10-10-60
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Apr 11, 2012, corresponding to the inception date of ANGL
Returns By Period
As of May 11, 2025, the 10-10-60 returned 1.64% Year-To-Date and 8.70% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
10-10-60 | 1.64% | 4.46% | -1.64% | 8.18% | 11.50% | 8.70% |
Portfolio components: | ||||||
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 1.94% | 0.73% | 2.44% | 6.22% | 2.39% | 2.31% |
RSP Invesco S&P 500® Equal Weight ETF | -1.04% | 8.13% | -5.48% | 5.59% | 14.63% | 9.62% |
VTV Vanguard Value ETF | -0.17% | 5.29% | -4.89% | 6.55% | 14.52% | 9.82% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.65% | 3.09% | 0.00% | 5.48% | 6.39% | 5.77% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.93% | 0.93% | -0.43% | -2.42% | 0.70% | 1.64% | |||||||
2024 | 0.13% | 1.72% | 4.09% | -2.78% | 2.10% | -0.09% | 4.28% | 2.15% | 1.83% | -0.45% | 3.42% | -4.23% | 12.45% |
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% | 17.80% |
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% | 22.26% |
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% | -1.36% | 2.08% | 1.43% | 15.93% |
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% |
Expense Ratio
10-10-60 has an expense ratio of 0.18%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 10-10-60 is 71, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 3.74 | 6.05 | 1.84 | 8.12 | 26.46 |
RSP Invesco S&P 500® Equal Weight ETF | 0.34 | 0.67 | 1.09 | 0.37 | 1.37 |
VTV Vanguard Value ETF | 0.45 | 0.82 | 1.11 | 0.55 | 2.00 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.80 | 1.12 | 1.17 | 0.94 | 4.50 |
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Dividends
Dividend yield
10-10-60 provided a 3.37% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 3.37% | 3.24% | 2.98% | 2.68% | 2.14% | 2.60% | 2.75% | 3.00% | 2.53% | 2.63% | 2.76% | 2.75% |
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 | 4.85% | 4.85% | 4.05% | 1.92% | 1.19% | 1.94% | 2.77% | 2.36% | 1.94% | 1.65% | 1.43% | 1.26% |
RSP Invesco S&P 500® Equal Weight ETF | 1.63% | 1.52% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
VTV Vanguard Value ETF | 2.33% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 6.43% | 6.29% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.79% | 5.81% | 6.80% |
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 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 2.66%.
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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 5.56, 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
^GSPC | GLD | SPSB | ANGL | SCHD | VTV | RSP | Portfolio | |
---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.02 | 0.10 | 0.52 | 0.84 | 0.89 | 0.93 | 0.89 |
GLD | 0.02 | 1.00 | 0.26 | 0.11 | 0.01 | 0.01 | 0.03 | 0.18 |
SPSB | 0.10 | 0.26 | 1.00 | 0.27 | 0.07 | 0.06 | 0.09 | 0.16 |
ANGL | 0.52 | 0.11 | 0.27 | 1.00 | 0.46 | 0.47 | 0.51 | 0.61 |
SCHD | 0.84 | 0.01 | 0.07 | 0.46 | 1.00 | 0.94 | 0.91 | 0.93 |
VTV | 0.89 | 0.01 | 0.06 | 0.47 | 0.94 | 1.00 | 0.95 | 0.95 |
RSP | 0.93 | 0.03 | 0.09 | 0.51 | 0.91 | 0.95 | 1.00 | 0.95 |
Portfolio | 0.89 | 0.18 | 0.16 | 0.61 | 0.93 | 0.95 | 0.95 | 1.00 |