Traditional Portfolio + Gold Fund 50/30/20
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 30% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Traditional Portfolio + Gold Fund 50/30/20, 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 Apr 30, 2024, the Traditional Portfolio + Gold Fund 50/30/20 returned 5.27% Year-To-Date and 8.05% 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 | 7.26% | -2.63% | 22.78% | 22.71% | 11.87% | 10.55% |
| Traditional Portfolio + Gold Fund 50/30/20 | 5.27% | -1.00% | 16.10% | 14.37% | 9.51% | 8.05% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 7.68% | -2.47% | 22.94% | 24.66% | 13.79% | 12.60% |
GLD SPDR Gold Trust | 13.08% | 5.08% | 17.43% | 17.51% | 12.55% | 5.64% |
IEF iShares 7-10 Year Treasury Bond ETF | -3.93% | -2.67% | 4.23% | -3.83% | -0.98% | 0.77% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.54% | 2.10% | 3.59% | |||||||||
| 2023 | -0.20% | 6.39% | 3.67% |
Expense Ratio
Traditional Portfolio + Gold Fund 50/30/20 features an expense ratio of 0.14%, falling within the medium range. 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 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 | 2.21 | 3.18 | 1.38 | 1.90 | 8.92 |
GLD SPDR Gold Trust | 1.39 | 2.11 | 1.25 | 1.32 | 3.75 |
IEF iShares 7-10 Year Treasury Bond ETF | -0.51 | -0.67 | 0.93 | -0.18 | -0.85 |
Dividends
Dividend yield
Traditional Portfolio + Gold Fund 50/30/20 granted a 1.57% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Traditional Portfolio + Gold Fund 50/30/20 | 1.57% | 1.60% | 1.43% | 0.87% | 1.09% | 1.57% | 1.70% | 1.44% | 1.55% | 1.62% | 1.54% | 1.45% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.37% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
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% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.97% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Traditional Portfolio + Gold Fund 50/30/20. 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 Traditional Portfolio + Gold Fund 50/30/20 was 19.15%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current Traditional Portfolio + Gold Fund 50/30/20 drawdown is 1.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.15% | Dec 28, 2021 | 202 | Oct 14, 2022 | 296 | Dec 19, 2023 | 498 |
| -16.1% | Feb 20, 2020 | 22 | Mar 20, 2020 | 49 | Jun 1, 2020 | 71 |
| -8.47% | Jan 29, 2018 | 229 | Dec 24, 2018 | 36 | Feb 15, 2019 | 265 |
| -6.93% | May 18, 2015 | 70 | Aug 25, 2015 | 131 | Mar 3, 2016 | 201 |
| -6.06% | Sep 19, 2011 | 11 | Oct 3, 2011 | 18 | Oct 27, 2011 | 29 |
Volatility
Volatility Chart
The current Traditional Portfolio + Gold Fund 50/30/20 volatility is 2.22%, 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
| VOO | GLD | IEF | |
|---|---|---|---|
| VOO | 1.00 | 0.03 | -0.26 |
| GLD | 0.03 | 1.00 | 0.31 |
| IEF | -0.26 | 0.31 | 1.00 |