Manu's All Weather Defensive Plan
Superdefensive with 29% metals, 28% stocks and 43% bonds alloc
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Manu's All Weather Defensive Plan, 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 23, 2023, the Manu's All Weather Defensive Plan returned 3.61% Year-To-Date and 5.65% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 8.37% | 8.53% |
| Manu's All Weather Defensive Plan | -1.34% | -0.18% | 3.01% | 10.34% | 5.92% | 5.53% |
| Portfolio components: | ||||||
CORP PIMCO Investment Grade Corporate Bond Index ETF | -1.19% | -1.89% | 1.15% | 2.93% | 1.33% | 1.25% |
TLT iShares 20+ Year Treasury Bond ETF | -6.06% | -13.14% | -8.51% | -12.99% | -3.33% | -3.57% |
BSJQ Invesco BulletShares 2026 High Yield Corp Bond ETF | 0.08% | 4.91% | 5.67% | 9.34% | 3.30% | 3.45% |
GLD SPDR Gold Trust | 0.05% | -2.34% | 4.75% | 16.14% | 9.50% | 8.93% |
SLV iShares Silver Trust | -4.59% | -0.09% | -3.72% | 22.12% | 9.65% | 7.83% |
^GSPC S&P 500 | -1.55% | 9.05% | 12.97% | 17.44% | 8.37% | 8.53% |
EEM iShares MSCI Emerging Markets ETF | -1.57% | 0.36% | 1.85% | 8.92% | -0.11% | -0.62% |
RYE Invesco S&P 500® Equal Weight Energy ETF | 1.18% | 17.34% | 6.74% | 31.64% | 7.33% | 7.48% |
GDX VanEck Vectors Gold Miners ETF | 0.39% | -9.55% | -0.52% | 29.20% | 10.30% | 7.53% |
VPU Vanguard Utilities ETF | 0.17% | -3.04% | -8.68% | -9.22% | 6.77% | 6.10% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VPU | TLT | RYE | CORP | GLD | SLV | BSJQ | EEM | GDX | ^GSPC | |
|---|---|---|---|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.05 | 0.21 | 0.26 | 0.14 | 0.15 | 0.37 | 0.23 | 0.21 | 0.48 |
| TLT | 0.05 | 1.00 | -0.29 | 0.71 | 0.34 | 0.17 | 0.03 | -0.15 | 0.21 | -0.17 |
| RYE | 0.21 | -0.29 | 1.00 | -0.01 | 0.05 | 0.18 | 0.41 | 0.47 | 0.15 | 0.52 |
| CORP | 0.26 | 0.71 | -0.01 | 1.00 | 0.38 | 0.29 | 0.39 | 0.17 | 0.31 | 0.21 |
| GLD | 0.14 | 0.34 | 0.05 | 0.38 | 1.00 | 0.78 | 0.14 | 0.18 | 0.77 | 0.06 |
| SLV | 0.15 | 0.17 | 0.18 | 0.29 | 0.78 | 1.00 | 0.22 | 0.31 | 0.74 | 0.20 |
| BSJQ | 0.37 | 0.03 | 0.41 | 0.39 | 0.14 | 0.22 | 1.00 | 0.58 | 0.20 | 0.72 |
| EEM | 0.23 | -0.15 | 0.47 | 0.17 | 0.18 | 0.31 | 0.58 | 1.00 | 0.27 | 0.69 |
| GDX | 0.21 | 0.21 | 0.15 | 0.31 | 0.77 | 0.74 | 0.20 | 0.27 | 1.00 | 0.19 |
| ^GSPC | 0.48 | -0.17 | 0.52 | 0.21 | 0.06 | 0.20 | 0.72 | 0.69 | 0.19 | 1.00 |
Dividend yield
Manu's All Weather Defensive Plan granted a 2.23% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Manu's All Weather Defensive Plan | 2.23% | 1.93% | 1.51% | 1.66% | 2.02% | 1.91% | 1.59% | 1.53% | 1.79% | 1.94% | 3.57% | 2.10% |
| Portfolio components: | ||||||||||||
CORP PIMCO Investment Grade Corporate Bond Index ETF | 4.14% | 3.37% | 2.66% | 3.15% | 3.64% | 4.04% | 3.69% | 3.60% | 4.00% | 4.66% | 9.98% | 5.26% |
TLT iShares 20+ Year Treasury Bond ETF | 3.55% | 2.73% | 1.56% | 1.59% | 2.44% | 2.90% | 2.76% | 3.02% | 3.11% | 3.26% | 4.09% | 3.47% |
BSJQ Invesco BulletShares 2026 High Yield Corp Bond ETF | 6.44% | 5.86% | 4.74% | 5.37% | 6.72% | 3.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
SLV iShares Silver 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% |
^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% |
EEM iShares MSCI Emerging Markets ETF | 2.34% | 2.52% | 2.06% | 1.53% | 2.95% | 2.45% | 2.11% | 2.15% | 2.89% | 2.65% | 2.49% | 2.08% |
RYE Invesco S&P 500® Equal Weight Energy ETF | 2.96% | 3.46% | 2.48% | 3.38% | 2.41% | 2.49% | 2.97% | 1.36% | 3.39% | 2.44% | 1.24% | 1.28% |
GDX VanEck Vectors Gold Miners ETF | 1.67% | 1.66% | 1.70% | 0.55% | 0.68% | 0.52% | 0.80% | 0.28% | 0.90% | 0.71% | 0.98% | 1.09% |
VPU Vanguard Utilities ETF | 3.43% | 3.03% | 2.83% | 3.42% | 3.15% | 3.71% | 3.77% | 3.90% | 4.59% | 3.96% | 5.09% | 5.60% |
Expense Ratio
The Manu's All Weather Defensive Plan has a high expense ratio of 0.30%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
CORP PIMCO Investment Grade Corporate Bond Index ETF | 0.31 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.67 | ||||
BSJQ Invesco BulletShares 2026 High Yield Corp Bond ETF | 1.08 | ||||
GLD SPDR Gold Trust | 0.99 | ||||
SLV iShares Silver Trust | 0.59 | ||||
^GSPC S&P 500 | 0.89 | ||||
EEM iShares MSCI Emerging Markets ETF | 0.34 | ||||
RYE Invesco S&P 500® Equal Weight Energy ETF | 0.74 | ||||
GDX VanEck Vectors Gold Miners ETF | 0.62 | ||||
VPU Vanguard Utilities ETF | -0.55 |
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 Manu's All Weather Defensive Plan. 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 Manu's All Weather Defensive Plan is 19.93%, recorded on Mar 19, 2020. It took 50 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.93% | Feb 24, 2020 | 19 | Mar 19, 2020 | 50 | Jun 1, 2020 | 69 |
| -18.88% | Nov 15, 2021 | 231 | Oct 14, 2022 | — | — | — |
| -7.07% | Aug 7, 2020 | 33 | Sep 23, 2020 | 70 | Jan 4, 2021 | 103 |
| -5.13% | Jan 6, 2021 | 42 | Mar 8, 2021 | 42 | May 6, 2021 | 84 |
| -4.75% | Jun 11, 2021 | 77 | Sep 29, 2021 | 29 | Nov 9, 2021 | 106 |
Volatility Chart
The current Manu's All Weather Defensive Plan volatility is 2.02%, 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.