Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Shares | Gold, Precious Metals | 20% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | Systematic Trend | 10% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds, Long-Term Bond | 10% |
VT Vanguard Total World Stock ETF | Global Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dragon percentages testing, 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 month.
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The earliest data available for this chart is Jan 17, 2012, corresponding to the inception date of LCSIX
Returns By Period
As of Apr 4, 2026, the Dragon percentages testing returned 1.83% Year-To-Date and 10.35% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Dragon percentages testing | -0.46% | -4.17% | 1.83% | 5.07% | 25.69% | 16.17% | 9.73% | 10.35% |
| Portfolio components: | ||||||||
GLD SPDR Gold Shares | -1.92% | -8.98% | 8.35% | 20.07% | 49.92% | 32.51% | 21.53% | 13.97% |
VT Vanguard Total World Stock ETF | -0.23% | -3.83% | -0.97% | 1.25% | 26.32% | 16.97% | 9.38% | 11.66% |
TLT iShares 20+ Year Treasury Bond ETF | 0.61% | -2.26% | 0.69% | -0.72% | -1.22% | -2.76% | -5.75% | -1.34% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 0.11% | 0.91% | 2.90% | 1.51% | 2.08% | -2.11% | 1.94% | 2.78% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 18, 2012, Dragon percentages testing's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +7.8%, while the worst month was Mar 2020 at -7.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Dragon percentages testing closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.8%, while the worst single day was Mar 12, 2020 at -6.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.15% | 2.78% | -6.23% | 0.48% | 1.83% | ||||||||
| 2025 | 3.50% | 0.50% | -0.10% | 1.07% | 3.07% | 3.35% | 0.42% | 2.77% | 4.78% | 2.04% | 1.14% | 0.69% | 25.73% |
| 2024 | -0.38% | 2.47% | 3.78% | -2.23% | 3.42% | 1.11% | 2.49% | 1.90% | 2.54% | -1.24% | 2.03% | -3.09% | 13.26% |
| 2023 | 6.58% | -3.66% | 3.77% | 1.03% | -1.32% | 2.83% | 2.58% | -2.36% | -4.06% | -1.14% | 6.96% | 4.30% | 15.77% |
| 2022 | -3.40% | -0.48% | 1.16% | -6.16% | -0.66% | -5.42% | 3.91% | -3.43% | -7.30% | 3.09% | 7.32% | -2.28% | -13.76% |
| 2021 | -1.15% | 0.14% | 0.79% | 3.76% | 2.57% | -0.01% | 1.25% | 1.29% | -3.08% | 3.83% | -1.53% | 2.89% | 11.01% |
Benchmark Metrics
Dragon percentages testing has an annualized alpha of 1.98%, beta of 0.54, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since January 18, 2012.
- This portfolio participated in 61.00% of S&P 500 Index downside but only 59.51% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.54 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.98%
- Beta
- 0.54
- R²
- 0.76
- Upside Capture
- 59.51%
- Downside Capture
- 61.00%
Expense Ratio
Dragon percentages testing has an expense ratio of 0.31%, 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.
Return for Risk
Risk / Return Rank
Dragon percentages testing ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 0.88 | +0.84 |
Sortino ratioReturn per unit of downside risk | 2.42 | 1.37 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.61 | 1.39 | +1.22 |
Martin ratioReturn relative to average drawdown | 10.43 | 6.43 | +4.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 78 | 1.77 | 2.19 | 1.32 | 2.57 | 9.28 |
VT Vanguard Total World Stock ETF | 66 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
TLT iShares 20+ Year Treasury Bond ETF | 9 | -0.07 | -0.01 | 1.00 | -0.09 | -0.19 |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 4 | 0.06 | 0.12 | 1.02 | 0.11 | 0.23 |
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Dividends
Dividend yield
Dragon percentages testing provided a 1.76% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.76% | 1.77% | 1.88% | 1.78% | 2.66% | 1.96% | 1.44% | 1.67% | 3.02% | 1.51% | 2.01% | 2.47% |
| Portfolio components: | ||||||||||||
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
TLT iShares 20+ Year Treasury Bond ETF | 4.51% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
LCSIX LoCorr Long/Short Commodity Strategies Fund | 2.25% | 2.32% | 2.75% | 1.88% | 10.75% | 7.14% | 2.94% | 0.54% | 12.36% | 0.02% | 3.21% | 7.36% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Dragon percentages testing. 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 Dragon percentages testing was 21.08%, occurring on Oct 14, 2022. Recovery took 325 trading sessions.
The current Dragon percentages testing drawdown is 5.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.08% | Nov 15, 2021 | 232 | Oct 14, 2022 | 325 | Feb 1, 2024 | 557 |
| -20.35% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -12.25% | Jan 29, 2018 | 229 | Dec 24, 2018 | 120 | Jun 18, 2019 | 349 |
| -10.03% | Feb 19, 2025 | 35 | Apr 8, 2025 | 18 | May 5, 2025 | 53 |
| -9.92% | Apr 29, 2015 | 184 | Jan 20, 2016 | 62 | Apr 19, 2016 | 246 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 2.38, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | LCSIX | TLT | GLD | VT | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.05 | -0.19 | 0.03 | 0.95 | 0.83 |
| LCSIX | -0.05 | 1.00 | 0.13 | 0.10 | -0.05 | 0.07 |
| TLT | -0.19 | 0.13 | 1.00 | 0.26 | -0.18 | 0.04 |
| GLD | 0.03 | 0.10 | 0.26 | 1.00 | 0.11 | 0.44 |
| VT | 0.95 | -0.05 | -0.18 | 0.11 | 1.00 | 0.90 |
| Portfolio | 0.83 | 0.07 | 0.04 | 0.44 | 0.90 | 1.00 |