Basic All Weather

Asset Allocation

Position	Category/Sector	Target Weight
DBMF iMGP DBi Managed Futures Strategy ETF	Systematic Trend	15%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	12%
XFN.TO iShares S&P/TSX Capped Financials Index ETF	Financials Equities	12%
RAAX VanEck Inflation Allocation ETF	Diversified Portfolio	10%
GLD SPDR Gold Shares	Gold, Precious Metals	8%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	6%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	6%
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds, Short-Term Bond	5%
GDX VanEck Gold Miners ETF	Gold, Precious Metals	5%
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities	5%
VTV Vanguard Value ETF	Large Cap Value Equities	5%
AVUS Avantis U.S. Equity ETF	Large Cap Blend Equities	5%
WMT Walmart Inc.	Consumer Defensive	2%
COST Costco Wholesale Corporation	Consumer Defensive	2%
JNJ Johnson & Johnson	Healthcare	2%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Basic All Weather, 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Basic All Weather	0.86%	0.33%	14.54%	14.93%	35.38%	23.18%	15.43%	—
Portfolio components:
AVDV Avantis International Small Cap Value ETF	0.89%	-1.99%	14.99%	17.18%	41.91%	26.72%	13.63%	—
AVUS Avantis U.S. Equity ETF	0.65%	0.95%	13.94%	13.87%	31.83%	21.18%	12.87%	—
COST Costco Wholesale Corporation	0.68%	-6.35%	14.24%	11.38%	-0.24%	25.12%	22.12%	22.27%
DBMF iMGP DBi Managed Futures Strategy ETF	0.26%	-1.34%	10.27%	11.24%	26.94%	9.64%	8.01%	—
GDX VanEck Gold Miners ETF	2.97%	-14.82%	-6.69%	-5.89%	48.02%	38.96%	17.51%	13.29%
GLD SPDR Gold Shares	0.06%	-9.52%	-2.47%	-2.25%	22.21%	28.89%	17.08%	12.15%
JNJ Johnson & Johnson	1.07%	6.86%	17.68%	15.11%	57.15%	17.82%	10.94%	10.46%
RAAX VanEck Inflation Allocation ETF	2.26%	-3.39%	17.64%	17.56%	32.08%	21.35%	13.17%	—
SHY iShares 1-3 Year Treasury Bond ETF	-0.02%	0.19%	0.55%	0.80%	3.29%	4.15%	1.74%	1.65%
VTV Vanguard Value ETF	0.93%	3.87%	14.29%	13.99%	27.90%	18.16%	11.76%	12.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 26, 2019, Basic All Weather's average daily return is +0.06%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +9.5%, while the worst month was Mar 2020 at -10.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Basic All Weather closed higher 59% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 12, 2020 at -7.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.32%	6.06%	-4.36%	5.36%	2.61%	-0.85%							14.54%
2025	3.24%	0.45%	0.09%	0.68%	3.66%	3.34%	1.27%	3.63%	5.62%	1.66%	2.62%	1.33%	31.14%
2024	-0.29%	2.27%	5.27%	-0.78%	3.45%	0.43%	2.49%	1.69%	2.62%	-0.94%	3.11%	-3.64%	16.46%
2023	4.55%	-3.27%	1.76%	1.46%	-2.20%	3.96%	3.17%	-2.22%	-2.03%	-1.00%	4.79%	3.20%	12.35%
2022	-0.55%	1.58%	5.25%	-3.06%	0.49%	-6.39%	3.74%	-2.37%	-5.48%	5.53%	4.60%	-2.90%	-0.51%
2021	-0.51%	2.86%	3.76%	3.67%	3.45%	-0.97%	1.15%	0.40%	-2.56%	5.82%	-1.85%	3.81%	20.32%

Benchmark Metrics

Basic All Weather has an annualized alpha of 6.76%, beta of 0.59, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (71.26%) than losses (56.28%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.59 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: 6.76%

Beta: 0.59

R²: 0.78

Upside Capture: 71.26%

Downside Capture: 56.28%

See how alpha, beta & R² have trended over time →

Expense Ratio

Basic All Weather has an expense ratio of 0.39%, 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.

Top 10 holdings

DBMF

iMGP DBi Managed Futures Strategy ETF

RAAX

VanEck Inflation Allocation ETF

XFN.TO

iShares S&P/TSX Capped Financials Index ETF

GDX

VanEck Gold Miners ETF

GLD

SPDR Gold Shares

AVDV

Avantis International Small Cap Value ETF

SHY

iShares 1-3 Year Treasury Bond ETF

AVUS

Avantis U.S. Equity ETF

XLK

State Street Technology Select Sector SPDR ETF

XLE

State Street Energy Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

Basic All Weather ranks 92 for risk / return — in the top 92% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Basic All Weather and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.18	1.86	+1.32
Sortino ratioReturn per unit of downside risk	3.99	2.53	+1.45
Omega ratioGain probability vs. loss probability	1.62	1.34	+0.29
Calmar ratioReturn relative to maximum drawdown	4.84	2.53	+2.31
Martin ratioReturn relative to average drawdown	20.62	11.37	+9.25

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVDV Avantis International Small Cap Value ETF	80	2.53	3.36	1.46	3.12	12.44
AVUS Avantis U.S. Equity ETF	84	2.42	3.27	1.43	3.88	17.32
COST Costco Wholesale Corporation	36	-0.08	0.02	1.00	-0.10	-0.22
DBMF iMGP DBi Managed Futures Strategy ETF	82	2.22	2.92	1.47	4.50	16.30
GDX VanEck Gold Miners ETF	32	1.09	1.51	1.21	1.40	3.87
GLD SPDR Gold Shares	26	0.87	1.24	1.18	0.98	2.81
JNJ Johnson & Johnson	96	3.42	4.94	1.61	5.28	15.52
RAAX VanEck Inflation Allocation ETF	84	2.37	3.10	1.43	4.68	16.90
SHY iShares 1-3 Year Treasury Bond ETF	85	2.43	3.97	1.50	3.64	14.45
VTV Vanguard Value ETF	87	2.61	3.71	1.47	4.25	16.04

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Basic All Weather Sharpe ratio is 3.18 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Basic All Weather compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Basic All Weather provided a 2.24% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.24%	2.45%	2.64%	2.48%	2.86%	3.71%	2.29%	3.12%	1.44%	1.26%	1.19%	1.42%
Portfolio components:
AVDV Avantis International Small Cap Value ETF	4.11%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
AVUS Avantis U.S. Equity ETF	1.18%	1.08%	1.27%	1.41%	1.59%	1.08%	1.19%	0.35%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DBMF iMGP DBi Managed Futures Strategy ETF	5.19%	5.91%	5.75%	2.91%	7.72%	10.38%	0.86%	9.35%	0.00%	0.00%	0.00%	0.00%
GDX VanEck Gold Miners ETF	0.79%	0.74%	1.19%	1.61%	1.66%	1.67%	0.53%	0.67%	0.50%	0.76%	0.26%	0.85%
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%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
RAAX VanEck Inflation Allocation ETF	1.99%	2.34%	1.91%	3.66%	1.53%	8.72%	6.27%	2.37%	0.56%	0.00%	0.00%	0.00%
SHY iShares 1-3 Year Treasury Bond ETF	3.68%	3.81%	3.92%	2.99%	1.30%	0.26%	0.94%	2.12%	1.72%	0.98%	0.71%	0.54%
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%

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 Basic All Weather. 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 Basic All Weather was 26.64%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.

The current Basic All Weather drawdown is 1.64%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-26.64%Mar 2020	1mo 2d	5mo 8d	6mo 10dFeb 2020 - Aug 2020
Bear market2022	-14.21%Sep 2022	5mo 12d	9mo 24d	1y 3moApr 2022 - Jul 2023
2025 selloff2025	-10.63%Apr 2025	1mo 17d	1mo 4d	2mo 21dFeb 2025 - May 2025
2026 pullback2026	-7.18%Mar 2026	17d	1mo 5d	1mo 22dMar 2026 - Apr 2026
2020 pullback2020	-7.02%Sep 2020	20d	1mo 21d	2mo 11dSep 2020 - Nov 2020

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 15 assets, with an effective number of assets of 11.29, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.61	1.57	1.59	1.49

The portfolio has a diversification ratio of 1.49, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Basic All Weather correlation to the S&P 500 Index

Basic All Weather has a 0.71 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019	0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. AVUS has the highest benchmark correlation at 0.96, while SHY has the lowest at 0.05.

0.05

0.12

0.18

0.26

0.28

0.33

0.39

0.42

0.51

0.51

0.59

0.71

0.81

0.90

0.96

Portfolio Correlations

Correlation vs. Basic All Weather. AVUS has the highest portfolio correlation at 0.85, while SHY has the lowest at 0.09.

0.09

0.29

0.32

0.35

0.41

0.44

0.50

0.57

0.59

0.62

0.68

0.81

0.81

0.82

0.85

Asset Correlations Table

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

	SHY	DBMF	GLD	JNJ	WMT	COST	GDX	XLE	XLU	XFN.TO	XLK	RAAX	AVDV	VTV	AVUS
SHY	1.00	-0.24	0.34	0.13	0.04	0.06	0.27	-0.12	0.15	-0.03	0.03	0.09	0.11	0.04	0.03
DBMF	-0.24	1.00	0.12	0.00	0.03	0.07	0.14	0.21	0.02	0.08	0.16	0.27	0.19	0.15	0.19
GLD	0.34	0.12	1.00	0.08	0.07	0.08	0.78	0.09	0.17	0.04	0.10	0.53	0.33	0.11	0.12
JNJ	0.13	0.00	0.08	1.00	0.31	0.26	0.12	0.17	0.42	0.19	0.13	0.20	0.25	0.44	0.26
WMT	0.04	0.03	0.07	0.31	1.00	0.59	0.14	0.13	0.35	0.19	0.23	0.20	0.22	0.37	0.31
COST	0.06	0.07	0.08	0.26	0.59	1.00	0.14	0.11	0.33	0.24	0.45	0.22	0.29	0.41	0.45
GDX	0.27	0.14	0.78	0.12	0.14	0.14	1.00	0.16	0.25	0.15	0.22	0.58	0.45	0.25	0.27
XLE	-0.12	0.21	0.09	0.17	0.13	0.11	0.16	1.00	0.24	0.37	0.22	0.65	0.48	0.59	0.51
XLU	0.15	0.02	0.17	0.42	0.35	0.33	0.25	0.24	1.00	0.31	0.25	0.35	0.36	0.55	0.42
XFN.TO	-0.03	0.08	0.04	0.19	0.19	0.24	0.15	0.37	0.31	1.00	0.43	0.39	0.60	0.66	0.65
XLK	0.03	0.16	0.10	0.13	0.23	0.45	0.22	0.22	0.25	0.43	1.00	0.37	0.56	0.57	0.81
RAAX	0.09	0.27	0.53	0.20	0.20	0.22	0.58	0.65	0.35	0.39	0.37	1.00	0.65	0.59	0.59
AVDV	0.11	0.19	0.33	0.25	0.22	0.29	0.45	0.48	0.36	0.60	0.56	0.65	1.00	0.71	0.76
VTV	0.04	0.15	0.11	0.44	0.37	0.41	0.25	0.59	0.55	0.66	0.57	0.59	0.71	1.00	0.88
AVUS	0.03	0.19	0.12	0.26	0.31	0.45	0.27	0.51	0.42	0.65	0.81	0.59	0.76	0.88	1.00

The correlation results are calculated based on daily price changes starting from Sep 26, 2019

Diversification Analysis

Find what Basic All Weather is missing

See which holdings overlap, where Basic All Weather is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification