All season + REIT & Only long term bonds
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 55% |
GLD SPDR Gold Trust | Precious Metals, Gold | 7.5% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
VNQ Vanguard Real Estate ETF | REIT | 7.5% |
Performance
The chart shows the growth of an initial investment of $10,000 in All season + REIT & Only long term bonds, 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
Returns
As of Sep 23, 2023, the All season + REIT & Only long term bonds returned 0.44% Year-To-Date and 5.06% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 8.37% | 9.90% |
| All season + REIT & Only long term bonds | -4.11% | -4.93% | -0.84% | -1.45% | 2.68% | 4.93% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.51% | 9.46% | 13.49% | 18.32% | 9.36% | 11.30% |
DBC Invesco DB Commodity Index Tracking Fund | 3.03% | 7.52% | 2.03% | 5.38% | 8.04% | 0.07% |
TLT iShares 20+ Year Treasury Bond ETF | -6.06% | -13.14% | -8.51% | -12.99% | -3.33% | 0.62% |
IEF iShares 7-10 Year Treasury Bond ETF | -1.81% | -5.66% | -2.42% | -2.69% | -0.23% | 0.77% |
GLD SPDR Gold Trust | 0.05% | -2.34% | 4.75% | 16.14% | 9.50% | 3.26% |
VNQ Vanguard Real Estate ETF | -4.41% | -0.58% | -4.19% | -3.95% | 3.08% | 5.54% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | VNQ | DBC | TLT | VTI | IEF | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.08 | 0.35 | 0.19 | 0.06 | 0.23 |
| VNQ | 0.08 | 1.00 | 0.20 | -0.12 | 0.69 | -0.12 |
| DBC | 0.35 | 0.20 | 1.00 | -0.20 | 0.36 | -0.17 |
| TLT | 0.19 | -0.12 | -0.20 | 1.00 | -0.31 | 0.92 |
| VTI | 0.06 | 0.69 | 0.36 | -0.31 | 1.00 | -0.32 |
| IEF | 0.23 | -0.12 | -0.17 | 0.92 | -0.32 | 1.00 |
Dividend yield
All season + REIT & Only long term bonds granted a 2.69% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All season + REIT & Only long term bonds | 2.69% | 2.30% | 1.44% | 1.64% | 2.20% | 2.67% | 2.47% | 2.77% | 2.78% | 2.79% | 3.34% | 3.09% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
DBC Invesco DB Commodity Index Tracking Fund | 0.58% | 0.59% | 0.00% | 0.00% | 1.60% | 1.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.55% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.80% | 2.00% | 0.87% | 1.13% | 2.20% | 2.42% | 2.01% | 2.04% | 2.18% | 2.39% | 2.11% | 2.17% |
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% |
VNQ Vanguard Real Estate ETF | 3.70% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
Expense Ratio
The All season + REIT & Only long term bonds features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.92 | ||||
DBC Invesco DB Commodity Index Tracking Fund | 0.10 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.67 | ||||
IEF iShares 7-10 Year Treasury Bond ETF | -0.26 | ||||
GLD SPDR Gold Trust | 0.99 | ||||
VNQ Vanguard Real Estate ETF | -0.24 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the All season + REIT & Only long term bonds. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the All season + REIT & Only long term bonds is 29.90%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.9% | Nov 10, 2021 | 240 | Oct 24, 2022 | — | — | — |
| -17.47% | Dec 31, 2008 | 46 | Mar 9, 2009 | 134 | Sep 17, 2009 | 180 |
| -16.33% | May 21, 2008 | 126 | Nov 17, 2008 | 21 | Dec 17, 2008 | 147 |
| -16.22% | Mar 9, 2020 | 8 | Mar 18, 2020 | 29 | Apr 29, 2020 | 37 |
| -9.86% | Aug 1, 2016 | 87 | Dec 1, 2016 | 188 | Aug 31, 2017 | 275 |
Volatility Chart
The current All season + REIT & Only long term bonds volatility is 3.36%, 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.