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Manu's All Weather Defensive Plan

Last updated Sep 23, 2023

Superdefensive with 29% metals, 28% stocks and 43% bonds alloc

Asset Allocation


CORP 30%TLT 6.5%BSJQ 6.5%GLD 21.75%SLV 7.25%^GSPC 14%EEM 7%RYE 2.8%GDX 2.8%VPU 1.4%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
CORP
PIMCO Investment Grade Corporate Bond Index ETF
Corporate Bonds30%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds6.5%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
High Yield Bonds6.5%
GLD
SPDR Gold Trust
Precious Metals, Gold21.75%
SLV
iShares Silver Trust
Precious Metals7.25%
^GSPC
S&P 500
14%
EEM
iShares MSCI Emerging Markets ETF
Asia Pacific Equities7%
RYE
Invesco S&P 500® Equal Weight Energy ETF
Energy Equities2.8%
GDX
VanEck Vectors Gold Miners ETF
Materials2.8%
VPU
Vanguard Utilities ETF
Utilities Equities1.4%

S&P 500

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


0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-0.84%
7.69%
7.69%
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

VPUTLTRYECORPGLDSLVBSJQEEMGDX^GSPC
VPU1.000.050.210.260.140.150.370.230.210.48
TLT0.051.00-0.290.710.340.170.03-0.150.21-0.17
RYE0.21-0.291.00-0.010.050.180.410.470.150.52
CORP0.260.71-0.011.000.380.290.390.170.310.21
GLD0.140.340.050.381.000.780.140.180.770.06
SLV0.150.170.180.290.781.000.220.310.740.20
BSJQ0.370.030.410.390.140.221.000.580.200.72
EEM0.23-0.150.470.170.180.310.581.000.270.69
GDX0.210.210.150.310.770.740.200.271.000.19
^GSPC0.48-0.170.520.210.060.200.720.690.191.00

Sharpe Ratio

The current Manu's All Weather Defensive Plan Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.75

The Sharpe ratio of Manu's All Weather Defensive Plan lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.76
0.89
0.89
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

Dividend yield

Manu's All Weather Defensive Plan granted a 2.23% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Manu's All Weather Defensive Plan2.23%1.93%1.51%1.66%2.02%1.91%1.59%1.53%1.79%1.94%3.57%2.10%
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.


0.68%
0.00%2.15%
0.53%
0.00%2.15%
0.50%
0.00%2.15%
0.42%
0.00%2.15%
0.40%
0.00%2.15%
0.20%
0.00%2.15%
0.15%
0.00%2.15%
0.10%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-8.43%
-9.57%
-9.57%
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

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, 202019Mar 19, 202050Jun 1, 202069
-18.88%Nov 15, 2021231Oct 14, 2022
-7.07%Aug 7, 202033Sep 23, 202070Jan 4, 2021103
-5.13%Jan 6, 202142Mar 8, 202142May 6, 202184
-4.75%Jun 11, 202177Sep 29, 202129Nov 9, 2021106

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.02%
3.36%
3.36%
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components