A
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
IAU iShares Gold Trust | Precious Metals, Gold | 20% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 20% |
VNQ Vanguard Real Estate ETF | REIT | 20% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in A, 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 Every 3 months.
The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND
Returns By Period
As of May 9, 2025, the A returned 5.19% Year-To-Date and 6.54% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| A | 5.19% | 7.00% | 3.17% | 15.21% | 7.66% | 6.54% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.64% | 14.17% | -5.14% | 10.03% | 15.30% | 11.75% |
BND Vanguard Total Bond Market ETF | 2.13% | 0.32% | 1.30% | 5.43% | -0.86% | 1.49% |
IAU iShares Gold Trust | 25.91% | 10.71% | 22.09% | 42.82% | 13.88% | 10.57% |
VNQ Vanguard Real Estate ETF | 0.45% | 11.00% | -4.37% | 13.24% | 7.43% | 5.28% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.88% | 0.08% | 2.37% | 5.54% | 1.05% | 1.40% |
Monthly Returns
The table below presents the monthly returns of A, 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 | 2.49% | 1.32% | 0.39% | 0.70% | 0.20% | 5.19% | |||||||
| 2024 | -1.03% | 1.19% | 3.02% | -2.41% | 2.61% | 1.24% | 3.76% | 2.40% | 2.54% | -0.59% | 1.81% | -2.88% | 12.02% |
| 2023 | 5.43% | -3.47% | 2.56% | 0.63% | -1.29% | 1.91% | 1.63% | -1.37% | -3.88% | -0.02% | 5.82% | 4.19% | 12.23% |
| 2022 | -3.78% | -0.21% | 1.23% | -3.95% | -1.35% | -3.80% | 3.64% | -3.31% | -6.14% | 1.71% | 4.84% | -1.83% | -12.78% |
| 2021 | -0.87% | -0.23% | 1.42% | 3.49% | 1.84% | -0.32% | 2.00% | 0.95% | -2.93% | 3.00% | -0.85% | 3.27% | 11.08% |
| 2020 | 1.67% | -2.61% | -6.36% | 6.38% | 2.13% | 1.65% | 4.39% | 1.25% | -2.18% | -1.23% | 3.46% | 2.85% | 11.28% |
| 2019 | 4.93% | 0.80% | 1.38% | 0.64% | -0.45% | 3.63% | 0.67% | 2.57% | -0.05% | 1.28% | -0.17% | 1.48% | 17.88% |
| 2018 | 0.54% | -2.88% | 0.60% | -0.13% | 1.25% | 0.33% | 0.30% | 1.03% | -0.75% | -1.79% | 1.59% | -1.80% | -1.81% |
| 2017 | 1.45% | 2.22% | -0.52% | 0.79% | 0.20% | 0.20% | 1.21% | 1.01% | -0.34% | 0.04% | 1.15% | 0.74% | 8.41% |
| 2016 | -0.37% | 2.51% | 3.25% | 0.76% | -0.51% | 3.71% | 2.17% | -1.48% | -0.15% | -2.36% | -1.69% | 1.09% | 6.92% |
| 2015 | 3.14% | -1.21% | -0.17% | -1.12% | 0.24% | -1.74% | 0.35% | -1.92% | -0.07% | 3.18% | -1.44% | -0.21% | -1.12% |
| 2014 | 1.24% | 3.40% | -0.52% | 0.95% | 0.58% | 1.95% | -1.17% | 1.77% | -2.98% | 2.13% | 1.01% | 0.63% | 9.20% |
Expense Ratio
A has an expense ratio of 0.12%, 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
With an overall rank of 94, A is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.51 | 0.84 | 1.12 | 0.52 | 1.99 |
BND Vanguard Total Bond Market ETF | 1.03 | 1.48 | 1.18 | 0.43 | 2.60 |
IAU iShares Gold Trust | 2.47 | 3.22 | 1.41 | 5.15 | 13.79 |
VNQ Vanguard Real Estate ETF | 0.74 | 1.11 | 1.15 | 0.55 | 2.41 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.36 | 5.66 | 1.73 | 5.71 | 16.19 |
Dividends
Dividend yield
A provided a 2.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.63% | 2.54% | 2.29% | 1.90% | 1.20% | 1.70% | 2.00% | 2.26% | 1.89% | 1.99% | 1.80% | 1.70% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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% |
VNQ Vanguard Real Estate ETF | 4.10% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.95% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
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 A. 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 A was 27.09%, occurring on Nov 20, 2008. Recovery took 248 trading sessions.
The current A drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.09% | May 20, 2008 | 130 | Nov 20, 2008 | 248 | Nov 16, 2009 | 378 |
| -18.01% | Jan 3, 2022 | 198 | Oct 14, 2022 | 350 | Mar 8, 2024 | 548 |
| -16.96% | Feb 24, 2020 | 20 | Mar 20, 2020 | 85 | Jul 22, 2020 | 105 |
| -7.59% | Jan 23, 2015 | 149 | Aug 25, 2015 | 148 | Mar 29, 2016 | 297 |
| -7.41% | Jul 25, 2011 | 50 | Oct 3, 2011 | 18 | Oct 27, 2011 | 68 |
Volatility
Volatility Chart
The current A volatility is 4.16%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, 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 | IAU | BND | SHY | VNQ | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | -0.16 | -0.22 | 0.68 | 0.99 | 0.75 |
| IAU | 0.05 | 1.00 | 0.25 | 0.26 | 0.09 | 0.06 | 0.47 |
| BND | -0.16 | 0.25 | 1.00 | 0.72 | 0.03 | -0.16 | 0.15 |
| SHY | -0.22 | 0.26 | 0.72 | 1.00 | -0.06 | -0.21 | 0.07 |
| VNQ | 0.68 | 0.09 | 0.03 | -0.06 | 1.00 | 0.69 | 0.84 |
| VTI | 0.99 | 0.06 | -0.16 | -0.21 | 0.69 | 1.00 | 0.76 |
| Portfolio | 0.75 | 0.47 | 0.15 | 0.07 | 0.84 | 0.76 | 1.00 |