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

Manu's All Weather Defensive Plan

Last updated Oct 30, 2024

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
^GSPC
S&P 500
14%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF		High Yield Bonds
6.50%
CORP
PIMCO Investment Grade Corporate Bond Index ETF		Corporate Bonds
30%
EEM
iShares MSCI Emerging Markets ETF		Asia Pacific Equities
7%
GDX
VanEck Vectors Gold Miners ETF		Materials
2.80%
GLD
SPDR Gold Trust		Precious Metals, Gold
21.75%
RYE
Invesco S&P 500® Equal Weight Energy ETF		Energy Equities
2.80%
SLV
iShares Silver Trust		Precious Metals
7.25%
TLT
iShares 20+ Year Treasury Bond ETF		Government Bonds
6.50%
VPU
Vanguard Utilities ETF		Utilities Equities
1.40%

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 Quarterly

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.26%
15.83%
15.83%
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

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
Manu's All Weather Defensive Plan16.49%0.64%13.26%26.59%7.66%N/A
Portfolio components:
CORP
PIMCO Investment Grade Corporate Bond Index ETF		3.15%-2.35%6.12%14.46%1.07%2.80%
TLT
iShares 20+ Year Treasury Bond ETF		-4.13%-6.33%6.41%13.97%-5.96%-0.11%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF		6.94%0.36%5.29%11.86%3.75%N/A
GLD
SPDR Gold Trust		33.96%4.52%20.87%38.35%12.49%8.58%
SLV
iShares Silver Trust		44.12%8.77%30.52%47.09%13.20%7.33%
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
EEM
iShares MSCI Emerging Markets ETF		13.14%-3.07%10.98%25.58%3.52%2.92%
RYE
Invesco S&P 500® Equal Weight Energy ETF		-1.14%0.00%0.00%-2.57%13.79%N/A
GDX
VanEck Vectors Gold Miners ETF		35.50%4.11%26.83%48.45%9.74%10.40%
VPU
Vanguard Utilities ETF		27.59%-1.47%19.80%38.52%7.07%9.08%

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
2024-1.21%0.39%4.22%-0.49%3.45%0.37%2.78%1.68%3.26%16.49%
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%1.84%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 features an expense ratio of 0.30%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

EEM
iShares MSCI Emerging Markets ETF
Expense ratio chart for EEM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
GDX
VanEck Vectors Gold Miners ETF
Expense ratio chart for GDX: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%
SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF
Expense ratio chart for BSJQ: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
GLD
SPDR Gold Trust
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
RYE
Invesco S&P 500® Equal Weight Energy ETF
Expense ratio chart for RYE: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
CORP
PIMCO Investment Grade Corporate Bond Index ETF
Expense ratio chart for CORP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
TLT
iShares 20+ Year Treasury Bond ETF
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VPU
Vanguard Utilities ETF
Expense ratio chart for VPU: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Manu's All Weather Defensive Plan is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Manu's All Weather Defensive Plan is 5555
Combined Rank
The Sharpe Ratio Rank of Manu's All Weather Defensive Plan is 5151Sharpe Ratio Rank
The Sortino Ratio Rank of Manu's All Weather Defensive Plan is 6161Sortino Ratio Rank
The Omega Ratio Rank of Manu's All Weather Defensive Plan is 5555Omega Ratio Rank
The Calmar Ratio Rank of Manu's All Weather Defensive Plan is 4646Calmar Ratio Rank
The Martin Ratio Rank of Manu's All Weather Defensive Plan is 6262Martin 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.

Manu's All Weather Defensive Plan
Sharpe ratio
The chart of Sharpe ratio for Manu's All Weather Defensive Plan, currently valued at 3.01, compared to the broader market0.002.004.006.003.01
Sortino ratio
The chart of Sortino ratio for Manu's All Weather Defensive Plan, currently valued at 4.26, compared to the broader market-2.000.002.004.006.004.26
Omega ratio
The chart of Omega ratio for Manu's All Weather Defensive Plan, currently valued at 1.56, compared to the broader market0.801.001.201.401.601.802.001.56
Calmar ratio
The chart of Calmar ratio for Manu's All Weather Defensive Plan, currently valued at 2.78, compared to the broader market0.005.0010.002.78
Martin ratio
The chart of Martin ratio for Manu's All Weather Defensive Plan, currently valued at 20.37, compared to the broader market0.0010.0020.0030.0040.0050.0060.0020.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CORP
PIMCO Investment Grade Corporate Bond Index ETF		2.323.461.430.8311.48
TLT
iShares 20+ Year Treasury Bond ETF		0.891.361.150.282.32
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF		3.736.161.844.0842.04
GLD
SPDR Gold Trust		2.663.581.465.0717.22
SLV
iShares Silver Trust		1.592.251.281.916.58
^GSPC
S&P 500		3.434.521.643.1722.22
EEM
iShares MSCI Emerging Markets ETF		1.742.481.310.819.46
RYE
Invesco S&P 500® Equal Weight Energy ETF		-0.27-0.320.93-0.20-0.46
GDX
VanEck Vectors Gold Miners ETF		1.462.061.251.196.40
VPU
Vanguard Utilities ETF		2.513.471.441.8313.08

Sharpe Ratio

The current Manu's All Weather Defensive Plan Sharpe ratio is 3.01. 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 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.01
3.43
3.43
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Manu's All Weather Defensive Plan provided a 2.56% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Manu's All Weather Defensive Plan2.56%2.46%1.88%1.42%1.52%1.79%1.65%1.35%1.26%1.44%1.51%2.66%
Portfolio components:
CORP
PIMCO Investment Grade Corporate Bond Index ETF		5.24%4.84%3.28%2.51%2.90%3.25%3.49%3.08%2.91%3.14%3.55%7.34%
TLT
iShares 20+ Year Treasury Bond ETF		3.97%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
BSJQ
Invesco BulletShares 2026 High Yield Corp Bond ETF		6.65%6.58%5.58%4.27%4.64%5.53%2.39%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		2.30%2.63%2.50%1.99%1.45%2.76%2.22%1.87%1.88%2.48%2.22%2.04%
RYE
Invesco S&P 500® Equal Weight Energy ETF		2.09%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%1.97%0.98%
GDX
VanEck Vectors Gold Miners ETF		1.19%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%0.90%
VPU
Vanguard Utilities ETF		2.91%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%3.76%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.23%
-0.54%
-0.54%
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 0.23%.

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
-5.13%Jan 6, 202142Mar 8, 202142May 6, 202184
-4.76%Jun 11, 202177Sep 29, 202129Nov 9, 2021106

Volatility

Volatility Chart

The current Manu's All Weather Defensive Plan volatility is 1.89%, 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%6.00%MayJuneJulyAugustSeptemberOctober
1.89%
2.71%
2.71%
Manu's All Weather Defensive Plan
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
TLTRYEVPUCORPGLDSLVEEMBSJQ^GSPCGDX
TLT1.00-0.250.100.740.310.16-0.100.10-0.110.22
RYE-0.251.000.20-0.010.050.170.430.390.480.15
VPU0.100.201.000.280.160.170.240.370.450.24
CORP0.74-0.010.281.000.360.270.190.420.220.32
GLD0.310.050.160.361.000.780.210.160.080.78
SLV0.160.170.170.270.781.000.340.230.210.75
EEM-0.100.430.240.190.210.341.000.570.690.31
BSJQ0.100.390.370.420.160.230.571.000.700.22
^GSPC-0.110.480.450.220.080.210.690.701.000.22
GDX0.220.150.240.320.780.750.310.220.221.00
The correlation results are calculated based on daily price changes starting from Aug 10, 2018