sp500 hedge complex sp500 volatility
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 20% | |
IAU iShares Gold Trust | Precious Metals, Gold | 30% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 5% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 35% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in sp500 hedge complex sp500 volatility, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 20, 2025, the sp500 hedge complex sp500 volatility returned 1.81% Year-To-Date and 28.36% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| sp500 hedge complex sp500 volatility | 1.81% | 0.42% | 10.18% | 19.50% | 26.01% | 28.36% |
| Portfolio components: | ||||||
UUP Invesco DB US Dollar Index Bullish Fund | -7.21% | -3.91% | -1.72% | -1.27% | 2.47% | 2.05% |
IAU iShares Gold Trust | 26.50% | 9.04% | 21.92% | 38.75% | 14.06% | 10.56% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.23% | -10.14% | 3.31% | 13.17% | 10.20% |
BTC-USD Bitcoin | -9.61% | 0.34% | 23.53% | 32.28% | 65.16% | 80.21% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.64% | -9.35% | 7.75% | 15.08% | 11.58% |
Monthly Returns
The table below presents the monthly returns of sp500 hedge complex sp500 volatility, 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 | 4.43% | -3.26% | 0.99% | -0.21% | 1.81% | ||||||||
| 2024 | 0.86% | 9.82% | 7.32% | -2.01% | 2.70% | -0.42% | 2.22% | -1.37% | 3.25% | 4.60% | 8.35% | -0.77% | 39.47% |
| 2023 | 10.04% | -0.90% | 7.64% | 0.79% | -0.93% | 2.31% | 0.20% | -1.96% | -0.46% | 7.89% | 3.16% | 3.63% | 35.26% |
| 2022 | -4.18% | 3.61% | 2.51% | -3.36% | -3.90% | -6.29% | 4.34% | -3.57% | -1.46% | 1.78% | -1.57% | -1.19% | -13.07% |
| 2021 | 1.99% | 7.04% | 10.22% | 0.59% | -4.75% | -2.40% | 4.63% | 3.49% | -2.85% | 9.61% | -1.68% | -3.06% | 23.67% |
| 2020 | 7.65% | -2.98% | -6.88% | 10.86% | 3.46% | -0.24% | 7.54% | 1.05% | -3.03% | 5.16% | 9.72% | 16.48% | 57.61% |
| 2019 | 0.41% | 2.82% | 1.60% | 6.60% | 14.43% | 13.72% | 0.08% | 1.53% | -2.40% | 2.61% | -3.98% | 0.02% | 42.21% |
| 2018 | -5.34% | -0.41% | -5.74% | 7.05% | -3.90% | -3.66% | 4.34% | -2.13% | -1.24% | -0.51% | -6.42% | -1.10% | -18.22% |
| 2017 | 0.92% | 6.37% | -2.38% | 5.43% | 16.75% | 2.67% | 3.15% | 15.21% | -3.18% | 10.89% | 16.23% | 12.62% | 121.22% |
| 2016 | -1.59% | 6.38% | -1.59% | 2.44% | 3.29% | 8.76% | -0.62% | -2.30% | 1.12% | 2.93% | 0.73% | 7.04% | 29.17% |
| 2015 | -2.79% | 1.43% | -0.63% | -1.89% | 0.61% | 1.27% | 0.49% | -4.56% | -0.28% | 8.78% | 4.16% | 3.01% | 9.33% |
| 2014 | 2.94% | -5.34% | -3.29% | -0.39% | 7.42% | 2.02% | -2.26% | -2.51% | -3.51% | -2.79% | 3.05% | -1.90% | -7.05% |
Expense Ratio
sp500 hedge complex sp500 volatility has an expense ratio of 0.34%, placing it in the medium range. 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 95, sp500 hedge complex sp500 volatility is among the top 5% 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 | |
|---|---|---|---|---|---|
UUP Invesco DB US Dollar Index Bullish Fund | -0.02 | 0.02 | 1.00 | -0.16 | -0.07 |
IAU iShares Gold Trust | 3.54 | 4.65 | 1.62 | 2.86 | 18.66 |
SCHD Schwab US Dividend Equity ETF | -0.19 | -0.15 | 0.98 | 0.27 | -0.69 |
BTC-USD Bitcoin | 1.20 | 1.85 | 1.19 | 0.90 | 5.47 |
VOO Vanguard S&P 500 ETF | -0.02 | 0.12 | 1.02 | 0.32 | -0.07 |
Dividends
Dividend yield
sp500 hedge complex sp500 volatility provided a 2.04% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.04% | 1.87% | 2.58% | 0.65% | 0.26% | 0.31% | 1.05% | 0.74% | 0.34% | 0.35% | 0.36% | 0.32% |
| Portfolio components: | ||||||||||||
UUP Invesco DB US Dollar Index Bullish Fund | 4.82% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 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% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.44% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 sp500 hedge complex sp500 volatility. 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 sp500 hedge complex sp500 volatility was 37.30%, occurring on Dec 18, 2013. Recovery took 1106 trading sessions.
The current sp500 hedge complex sp500 volatility drawdown is 2.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.3% | Dec 5, 2013 | 14 | Dec 18, 2013 | 1106 | Dec 28, 2016 | 1120 |
| -32.56% | Dec 17, 2017 | 364 | Dec 15, 2018 | 192 | Jun 25, 2019 | 556 |
| -31% | Apr 11, 2013 | 86 | Jul 5, 2013 | 126 | Nov 8, 2013 | 212 |
| -21.13% | Nov 15, 2021 | 360 | Nov 9, 2022 | 349 | Oct 24, 2023 | 709 |
| -18.73% | Feb 24, 2020 | 22 | Mar 16, 2020 | 52 | May 7, 2020 | 74 |
Volatility
Volatility Chart
The current sp500 hedge complex sp500 volatility volatility is 5.34%, 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
| BTC-USD | IAU | UUP | SCHD | VOO | |
|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.06 | -0.07 | 0.08 | 0.12 |
| IAU | 0.06 | 1.00 | -0.43 | 0.04 | 0.04 |
| UUP | -0.07 | -0.43 | 1.00 | -0.15 | -0.14 |
| SCHD | 0.08 | 0.04 | -0.15 | 1.00 | 0.80 |
| VOO | 0.12 | 0.04 | -0.14 | 0.80 | 1.00 |