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Акции 60, облигации 30,золото 10
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 30%GLD 10%VTI 60%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

30%

GLD
SPDR Gold Trust
Precious Metals, Gold

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Акции 60, облигации 30,золото 10, 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


230.00%240.00%250.00%260.00%270.00%280.00%290.00%FebruaryMarchAprilMayJuneJuly
281.81%
283.58%
Акции 60, облигации 30,золото 10
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND

Returns By Period

As of Jul 22, 2024, the Акции 60, облигации 30,золото 10 returned 10.75% Year-To-Date and 8.64% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
Акции 60, облигации 30,золото 1010.75%1.32%10.29%16.16%9.73%8.65%
GLD
SPDR Gold Trust
15.99%3.24%17.97%22.23%10.73%5.85%
VTI
Vanguard Total Stock Market ETF
15.07%1.38%13.26%21.58%13.92%12.24%
BND
Vanguard Total Bond Market ETF
0.63%0.56%1.91%3.81%-0.04%1.41%

Monthly Returns

The table below presents the monthly returns of Акции 60, облигации 30,золото 10, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.48%2.84%3.09%-3.02%3.49%2.09%10.75%
20235.73%-2.78%3.21%0.91%-0.22%3.79%2.40%-1.50%-4.11%-1.31%7.21%4.37%18.41%
2022-4.42%-1.18%1.18%-6.86%-0.23%-5.51%6.05%-3.38%-7.16%4.31%5.05%-3.57%-15.64%
2021-0.78%0.82%1.78%3.64%1.10%0.99%1.65%1.65%-3.32%4.16%-0.90%2.50%13.87%
20201.01%-4.32%-8.41%9.43%3.79%1.85%4.97%4.01%-2.68%-1.39%6.90%3.54%18.75%
20195.76%2.11%1.26%2.29%-3.24%5.38%0.90%0.35%0.52%1.61%1.96%2.04%22.72%
20183.08%-2.80%-0.92%-0.08%1.73%0.07%1.76%2.08%-0.09%-4.49%1.41%-4.23%-2.79%
20171.71%2.73%-0.02%1.05%0.81%0.37%1.48%0.77%0.97%1.22%1.84%1.08%14.90%
2016-2.51%1.45%4.21%1.03%0.39%1.65%2.77%-0.29%0.21%-1.89%1.10%1.16%9.49%
2015-0.05%2.30%-0.75%0.25%0.68%-1.49%0.63%-3.43%-1.62%5.02%-0.38%-1.39%-0.48%
2014-1.10%3.66%-0.08%0.33%1.28%2.21%-1.65%2.86%-2.04%1.56%1.71%0.12%9.05%
20133.02%0.45%2.55%0.52%0.34%-2.24%4.31%-1.53%2.11%2.78%1.03%1.16%15.28%

Expense Ratio

Акции 60, облигации 30,золото 10 has an expense ratio of 0.07%, 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.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Акции 60, облигации 30,золото 10 is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Акции 60, облигации 30,золото 10 is 6262
Акции 60, облигации 30,золото 10
The Sharpe Ratio Rank of Акции 60, облигации 30,золото 10 is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of Акции 60, облигации 30,золото 10 is 7272Sortino Ratio Rank
The Omega Ratio Rank of Акции 60, облигации 30,золото 10 is 7272Omega Ratio Rank
The Calmar Ratio Rank of Акции 60, облигации 30,золото 10 is 4646Calmar Ratio Rank
The Martin Ratio Rank of Акции 60, облигации 30,золото 10 is 5454Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Акции 60, облигации 30,золото 10
Sharpe ratio
The chart of Sharpe ratio for Акции 60, облигации 30,золото 10, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for Акции 60, облигации 30,золото 10, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for Акции 60, облигации 30,золото 10, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for Акции 60, облигации 30,золото 10, currently valued at 1.38, compared to the broader market0.002.004.006.008.0010.001.38
Martin ratio
The chart of Martin ratio for Акции 60, облигации 30,золото 10, currently valued at 6.53, compared to the broader market0.0010.0020.0030.0040.006.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust
1.582.261.291.687.73
VTI
Vanguard Total Stock Market ETF
1.902.681.331.576.88
BND
Vanguard Total Bond Market ETF
0.560.851.100.201.65

Sharpe Ratio

The current Акции 60, облигации 30,золото 10 Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Акции 60, облигации 30,золото 10 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.94
1.99
Акции 60, облигации 30,золото 10
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Акции 60, облигации 30,золото 10 granted a 1.83% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Акции 60, облигации 30,золото 101.83%1.79%1.78%1.32%1.52%1.88%2.07%1.79%1.91%1.96%1.89%1.88%
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%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
BND
Vanguard Total Bond Market ETF
3.41%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.17%
-1.97%
Акции 60, облигации 30,золото 10
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Акции 60, облигации 30,золото 10. 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 Акции 60, облигации 30,золото 10 was 34.45%, occurring on Mar 9, 2009. Recovery took 277 trading sessions.

The current Акции 60, облигации 30,золото 10 drawdown is 2.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.45%Nov 1, 2007339Mar 9, 2009277Apr 14, 2010616
-21.98%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-20.89%Dec 28, 2021202Oct 14, 2022301Dec 27, 2023503
-11.13%Sep 21, 201865Dec 24, 201840Feb 22, 2019105
-10.67%Jul 25, 201150Oct 3, 201173Jan 18, 2012123

Volatility

Volatility Chart

The current Акции 60, облигации 30,золото 10 volatility is 2.04%, 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%FebruaryMarchAprilMayJuneJuly
2.04%
2.94%
Акции 60, облигации 30,золото 10
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VTIGLDBND
VTI1.000.06-0.17
GLD0.061.000.25
BND-0.170.251.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007