Allweather Revised
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CRPS.L iShares Global Corporate Bond UCITS ETF | Global Corporate Bonds | 30% |
GDX VanEck Vectors Gold Miners ETF | Materials | 15% |
GLD SPDR Gold Trust | Precious Metals, Gold | 5% |
JXI iShares Global Utilities ETF | Utilities Equities | 5% |
SHYU.L iShares $ High Yield Corp Bond UCITS ETF | Corporate Bonds | 10% |
SLV iShares Silver Trust | Precious Metals | 15% |
VADDX Invesco Equally-Weighted S&P 500 Fund | Large Cap Blend Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Allweather Revised, 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 25, 2012, corresponding to the inception date of CRPS.L
Returns By Period
As of Apr 18, 2025, the Allweather Revised returned 9.84% Year-To-Date and 5.31% 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% |
| Allweather Revised | 5.18% | -0.84% | -3.62% | 10.29% | 6.04% | 4.21% |
| Portfolio components: | ||||||
CRPS.L iShares Global Corporate Bond UCITS ETF | 1.61% | 0.90% | -1.00% | 4.20% | -2.41% | -0.97% |
SHYU.L iShares $ High Yield Corp Bond UCITS ETF | 0.80% | -1.54% | 0.41% | 8.54% | 4.70% | 3.76% |
VADDX Invesco Equally-Weighted S&P 500 Fund | -6.73% | -6.79% | -15.73% | -3.05% | 6.90% | 4.45% |
GDX VanEck Vectors Gold Miners ETF | 50.16% | 12.58% | 19.39% | 52.65% | 12.42% | 10.68% |
SLV iShares Silver Trust | 12.23% | -3.90% | -3.56% | 14.27% | 15.50% | 6.65% |
GLD SPDR Gold Trust | 26.43% | 8.90% | 21.83% | 38.93% | 13.73% | 10.04% |
JXI iShares Global Utilities ETF | 8.84% | 2.18% | -0.22% | 24.82% | 8.45% | 7.42% |
Monthly Returns
The table below presents the monthly returns of Allweather Revised, 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 | 4.06% | 0.56% | 1.47% | -0.94% | 5.18% | ||||||||
| 2024 | -2.03% | 0.86% | 4.76% | -1.61% | 4.23% | -1.16% | 4.03% | 2.17% | 2.69% | -0.62% | 1.61% | -7.47% | 6.99% |
| 2023 | 4.73% | -5.11% | 3.45% | 1.50% | -3.60% | 2.76% | 2.84% | -2.54% | -5.09% | -0.96% | 7.47% | 2.47% | 7.24% |
| 2022 | -3.73% | 0.92% | 1.59% | -5.95% | -0.46% | -7.43% | 4.89% | -4.40% | -6.08% | 4.11% | 7.83% | -3.69% | -12.91% |
| 2021 | -1.24% | -0.02% | 1.92% | 3.43% | 3.06% | -1.97% | 1.07% | 0.13% | -4.15% | 3.73% | -1.74% | 0.32% | 4.30% |
| 2020 | 0.08% | -5.29% | -12.21% | 9.58% | 5.13% | 2.09% | 7.77% | 2.57% | -4.02% | -0.46% | 4.93% | 2.74% | 11.43% |
| 2019 | 5.87% | 1.31% | 0.66% | 0.97% | -2.59% | 5.79% | 0.76% | 1.82% | -0.62% | 1.72% | 0.27% | 2.00% | 19.14% |
| 2018 | 2.12% | -3.68% | -0.13% | 0.19% | 0.08% | 0.17% | 1.04% | -0.48% | -0.42% | -3.40% | 1.09% | -4.19% | -7.58% |
| 2017 | 2.91% | 1.74% | -0.12% | 0.11% | 1.22% | 0.06% | 1.70% | 1.16% | -0.78% | 0.52% | 1.51% | 0.26% | 10.75% |
| 2016 | -0.85% | 3.00% | 4.60% | 4.31% | -1.97% | 4.51% | 3.55% | -2.25% | 0.12% | -2.51% | -1.88% | 0.78% | 11.52% |
| 2015 | 1.80% | 0.13% | -1.97% | 0.97% | 0.21% | -2.92% | -1.39% | -2.64% | -1.73% | 4.14% | -1.94% | -2.06% | -7.38% |
| 2014 | 0.02% | 4.18% | -1.08% | 0.62% | 0.24% | 3.90% | -2.07% | 1.30% | -4.90% | -0.32% | 0.77% | -0.46% | 1.91% |
Expense Ratio
Allweather Revised has an expense ratio of 0.36%, 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 84, Allweather Revised is among the top 16% 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 | |
|---|---|---|---|---|---|
CRPS.L iShares Global Corporate Bond UCITS ETF | 0.59 | 0.84 | 1.11 | 0.17 | 1.20 |
SHYU.L iShares $ High Yield Corp Bond UCITS ETF | 1.45 | 2.06 | 1.27 | 1.83 | 9.21 |
VADDX Invesco Equally-Weighted S&P 500 Fund | -0.27 | -0.25 | 0.96 | -0.21 | -0.65 |
GDX VanEck Vectors Gold Miners ETF | 1.53 | 2.06 | 1.27 | 1.59 | 5.31 |
SLV iShares Silver Trust | 0.58 | 1.00 | 1.13 | 0.62 | 2.00 |
GLD SPDR Gold Trust | 2.59 | 3.42 | 1.45 | 5.14 | 13.87 |
JXI iShares Global Utilities ETF | 1.42 | 1.87 | 1.26 | 2.02 | 4.86 |
Dividends
Dividend yield
Allweather Revised provided a 2.54% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.54% | 2.46% | 2.34% | 1.94% | 1.72% | 1.79% | 2.02% | 1.93% | 1.97% | 1.78% | 2.01% | 1.83% |
| Portfolio components: | ||||||||||||
CRPS.L iShares Global Corporate Bond UCITS ETF | 4.19% | 3.87% | 3.34% | 2.55% | 2.07% | 2.42% | 2.75% | 2.56% | 2.61% | 2.45% | 2.58% | 2.52% |
SHYU.L iShares $ High Yield Corp Bond UCITS ETF | 6.65% | 6.32% | 5.76% | 4.82% | 4.27% | 5.16% | 5.58% | 5.52% | 5.74% | 5.16% | 5.87% | 5.56% |
VADDX Invesco Equally-Weighted S&P 500 Fund | 1.78% | 1.66% | 1.70% | 1.44% | 1.40% | 1.69% | 1.84% | 1.87% | 1.58% | 1.24% | 1.66% | 1.19% |
GDX VanEck Vectors Gold Miners ETF | 0.79% | 1.19% | 1.61% | 1.66% | 1.67% | 0.53% | 0.65% | 0.50% | 0.76% | 0.26% | 0.85% | 0.66% |
SLV iShares Silver 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% |
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% |
JXI iShares Global Utilities ETF | 2.78% | 3.02% | 3.58% | 3.13% | 2.78% | 2.65% | 3.43% | 3.16% | 3.62% | 4.77% | 3.78% | 3.55% |
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 Allweather Revised. 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 Allweather Revised was 27.01%, occurring on Mar 20, 2020. Recovery took 85 trading sessions.
The current Allweather Revised drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.01% | Feb 24, 2020 | 20 | Mar 20, 2020 | 85 | Jul 21, 2020 | 105 |
| -23.49% | Nov 15, 2021 | 239 | Oct 14, 2022 | 475 | Aug 21, 2024 | 714 |
| -18.83% | Oct 5, 2012 | 845 | Jan 20, 2016 | 143 | Aug 10, 2016 | 988 |
| -12.59% | Jan 29, 2018 | 234 | Dec 24, 2018 | 124 | Jun 20, 2019 | 358 |
| -10.08% | Oct 21, 2024 | 120 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Allweather Revised volatility is 7.13%, 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
| VADDX | SHYU.L | JXI | CRPS.L | GLD | SLV | GDX | |
|---|---|---|---|---|---|---|---|
| VADDX | 1.00 | 0.42 | 0.57 | 0.14 | 0.02 | 0.15 | 0.18 |
| SHYU.L | 0.42 | 1.00 | 0.30 | 0.52 | 0.13 | 0.18 | 0.18 |
| JXI | 0.57 | 0.30 | 1.00 | 0.28 | 0.16 | 0.20 | 0.25 |
| CRPS.L | 0.14 | 0.52 | 0.28 | 1.00 | 0.35 | 0.29 | 0.31 |
| GLD | 0.02 | 0.13 | 0.16 | 0.35 | 1.00 | 0.79 | 0.77 |
| SLV | 0.15 | 0.18 | 0.20 | 0.29 | 0.79 | 1.00 | 0.72 |
| GDX | 0.18 | 0.18 | 0.25 | 0.31 | 0.77 | 0.72 | 1.00 |