Всепогодный портфель
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 0% | |
IAU iShares Gold Trust | Precious Metals, Gold | 20% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | Large Cap Growth Equities, Dividend | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 20% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 10, 2013, corresponding to the inception date of NOBL
Returns By Period
As of May 11, 2025, the Всепогодный портфель returned 4.85% Year-To-Date and 8.08% 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% |
| Всепогодный портфель | 4.85% | 3.89% | 2.17% | 11.60% | 7.17% | 8.08% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.30% | 17.19% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | -0.66% | 3.99% | -6.59% | 0.77% | 11.52% | 9.22% |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | 1.10% | -3.86% | 0.64% | -9.33% | -0.54% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.93% | 0.20% | 2.50% | 5.59% | 1.06% | 1.39% |
IAU iShares Gold Trust | 26.78% | 4.95% | 23.81% | 40.49% | 14.14% | 10.34% |
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.34% | 83.65% |
Monthly Returns
The table below presents the monthly returns of Всепогодный портфель, 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 | 2.53% | 1.45% | 0.08% | 0.48% | 0.23% | 4.85% | |||||||
| 2024 | -0.39% | 1.19% | 3.13% | -2.58% | 2.53% | 1.47% | 2.74% | 2.00% | 2.60% | -1.15% | 1.83% | -2.92% | 10.70% |
| 2023 | 5.62% | -2.76% | 5.05% | 0.82% | -0.56% | 2.43% | 1.29% | -1.55% | -4.69% | -0.65% | 6.06% | 4.36% | 15.80% |
| 2022 | -3.82% | -0.52% | 0.54% | -5.80% | -1.21% | -3.73% | 3.87% | -3.29% | -6.50% | 1.28% | 5.79% | -2.61% | -15.54% |
| 2021 | -1.72% | -1.83% | 0.77% | 3.30% | 1.80% | 0.32% | 2.28% | 1.13% | -3.56% | 3.48% | 0.45% | 1.89% | 8.36% |
| 2020 | 2.65% | -1.45% | -2.15% | 6.71% | 2.67% | 2.21% | 5.60% | 1.98% | -2.29% | -1.79% | 3.91% | 2.42% | 21.90% |
| 2019 | 3.59% | 1.24% | 2.09% | 0.93% | -1.00% | 4.73% | 0.71% | 3.38% | -0.40% | 1.47% | 0.71% | 1.31% | 20.28% |
| 2018 | 2.42% | -2.27% | -0.36% | -0.74% | 1.55% | -0.13% | 0.77% | 1.48% | -0.57% | -2.95% | 1.40% | -0.81% | -0.35% |
| 2017 | 2.41% | 2.59% | 0.30% | 1.53% | 1.31% | -0.58% | 1.41% | 1.83% | -0.63% | 1.02% | 1.50% | 1.33% | 14.89% |
| 2016 | 0.52% | 3.12% | 2.30% | 0.40% | -0.15% | 3.39% | 2.71% | -0.77% | 0.05% | -2.68% | -2.58% | 0.10% | 6.35% |
| 2015 | 2.86% | -0.34% | -0.88% | -0.52% | 0.38% | -1.95% | 0.99% | -1.89% | -0.76% | 4.12% | -1.33% | -0.66% | -0.16% |
| 2014 | 0.66% | 3.35% | -0.88% | 0.70% | 1.28% | 2.04% | -0.91% | 2.85% | -1.79% | 1.41% | 2.27% | 0.41% | 11.85% |
Expense Ratio
Всепогодный портфель 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
The current rank of Всепогодный портфель is 63, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.45 | 0.42 | 1.06 | 0.03 | 0.58 |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 0.07 | -0.48 | 0.94 | 0.13 | -1.16 |
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | -0.88 | 0.90 | -0.00 | -1.05 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.31 | 3.83 | 1.48 | 0.53 | 9.52 |
IAU iShares Gold Trust | 2.39 | 3.81 | 1.49 | 2.44 | 15.88 |
BTC-USD Bitcoin | 1.24 | 2.99 | 1.31 | 2.31 | 10.99 |
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Dividends
Dividend yield
Всепогодный портфель provided a 2.21% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.21% | 2.17% | 1.82% | 1.34% | 0.81% | 1.03% | 1.40% | 1.53% | 1.20% | 1.30% | 1.23% | 1.21% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
NOBL ProShares S&P 500 Dividend Aristocrats ETF | 2.16% | 2.05% | 2.09% | 1.94% | 1.89% | 2.14% | 1.89% | 2.37% | 1.74% | 2.13% | 2.02% | 1.59% |
TLT iShares 20+ Year Treasury Bond ETF | 4.35% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.95% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
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% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Всепогодный портфель. 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 Всепогодный портфель was 20.14%, occurring on Oct 20, 2022. Recovery took 503 trading sessions.
The current Всепогодный портфель drawdown is 0.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.14% | Dec 28, 2021 | 297 | Oct 20, 2022 | 503 | Mar 6, 2024 | 800 |
| -11.8% | Feb 24, 2020 | 24 | Mar 18, 2020 | 37 | Apr 24, 2020 | 61 |
| -6.69% | Sep 7, 2016 | 86 | Dec 1, 2016 | 138 | Apr 18, 2017 | 224 |
| -6.3% | Apr 3, 2025 | 6 | Apr 8, 2025 | 21 | Apr 29, 2025 | 27 |
| -6.14% | Jan 23, 2015 | 215 | Aug 25, 2015 | 184 | Feb 25, 2016 | 399 |
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 6 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | BTC-USD | IAU | SHY | TLT | NOBL | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.16 | -0.00 | -0.10 | -0.17 | 0.83 | 0.91 | 0.69 |
| BTC-USD | 0.16 | 1.00 | 0.07 | 0.00 | -0.01 | 0.08 | 0.13 | 0.12 |
| IAU | -0.00 | 0.07 | 1.00 | 0.35 | 0.29 | 0.01 | 0.00 | 0.48 |
| SHY | -0.10 | 0.00 | 0.35 | 1.00 | 0.58 | -0.06 | -0.07 | 0.31 |
| TLT | -0.17 | -0.01 | 0.29 | 0.58 | 1.00 | -0.13 | -0.10 | 0.36 |
| NOBL | 0.83 | 0.08 | 0.01 | -0.06 | -0.13 | 1.00 | 0.57 | 0.56 |
| QQQ | 0.91 | 0.13 | 0.00 | -0.07 | -0.10 | 0.57 | 1.00 | 0.63 |
| Portfolio | 0.69 | 0.12 | 0.48 | 0.31 | 0.36 | 0.56 | 0.63 | 1.00 |