GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT
Asset Allocation
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
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT | 6.94% | 1.36% | 7.07% | 12.11% | N/A | N/A |
Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | 7.68% | 4.24% | 7.89% | 18.07% | N/A | N/A |
SCHD Schwab US Dividend Equity ETF | 13.08% | 4.62% | 10.16% | 17.53% | 13.61% | 11.64% |
IAU iShares Gold Trust | 21.14% | 2.67% | 20.00% | 28.62% | 10.29% | 6.84% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.16% | -0.33% | 4.08% | 6.78% | -0.05% | 1.40% |
TLT iShares 20+ Year Treasury Bond ETF | -0.13% | -1.82% | 3.87% | 5.47% | -5.90% | 0.54% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.54% | 0.38% | 2.61% | 5.32% | 2.13% | 1.45% |
Monthly Returns
The table below presents the monthly returns of GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT, 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 | -0.50% | -0.23% | 2.71% | -2.53% | 2.12% | 0.14% | 4.54% | 6.94% | |||||
2023 | 3.96% | -2.68% | 1.15% | 0.13% | -1.96% | 1.59% | 1.98% | -1.13% | -2.86% | -1.27% | 4.48% | 4.69% | 7.96% |
2022 | -2.04% | 0.32% | -1.01% | -3.42% | 1.12% | -3.64% | 3.02% | -2.68% | -5.07% | 3.18% | 4.36% | -1.90% | -7.95% |
2021 | -0.09% | 1.41% | 1.76% | 1.50% | 2.16% | -0.87% | 0.61% | 0.55% | -1.47% | 1.17% | -0.34% | 1.75% | 8.36% |
2020 | 0.37% | -1.58% | -3.26% | 5.69% | 1.78% | 0.78% | 2.77% | 1.56% | -1.49% | 0.23% | 4.54% | 2.46% | 14.34% |
2019 | -0.03% | 0.87% | 0.25% | 1.00% | 2.11% |
Expense Ratio
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT has an expense ratio of 0.11%, 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 rank of GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | 0.98 | 1.51 | 1.18 | 1.62 | 4.23 |
SCHD Schwab US Dividend Equity ETF | 1.51 | 2.21 | 1.26 | 1.34 | 5.67 |
IAU iShares Gold Trust | 1.99 | 2.82 | 1.35 | 2.30 | 11.61 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.23 | 1.85 | 1.22 | 0.43 | 4.24 |
TLT iShares 20+ Year Treasury Bond ETF | 0.26 | 0.47 | 1.05 | 0.09 | 0.63 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.75 | 481.76 | 482.76 | 494.59 | 7,851.35 |
Dividends
Dividend yield
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT granted a 2.67% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT | 2.67% | 2.55% | 1.84% | 1.53% | 1.86% | 1.84% | 1.70% | 1.39% | 1.41% | 1.42% | 1.30% | 1.35% |
Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.60% | 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 | 3.35% | 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 | 3.04% | 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 | 3.43% | 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 | 4.79% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.94% | Nov 10, 2021 | 221 | Sep 27, 2022 | 376 | Mar 27, 2024 | 597 |
-10.22% | Feb 24, 2020 | 18 | Mar 18, 2020 | 29 | Apr 29, 2020 | 47 |
-4.43% | Jun 9, 2020 | 14 | Jun 26, 2020 | 22 | Jul 29, 2020 | 36 |
-3.38% | Apr 30, 2020 | 10 | May 13, 2020 | 8 | May 26, 2020 | 18 |
-3.29% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
Volatility
Volatility Chart
The current GYRO 15% IJS AND AVUV 50% VGIT 5% BIL 5% TLT volatility is 1.97%, 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
BIL | IAU | SCHD | AVUV | TLT | VGIT | |
---|---|---|---|---|---|---|
BIL | 1.00 | 0.02 | 0.01 | 0.01 | 0.02 | 0.04 |
IAU | 0.02 | 1.00 | 0.10 | 0.09 | 0.29 | 0.39 |
SCHD | 0.01 | 0.10 | 1.00 | 0.84 | -0.14 | -0.08 |
AVUV | 0.01 | 0.09 | 0.84 | 1.00 | -0.17 | -0.12 |
TLT | 0.02 | 0.29 | -0.14 | -0.17 | 1.00 | 0.86 |
VGIT | 0.04 | 0.39 | -0.08 | -0.12 | 0.86 | 1.00 |