10-10-60
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in 10-10-60, 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 10-10-60 returned 1.92% Year-To-Date and 8.12% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| 10-10-60 | -0.68% | 2.86% | 1.92% | 10.46% | 7.28% | 8.13% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 0.43% | -2.74% | 5.29% | 16.74% | 9.52% | 3.33% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 0.26% | 0.86% | 2.40% | 3.62% | 1.72% | 1.50% |
RSP Invesco S&P 500® Equal Weight ETF | -2.16% | 3.91% | 2.42% | 11.33% | 7.84% | 9.94% |
VTV Vanguard Value ETF | -0.43% | 6.17% | 1.43% | 13.16% | 7.38% | 9.89% |
SCHD Schwab US Dividend Equity ETF | -1.48% | 2.48% | -3.10% | 8.53% | 9.64% | 11.14% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.27% | 2.73% | 4.61% | 8.31% | 3.76% | 5.71% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GLD | SPSB | ANGL | SCHD | VTV | RSP | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.25 | 0.09 | 0.00 | -0.01 | 0.01 |
| SPSB | 0.25 | 1.00 | 0.23 | 0.06 | 0.04 | 0.08 |
| ANGL | 0.09 | 0.23 | 1.00 | 0.45 | 0.46 | 0.49 |
| SCHD | 0.00 | 0.06 | 0.45 | 1.00 | 0.95 | 0.92 |
| VTV | -0.01 | 0.04 | 0.46 | 0.95 | 1.00 | 0.95 |
| RSP | 0.01 | 0.08 | 0.49 | 0.92 | 0.95 | 1.00 |
Dividend yield
10-10-60 granted a 3.01% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10-10-60 | 3.01% | 2.75% | 2.27% | 2.84% | 3.12% | 3.54% | 3.12% | 3.37% | 3.68% | 3.86% | 3.74% | 3.78% |
| Portfolio components: | ||||||||||||
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% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 3.47% | 1.97% | 1.25% | 2.06% | 2.99% | 2.62% | 2.21% | 1.91% | 1.69% | 1.48% | 1.70% | 1.90% |
RSP Invesco S&P 500® Equal Weight ETF | 1.79% | 1.84% | 1.32% | 1.72% | 1.81% | 2.20% | 1.69% | 1.35% | 1.94% | 1.69% | 1.50% | 1.96% |
VTV Vanguard Value ETF | 2.63% | 2.56% | 2.24% | 2.73% | 2.76% | 3.09% | 2.66% | 2.91% | 3.18% | 2.78% | 2.84% | 3.60% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.21% | 4.89% | 4.22% | 5.26% | 6.16% | 7.50% | 6.95% | 8.04% | 8.62% | 10.64% | 10.19% | 8.42% |
Expense Ratio
The 10-10-60 features an expense ratio of 0.18%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 1.03 | ||||
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 1.25 | ||||
RSP Invesco S&P 500® Equal Weight ETF | 0.45 | ||||
VTV Vanguard Value ETF | 0.73 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 | ||||
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.69 |
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 10-10-60. 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 10-10-60 is 27.79%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.79% | Feb 13, 2020 | 27 | Mar 23, 2020 | 97 | Aug 10, 2020 | 124 |
| -15.63% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -12.27% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -11.17% | Aug 5, 2013 | 20 | Aug 30, 2013 | 190 | Jun 4, 2014 | 210 |
| -10.98% | May 19, 2015 | 170 | Jan 20, 2016 | 58 | Apr 13, 2016 | 228 |
Volatility Chart
The current 10-10-60 volatility is 2.09%, 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.