2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 21, 2024, the 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU returned 8.05% Year-To-Date and 5.29% 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 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU | 8.05% | 1.24% | 7.64% | 15.57% | 5.40% | 5.30% |
| Portfolio components: | ||||||
TLT iShares 20+ Year Treasury Bond ETF | 2.67% | 0.82% | 7.34% | 12.49% | -4.94% | 0.87% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 1.15% | 7.55% | 21.93% | 13.04% | 11.66% |
VGIT Vanguard Intermediate-Term Treasury ETF | 4.57% | 0.98% | 5.41% | 9.35% | 0.33% | 1.56% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.89% | 0.44% | 2.67% | 5.37% | 2.18% | 1.48% |
IAU iShares Gold Trust | 26.88% | 4.41% | 20.99% | 35.82% | 11.18% | 7.73% |
IJS iShares S&P SmallCap 600 Value ETF | 5.47% | 0.53% | 8.74% | 22.53% | 9.15% | 8.79% |
Monthly Returns
The table below presents the monthly returns of 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU, 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 | -0.81% | -0.14% | 2.37% | -2.48% | 1.95% | 0.17% | 4.56% | 1.02% | 8.05% | ||||
| 2023 | 4.08% | -2.62% | 1.26% | 0.00% | -1.87% | 1.22% | 1.68% | -1.25% | -3.07% | -1.32% | 4.32% | 4.63% | 6.87% |
| 2022 | -2.13% | 0.39% | -1.06% | -3.25% | 0.86% | -3.04% | 2.63% | -2.86% | -4.86% | 3.15% | 3.94% | -1.73% | -8.08% |
| 2021 | 0.17% | 1.19% | 1.62% | 1.34% | 2.01% | -0.83% | 0.38% | 0.41% | -1.67% | 0.93% | -0.49% | 1.79% | 6.98% |
| 2020 | 0.55% | -1.63% | -3.16% | 4.66% | 1.40% | 0.81% | 2.64% | 1.19% | -1.58% | 0.15% | 4.60% | 2.44% | 12.42% |
| 2019 | 3.28% | 1.12% | 0.43% | 0.96% | -1.33% | 3.47% | 0.43% | 1.30% | 0.60% | 0.88% | 0.30% | 0.92% | 12.98% |
| 2018 | 0.41% | -1.99% | 0.34% | -0.48% | 1.50% | -0.04% | 0.65% | 1.03% | -0.77% | -2.25% | 1.16% | -1.16% | -1.66% |
| 2017 | 0.48% | 1.30% | -0.09% | 0.72% | 0.26% | 0.00% | 0.79% | 0.55% | 0.84% | 0.46% | 1.09% | 0.53% | 7.15% |
| 2016 | 0.55% | 2.04% | 2.22% | 0.70% | -0.43% | 2.65% | 1.48% | -0.58% | 0.40% | -1.66% | 0.15% | 0.62% | 8.38% |
| 2015 | 1.09% | 0.01% | 0.00% | -0.33% | 0.15% | -1.10% | -0.41% | -1.19% | -0.12% | 2.22% | -0.44% | -1.01% | -1.19% |
| 2014 | 0.15% | 2.06% | -0.18% | 0.31% | 0.60% | 1.30% | -1.61% | 1.89% | -1.90% | 1.67% | 0.91% | 0.43% | 5.68% |
| 2013 | 1.26% | 0.44% | 1.57% | 0.22% | -0.76% | -1.84% | 2.38% | -0.93% | 1.49% | 1.57% | 0.33% | -0.59% | 5.17% |
Expense Ratio
2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU 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 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU is 49, 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 | |
|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | 0.63 | 0.98 | 1.11 | 0.22 | 1.80 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.73 | 2.58 | 1.31 | 0.60 | 6.77 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.93 | 487.90 | 488.90 | 500.97 | 7,952.72 |
IAU iShares Gold Trust | 2.43 | 3.38 | 1.42 | 2.86 | 14.88 |
IJS iShares S&P SmallCap 600 Value ETF | 0.92 | 1.46 | 1.17 | 0.86 | 4.19 |
Dividends
Dividend yield
2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU granted a 2.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU | 2.75% | 2.55% | 1.77% | 1.53% | 1.80% | 2.02% | 1.94% | 1.55% | 1.53% | 1.60% | 1.44% | 1.45% |
| Portfolio components: | ||||||||||||
TLT iShares 20+ Year Treasury Bond ETF | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.31% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.22% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
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% |
IJS iShares S&P SmallCap 600 Value ETF | 1.46% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
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 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU. 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 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU was 13.78%, occurring on Sep 27, 2022. Recovery took 448 trading sessions.
The current 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU drawdown is 0.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.78% | Nov 10, 2021 | 221 | Sep 27, 2022 | 448 | Jul 11, 2024 | 669 |
| -9.62% | Feb 24, 2020 | 18 | Mar 18, 2020 | 48 | May 27, 2020 | 66 |
| -5.04% | Aug 28, 2018 | 82 | Dec 24, 2018 | 25 | Jan 31, 2019 | 107 |
| -4.65% | Apr 16, 2015 | 92 | Aug 25, 2015 | 131 | Mar 3, 2016 | 223 |
| -4.18% | Jun 9, 2020 | 14 | Jun 26, 2020 | 22 | Jul 29, 2020 | 36 |
Volatility
Volatility Chart
The current 2.5TLT15AVUV15SCHD50VGIT7.5BIL10IAU volatility is 1.68%, 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 | IJS | TLT | VGIT | |
|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.01 | -0.01 | 0.02 | 0.03 |
| IAU | 0.02 | 1.00 | 0.03 | 0.03 | 0.26 | 0.35 |
| SCHD | 0.01 | 0.03 | 1.00 | 0.80 | -0.25 | -0.21 |
| IJS | -0.01 | 0.03 | 0.80 | 1.00 | -0.26 | -0.22 |
| TLT | 0.02 | 0.26 | -0.25 | -0.26 | 1.00 | 0.85 |
| VGIT | 0.03 | 0.35 | -0.21 | -0.22 | 0.85 | 1.00 |