scrr

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

scrr

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BIV Vanguard Intermediate-Term Bond ETF	Total Bond Market	5%
BLV Vanguard Long-Term Bond ETF	Total Bond Market	15%
BTC-USD Bitcoin		4.50%
ETH-USD Ethereum		2.50%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	10%
MGK Vanguard Mega Cap Growth ETF	Large Cap Blend Equities	13%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	5%
VGT Vanguard Information Technology ETF	Technology Equities	18%
VNQ Vanguard Real Estate ETF	REIT	7%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	10%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
scrr	1.91%	8.42%	1.63%	15.06%	16.06%	N/A
Portfolio components:
VGT Vanguard Information Technology ETF	-8.02%	12.05%	-8.30%	11.24%	18.58%	19.33%
MGK Vanguard Mega Cap Growth ETF	-5.76%	9.69%	-4.64%	13.66%	17.17%	15.50%
VYM Vanguard High Dividend Yield ETF	-0.80%	5.51%	-3.74%	8.03%	13.84%	9.50%
VEA Vanguard FTSE Developed Markets ETF	12.77%	11.62%	8.93%	10.01%	11.71%	5.66%
BIV Vanguard Intermediate-Term Bond ETF	2.95%	1.13%	2.05%	6.59%	-0.36%	1.91%
BLV Vanguard Long-Term Bond ETF	0.62%	1.36%	-3.30%	2.12%	-4.49%	1.39%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.51%	0.85%	3.64%	7.07%	4.00%	2.85%
GLDM SPDR Gold MiniShares Trust	26.81%	4.98%	23.91%	40.70%	14.28%	N/A
VNQ Vanguard Real Estate ETF	1.12%	7.92%	-5.15%	12.02%	7.87%	5.42%
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

*Annualized

Monthly Returns

The table below presents the monthly returns of scrr, 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	2.03%	-0.92%	-2.66%	1.28%	2.24%								1.91%
2024	0.10%	5.06%	3.60%	-4.48%	5.01%	2.17%	1.89%	1.03%	2.60%	-0.85%	5.99%	-2.46%	20.86%
2023	9.07%	-2.44%	6.45%	0.90%	0.31%	3.70%	1.46%	-2.40%	-4.39%	0.37%	8.56%	5.42%	29.32%
2022	-5.70%	-0.99%	1.63%	-7.90%	-1.96%	-7.55%	8.43%	-5.02%	-8.31%	3.63%	4.31%	-3.91%	-22.31%
2021	1.47%	1.99%	4.70%	4.65%	-0.56%	1.21%	3.48%	3.16%	-4.29%	7.15%	0.05%	0.47%	25.58%
2020	4.52%	-2.99%	-9.57%	10.93%	4.37%	2.64%	7.12%	4.60%	-3.72%	-0.74%	10.20%	7.31%	38.00%
2019	4.34%	3.17%	2.71%	3.80%	2.74%	8.12%	0.29%	1.21%	-0.09%	2.19%	0.18%	1.46%	34.27%
2018						0.41%	2.08%	1.02%	-0.86%	-4.67%	-2.00%	-3.01%	-6.99%

Expense Ratio

scrr has an expense ratio of 0.07%, 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.

GLDM

SPDR Gold MiniShares Trust

VNQ

Vanguard Real Estate ETF

VGT

Vanguard Information Technology ETF

MGK

Vanguard Mega Cap Growth ETF

VYM

Vanguard High Dividend Yield ETF

VEA

Vanguard FTSE Developed Markets ETF

BIV

Vanguard Intermediate-Term Bond ETF

BLV

Vanguard Long-Term Bond ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of scrr is 54, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VGT Vanguard Information Technology ETF	0.39	0.22	1.03	0.43	-0.01
MGK Vanguard Mega Cap Growth ETF	0.54	0.44	1.06	0.03	0.61
VYM Vanguard High Dividend Yield ETF	0.53	0.22	1.03	0.01	0.27
VEA Vanguard FTSE Developed Markets ETF	0.58	0.68	1.09	0.09	1.34
BIV Vanguard Intermediate-Term Bond ETF	1.16	0.36	1.04	0.01	0.46
BLV Vanguard Long-Term Bond ETF	0.14	-0.74	0.91	0.05	-1.00
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.59	4.94	1.68	1.13	19.02
GLDM SPDR Gold MiniShares Trust	2.40	3.81	1.49	2.47	16.16
VNQ Vanguard Real Estate ETF	0.65	-0.24	0.97	0.54	-0.77
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

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

scrr Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 1.07
5-Year: 1.14
All Time: 1.04

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of scrr compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

scrr provided a 2.06% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.06%	2.04%	2.03%	2.40%	1.93%	2.07%	1.87%	2.22%	1.88%	2.04%	1.97%	1.94%
Portfolio components:
VGT Vanguard Information Technology ETF	0.56%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
MGK Vanguard Mega Cap Growth ETF	0.47%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%
VYM Vanguard High Dividend Yield ETF	2.93%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%
VEA Vanguard FTSE Developed Markets ETF	2.91%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
BIV Vanguard Intermediate-Term Bond ETF	3.86%	3.79%	3.10%	2.41%	3.42%	2.96%	2.75%	2.87%	2.69%	2.38%	3.02%	3.96%
BLV Vanguard Long-Term Bond ETF	4.71%	4.68%	4.06%	4.17%	3.37%	5.84%	3.57%	4.07%	3.63%	4.16%	4.37%	3.90%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	2.76%	2.70%	3.36%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%	0.82%
GLDM SPDR Gold MiniShares 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%
VNQ Vanguard Real Estate ETF	4.07%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%
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 scrr. 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 scrr was 28.00%, occurring on Oct 15, 2022. Recovery took 482 trading sessions.

The current scrr drawdown is 2.05%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28%	Nov 9, 2021	341	Oct 15, 2022	482	Feb 9, 2024	823
-24.31%	Feb 15, 2020	37	Mar 22, 2020	80	Jun 10, 2020	117
-13.35%	Jul 26, 2018	153	Dec 25, 2018	98	Apr 2, 2019	251
-13.06%	Dec 9, 2024	121	Apr 8, 2025	—	—	—
-7.77%	Sep 2, 2020	22	Sep 23, 2020	49	Nov 11, 2020	71

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 11 assets, with an effective number of assets of 8.75, 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.

	^GSPC	GLDM	BLV	VTIP	BIV	BTC-USD	ETH-USD	VNQ	VYM	VEA	VGT	MGK	Portfolio
^GSPC	1.00	0.07	0.06	0.14	0.05	0.27	0.28	0.64	0.83	0.81	0.91	0.93	0.85
GLDM	0.07	1.00	0.30	0.37	0.36	0.11	0.10	0.12	0.06	0.21	0.06	0.06	0.24
BLV	0.06	0.30	1.00	0.43	0.86	0.03	0.04	0.21	-0.01	0.06	0.06	0.09	0.24
VTIP	0.14	0.37	0.43	1.00	0.55	0.04	0.06	0.22	0.12	0.17	0.10	0.11	0.23
BIV	0.05	0.36	0.86	0.55	1.00	0.02	0.04	0.22	-0.01	0.08	0.06	0.08	0.24
BTC-USD	0.27	0.11	0.03	0.04	0.02	1.00	0.81	0.16	0.17	0.22	0.22	0.22	0.61
ETH-USD	0.28	0.10	0.04	0.06	0.04	0.81	1.00	0.15	0.18	0.23	0.22	0.22	0.60
VNQ	0.64	0.12	0.21	0.22	0.22	0.16	0.15	1.00	0.61	0.52	0.45	0.47	0.55
VYM	0.83	0.06	-0.01	0.12	-0.01	0.17	0.18	0.61	1.00	0.70	0.55	0.54	0.57
VEA	0.81	0.21	0.06	0.17	0.08	0.22	0.23	0.52	0.70	1.00	0.65	0.65	0.67
VGT	0.91	0.06	0.06	0.10	0.06	0.22	0.22	0.45	0.55	0.65	1.00	0.94	0.75
MGK	0.93	0.06	0.09	0.11	0.08	0.22	0.22	0.47	0.54	0.65	0.94	1.00	0.76
Portfolio	0.85	0.24	0.24	0.23	0.24	0.61	0.60	0.55	0.57	0.67	0.75	0.76	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

Performance Analysis

Risk Analysis

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Factor Model

scrr

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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