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Awesome
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 24%GLD 24%USD=X 24%PRF 17%VTI 7%VNQ 4%BondBondCommodityCommodityCurrencyCurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market
24%
GLD
SPDR Gold Trust
Precious Metals, Gold
24%
PRF
Invesco FTSE RAFI US 1000 ETF
Large Cap Blend Equities
17%
USD=X
USD Cash
24%
VNQ
Vanguard Real Estate ETF
REIT
4%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
7%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Awesome, 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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.41%
9.66%
Awesome
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2007, corresponding to the inception date of BND

Returns By Period

As of Dec 24, 2024, the Awesome returned 11.15% Year-To-Date and 5.19% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
Awesome11.15%-2.02%5.41%11.50%6.00%5.19%
BND
Vanguard Total Bond Market ETF
1.15%-0.54%1.03%1.42%-0.40%1.27%
GLD
SPDR Gold Trust
26.04%-3.55%11.75%26.64%10.88%7.43%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
PRF
Invesco FTSE RAFI US 1000 ETF
17.16%-4.13%7.09%17.70%11.67%10.01%
VTI
Vanguard Total Stock Market ETF
25.60%-0.53%10.84%25.91%13.68%12.08%
VNQ
Vanguard Real Estate ETF
4.51%-6.82%8.20%5.28%3.15%4.73%
*Annualized

Monthly Returns

The table below presents the monthly returns of Awesome, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.38%0.89%3.44%-1.22%1.90%0.45%3.03%1.54%2.09%0.09%1.22%11.15%
20234.01%-2.95%2.59%0.65%-1.24%1.26%1.52%-1.18%-2.97%0.61%4.14%2.91%9.41%
2022-1.95%0.71%0.59%-3.29%-0.41%-3.15%2.09%-2.38%-4.50%1.92%4.53%-1.00%-6.99%
2021-0.50%-0.83%1.31%2.42%2.43%-1.46%1.24%0.59%-2.12%2.02%-0.78%2.42%6.80%
20201.24%-2.16%-4.62%5.80%1.97%1.19%4.20%1.13%-2.10%-0.68%2.62%2.75%11.42%
20193.44%0.65%0.46%0.76%-0.90%4.03%0.40%2.02%-0.18%1.17%0.00%1.59%14.18%
20181.40%-2.15%-0.01%-0.23%0.47%-0.55%0.32%0.36%-0.31%-1.36%0.82%-0.84%-2.11%
20171.60%1.85%-0.36%0.72%0.19%-0.16%1.12%1.10%-0.25%0.15%0.94%1.04%8.22%
20160.20%3.01%1.91%1.67%-1.23%2.95%1.62%-0.90%0.15%-1.65%-1.13%0.40%7.07%
20152.10%-0.73%-0.61%-0.09%0.20%-1.29%-0.93%-0.93%-0.76%2.66%-1.62%-0.60%-2.66%
20140.50%2.91%-0.46%0.60%0.06%2.12%-1.37%1.42%-2.37%0.37%0.73%0.47%4.99%
20131.31%-0.66%1.47%-0.87%-1.45%-3.06%3.31%0.05%-0.11%1.38%-0.85%-0.34%0.03%

Expense Ratio

Awesome has an expense ratio of 0.18%, 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.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for PRF: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, Awesome is among the top 24% 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.


The Risk-Adjusted Performance Rank of Awesome is 7676
Overall Rank
The Sharpe Ratio Rank of Awesome is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of Awesome is 7070
Sortino Ratio Rank
The Omega Ratio Rank of Awesome is 7272
Omega Ratio Rank
The Calmar Ratio Rank of Awesome is 8989
Calmar Ratio Rank
The Martin Ratio Rank of Awesome is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Awesome, currently valued at 2.00, compared to the broader market-6.00-4.00-2.000.002.004.002.002.07
The chart of Sortino ratio for Awesome, currently valued at 2.74, compared to the broader market-6.00-4.00-2.000.002.004.006.002.742.76
The chart of Omega ratio for Awesome, currently valued at 1.38, compared to the broader market0.400.600.801.001.201.401.601.801.381.39
The chart of Calmar ratio for Awesome, currently valued at 4.26, compared to the broader market0.002.004.006.008.0010.0012.004.263.05
The chart of Martin ratio for Awesome, currently valued at 14.53, compared to the broader market0.0010.0020.0030.0040.0014.5313.27
Awesome
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
0.370.541.070.151.04
GLD
SPDR Gold Trust
1.832.431.323.369.76
USD=X
USD Cash
PRF
Invesco FTSE RAFI US 1000 ETF
1.672.331.312.879.75
VTI
Vanguard Total Stock Market ETF
2.212.931.423.2714.09
VNQ
Vanguard Real Estate ETF
0.400.641.080.241.66

The current Awesome Sharpe ratio is 2.00. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Awesome with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.00
2.07
Awesome
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Awesome provided a 1.35% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.35%1.31%1.24%0.93%1.12%1.25%1.39%1.17%1.30%1.30%1.23%1.23%
BND
Vanguard Total Bond Market ETF
3.34%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
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%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRF
Invesco FTSE RAFI US 1000 ETF
1.77%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%1.56%
VTI
Vanguard Total Stock Market ETF
1.25%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VNQ
Vanguard Real Estate ETF
3.87%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.28%
-1.91%
Awesome
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Awesome. 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 Awesome was 20.55%, occurring on Nov 20, 2008. Recovery took 210 trading sessions.

The current Awesome drawdown is 2.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.55%Feb 29, 2008190Nov 20, 2008210Sep 10, 2009400
-13.09%Feb 24, 202020Mar 20, 202055Jun 5, 202075
-12.26%Nov 15, 2021240Oct 14, 2022303Dec 13, 2023543
-6.93%Jan 23, 2015259Jan 20, 201665Apr 19, 2016324
-5.9%Apr 12, 201354Jun 26, 2013166Feb 13, 2014220

Volatility

Volatility Chart

The current Awesome 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.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.97%
3.82%
Awesome
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.

USD=XGLDBNDVNQVTIPRF
USD=X0.000.000.000.000.000.00
GLD0.001.000.250.090.070.06
BND0.000.251.000.02-0.16-0.19
VNQ0.000.090.021.000.680.69
VTI0.000.07-0.160.681.000.94
PRF0.000.06-0.190.690.941.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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