Золото и акции
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
Performance
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 Quarterly
The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns
As of Dec 9, 2023, the Золото и акции returned 15.38% Year-To-Date and 8.36% 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 |
| Золото и акции | 15.38% | 4.53% | 5.00% | 14.92% | 11.99% | 8.47% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 9.43% | 2.69% | 1.98% | 11.52% | 9.48% | 4.31% |
VTI Vanguard Total Stock Market ETF | 21.08% | 5.90% | 7.78% | 17.27% | 13.03% | 11.32% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.45% | 2.33% | 2.98% | -1.61% | -4.78% | 2.34% | 5.83% |
Dividend yield
Золото и акции granted a 0.73% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Золото и акции | 0.73% | 0.83% | 0.61% | 0.71% | 0.89% | 1.02% | 0.85% | 0.96% | 0.99% | 0.88% | 0.87% | 1.07% |
| 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 | 1.46% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
Expense Ratio
The Золото и акции has a high expense ratio of 0.22%, 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 0.86 | ||||
VTI Vanguard Total Stock Market ETF | 1.30 |
Asset Correlations Table
| GLD | VTI | |
|---|---|---|
| GLD | 1.00 | 0.06 |
| VTI | 0.06 | 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 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 34.34%, occurring on Nov 20, 2008. Recovery took 248 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.34% | Feb 29, 2008 | 186 | Nov 20, 2008 | 248 | Nov 16, 2009 | 434 |
| -20.58% | Feb 24, 2020 | 20 | Mar 20, 2020 | 53 | Jun 5, 2020 | 73 |
| -18.43% | Nov 18, 2021 | 228 | Oct 14, 2022 | 185 | Jul 13, 2023 | 413 |
| -14.93% | May 11, 2006 | 23 | Jun 13, 2006 | 159 | Jan 31, 2007 | 182 |
| -12.45% | Jan 23, 2015 | 249 | Jan 19, 2016 | 70 | Apr 28, 2016 | 319 |
Volatility Chart
The current Золото и акции volatility is 2.66%, 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.