10-10-60
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Apr 11, 2012, corresponding to the inception date of ANGL
Returns By Period
As of Oct 18, 2024, the 10-10-60 returned 15.37% Year-To-Date and 9.50% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| 10-10-60 | 15.65% | 2.15% | 11.84% | 27.71% | 10.54% | 9.35% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 31.44% | 3.74% | 16.56% | 36.86% | 12.38% | 7.85% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.77% | -0.29% | 4.28% | 7.99% | 2.22% | 2.14% |
RSP Invesco S&P 500® Equal Weight ETF | 16.65% | 2.90% | 13.84% | 34.88% | 12.80% | 11.04% |
VTV Vanguard Value ETF | 21.09% | 2.92% | 14.53% | 35.07% | 12.43% | 11.10% |
SCHD Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.36% | 12.07% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 6.40% | -0.06% | 6.54% | 17.89% | 5.06% | 6.07% |
Monthly Returns
The table below presents the monthly returns of 10-10-60, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.13% | 1.72% | 4.09% | -2.78% | 2.10% | -0.09% | 4.28% | 2.15% | 1.83% | 15.65% | |||
| 2023 | 3.92% | -3.01% | 0.99% | 0.29% | -2.78% | 3.98% | 2.69% | -1.55% | -3.40% | -1.51% | 5.98% | 4.50% | 9.93% |
| 2022 | -2.71% | -0.61% | 1.54% | -4.45% | 1.57% | -6.63% | 4.43% | -2.67% | -6.22% | 6.62% | 5.71% | -2.24% | -6.54% |
| 2021 | -0.84% | 2.90% | 4.38% | 2.69% | 2.48% | -0.73% | 1.04% | 1.48% | -2.70% | 3.19% | -1.98% | 4.93% | 17.81% |
| 2020 | -0.72% | -5.71% | -11.72% | 10.11% | 3.47% | 0.75% | 5.38% | 2.66% | -2.30% | -0.26% | 8.71% | 3.38% | 12.38% |
| 2019 | 6.10% | 2.49% | 0.69% | 2.33% | -4.41% | 5.99% | 0.80% | -0.59% | 1.81% | 1.24% | 1.83% | 2.40% | 22.27% |
| 2018 | 3.13% | -3.51% | -1.25% | -0.04% | 0.61% | -0.01% | 2.59% | 1.20% | 0.48% | -3.94% | 1.44% | -5.08% | -4.65% |
| 2017 | 1.35% | 2.60% | -0.11% | 0.55% | 0.60% | 0.37% | 1.52% | 0.29% | 1.66% | 1.27% | 2.32% | 1.36% | 14.64% |
| 2016 | -2.32% | 2.07% | 5.24% | 2.34% | 0.06% | 2.49% | 2.52% | 0.26% | 0.27% | -1.35% | 2.08% | 1.42% | 15.92% |
| 2015 | -0.63% | 3.16% | -1.00% | 0.84% | 0.55% | -2.00% | -0.15% | -3.55% | -1.77% | 5.39% | -0.81% | -1.57% | -1.84% |
| 2014 | -1.89% | 3.90% | 0.63% | 0.96% | 1.17% | 1.92% | -1.55% | 2.67% | -1.78% | 1.07% | 1.53% | -0.57% | 8.17% |
| 2013 | 3.77% | 0.57% | 3.17% | 0.99% | 0.75% | -2.27% | 4.48% | -1.83% | 1.49% | 3.22% | 1.21% | 1.33% | 17.98% |
Expense Ratio
10-10-60 has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 10-10-60 is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.77 | 3.72 | 1.48 | 5.25 | 17.65 |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.38 | 7.62 | 2.06 | 4.85 | 45.38 |
RSP Invesco S&P 500® Equal Weight ETF | 2.63 | 3.67 | 1.47 | 1.98 | 15.97 |
VTV Vanguard Value ETF | 3.15 | 4.32 | 1.56 | 3.29 | 21.08 |
SCHD Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.05 | 13.15 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 3.23 | 5.21 | 1.67 | 1.29 | 24.91 |
Dividends
Dividend yield
10-10-60 granted a 3.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10-10-60 | 3.09% | 2.98% | 2.68% | 2.14% | 2.60% | 2.75% | 3.00% | 2.53% | 2.62% | 2.76% | 2.74% | 2.55% |
| 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 | 4.79% | 4.05% | 1.92% | 1.19% | 1.94% | 2.77% | 2.36% | 1.94% | 1.65% | 1.43% | 1.24% | 1.41% |
RSP Invesco S&P 500® Equal Weight ETF | 1.46% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.96% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.76% | 5.81% | 6.80% | 6.10% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 10-10-60. 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 10-10-60 was 27.79%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current 10-10-60 drawdown is 0.03%.
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 | 302 | Dec 13, 2023 | 488 |
| -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
Volatility Chart
The current 10-10-60 volatility is 1.57%, 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.
Diversification
Asset Correlations Table
| GLD | SPSB | ANGL | SCHD | VTV | RSP | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.27 | 0.11 | 0.02 | 0.01 | 0.03 |
| SPSB | 0.27 | 1.00 | 0.26 | 0.07 | 0.06 | 0.09 |
| ANGL | 0.11 | 0.26 | 1.00 | 0.45 | 0.47 | 0.50 |
| SCHD | 0.02 | 0.07 | 0.45 | 1.00 | 0.94 | 0.92 |
| VTV | 0.01 | 0.06 | 0.47 | 0.94 | 1.00 | 0.95 |
| RSP | 0.03 | 0.09 | 0.50 | 0.92 | 0.95 | 1.00 |