voo spxs gld
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 15% |
SH ProShares Short S&P500 | Inverse Equities | 15% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in voo spxs gld, 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 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 13, 2024, the voo spxs gld returned 19.59% Year-To-Date and 9.14% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| voo spxs gld | 19.59% | 1.44% | 10.27% | 26.64% | 11.28% | 9.14% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 26.88% | 3.01% | 14.84% | 37.59% | 15.93% | 13.41% |
SH ProShares Short S&P500 | -15.63% | -2.41% | -9.51% | -21.25% | -14.39% | -12.36% |
GLD SPDR Gold Trust | 25.57% | -2.21% | 10.07% | 32.98% | 11.66% | 7.71% |
Monthly Returns
The table below presents the monthly returns of voo spxs gld, 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 | 0.76% | 3.10% | 3.26% | -1.63% | 3.05% | 2.05% | 1.55% | 1.72% | 2.12% | 0.19% | 19.59% | ||
| 2023 | 4.42% | -2.18% | 3.34% | 1.08% | 0.17% | 3.48% | 2.28% | -1.00% | -3.24% | 0.00% | 5.48% | 2.97% | 17.69% |
| 2022 | -3.14% | -0.68% | 2.02% | -5.02% | -0.52% | -4.39% | 4.72% | -2.85% | -5.62% | 4.19% | 4.46% | -2.94% | -10.07% |
| 2021 | -1.09% | 0.59% | 2.45% | 3.49% | 1.52% | 0.12% | 1.71% | 1.63% | -3.14% | 4.08% | -0.55% | 3.12% | 14.58% |
| 2020 | 0.67% | -4.46% | -7.40% | 8.07% | 3.20% | 1.35% | 4.93% | 4.01% | -3.02% | -1.55% | 5.27% | 3.17% | 13.92% |
| 2019 | 4.93% | 1.88% | 0.93% | 2.21% | -3.30% | 5.07% | 0.85% | 0.25% | 0.57% | 1.62% | 1.60% | 2.26% | 20.28% |
| 2018 | 3.60% | -2.49% | -1.25% | 0.05% | 1.21% | -0.04% | 1.65% | 1.57% | 0.30% | -3.39% | 1.03% | -3.65% | -1.66% |
| 2017 | 1.79% | 2.66% | 0.01% | 0.85% | 0.76% | 0.03% | 1.51% | 0.81% | 0.63% | 1.18% | 1.81% | 1.08% | 13.90% |
| 2016 | -1.85% | 1.59% | 3.34% | 0.94% | -0.02% | 1.47% | 2.35% | -0.41% | 0.06% | -1.44% | 0.82% | 0.94% | 7.95% |
| 2015 | -0.29% | 1.99% | -1.23% | 0.50% | 0.75% | -1.31% | 0.18% | -3.01% | -1.57% | 5.14% | -0.72% | -1.11% | -0.91% |
| 2014 | -1.45% | 3.41% | -0.04% | 0.44% | 0.82% | 2.10% | -1.33% | 2.23% | -1.70% | 0.83% | 1.48% | -0.01% | 6.87% |
| 2013 | 2.83% | 0.04% | 2.25% | -0.01% | 0.46% | -2.20% | 4.03% | -0.94% | 1.09% | 2.37% | 0.91% | 1.03% | 12.36% |
Expense Ratio
voo spxs gld has an expense ratio of 0.22%, 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 risk-adjusted rank of voo spxs gld is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
SH ProShares Short S&P500 | -1.75 | -2.56 | 0.72 | -0.24 | -1.56 |
GLD SPDR Gold Trust | 2.29 | 3.03 | 1.40 | 4.89 | 14.85 |
Dividends
Dividend yield
voo spxs gld provided a 1.89% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.89% | 1.82% | 1.23% | 0.87% | 1.10% | 1.54% | 1.59% | 1.26% | 1.41% | 1.47% | 1.30% | 1.29% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SH ProShares Short S&P500 | 6.81% | 5.37% | 0.32% | 0.00% | 0.16% | 1.49% | 1.01% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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 voo spxs gld. 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 voo spxs gld was 18.87%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current voo spxs gld drawdown is 0.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -15.14% | Jan 5, 2022 | 196 | Oct 14, 2022 | 185 | Jul 13, 2023 | 381 |
| -10.15% | May 2, 2011 | 108 | Oct 3, 2011 | 78 | Jan 25, 2012 | 186 |
| -9.34% | Sep 21, 2018 | 65 | Dec 24, 2018 | 37 | Feb 19, 2019 | 102 |
| -7.62% | May 19, 2015 | 69 | Aug 25, 2015 | 159 | Apr 13, 2016 | 228 |
Volatility
Volatility Chart
The current voo spxs gld volatility is 2.24%, 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
| GLD | SH | VOO | |
|---|---|---|---|
| GLD | 1.00 | -0.04 | 0.04 |
| SH | -0.04 | 1.00 | -1.00 |
| VOO | 0.04 | -1.00 | 1.00 |