1 Aug24 Actual
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AXP American Express Company | Financial Services | 3.20% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 2.90% |
ETN Eaton Corporation plc | Industrials | 1.40% |
FSELX Fidelity Select Semiconductors Portfolio | Technology Equities | 15% |
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 7.60% |
LLY Eli Lilly and Company | Healthcare | 10.50% |
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 24.40% |
MSFT Microsoft Corporation | Technology | 19.10% |
STN Stantec Inc | Industrials | 1.30% |
VOT Vanguard Mid-Cap Growth ETF | Mid Cap Blend Equities | 5.80% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 4.30% |
WM Waste Management, Inc. | Industrials | 2.40% |
WMT Walmart Inc. | Consumer Defensive | 2.10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1 Aug24 Actual, 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
The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| 1 Aug24 Actual | 30.87% | 2.27% | 18.14% | 48.83% | 27.37% | N/A |
| Portfolio components: | ||||||
WMT Walmart Inc. | 55.27% | 2.21% | 35.22% | 54.76% | 17.08% | 14.59% |
STN Stantec Inc | 5.47% | 5.06% | 6.89% | 38.01% | 32.67% | 11.82% |
MSFT Microsoft Corporation | 11.97% | -3.79% | 4.82% | 29.16% | 26.24% | 26.73% |
LLY Eli Lilly and Company | 56.20% | -1.67% | 24.29% | 56.03% | 55.53% | 32.61% |
FSELX Fidelity Select Semiconductors Portfolio | 45.73% | 9.24% | 28.46% | 75.69% | 35.86% | 28.33% |
MGK Vanguard Mega Cap Growth ETF | 27.39% | 3.32% | 22.10% | 46.61% | 20.68% | 16.67% |
GLDM SPDR Gold MiniShares Trust | 31.75% | 3.77% | 16.74% | 37.29% | 12.64% | N/A |
ETN Eaton Corporation plc | 45.49% | 4.98% | 13.37% | 81.34% | 35.66% | 22.04% |
AXP American Express Company | 46.25% | 0.91% | 16.85% | 93.53% | 20.08% | 13.80% |
WM Waste Management, Inc. | 19.56% | 3.78% | 2.82% | 37.33% | 15.29% | 18.47% |
BRK-B Berkshire Hathaway Inc. | 30.14% | 1.94% | 13.55% | 38.20% | 17.14% | 12.82% |
VUG Vanguard Growth ETF | 27.16% | 3.53% | 21.25% | 46.82% | 19.53% | 15.87% |
VOT Vanguard Mid-Cap Growth ETF | 14.53% | 4.03% | 13.70% | 34.04% | 11.68% | 10.87% |
Monthly Returns
The table below presents the monthly returns of 1 Aug24 Actual, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 4.21% | 8.44% | 3.06% | -3.37% | 6.28% | 5.51% | -2.82% | 3.51% | 1.24% | 30.87% | |||
| 2023 | 7.72% | -0.46% | 8.77% | 2.22% | 6.59% | 6.44% | 1.54% | 0.72% | -4.91% | -0.07% | 10.56% | 3.49% | 50.41% |
| 2022 | -8.10% | -1.58% | 4.67% | -9.47% | -0.47% | -7.56% | 10.81% | -5.77% | -8.15% | 4.14% | 8.32% | -6.43% | -20.16% |
| 2021 | 2.74% | 1.48% | 1.00% | 4.64% | 1.81% | 5.81% | 3.25% | 4.27% | -5.66% | 9.85% | 1.53% | 3.27% | 38.86% |
| 2020 | 3.51% | -6.14% | -6.67% | 12.77% | 4.50% | 5.71% | 3.81% | 7.45% | -3.32% | -3.56% | 10.38% | 4.95% | 36.08% |
| 2019 | 6.96% | 4.73% | 2.70% | 5.05% | -6.42% | 7.16% | 1.81% | 0.37% | 0.67% | 2.82% | 4.17% | 4.84% | 40.01% |
| 2018 | -0.25% | 4.71% | 4.37% | 0.26% | -6.30% | 3.22% | -6.64% | -1.31% |
Expense Ratio
1 Aug24 Actual has an expense ratio of 0.14%, 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 1 Aug24 Actual is 62, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
WMT Walmart Inc. | 2.81 | 3.71 | 1.57 | 4.89 | 14.71 |
STN Stantec Inc | 1.68 | 2.68 | 1.30 | 2.94 | 7.74 |
MSFT Microsoft Corporation | 1.41 | 1.91 | 1.24 | 1.77 | 4.70 |
LLY Eli Lilly and Company | 1.84 | 2.57 | 1.34 | 2.90 | 10.73 |
FSELX Fidelity Select Semiconductors Portfolio | 2.02 | 2.53 | 1.33 | 2.97 | 8.89 |
MGK Vanguard Mega Cap Growth ETF | 2.56 | 3.27 | 1.45 | 2.72 | 12.45 |
GLDM SPDR Gold MiniShares Trust | 2.71 | 3.64 | 1.47 | 5.65 | 17.15 |
ETN Eaton Corporation plc | 2.78 | 3.27 | 1.48 | 3.84 | 12.44 |
AXP American Express Company | 3.54 | 4.20 | 1.61 | 3.08 | 30.35 |
WM Waste Management, Inc. | 2.06 | 2.69 | 1.46 | 3.11 | 9.26 |
BRK-B Berkshire Hathaway Inc. | 2.78 | 3.67 | 1.48 | 3.54 | 13.98 |
VUG Vanguard Growth ETF | 2.64 | 3.37 | 1.47 | 2.39 | 13.56 |
VOT Vanguard Mid-Cap Growth ETF | 2.15 | 2.93 | 1.37 | 1.04 | 12.77 |
Dividends
Dividend yield
1 Aug24 Actual granted a 1.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 Aug24 Actual | 1.20% | 1.63% | 1.72% | 1.59% | 1.98% | 1.42% | 5.15% | 3.40% | 2.03% | 3.86% | 1.90% | 1.59% |
| Portfolio components: | ||||||||||||
WMT Walmart Inc. | 1.01% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
STN Stantec Inc | 0.73% | 0.73% | 1.14% | 1.22% | 1.42% | 2.06% | 1.91% | 1.39% | 1.34% | 1.30% | 1.21% | 1.02% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
LLY Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
FSELX Fidelity Select Semiconductors Portfolio | 4.82% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.65% | 3.82% | 16.31% | 3.48% | 0.61% |
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
GLDM SPDR Gold MiniShares 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% |
ETN Eaton Corporation plc | 1.06% | 1.43% | 2.06% | 1.76% | 2.43% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% | 2.88% | 2.21% |
AXP American Express Company | 1.00% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
WM Waste Management, Inc. | 1.39% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VOT Vanguard Mid-Cap Growth ETF | 0.70% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
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 1 Aug24 Actual. 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 1 Aug24 Actual was 27.78%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current 1 Aug24 Actual drawdown is 0.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -26.71% | Dec 28, 2021 | 202 | Oct 14, 2022 | 154 | May 26, 2023 | 356 |
| -16.09% | Oct 4, 2018 | 56 | Dec 24, 2018 | 40 | Feb 22, 2019 | 96 |
| -13% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -9.33% | Sep 3, 2020 | 14 | Sep 23, 2020 | 46 | Nov 27, 2020 | 60 |
Volatility
Volatility Chart
The current 1 Aug24 Actual volatility is 2.98%, 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
| GLDM | LLY | WMT | WM | STN | BRK-B | AXP | ETN | FSELX | MSFT | VOT | MGK | VUG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLDM | 1.00 | 0.00 | 0.05 | 0.06 | 0.11 | 0.01 | 0.03 | -0.00 | 0.05 | 0.04 | 0.10 | 0.07 | 0.08 |
| LLY | 0.00 | 1.00 | 0.24 | 0.34 | 0.22 | 0.27 | 0.20 | 0.27 | 0.22 | 0.32 | 0.29 | 0.34 | 0.34 |
| WMT | 0.05 | 0.24 | 1.00 | 0.36 | 0.19 | 0.36 | 0.23 | 0.26 | 0.23 | 0.31 | 0.32 | 0.34 | 0.34 |
| WM | 0.06 | 0.34 | 0.36 | 1.00 | 0.32 | 0.44 | 0.37 | 0.38 | 0.21 | 0.33 | 0.40 | 0.36 | 0.36 |
| STN | 0.11 | 0.22 | 0.19 | 0.32 | 1.00 | 0.37 | 0.39 | 0.43 | 0.41 | 0.40 | 0.50 | 0.47 | 0.48 |
| BRK-B | 0.01 | 0.27 | 0.36 | 0.44 | 0.37 | 1.00 | 0.67 | 0.58 | 0.43 | 0.40 | 0.52 | 0.50 | 0.51 |
| AXP | 0.03 | 0.20 | 0.23 | 0.37 | 0.39 | 0.67 | 1.00 | 0.58 | 0.51 | 0.41 | 0.60 | 0.54 | 0.56 |
| ETN | -0.00 | 0.27 | 0.26 | 0.38 | 0.43 | 0.58 | 0.58 | 1.00 | 0.56 | 0.44 | 0.62 | 0.55 | 0.57 |
| FSELX | 0.05 | 0.22 | 0.23 | 0.21 | 0.41 | 0.43 | 0.51 | 0.56 | 1.00 | 0.65 | 0.79 | 0.81 | 0.82 |
| MSFT | 0.04 | 0.32 | 0.31 | 0.33 | 0.40 | 0.40 | 0.41 | 0.44 | 0.65 | 1.00 | 0.71 | 0.87 | 0.85 |
| VOT | 0.10 | 0.29 | 0.32 | 0.40 | 0.50 | 0.52 | 0.60 | 0.62 | 0.79 | 0.71 | 1.00 | 0.87 | 0.90 |
| MGK | 0.07 | 0.34 | 0.34 | 0.36 | 0.47 | 0.50 | 0.54 | 0.55 | 0.81 | 0.87 | 0.87 | 1.00 | 1.00 |
| VUG | 0.08 | 0.34 | 0.34 | 0.36 | 0.48 | 0.51 | 0.56 | 0.57 | 0.82 | 0.85 | 0.90 | 1.00 | 1.00 |