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
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The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of May 11, 2025, the Золото и акции returned 11.19% Year-To-Date and 11.62% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Золото и акции | 11.19% | 6.40% | 8.78% | 24.63% | 15.14% | 11.62% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
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 | 4.92% | 0.01% | 2.06% | 2.36% | 1.43% | 11.19% | |||||||
| 2024 | -0.15% | 2.91% | 5.88% | -0.65% | 3.12% | 1.43% | 3.63% | 2.11% | 3.61% | 1.76% | 1.70% | -2.24% | 25.39% |
| 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 | 2.96% | -0.39% | -1.65% | 0.22% | 0.93% | -1.59% | -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% |
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 95, Золото и акции is among the top 5% 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 | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
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Dividends
Dividend yield
Золото и акции provided a 0.67% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.67% | 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 | 1.35% | 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.
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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.
The current Золото и акции drawdown is 0.92%.
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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | VTI | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.99 | 0.68 |
| GLD | 0.06 | 1.00 | 0.07 | 0.70 |
| VTI | 0.99 | 0.07 | 1.00 | 0.69 |
| Portfolio | 0.68 | 0.70 | 0.69 | 1.00 |