BridgeAll-W
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 7.50% |
GLD SPDR Gold Trust | Precious Metals, Gold | 7.50% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 15% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
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 every 3 months.
The earliest data available for this chart is Feb 3, 2006, corresponding to the inception date of DBC
Returns By Period
As of Mar 27, 2025, the BridgeAll-W returned 2.05% Year-To-Date and 4.81% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -2.88% | -4.53% | -0.18% | 9.77% | 17.66% | 10.76% |
| BridgeAll-W | 0.58% | -2.45% | -0.16% | 9.30% | 5.72% | 5.88% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -2.98% | -4.50% | 0.35% | 10.28% | 19.00% | 12.05% |
DBC Invesco DB Commodity Index Tracking Fund | 3.84% | -1.68% | 4.35% | 2.93% | 16.74% | 4.00% |
GLD SPDR Gold Trust | 14.91% | 2.22% | 13.23% | 37.99% | 12.87% | 9.25% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.74% | 0.82% | -1.94% | 3.73% | -2.81% | 0.68% |
TLT iShares 20+ Year Treasury Bond ETF | 2.79% | -0.47% | -6.95% | -0.96% | -9.56% | -1.30% |
Monthly Returns
The table below presents the monthly returns of BridgeAll-W, 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 | 2.66% | 0.45% | 0.58% | ||||||||||
| 2024 | -0.05% | 2.13% | 2.93% | -3.93% | 3.63% | 2.25% | 2.56% | 1.95% | 2.22% | -1.51% | 3.99% | -3.43% | 13.06% |
| 2023 | 6.49% | -3.52% | 3.78% | 0.77% | -1.10% | 3.20% | 1.58% | -2.04% | -5.27% | -2.40% | 8.04% | 5.38% | 14.86% |
| 2022 | -4.37% | -1.15% | -0.33% | -7.78% | -0.87% | -4.82% | 5.12% | -3.86% | -7.90% | 1.91% | 5.71% | -3.68% | -20.81% |
| 2021 | -1.83% | -1.36% | -0.59% | 3.70% | 0.91% | 2.23% | 2.48% | 1.13% | -3.37% | 4.15% | 0.08% | 1.42% | 9.02% |
| 2020 | 3.44% | -0.39% | -2.27% | 5.34% | 1.45% | 1.26% | 5.01% | 0.41% | -1.45% | -2.37% | 4.93% | 2.03% | 18.35% |
| 2019 | 3.82% | 0.82% | 2.86% | 0.71% | 0.27% | 3.90% | 0.64% | 4.40% | -0.81% | 0.61% | 0.98% | 0.15% | 19.78% |
| 2018 | 0.79% | -3.00% | 0.54% | -0.77% | 1.93% | 0.22% | 0.48% | 1.88% | -1.08% | -4.23% | 1.41% | -0.97% | -2.96% |
| 2017 | 1.42% | 2.31% | -0.35% | 1.23% | 1.19% | 0.40% | 0.75% | 1.94% | -0.46% | 0.81% | 1.46% | 1.40% | 12.74% |
| 2016 | 1.21% | 2.42% | 2.14% | 0.51% | 0.38% | 4.33% | 2.20% | -0.77% | -0.41% | -3.07% | -3.29% | 0.45% | 5.99% |
| 2015 | 4.35% | -1.68% | -0.17% | -1.16% | -0.68% | -2.54% | 1.67% | -2.07% | -0.14% | 2.43% | -0.94% | -1.09% | -2.21% |
| 2014 | 1.94% | 2.65% | 0.05% | 1.04% | 1.72% | 1.40% | -1.00% | 3.46% | -2.56% | 1.81% | 1.82% | 1.10% | 14.10% |
Expense Ratio
BridgeAll-W has an expense ratio of 0.19%, 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 rank of BridgeAll-W is 32, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.70 | 1.02 | 1.13 | 0.93 | 3.24 |
DBC Invesco DB Commodity Index Tracking Fund | 0.21 | 0.40 | 1.05 | 0.06 | 0.56 |
GLD SPDR Gold Trust | 2.52 | 3.23 | 1.43 | 4.79 | 12.97 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.55 | 0.84 | 1.10 | 0.17 | 1.14 |
TLT iShares 20+ Year Treasury Bond ETF | -0.09 | -0.02 | 1.00 | -0.03 | -0.17 |
Dividends
Dividend yield
BridgeAll-W provided a 2.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.90% | 3.03% | 2.59% | 1.91% | 1.09% | 1.19% | 1.87% | 2.10% | 1.76% | 1.89% | 1.92% | 1.90% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 0.98% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
DBC Invesco DB Commodity Index Tracking Fund | 5.03% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 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 | 3.64% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
TLT iShares 20+ Year Treasury Bond ETF | 4.21% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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 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 25.32%, occurring on Oct 20, 2022. Recovery took 434 trading sessions.
The current BridgeAll-W drawdown is 5.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.32% | Nov 10, 2021 | 238 | Oct 20, 2022 | 434 | Jul 16, 2024 | 672 |
| -15.6% | May 21, 2008 | 123 | Nov 12, 2008 | 368 | May 3, 2010 | 491 |
| -14.78% | Mar 9, 2020 | 8 | Mar 18, 2020 | 29 | Apr 29, 2020 | 37 |
| -8.18% | May 3, 2013 | 44 | Jul 5, 2013 | 197 | Apr 16, 2014 | 241 |
| -8.08% | Jul 11, 2016 | 102 | Dec 1, 2016 | 141 | Jun 26, 2017 | 243 |
Volatility
Volatility Chart
The current BridgeAll-W volatility is 3.51%, 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 | VTI | DBC | TLT | IEF | |
|---|---|---|---|---|---|
| GLD | 1.00 | 0.07 | 0.35 | 0.19 | 0.23 |
| VTI | 0.07 | 1.00 | 0.34 | -0.28 | -0.28 |
| DBC | 0.35 | 0.34 | 1.00 | -0.19 | -0.17 |
| TLT | 0.19 | -0.28 | -0.19 | 1.00 | 0.92 |
| IEF | 0.23 | -0.28 | -0.17 | 0.92 | 1.00 |