Акции 60, облигации 30,золото 10
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of Oct 18, 2024, the Акции 60, облигации 30,золото 10 returned 17.22% Year-To-Date and 9.50% 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 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| Акции 60, облигации 30,золото 10 | 17.64% | 1.65% | 13.86% | 31.18% | 10.84% | 9.38% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 31.44% | 3.74% | 16.56% | 36.86% | 12.38% | 7.85% |
VTI Vanguard Total Stock Market ETF | 23.02% | 2.96% | 17.43% | 40.59% | 15.50% | 13.06% |
BND Vanguard Total Bond Market ETF | 3.13% | -1.65% | 6.18% | 12.05% | 0.02% | 1.54% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.48% | 2.84% | 3.09% | -3.02% | 3.49% | 2.09% | 2.38% | 1.92% | 2.14% | 17.64% | |||
| 2023 | 5.73% | -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% |
| 2020 | 1.01% | -4.32% | -8.41% | 9.43% | 3.79% | 1.85% | 4.97% | 4.01% | -2.68% | -1.39% | 6.90% | 3.54% | 18.75% |
| 2019 | 5.76% | 2.11% | 1.26% | 2.29% | -3.24% | 5.38% | 0.90% | 0.35% | 0.52% | 1.61% | 1.96% | 2.04% | 22.72% |
| 2018 | 3.08% | -2.80% | -0.92% | -0.08% | 1.73% | 0.07% | 1.76% | 2.08% | -0.09% | -4.49% | 1.41% | -4.23% | -2.79% |
| 2017 | 1.71% | 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% |
| 2013 | 3.02% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Акции 60, облигации 30,золото 10 is 80, placing it in the top 20% 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 | 2.77 | 3.72 | 1.48 | 5.25 | 17.65 |
VTI Vanguard Total Stock Market ETF | 2.96 | 3.93 | 1.54 | 2.67 | 19.15 |
BND Vanguard Total Bond Market ETF | 2.01 | 2.97 | 1.36 | 0.66 | 8.27 |
Dividends
Dividend yield
Акции 60, облигации 30,золото 10 granted a 1.82% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Акции 60, облигации 30,золото 10 | 1.82% | 1.79% | 1.78% | 1.32% | 1.52% | 1.88% | 2.07% | 1.79% | 1.91% | 1.96% | 1.89% | 1.88% |
| 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 | 1.29% | 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 | 3.48% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.45% | Nov 1, 2007 | 339 | Mar 9, 2009 | 277 | Apr 14, 2010 | 616 |
| -21.98% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -20.89% | Dec 28, 2021 | 202 | Oct 14, 2022 | 301 | Dec 27, 2023 | 503 |
| -11.13% | Sep 21, 2018 | 65 | Dec 24, 2018 | 40 | Feb 22, 2019 | 105 |
| -10.67% | Jul 25, 2011 | 50 | Oct 3, 2011 | 73 | Jan 18, 2012 | 123 |
Volatility
Volatility Chart
The current Акции 60, облигации 30,золото 10 volatility is 1.53%, 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
| VTI | GLD | BND | |
|---|---|---|---|
| VTI | 1.00 | 0.06 | -0.17 |
| GLD | 0.06 | 1.00 | 0.25 |
| BND | -0.17 | 0.25 | 1.00 |