marlun2
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
S&P 500 | 30% | |
Bitcoin | 5% | |
Ethereum | 5% | |
SPDR Gold Trust | Precious Metals, Gold | 10% |
iShares 7-10 Year Treasury Bond ETF | Government Bonds | 10% |
iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in marlun2, 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 Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
marlun2 | 13.21% | -1.43% | 10.44% | 30.73% | 11.83% | N/A |
Portfolio components: | ||||||
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.94% | 11.23% |
iShares 20+ Year Treasury Bond ETF | -4.13% | -6.33% | 6.41% | 13.97% | -5.94% | -0.11% |
iShares 7-10 Year Treasury Bond ETF | 0.84% | -3.46% | 5.46% | 9.18% | -1.49% | 0.93% |
SPDR Gold Trust | 33.96% | 4.52% | 20.87% | 38.35% | 12.45% | 8.58% |
Bitcoin | 72.06% | 10.79% | 19.93% | 110.77% | 51.21% | 71.74% |
Ethereum | 15.63% | -0.80% | -12.43% | 45.74% | 70.34% | N/A |
Monthly Returns
The table below presents the monthly returns of marlun2, 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 | -0.52% | 5.08% | 3.76% | -5.50% | 4.60% | 1.07% | 2.47% | 0.39% | 2.56% | 13.21% | |||
2023 | 9.46% | -3.42% | 6.36% | 1.03% | -1.77% | 2.47% | -0.33% | -3.08% | -5.21% | -0.43% | 8.40% | 6.56% | 20.42% |
2022 | -5.69% | -0.14% | -0.62% | -8.71% | -3.16% | -6.41% | 7.42% | -4.98% | -7.93% | 0.88% | 3.68% | -3.28% | -26.40% |
2021 | 2.32% | 0.47% | 4.37% | 5.24% | -0.82% | 0.31% | 4.14% | 3.39% | -4.42% | 7.48% | 0.92% | -1.95% | 22.95% |
2020 | 7.21% | 1.42% | -4.57% | 9.57% | 2.40% | 0.57% | 8.40% | 2.00% | -3.28% | -0.62% | 9.25% | 6.89% | 45.32% |
2019 | 1.58% | 1.84% | 3.30% | 2.51% | 8.55% | 7.33% | -0.94% | 4.23% | -1.41% | 1.11% | -1.41% | -1.04% | 28.16% |
2018 | 1.48% | -4.38% | -4.15% | 4.13% | -0.98% | -2.21% | 1.09% | -0.97% | -2.07% | -4.07% | -2.29% | 0.63% | -13.28% |
2017 | 3.15% | 6.20% | 19.39% | 5.30% | 19.24% | 6.36% | -0.14% | 8.54% | -2.82% | 3.18% | 7.83% | 9.01% | 123.17% |
2016 | 8.40% | 23.42% | 23.94% | -0.42% | 3.34% | 4.82% | 1.53% | -1.32% | 0.31% | -2.87% | -3.99% | 1.86% | 70.73% |
2015 | -5.51% | -0.62% | 5.48% | -0.05% | 0.71% | -0.29% |
Expense Ratio
marlun2 has an expense ratio of 0.12%, 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 marlun2 is 9, indicating that it is in the bottom 9% 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 | |
---|---|---|---|---|---|
S&P 500 | 2.05 | 2.75 | 1.38 | 0.92 | 11.88 |
iShares 20+ Year Treasury Bond ETF | 0.19 | 0.36 | 1.04 | 0.01 | 0.64 |
iShares 7-10 Year Treasury Bond ETF | 0.73 | 1.07 | 1.12 | 0.03 | 2.71 |
SPDR Gold Trust | 3.80 | 4.84 | 1.65 | 4.04 | 26.38 |
Bitcoin | 1.12 | 1.81 | 1.18 | 0.98 | 4.65 |
Ethereum | -0.27 | 0.03 | 1.00 | 0.00 | -0.67 |
Dividends
Dividend yield
marlun2 provided a 1.93% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
marlun2 | 1.93% | 1.64% | 1.26% | 0.68% | 0.71% | 1.12% | 1.28% | 1.16% | 1.22% | 1.23% | 1.27% | 1.48% |
Portfolio components: | ||||||||||||
S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
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% |
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% |
Ethereum | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the marlun2. 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 marlun2 was 32.41%, occurring on Nov 9, 2022. The portfolio has not yet recovered.
The current marlun2 drawdown is 3.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.41% | Nov 10, 2021 | 365 | Nov 9, 2022 | — | — | — |
-20.27% | Dec 19, 2017 | 341 | Nov 24, 2018 | 207 | Jun 19, 2019 | 548 |
-18.45% | Mar 7, 2020 | 12 | Mar 18, 2020 | 42 | Apr 29, 2020 | 54 |
-12.17% | Mar 14, 2016 | 7 | Mar 20, 2016 | 84 | Jun 12, 2016 | 91 |
-10.57% | Jun 14, 2017 | 33 | Jul 16, 2017 | 46 | Aug 31, 2017 | 79 |
Volatility
Volatility Chart
The current marlun2 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
^GSPC | BTC-USD | GLD | ETH-USD | TLT | IEF | |
---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.15 | 0.01 | 0.15 | -0.14 | -0.14 |
BTC-USD | 0.15 | 1.00 | 0.09 | 0.64 | -0.00 | 0.00 |
GLD | 0.01 | 0.09 | 1.00 | 0.09 | 0.32 | 0.38 |
ETH-USD | 0.15 | 0.64 | 0.09 | 1.00 | 0.01 | 0.01 |
TLT | -0.14 | -0.00 | 0.32 | 0.01 | 1.00 | 0.90 |
IEF | -0.14 | 0.00 | 0.38 | 0.01 | 0.90 | 1.00 |