Test
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
GC=F Gold | 40% | |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 5% |
IGM iShares Expanded Tech Sector ETF | Technology Equities | 5% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 30% |
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 Test, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 19, 2025, the Test returned 4.97% Year-To-Date and 19.26% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Test | 4.97% | 1.11% | 9.70% | 20.34% | 18.88% | 19.26% |
| Portfolio components: | ||||||
UUP Invesco DB US Dollar Index Bullish Fund | -7.21% | -3.64% | -1.72% | -1.27% | 2.54% | 2.05% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.28% | -1.64% | 0.30% | 8.76% | 4.51% | 3.73% |
GC=F Gold | 25.84% | 8.99% | 21.93% | 38.89% | 14.23% | 10.80% |
VOO Vanguard S&P 500 ETF | -9.88% | -6.86% | -9.35% | 6.85% | 14.67% | 11.63% |
IGM iShares Expanded Tech Sector ETF | -16.67% | -10.14% | -13.17% | 3.56% | 16.98% | 17.74% |
BTC-USD Bitcoin | -9.13% | -2.25% | 24.08% | 33.67% | 63.89% | 80.22% |
Monthly Returns
The table below presents the monthly returns of Test, 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 | 4.33% | -1.92% | 2.13% | 0.44% | 4.97% | ||||||||
| 2024 | 1.01% | 5.55% | 6.05% | -0.28% | 2.12% | 0.70% | 1.73% | 0.12% | 3.49% | 3.54% | 4.29% | -0.16% | 31.76% |
| 2023 | 7.48% | -1.55% | 6.66% | 0.24% | 0.59% | 0.96% | 0.30% | -0.62% | -1.20% | 5.20% | 3.26% | 2.51% | 26.01% |
| 2022 | -3.21% | 2.85% | 1.84% | -2.17% | -3.14% | -4.46% | 3.36% | -3.27% | -1.50% | 0.95% | 0.38% | -0.28% | -8.65% |
| 2021 | 0.53% | 2.17% | 5.94% | 0.99% | -0.72% | -2.04% | 3.07% | 2.06% | -2.47% | 5.99% | -1.01% | -0.72% | 14.22% |
| 2020 | 5.16% | -2.34% | -4.27% | 8.68% | 3.00% | 0.54% | 7.15% | 0.79% | -2.42% | 1.80% | 4.24% | 10.45% | 36.67% |
| 2019 | 2.06% | 1.75% | 0.83% | 3.76% | 7.48% | 9.03% | 1.61% | 2.59% | -1.87% | 1.63% | -2.11% | 1.10% | 31.00% |
| 2018 | -1.96% | -0.44% | -2.82% | 3.34% | -1.38% | -2.40% | 1.62% | -0.55% | -1.14% | 0.54% | -3.75% | -0.11% | -8.88% |
| 2017 | 1.74% | 4.76% | -1.16% | 2.58% | 9.15% | 0.88% | 2.18% | 8.78% | -2.23% | 5.87% | 8.36% | 7.54% | 59.54% |
| 2016 | 0.01% | 5.63% | -0.81% | 2.48% | 0.79% | 7.07% | 0.29% | -1.52% | 0.72% | 1.21% | -1.38% | 3.56% | 19.14% |
| 2015 | 0.87% | 0.12% | 0.03% | -2.33% | 1.13% | -0.32% | -0.81% | -2.08% | -1.03% | 6.03% | 0.89% | 1.01% | 3.33% |
| 2014 | 2.27% | -0.81% | -2.45% | -0.33% | 3.42% | 2.72% | -1.43% | -0.89% | -2.78% | -2.07% | 2.18% | -0.68% | -1.13% |
Expense Ratio
Test has an expense ratio of 0.28%, 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 97, Test is among the top 3% 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 | -0.04 | -0.01 | 1.00 | -0.16 | -0.13 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.87 | 1.30 | 1.19 | 0.18 | 5.59 |
GC=F Gold | 3.45 | 4.29 | 1.59 | 2.92 | 18.99 |
VOO Vanguard S&P 500 ETF | 0.01 | 0.17 | 1.02 | 0.00 | 0.06 |
IGM iShares Expanded Tech Sector ETF | -0.11 | 0.05 | 1.01 | 0.06 | -0.46 |
BTC-USD Bitcoin | 1.16 | 1.81 | 1.18 | 0.86 | 5.33 |
Dividends
Dividend yield
Test provided a 1.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 1.78% | 2.39% | 0.73% | 0.33% | 0.41% | 1.07% | 0.84% | 0.49% | 0.51% | 0.54% | 0.51% |
| 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% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.95% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
GC=F Gold | 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% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
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% |
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 Test. 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 Test was 40.67%, occurring on Jun 12, 2011. Recovery took 647 trading sessions.
The current Test drawdown is 0.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.67% | Jun 10, 2011 | 3 | Jun 12, 2011 | 647 | Mar 20, 2013 | 650 |
| -26.65% | Dec 5, 2013 | 14 | Dec 18, 2013 | 1105 | Dec 27, 2016 | 1119 |
| -22.19% | Apr 11, 2013 | 86 | Jul 5, 2013 | 131 | Nov 13, 2013 | 217 |
| -19.71% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
| -18.74% | Dec 17, 2017 | 364 | Dec 15, 2018 | 186 | Jun 19, 2019 | 550 |
Volatility
Volatility Chart
The current Test volatility is 5.04%, 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
| GC=F | BTC-USD | UUP | HYG | IGM | VOO | |
|---|---|---|---|---|---|---|
| GC=F | 1.00 | 0.02 | -0.13 | 0.04 | 0.02 | 0.03 |
| BTC-USD | 0.02 | 1.00 | -0.06 | 0.10 | 0.11 | 0.10 |
| UUP | -0.13 | -0.06 | 1.00 | -0.24 | -0.14 | -0.17 |
| HYG | 0.04 | 0.10 | -0.24 | 1.00 | 0.59 | 0.67 |
| IGM | 0.02 | 0.11 | -0.14 | 0.59 | 1.00 | 0.83 |
| VOO | 0.03 | 0.10 | -0.17 | 0.67 | 0.83 | 1.00 |