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GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGIT 50%TLT 5%BIL 5%IAU 10%AVUV 15%SCHD 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

15%

BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

5%

IAU
iShares Gold Trust
Precious Metals, Gold

10%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

15%

TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

5%

VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT, 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%20.00%25.00%NovemberDecember2024FebruaryMarchApril
9.01%
18.83%
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT-0.18%-1.13%9.01%5.56%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF
-0.69%-2.44%21.02%23.34%N/AN/A
SCHD
Schwab US Dividend Equity ETF
2.25%-2.70%14.39%9.46%10.99%11.11%
IAU
iShares Gold Trust
12.84%7.60%17.91%17.16%12.62%5.78%
VGIT
Vanguard Intermediate-Term Treasury ETF
-2.59%-1.80%2.99%-1.15%-0.09%0.95%
TLT
iShares 20+ Year Treasury Bond ETF
-9.11%-4.98%7.74%-11.60%-4.21%0.19%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.63%0.43%2.65%5.24%1.91%1.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.50%-0.23%2.71%
2023-2.86%-1.27%4.48%4.69%

Expense Ratio

The GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
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%
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT
Sharpe ratio
The chart of Sharpe ratio for GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.005.000.75
Sortino ratio
The chart of Sortino ratio for GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT, currently valued at 1.17, compared to the broader market0.002.004.006.001.17
Omega ratio
The chart of Omega ratio for GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT, currently valued at 1.14, compared to the broader market0.801.001.201.401.601.801.14
Calmar ratio
The chart of Calmar ratio for GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT, currently valued at 0.52, compared to the broader market0.002.004.006.008.000.52
Martin ratio
The chart of Martin ratio for GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT, currently valued at 2.43, compared to the broader market0.0010.0020.0030.0040.002.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUV
Avantis U.S. Small Cap Value ETF
1.111.781.191.314.64
SCHD
Schwab US Dividend Equity ETF
0.791.191.140.702.60
IAU
iShares Gold Trust
1.301.981.241.293.54
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.22-0.280.97-0.08-0.42
TLT
iShares 20+ Year Treasury Bond ETF
-0.70-0.910.90-0.25-1.15
BIL
SPDR Barclays 1-3 Month T-Bill ETF
19.55164.5878.61238.542,679.99

Sharpe Ratio

The current GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.75

The Sharpe ratio of GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.75
1.81
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT granted a 2.74% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT2.74%2.55%1.84%1.53%1.86%1.84%1.70%1.39%1.41%1.42%1.30%1.35%
AVUV
Avantis U.S. Small Cap Value ETF
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
IAU
iShares 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%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.05%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
TLT
iShares 20+ Year Treasury Bond ETF
3.89%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.13%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.10%
-4.64%
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT. 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 GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT was 13.94%, occurring on Sep 27, 2022. Recovery took 376 trading sessions.

The current GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT drawdown is 2.10%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.94%Nov 10, 2021221Sep 27, 2022376Mar 27, 2024597
-10.22%Feb 24, 202018Mar 18, 202029Apr 29, 202047
-4.43%Jun 9, 202014Jun 26, 202022Jul 29, 202036
-3.38%Apr 30, 202010May 13, 20208May 26, 202018
-3.29%Sep 3, 202014Sep 23, 202012Oct 9, 202026

Volatility

Volatility Chart

The current GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT volatility is 1.99%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.99%
3.30%
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT
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.

BILIAUSCHDAVUVTLTVGIT
BIL1.000.020.010.010.000.01
IAU0.021.000.090.070.300.39
SCHD0.010.091.000.84-0.15-0.10
AVUV0.010.070.841.00-0.19-0.15
TLT0.000.30-0.15-0.191.000.85
VGIT0.010.39-0.10-0.150.851.00