PortfoliosLab logo
Manu's All Weather Defensive Plan
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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 Every 3 months.


60.00%70.00%80.00%90.00%100.00%110.00%120.00%December2025FebruaryMarchAprilMay
71.95%
98.49%
98.49%
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 9, 2018, corresponding to the inception date of BSJQ

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Manu's All Weather Defensive Plan8.29%6.91%5.10%15.81%8.10%N/A
CORP
PIMCO Investment Grade Corporate Bond Index ETF
1.61%1.30%0.71%5.53%1.12%2.81%
TLT
iShares 20+ Year Treasury Bond ETF
0.93%-1.26%-2.78%0.41%-9.53%-0.61%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
2.03%3.19%2.14%7.09%5.97%N/A
GLD
SPDR Gold Trust
25.81%10.69%22.02%42.63%13.73%10.40%
SLV
iShares Silver Trust
11.89%8.55%1.20%18.08%15.38%6.60%
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
EEM
iShares MSCI Emerging Markets ETF
6.67%15.81%-0.91%8.03%6.21%2.75%
RYE
Invesco S&P 500® Equal Weight Energy ETF
0.00%0.00%0.00%0.00%23.44%N/A
GDX
VanEck Vectors Gold Miners ETF
44.15%17.78%24.98%44.77%8.47%10.45%
VPU
Vanguard Utilities ETF
6.87%9.49%4.96%17.35%10.49%9.67%
*Annualized

Monthly Returns

The table below presents the monthly returns of Manu's All Weather Defensive Plan, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.34%1.36%2.46%1.02%-0.11%8.29%
2024-1.21%0.39%4.22%-0.49%3.45%0.37%2.78%1.68%3.26%-0.13%-0.09%-2.50%12.11%
20235.08%-4.98%5.33%1.05%-2.07%0.89%2.47%-1.74%-4.23%0.48%5.90%2.90%10.86%
2022-2.29%1.17%0.31%-5.46%-0.53%-4.64%2.48%-3.76%-5.02%0.86%7.71%-0.47%-9.94%
2021-1.14%-1.59%-0.58%2.80%3.23%-1.30%0.72%-0.17%-2.71%2.76%-1.00%1.85%2.69%
20201.43%-2.25%-7.29%8.31%3.86%2.27%8.13%1.80%-4.12%-0.77%2.64%4.25%18.51%
20194.61%0.04%1.10%0.52%-0.90%5.31%0.68%3.97%-1.42%1.69%-0.66%2.76%18.89%
2018-0.71%-0.26%-2.54%0.59%1.00%-1.95%

Expense Ratio

Manu's All Weather Defensive Plan has an expense ratio of 0.30%, placing it in the medium range. 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

With an overall rank of 92, Manu's All Weather Defensive Plan is among the top 8% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Manu's All Weather Defensive Plan is 9292
Overall Rank
The Sharpe Ratio Rank of Manu's All Weather Defensive Plan is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of Manu's All Weather Defensive Plan is 9191
Sortino Ratio Rank
The Omega Ratio Rank of Manu's All Weather Defensive Plan is 9090
Omega Ratio Rank
The Calmar Ratio Rank of Manu's All Weather Defensive Plan is 9595
Calmar Ratio Rank
The Martin Ratio Rank of Manu's All Weather Defensive Plan is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CORP
PIMCO Investment Grade Corporate Bond Index ETF
0.961.301.160.542.97
TLT
iShares 20+ Year Treasury Bond ETF
0.030.141.020.010.05
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
1.952.721.462.6416.78
GLD
SPDR Gold Trust
2.453.201.415.1213.67
SLV
iShares Silver Trust
0.590.981.121.031.97
^GSPC
S&P 500
0.480.801.120.491.90
EEM
iShares MSCI Emerging Markets ETF
0.420.691.090.281.22
RYE
Invesco S&P 500® Equal Weight Energy ETF
0.00
GDX
VanEck Vectors Gold Miners ETF
1.341.861.241.984.78
VPU
Vanguard Utilities ETF
1.051.641.221.914.83

The current Manu's All Weather Defensive Plan Sharpe ratio is 1.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Manu's All Weather Defensive Plan with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.60
0.48
0.48
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Manu's All Weather Defensive Plan provided a 2.37% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.37%2.41%2.46%1.88%1.42%1.52%1.79%1.65%1.35%1.26%1.44%1.51%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
4.81%4.74%4.84%3.28%2.51%2.90%3.25%3.49%3.08%2.91%3.14%3.55%
TLT
iShares 20+ Year Treasury Bond ETF
4.36%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
6.51%6.58%6.58%5.58%4.27%4.64%5.53%2.39%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
2.28%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%
RYE
Invesco S&P 500® Equal Weight Energy ETF
0.00%1.21%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%1.97%
GDX
VanEck Vectors Gold Miners ETF
0.82%1.19%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%
VPU
Vanguard Utilities ETF
2.92%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.17%
-7.82%
-7.82%
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Manu's All Weather Defensive Plan. 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 Manu's All Weather Defensive Plan was 19.93%, occurring on Mar 19, 2020. Recovery took 50 trading sessions.

The current Manu's All Weather Defensive Plan drawdown is 1.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.93%Feb 24, 202019Mar 19, 202050Jun 1, 202069
-18.88%Nov 15, 2021231Oct 14, 2022348Mar 6, 2024579
-7.07%Aug 7, 202033Sep 23, 202070Jan 4, 2021103
-5.91%Apr 3, 20254Apr 8, 202511Apr 24, 202515
-5.13%Jan 6, 202142Mar 8, 202142May 6, 202184

Volatility

Volatility Chart

The current Manu's All Weather Defensive Plan volatility is 4.21%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
4.21%
11.21%
11.21%
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 5.64, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCRYETLTVPUCORPGLDEEMBSJQSLVGDXPortfolio
^GSPC1.000.46-0.090.440.220.070.680.700.200.210.55
RYE0.461.00-0.240.19-0.010.050.420.370.160.140.34
TLT-0.09-0.241.000.120.750.29-0.090.120.150.210.33
VPU0.440.190.121.000.290.160.250.380.170.240.39
CORP0.22-0.010.750.291.000.340.180.420.260.300.58
GLD0.070.050.290.160.341.000.220.150.770.780.75
EEM0.680.42-0.090.250.180.221.000.570.350.320.60
BSJQ0.700.370.120.380.420.150.571.000.220.210.56
SLV0.200.160.150.170.260.770.350.221.000.750.76
GDX0.210.140.210.240.300.780.320.210.751.000.74
Portfolio0.550.340.330.390.580.750.600.560.760.741.00
The correlation results are calculated based on daily price changes starting from Aug 10, 2018