trust
0.88
IXC
iShares Global Energy ETF
-0.00
TIP
iShares TIPS Bond ETF
-0.17

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TIPGLDIJJIXC
TIP1.000.29-0.13-0.06
GLD0.291.000.060.20
IJJ-0.130.061.000.68
IXC-0.060.200.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.74%
-4.78%
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components

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, 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 3.65%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.65%
2.85%
More conservative inspired by verdad v2
Benchmark (^GSPC)
Portfolio components
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