marlun2
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
^GSPC S&P 500 | 30% | |
BTC-USD Bitcoin | 5% | |
ETH-USD Ethereum | 5% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 10% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 10% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.08% | 10.46% |
marlun2 | 2.09% | 7.08% | 0.90% | 11.00% | 10.51% | N/A |
Portfolio components: | ||||||
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.08% | 10.46% |
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | 1.10% | -3.86% | 0.64% | -9.33% | -0.54% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.34% | 0.66% | 2.07% | 5.84% | -2.77% | 0.95% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.00% | 10.19% |
BTC-USD Bitcoin | 10.21% | 29.32% | 34.11% | 69.38% | 64.34% | 83.65% |
ETH-USD Ethereum | -29.62% | 54.05% | -25.09% | -19.39% | 66.08% | 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.19% | -0.23% | -1.88% | 0.50% | 1.55% | 2.09% | |||||||
2024 | -0.52% | 5.08% | 3.76% | -5.50% | 4.60% | 1.07% | 2.47% | 0.39% | 2.56% | -2.03% | 6.63% | -4.38% | 14.21% |
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% | 7.34% | -0.94% | 4.24% | -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. 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 marlun2 is 33, 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 | |
---|---|---|---|---|---|
^GSPC S&P 500 | 0.44 | 0.17 | 1.02 | 0.00 | 0.05 |
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | -0.88 | 0.90 | -0.00 | -1.05 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.83 | 0.03 | 1.00 | 0.28 | -0.02 |
GLD SPDR Gold Trust | 2.37 | 3.79 | 1.49 | 2.44 | 15.79 |
BTC-USD Bitcoin | 1.24 | 2.99 | 1.31 | 2.31 | 10.99 |
ETH-USD Ethereum | -0.31 | 0.35 | 1.04 | 0.03 | -0.32 |
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Dividends
Dividend yield
marlun2 provided a 2.11% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.11% | 2.08% | 1.64% | 1.26% | 0.68% | 0.71% | 1.12% | 1.28% | 1.16% | 1.22% | 1.23% | 1.27% |
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 | 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% |
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% |
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 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. Recovery took 749 trading sessions.
The current marlun2 drawdown is 3.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-32.41% | Nov 10, 2021 | 365 | Nov 9, 2022 | 749 | Nov 27, 2024 | 1114 |
-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 |
-11.53% | Dec 9, 2024 | 121 | Apr 8, 2025 | — | — | — |
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 3.64, 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 | BTC-USD | ETH-USD | TLT | IEF | Portfolio | |
---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.01 | 0.16 | 0.16 | -0.13 | -0.13 | 0.35 |
GLD | 0.01 | 1.00 | 0.09 | 0.08 | 0.30 | 0.36 | 0.31 |
BTC-USD | 0.16 | 0.09 | 1.00 | 0.64 | -0.00 | 0.00 | 0.62 |
ETH-USD | 0.16 | 0.08 | 0.64 | 1.00 | 0.01 | 0.01 | 0.71 |
TLT | -0.13 | 0.30 | -0.00 | 0.01 | 1.00 | 0.90 | 0.43 |
IEF | -0.13 | 0.36 | 0.00 | 0.01 | 0.90 | 1.00 | 0.41 |
Portfolio | 0.35 | 0.31 | 0.62 | 0.71 | 0.43 | 0.41 | 1.00 |