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
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 Quarterly
The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of Oct 30, 2024, the Золото и акции returned 28.10% Year-To-Date and 11.17% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Золото и акции | 28.10% | 3.15% | 18.53% | 40.01% | 14.37% | 11.17% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 33.96% | 4.52% | 20.87% | 38.35% | 12.49% | 8.58% |
VTI Vanguard Total Stock Market ETF | 22.25% | 1.78% | 16.24% | 41.75% | 15.07% | 12.66% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.15% | 2.91% | 5.88% | -0.65% | 3.12% | 1.43% | 3.63% | 2.11% | 3.61% | 28.10% | |||
| 2023 | 6.34% | -3.88% | 5.29% | 0.97% | -0.45% | 2.33% | 2.98% | -1.61% | -4.78% | 2.34% | 5.82% | 3.26% | 19.43% |
| 2022 | -3.86% | 1.94% | 2.15% | -5.57% | -1.82% | -4.81% | 3.37% | -3.36% | -6.21% | 3.13% | 6.76% | -1.58% | -10.29% |
| 2021 | -1.78% | -1.49% | 1.44% | 4.30% | 4.06% | -2.48% | 2.13% | 1.38% | -3.83% | 4.05% | -1.08% | 3.56% | 10.26% |
| 2020 | 2.22% | -4.24% | -6.52% | 10.22% | 4.04% | 2.49% | 8.25% | 3.32% | -3.86% | -1.24% | 3.19% | 5.74% | 24.63% |
| 2019 | 5.72% | 1.54% | -0.03% | 1.64% | -2.45% | 7.55% | 0.71% | 2.87% | -0.89% | 2.33% | 0.32% | 3.21% | 24.50% |
| 2018 | 4.23% | -2.92% | -0.64% | -0.25% | 0.79% | -1.38% | 0.53% | 0.72% | -0.19% | -2.63% | 1.13% | -1.76% | -2.55% |
| 2017 | 3.64% | 3.44% | -0.19% | 1.40% | 0.44% | -0.61% | 2.10% | 2.17% | -0.53% | 0.72% | 1.72% | 1.64% | 17.02% |
| 2016 | -0.13% | 5.79% | 2.67% | 2.89% | -2.30% | 4.57% | 2.98% | -1.50% | 0.42% | -2.57% | -1.87% | 0.17% | 11.24% |
| 2015 | 2.97% | -0.39% | -1.65% | 0.22% | 0.93% | -1.60% | -2.44% | -1.42% | -2.33% | 5.14% | -2.92% | -1.32% | -5.01% |
| 2014 | 0.13% | 5.59% | -1.36% | 0.28% | -0.46% | 4.42% | -2.82% | 2.27% | -4.10% | -0.15% | 1.04% | 0.60% | 5.15% |
| 2013 | 2.47% | -1.80% | 2.52% | -2.96% | -1.65% | -5.54% | 6.60% | 1.19% | -0.72% | 1.96% | -1.31% | -0.31% | -0.10% |
Expense Ratio
Золото и акции has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Золото и акции is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | 2.66 | 3.58 | 1.46 | 5.07 | 17.22 |
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 3.32 | 22.61 |
Dividends
Dividend yield
Золото и акции provided a 0.65% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Золото и акции | 0.65% | 0.72% | 0.83% | 0.61% | 0.71% | 0.89% | 1.02% | 0.85% | 0.96% | 0.99% | 0.88% | 0.87% |
| 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 | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 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
Volatility Chart
The current Золото и акции volatility is 2.06%, 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 |