marlun2
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 10% |
GLD SPDR Gold Trust | Precious Metals, Gold | 10% |
BTC-USD Bitcoin | 5% | |
ETH-USD Ethereum | 5% | |
^GSPC S&P 500 | 30% |
Performance
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
Returns
As of Sep 21, 2023, the marlun2 returned 8.07% Year-To-Date and 16.45% of annualized return in the last 10 years.
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 5.79% | 6.59% |
marlun2 | 0.50% | -2.96% | 8.07% | 5.61% | 7.72% | 16.45% |
Portfolio components: | ||||||
^GSPC S&P 500 | 0.33% | 11.48% | 14.66% | 16.16% | 5.79% | 6.59% |
TLT iShares 20+ Year Treasury Bond ETF | 0.15% | -11.08% | -4.50% | -11.13% | -1.68% | -0.89% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.06% | -5.77% | -1.34% | -2.98% | 0.01% | 0.05% |
GLD SPDR Gold Trust | 1.85% | -3.44% | 5.72% | 15.12% | 6.53% | 4.68% |
BTC-USD Bitcoin | 4.23% | -4.24% | 63.96% | 46.28% | 21.29% | 47.51% |
ETH-USD Ethereum | -0.67% | -10.65% | 35.61% | 29.56% | 30.16% | 71.84% |
Returns over 1 year are annualized |
Asset Correlations Table
^GSPC | BTC-USD | ETH-USD | GLD | TLT | IEF | |
---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.14 | 0.15 | -0.01 | -0.19 | -0.19 |
BTC-USD | 0.14 | 1.00 | 0.62 | 0.09 | -0.00 | 0.00 |
ETH-USD | 0.15 | 0.62 | 1.00 | 0.08 | 0.01 | 0.01 |
GLD | -0.01 | 0.09 | 0.08 | 1.00 | 0.34 | 0.40 |
TLT | -0.19 | -0.00 | 0.01 | 0.34 | 1.00 | 0.89 |
IEF | -0.19 | 0.00 | 0.01 | 0.40 | 0.89 | 1.00 |
Dividend yield
marlun2 granted a 1.64% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
marlun2 | 1.64% | 1.29% | 0.71% | 0.75% | 1.20% | 1.40% | 1.30% | 1.41% | 1.46% | 1.54% | 1.85% | 1.60% |
Portfolio components: | ||||||||||||
^GSPC 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% |
TLT iShares 20+ Year Treasury Bond ETF | 3.40% | 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 | 2.76% | 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% |
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% |
ETH-USD 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% |
Expense Ratio
The marlun2 features an expense ratio of 0.12%, 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 | |
---|---|---|---|---|---|
^GSPC S&P 500 | 0.74 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.56 | ||||
IEF iShares 7-10 Year Treasury Bond ETF | -0.32 | ||||
GLD SPDR Gold Trust | 1.05 | ||||
BTC-USD Bitcoin | 1.37 | ||||
ETH-USD Ethereum | 0.44 |
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 marlun2. 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 marlun2 is 32.42%, recorded on Nov 9, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.42% | Nov 10, 2021 | 365 | Nov 9, 2022 | — | — | — |
-20.24% | Dec 19, 2017 | 341 | Nov 24, 2018 | 207 | Jun 19, 2019 | 548 |
-18.49% | 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 Chart
The current marlun2 volatility is 1.44%, 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.