PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

BridgeAll-W

Last updated Mar 2, 2024

Asset Allocation


TLT 40%IEF 15%DBC 7.5%GLD 7.5%VTI 30%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

40%

IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

15%

DBC
Invesco DB Commodity Index Tracking Fund
Commodities

7.50%

GLD
SPDR Gold Trust
Precious Metals, Gold

7.50%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

30%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in BridgeAll-W, 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


200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
205.65%
306.40%
BridgeAll-W
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 3, 2006, corresponding to the inception date of DBC

Returns

As of Mar 2, 2024, the BridgeAll-W returned 0.56% Year-To-Date and 5.14% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
BridgeAll-W0.56%1.12%5.46%9.19%5.38%5.14%
VTI
Vanguard Total Stock Market ETF
7.45%6.27%14.35%29.27%13.89%11.99%
DBC
Invesco DB Commodity Index Tracking Fund
0.27%-1.03%-6.81%-3.71%8.48%-0.94%
GLD
SPDR Gold Trust
0.90%2.36%7.10%13.03%9.62%4.14%
IEF
iShares 7-10 Year Treasury Bond ETF
-1.56%-1.64%2.08%3.07%-0.07%1.11%
TLT
iShares 20+ Year Treasury Bond ETF
-3.85%-1.64%1.54%-1.61%-2.28%1.15%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.56%0.34%
2023-2.05%-5.22%-2.86%7.42%5.53%

Sharpe Ratio

The current BridgeAll-W Sharpe ratio is 0.86. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.86

The Sharpe ratio of BridgeAll-W is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
0.86
2.44
BridgeAll-W
Benchmark (^GSPC)
Portfolio components

Dividend yield

BridgeAll-W granted a 2.68% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BridgeAll-W2.68%2.59%1.90%1.09%1.19%1.87%2.10%1.76%1.89%1.92%1.90%2.09%
VTI
Vanguard Total Stock Market ETF
1.34%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
DBC
Invesco DB Commodity Index Tracking Fund
4.93%4.94%0.59%0.00%0.00%1.59%1.30%0.00%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%
IEF
iShares 7-10 Year Treasury Bond ETF
3.06%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
TLT
iShares 20+ Year Treasury Bond ETF
3.62%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%

Expense Ratio

The BridgeAll-W features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.85%
0.00%2.15%
0.40%
0.00%2.15%
0.15%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
BridgeAll-W
0.86
VTI
Vanguard Total Stock Market ETF
2.31
DBC
Invesco DB Commodity Index Tracking Fund
-0.27
GLD
SPDR Gold Trust
1.01
IEF
iShares 7-10 Year Treasury Bond ETF
0.29
TLT
iShares 20+ Year Treasury Bond ETF
-0.14

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GLDVTIDBCTLTIEF
GLD1.000.060.350.190.23
VTI0.061.000.35-0.30-0.30
DBC0.350.351.00-0.19-0.17
TLT0.19-0.30-0.191.000.92
IEF0.23-0.30-0.170.921.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-11.95%
0
BridgeAll-W
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the BridgeAll-W. 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 BridgeAll-W was 24.28%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current BridgeAll-W drawdown is 11.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.28%Nov 10, 2021238Oct 20, 2022
-15.56%May 21, 2008123Nov 12, 2008226Oct 7, 2009349
-13.99%Mar 9, 20208Mar 18, 202029Apr 29, 202037
-8.23%Feb 3, 2015237Jan 11, 201684May 11, 2016321
-7.37%May 3, 201337Jun 25, 2013170Feb 27, 2014207

Volatility Chart

The current BridgeAll-W volatility is 3.08%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.08%
3.47%
BridgeAll-W
Benchmark (^GSPC)
Portfolio components
0 comments