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Золото и акции

Last updated Dec 9, 2023

Asset Allocation


GLD 50%VTI 50%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold50%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities50%

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


250.00%300.00%350.00%400.00%450.00%JulyAugustSeptemberOctoberNovemberDecember
447.42%
289.03%
Золото и акции
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 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-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Золото и акции15.38%4.53%5.00%14.92%11.99%8.47%
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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.45%2.33%2.98%-1.61%-4.78%2.34%5.83%

Sharpe Ratio

The current Золото и акции Sharpe ratio is 1.56. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.56

The Sharpe ratio of Золото и акции lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.56
1.25
Золото и акции
Benchmark (^GSPC)
Portfolio components

Dividend yield

Золото и акции granted a 0.73% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Золото и акции0.73%0.83%0.61%0.71%0.89%1.02%0.85%0.96%0.99%0.88%0.87%1.07%
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.


0.40%
0.00%2.15%
0.03%
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
GLD
SPDR Gold Trust
0.86
VTI
Vanguard Total Stock Market ETF
1.30

Asset Correlations Table

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

GLDVTI
GLD1.000.06
VTI0.061.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.51%
-4.01%
Золото и акции
Benchmark (^GSPC)
Portfolio components

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, 2008186Nov 20, 2008248Nov 16, 2009434
-20.58%Feb 24, 202020Mar 20, 202053Jun 5, 202073
-18.43%Nov 18, 2021228Oct 14, 2022185Jul 13, 2023413
-14.93%May 11, 200623Jun 13, 2006159Jan 31, 2007182
-12.45%Jan 23, 2015249Jan 19, 201670Apr 28, 2016319

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.66%
2.77%
Золото и акции
Benchmark (^GSPC)
Portfolio components
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