All season + REIT & Only long term bonds
Asset Allocation
| Position | Category/Sector | 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
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
The earliest data available for this chart is Feb 3, 2006, corresponding to the inception date of DBC
Returns By Period
As of Oct 30, 2024, the All season + REIT & Only long term bonds returned 7.31% Year-To-Date and 5.34% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| All season + REIT & Only long term bonds | 7.31% | -2.71% | 11.61% | 25.71% | 2.93% | 5.34% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 22.25% | 1.78% | 16.24% | 41.75% | 15.07% | 12.66% |
DBC Invesco DB Commodity Index Tracking Fund | 0.54% | -0.72% | -5.06% | -5.49% | 9.19% | 0.76% |
TLT iShares 20+ Year Treasury Bond ETF | -4.13% | -6.33% | 6.41% | 13.97% | -5.96% | -0.11% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.84% | -3.46% | 5.46% | 9.18% | -1.49% | 0.93% |
GLD SPDR Gold Trust | 33.96% | 4.52% | 20.87% | 38.35% | 12.49% | 8.58% |
VNQ Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.10% | 6.10% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.38% | 0.59% | 2.25% | -5.21% | 3.47% | 2.04% | 3.57% | 2.36% | 2.35% | 7.31% | |||
| 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% | -2.43% | 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% |
| 2013 | 0.18% | 0.77% | 1.32% | 2.99% | -3.92% | -3.03% | 1.10% | -1.75% | 1.38% | 2.38% | -1.45% | -0.41% | -0.70% |
Expense Ratio
All season + REIT & Only long term bonds has an expense ratio of 0.13%, 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 All season + REIT & Only long term bonds is 21, indicating that it is in the bottom 21% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 3.32 | 22.61 |
DBC Invesco DB Commodity Index Tracking Fund | -0.48 | -0.58 | 0.93 | -0.14 | -1.28 |
TLT iShares 20+ Year Treasury Bond ETF | 0.89 | 1.36 | 1.15 | 0.28 | 2.32 |
IEF iShares 7-10 Year Treasury Bond ETF | 1.21 | 1.79 | 1.21 | 0.38 | 3.88 |
GLD SPDR Gold Trust | 2.66 | 3.58 | 1.46 | 5.07 | 17.22 |
VNQ Vanguard Real Estate ETF | 2.28 | 3.26 | 1.41 | 1.17 | 8.94 |
Dividends
Dividend yield
All season + REIT & Only long term bonds provided a 2.86% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All season + REIT & Only long term bonds | 2.86% | 2.59% | 2.26% | 1.38% | 1.55% | 2.03% | 2.41% | 2.17% | 2.37% | 2.32% | 2.27% | 2.64% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
DBC Invesco DB Commodity Index Tracking Fund | 4.92% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.97% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.42% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
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 | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
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 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 11.30%.
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 current All season + REIT & Only long term bonds volatility is 2.29%, 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
| GLD | VNQ | DBC | TLT | VTI | IEF | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.09 | 0.35 | 0.19 | 0.07 | 0.23 |
| VNQ | 0.09 | 1.00 | 0.19 | -0.08 | 0.69 | -0.08 |
| DBC | 0.35 | 0.19 | 1.00 | -0.19 | 0.34 | -0.17 |
| TLT | 0.19 | -0.08 | -0.19 | 1.00 | -0.28 | 0.92 |
| VTI | 0.07 | 0.69 | 0.34 | -0.28 | 1.00 | -0.29 |
| IEF | 0.23 | -0.08 | -0.17 | 0.92 | -0.29 | 1.00 |