Золото и акции
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Золото и акции, 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 every 3 months.
The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of Apr 18, 2025, the Золото и акции returned 7.32% Year-To-Date and 11.30% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Золото и акции | 5.34% | 1.29% | 4.76% | 20.78% | 14.19% | 10.62% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 26.43% | 9.34% | 23.12% | 39.41% | 14.10% | 10.33% |
VTI Vanguard Total Stock Market ETF | -10.40% | -6.01% | -9.47% | 5.87% | 14.30% | 10.94% |
Monthly Returns
The table below presents the monthly returns of Золото и акции, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.64% | -0.27% | 0.96% | -0.01% | 5.34% | ||||||||
| 2024 | 0.05% | 3.29% | 5.45% | -1.29% | 3.39% | 1.71% | 3.35% | 2.11% | 3.34% | 1.45% | 2.31% | -2.35% | 25.01% |
| 2023 | 6.40% | -3.73% | 5.00% | 0.98% | -0.37% | 2.73% | 3.08% | -1.66% | -4.78% | 1.60% | 6.33% | 3.56% | 20.04% |
| 2022 | -4.31% | 1.04% | 2.41% | -6.13% | -1.59% | -5.32% | 3.94% | -3.39% | -6.52% | 3.72% | 6.56% | -2.10% | -12.05% |
| 2021 | -1.68% | -1.16% | 1.57% | 4.41% | 3.48% | -1.72% | 2.06% | 1.64% | -3.96% | 4.55% | -1.15% | 3.60% | 11.82% |
| 2020 | 2.02% | -4.55% | -7.22% | 10.05% | 3.96% | 2.52% | 8.29% | 3.26% | -3.85% | -1.24% | 3.18% | 5.75% | 22.79% |
| 2019 | 5.81% | 1.60% | 0.03% | 1.85% | -2.83% | 7.50% | 0.76% | 2.52% | -0.73% | 2.32% | 0.48% | 3.19% | 24.48% |
| 2018 | 4.28% | -2.97% | -0.73% | -0.22% | 0.85% | -1.31% | 0.78% | 0.97% | -0.17% | -3.34% | 1.26% | -2.86% | -3.67% |
| 2017 | 3.61% | 3.44% | -0.19% | 1.39% | 0.44% | -0.60% | 2.09% | 2.14% | -0.47% | 0.75% | 1.75% | 1.61% | 17.08% |
| 2016 | -0.12% | 5.80% | 2.68% | 3.05% | -2.58% | 4.87% | 2.88% | -1.68% | 0.46% | -2.60% | -2.38% | 0.03% | 10.41% |
| 2015 | 3.35% | -0.78% | -1.69% | 0.20% | 0.91% | -1.59% | -2.67% | -1.16% | -2.33% | 4.92% | -3.21% | -1.29% | -5.51% |
| 2014 | 0.57% | 5.68% | -1.63% | 0.31% | -0.88% | 4.71% | -2.93% | 2.00% | -4.39% | -0.45% | 0.89% | 0.68% | 4.19% |
Expense Ratio
Золото и акции has an expense ratio of 0.22%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 94, Золото и акции is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.34 | 3.10 | 1.41 | 4.73 | 12.68 |
VTI Vanguard Total Stock Market ETF | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
Dividends
Dividend yield
Золото и акции provided a 0.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.72% | 0.63% | 0.72% | 0.83% | 0.61% | 0.71% | 0.89% | 1.02% | 0.85% | 0.96% | 0.99% | 0.88% |
| Portfolio components: | ||||||||||||
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% |
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
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 Золото и акции. 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 Золото и акции was 31.36%, occurring on Nov 20, 2008. Recovery took 240 trading sessions.
The current Золото и акции drawdown is 0.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.36% | Mar 6, 2008 | 182 | Nov 20, 2008 | 240 | Nov 4, 2009 | 422 |
| -21.55% | Feb 24, 2020 | 20 | Mar 20, 2020 | 56 | Jun 10, 2020 | 76 |
| -20.29% | Oct 5, 2012 | 181 | Jun 27, 2013 | 957 | Apr 17, 2017 | 1138 |
| -19.69% | Nov 18, 2021 | 228 | Oct 14, 2022 | 189 | Jul 19, 2023 | 417 |
| -15.33% | May 11, 2006 | 23 | Jun 13, 2006 | 160 | Feb 1, 2007 | 183 |
Volatility
Volatility Chart
The current Золото и акции volatility is 9.20%, 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
| GLD | VTI | |
|---|---|---|
| GLD | 1.00 | 0.07 |
| VTI | 0.07 | 1.00 |