GB_BR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 25% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 25% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GB_BR, 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 Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of Jul 25, 2024, the GB_BR returned 5.55% Year-To-Date and 4.41% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| GB_BR | 5.26% | 0.65% | 6.99% | 9.46% | 4.85% | 4.41% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 14.32% | 2.67% | 16.87% | 21.12% | 10.61% | 5.94% |
VT Vanguard Total World Stock ETF | 10.09% | -0.31% | 9.27% | 15.40% | 10.32% | 8.47% |
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -3.43% | -4.63% | 0.17% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.89% | 0.87% | 1.79% | 4.96% | 1.08% | 1.08% |
Monthly Returns
The table below presents the monthly returns of GB_BR, 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 | -0.82% | 0.59% | 3.26% | -1.83% | 2.42% | 0.92% | 5.26% | ||||||
| 2023 | 5.45% | -3.59% | 4.32% | 0.73% | -1.49% | 0.86% | 0.93% | -1.70% | -4.22% | -0.17% | 5.49% | 4.05% | 10.53% |
| 2022 | -2.72% | 0.36% | -0.85% | -5.03% | -1.11% | -2.84% | 1.83% | -3.12% | -5.51% | -0.36% | 6.15% | -1.06% | -13.84% |
| 2021 | -1.76% | -2.30% | -0.75% | 2.58% | 2.36% | -0.53% | 1.76% | 0.44% | -2.60% | 2.20% | -0.17% | 1.22% | 2.27% |
| 2020 | 2.82% | 0.03% | -1.21% | 4.67% | 1.58% | 1.65% | 5.21% | 0.13% | -1.70% | -1.51% | 2.19% | 2.73% | 17.59% |
| 2019 | 2.87% | 0.31% | 1.37% | 0.24% | 0.74% | 3.88% | 0.09% | 4.35% | -1.02% | 1.13% | -0.29% | 1.05% | 15.60% |
| 2018 | 1.30% | -2.42% | 0.56% | -0.69% | 0.41% | -0.84% | -0.24% | 0.13% | -0.86% | -2.11% | 1.04% | 1.25% | -2.52% |
| 2017 | 2.31% | 1.89% | 0.16% | 1.26% | 0.96% | -0.19% | 1.13% | 2.03% | -0.93% | 0.29% | 0.70% | 1.38% | 11.52% |
| 2016 | 1.45% | 3.50% | 1.49% | 1.34% | -1.25% | 4.04% | 2.07% | -1.03% | 0.02% | -2.32% | -3.89% | -0.05% | 5.20% |
| 2015 | 4.37% | -1.79% | -0.52% | -0.24% | -0.33% | -1.92% | -0.40% | -0.99% | -0.70% | 2.26% | -1.95% | -0.80% | -3.15% |
| 2014 | 1.34% | 3.04% | -0.55% | 0.86% | 0.57% | 1.96% | -1.19% | 1.98% | -2.88% | 0.26% | 0.98% | 0.57% | 7.01% |
| 2013 | 0.11% | -1.06% | 0.75% | -0.02% | -3.37% | -3.86% | 2.60% | 0.43% | 0.27% | 1.21% | -1.63% | -0.80% | -5.41% |
Expense Ratio
GB_BR has an expense ratio of 0.16%, 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 rank of GB_BR is 22, indicating that it is in the bottom 22% 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 1.45 | 2.08 | 1.26 | 1.61 | 7.03 |
VT Vanguard Total World Stock ETF | 1.32 | 1.92 | 1.23 | 0.99 | 4.23 |
TLT iShares 20+ Year Treasury Bond ETF | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.65 | 4.29 | 1.54 | 1.38 | 17.77 |
Dividends
Dividend yield
GB_BR granted a 2.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GB_BR | 2.34% | 2.11% | 1.54% | 0.89% | 1.02% | 1.68% | 1.72% | 1.38% | 1.43% | 1.40% | 1.37% | 1.39% |
| Portfolio components: | ||||||||||||
IAU iShares 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% |
VT Vanguard Total World Stock ETF | 1.96% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
TLT iShares 20+ Year Treasury Bond ETF | 3.85% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.55% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the GB_BR. 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 GB_BR was 19.85%, occurring on Oct 20, 2022. Recovery took 427 trading sessions.
The current GB_BR drawdown is 2.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.85% | Nov 10, 2021 | 238 | Oct 20, 2022 | 427 | Jul 5, 2024 | 665 |
| -14.64% | Jul 15, 2008 | 86 | Nov 12, 2008 | 180 | Aug 3, 2009 | 266 |
| -11.49% | Mar 9, 2020 | 8 | Mar 18, 2020 | 26 | Apr 24, 2020 | 34 |
| -9.29% | Oct 5, 2012 | 180 | Jun 26, 2013 | 254 | Jun 30, 2014 | 434 |
| -8.11% | Sep 7, 2016 | 71 | Dec 15, 2016 | 156 | Aug 1, 2017 | 227 |
Volatility
Volatility Chart
The current GB_BR volatility is 2.56%, 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
| VT | IAU | SHY | TLT | |
|---|---|---|---|---|
| VT | 1.00 | 0.12 | -0.16 | -0.28 |
| IAU | 0.12 | 1.00 | 0.29 | 0.21 |
| SHY | -0.16 | 0.29 | 1.00 | 0.60 |
| TLT | -0.28 | 0.21 | 0.60 | 1.00 |