All season + REIT & Only long term bonds
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 0% |
GLD SPDR Gold Trust | Precious Metals, Gold | 7.50% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 0% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 55% |
VNQ Vanguard Real Estate ETF | REIT | 7.50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 3, 2006, corresponding to the inception date of DBC
Returns By Period
As of May 10, 2025, the All season + REIT & Only long term bonds returned 1.54% Year-To-Date and 4.89% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| All season + REIT & Only long term bonds | 1.54% | 1.09% | -2.39% | 6.80% | 0.79% | 4.89% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 3.53% | -5.68% | 9.27% | 15.26% | 11.77% |
DBC Invesco DB Commodity Index Tracking Fund | -1.22% | 1.10% | -1.12% | -4.60% | 15.90% | 2.81% |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | -1.69% | -3.86% | 0.07% | -9.49% | -0.62% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.34% | 0.03% | 2.07% | 5.49% | -2.83% | 0.93% |
GLD SPDR Gold Trust | 26.73% | 7.52% | 23.75% | 41.43% | 13.88% | 10.39% |
VNQ Vanguard Real Estate ETF | 1.12% | 5.45% | -5.15% | 11.71% | 7.57% | 5.32% |
Monthly Returns
The table below presents the monthly returns of All season + REIT & Only long term bonds, 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 | 1.82% | 2.94% | -1.83% | -0.74% | -0.57% | 1.54% | |||||||
| 2024 | -1.38% | 0.59% | 2.25% | -5.21% | 3.47% | 2.04% | 3.57% | 2.36% | 2.35% | -3.15% | 3.21% | -5.10% | 4.48% |
| 2023 | 7.49% | -4.23% | 3.89% | 0.60% | -1.92% | 2.45% | 0.02% | -2.64% | -6.66% | -3.53% | 9.32% | 7.15% | 11.04% |
| 2022 | -4.73% | -1.41% | -1.50% | -8.39% | -1.93% | -3.86% | 4.57% | -4.30% | -8.51% | -0.71% | 6.53% | -3.45% | -25.28% |
| 2021 | -2.33% | -2.34% | -1.25% | 3.74% | 0.79% | 2.76% | 3.09% | 0.81% | -3.61% | 3.99% | 0.85% | 0.98% | 7.35% |
| 2020 | 4.62% | 0.86% | -1.26% | 5.81% | 1.12% | 1.26% | 5.25% | -0.56% | -1.32% | -2.71% | 4.82% | 1.56% | 20.76% |
| 2019 | 3.88% | 0.40% | 3.58% | 0.03% | 1.80% | 3.29% | 0.70% | 6.27% | -1.14% | 0.29% | 0.60% | -0.54% | 20.62% |
| 2018 | -0.30% | -3.53% | 1.23% | -1.02% | 2.11% | 0.63% | 0.09% | 1.81% | -1.73% | -3.89% | 1.96% | 0.37% | -2.47% |
| 2017 | 1.39% | 2.49% | -0.55% | 1.33% | 1.28% | 0.73% | 0.47% | 2.20% | -0.82% | 0.49% | 1.56% | 1.49% | 12.68% |
| 2016 | 1.53% | 2.60% | 2.50% | 0.00% | 0.64% | 5.07% | 2.82% | -1.02% | -0.86% | -3.71% | -3.83% | 0.66% | 6.19% |
| 2015 | 5.77% | -2.68% | 0.22% | -2.16% | -0.88% | -3.18% | 2.94% | -2.44% | 0.43% | 2.79% | -0.81% | -0.70% | -1.07% |
| 2014 | 3.07% | 2.53% | 0.36% | 1.45% | 2.21% | 1.17% | -0.50% | 4.11% | -2.68% | 2.89% | 2.50% | 2.02% | 20.69% |
Expense Ratio
All season + REIT & Only long term bonds has an expense ratio of 0.13%, 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 All season + REIT & Only long term bonds is 38, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
DBC Invesco DB Commodity Index Tracking Fund | -0.29 | -0.31 | 0.96 | -0.09 | -0.79 |
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | 0.09 | 1.01 | -0.00 | -0.01 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.84 | 1.25 | 1.14 | 0.28 | 1.76 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
VNQ Vanguard Real Estate ETF | 0.66 | 1.09 | 1.14 | 0.54 | 2.35 |
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Dividends
Dividend yield
All season + REIT & Only long term bonds provided a 3.10% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.10% | 3.03% | 2.59% | 2.26% | 1.38% | 1.55% | 2.03% | 2.41% | 2.17% | 2.37% | 2.32% | 2.27% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
DBC Invesco DB Commodity Index Tracking Fund | 5.28% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.71% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
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 | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
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 All season + REIT & Only long term bonds. 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 All season + REIT & Only long term bonds was 29.90%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current All season + REIT & Only long term bonds drawdown is 12.31%.
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
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 2.48, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | DBC | VNQ | IEF | TLT | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.33 | 0.67 | -0.28 | -0.27 | 0.99 | 0.40 |
| GLD | 0.06 | 1.00 | 0.35 | 0.09 | 0.22 | 0.18 | 0.07 | 0.34 |
| DBC | 0.33 | 0.35 | 1.00 | 0.19 | -0.17 | -0.19 | 0.34 | 0.11 |
| VNQ | 0.67 | 0.09 | 0.19 | 1.00 | -0.07 | -0.07 | 0.68 | 0.49 |
| IEF | -0.28 | 0.22 | -0.17 | -0.07 | 1.00 | 0.92 | -0.28 | 0.61 |
| TLT | -0.27 | 0.18 | -0.19 | -0.07 | 0.92 | 1.00 | -0.27 | 0.67 |
| VTI | 0.99 | 0.07 | 0.34 | 0.68 | -0.28 | -0.27 | 1.00 | 0.40 |
| Portfolio | 0.40 | 0.34 | 0.11 | 0.49 | 0.61 | 0.67 | 0.40 | 1.00 |