1 Aug24 Actual

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

1 Aug24 Actual

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
1 Aug24 Actual	4.00%	13.35%	4.51%	12.79%	24.03%	N/A
Portfolio components:
WMT Walmart Inc.	6.73%	1.38%	9.33%	48.53%	19.98%	16.49%
STN Stantec Inc	28.62%	18.40%	17.50%	25.47%	29.55%	15.17%
MSFT Microsoft Corporation	8.33%	24.23%	10.59%	6.46%	20.94%	27.31%
LLY Eli Lilly and Company	-7.01%	-13.40%	-4.27%	-10.31%	38.06%	27.69%
FSELX Fidelity Select Semiconductors Portfolio	-4.81%	28.95%	-4.41%	1.48%	30.58%	24.71%
MGK Vanguard Mega Cap Growth ETF	-0.57%	16.82%	1.81%	16.77%	18.05%	15.86%
GLDM SPDR Gold MiniShares Trust	25.31%	-2.54%	23.09%	38.15%	13.48%	N/A
ETN Eaton Corporation plc	-2.56%	20.71%	-12.83%	-3.22%	34.97%	19.09%
AXP American Express Company	-2.69%	13.77%	-1.43%	20.97%	27.97%	15.13%
WM Waste Management, Inc.	16.05%	1.46%	6.07%	12.76%	20.69%	18.97%
BRK-B Berkshire Hathaway Inc.	11.09%	-3.31%	6.67%	21.64%	23.55%	13.29%
VUG Vanguard Growth ETF	-0.34%	16.17%	1.39%	16.29%	17.33%	15.04%
VOT Vanguard Mid-Cap Growth ETF	4.90%	13.21%	0.58%	14.02%	12.13%	10.11%

*Annualized

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
2025	1.95%	-0.54%	-6.54%	3.47%	6.06%								4.00%
2024	4.21%	8.44%	3.06%	-3.37%	6.28%	5.51%	-2.82%	3.51%	1.24%	-1.52%	4.37%	-1.22%	30.48%
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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FSELX

Fidelity Select Semiconductors Portfolio

GLDM

SPDR Gold MiniShares Trust

MGK

Vanguard Mega Cap Growth ETF

VOT

Vanguard Mid-Cap Growth ETF

VUG

Vanguard Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 1 Aug24 Actual is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
WMT Walmart Inc.	2.04	2.87	1.39	2.33	7.62
STN Stantec Inc	0.94	1.64	1.20	1.81	3.93
MSFT Microsoft Corporation	0.25	0.62	1.08	0.33	0.73
LLY Eli Lilly and Company	-0.27	-0.04	0.99	-0.32	-0.61
FSELX Fidelity Select Semiconductors Portfolio	0.03	0.39	1.05	0.06	0.15
MGK Vanguard Mega Cap Growth ETF	0.65	1.08	1.15	0.72	2.41
GLDM SPDR Gold MiniShares Trust	2.16	2.69	1.34	4.38	11.23
ETN Eaton Corporation plc	-0.08	0.18	1.03	-0.07	-0.17
AXP American Express Company	0.65	1.06	1.15	0.69	2.17
WM Waste Management, Inc.	0.63	0.99	1.15	1.14	2.56
BRK-B Berkshire Hathaway Inc.	1.10	1.59	1.23	2.49	6.06
VUG Vanguard Growth ETF	0.65	1.07	1.15	0.72	2.43
VOT Vanguard Mid-Cap Growth ETF	0.64	1.01	1.14	0.64	2.26

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.

1 Aug24 Actual Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.57
5-Year: 1.18
All Time: 1.07

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 1 Aug24 Actual compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

1 Aug24 Actual provided a 1.85% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.85%	1.08%	1.63%	1.72%	1.59%	1.98%	1.42%	5.15%	3.39%	2.03%	3.86%	1.90%
Portfolio components:
WMT Walmart Inc.	0.92%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%	2.24%
STN Stantec Inc	0.61%	0.78%	0.73%	1.14%	1.23%	1.42%	2.06%	1.91%	1.38%	1.34%	1.31%	1.21%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
LLY Eli Lilly and Company	0.78%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%
FSELX Fidelity Select Semiconductors Portfolio	9.07%	3.99%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.65%	3.82%	16.31%	3.48%
MGK Vanguard Mega Cap Growth ETF	0.44%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%	1.25%
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	1.23%	1.13%	1.43%	2.06%	1.76%	2.43%	3.00%	3.85%	3.04%	3.40%	4.23%	2.88%
AXP American Express Company	1.02%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%	1.05%
WM Waste Management, Inc.	1.32%	1.49%	1.56%	1.66%	1.38%	1.85%	1.80%	2.09%	1.97%	2.31%	2.89%	2.92%
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	0.48%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%	1.21%
VOT Vanguard Mid-Cap Growth ETF	0.66%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%	0.79%

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 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 1.73%.

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
-19.03%	Feb 20, 2025	34	Apr 8, 2025	27	May 16, 2025	61
-16.09%	Oct 4, 2018	56	Dec 24, 2018	40	Feb 22, 2019	96
-13%	Jul 11, 2024	18	Aug 5, 2024	60	Oct 29, 2024	78

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 13 assets, with an effective number of assets of 6.96, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	GLDM	LLY	WMT	WM	STN	BRK-B	AXP	ETN	MSFT	FSELX	VOT	MGK	VUG	Portfolio
^GSPC	1.00	0.06	0.37	0.40	0.45	0.53	0.66	0.69	0.70	0.77	0.79	0.90	0.93	0.94	0.93
GLDM	0.06	1.00	0.01	0.05	0.06	0.11	-0.00	0.03	-0.01	0.03	0.04	0.09	0.06	0.06	0.10
LLY	0.37	0.01	1.00	0.26	0.34	0.22	0.28	0.21	0.28	0.31	0.22	0.30	0.35	0.34	0.46
WMT	0.40	0.05	0.26	1.00	0.37	0.19	0.36	0.24	0.27	0.31	0.23	0.33	0.34	0.35	0.36
WM	0.45	0.06	0.34	0.37	1.00	0.31	0.44	0.35	0.37	0.31	0.20	0.39	0.34	0.35	0.38
STN	0.53	0.11	0.22	0.19	0.31	1.00	0.37	0.40	0.44	0.40	0.41	0.51	0.47	0.48	0.50
BRK-B	0.66	-0.00	0.28	0.36	0.44	0.37	1.00	0.65	0.55	0.38	0.41	0.52	0.48	0.49	0.52
AXP	0.69	0.03	0.21	0.24	0.35	0.40	0.65	1.00	0.59	0.42	0.52	0.61	0.55	0.57	0.59
ETN	0.70	-0.01	0.28	0.27	0.37	0.44	0.55	0.59	1.00	0.45	0.58	0.63	0.57	0.59	0.62
MSFT	0.77	0.03	0.31	0.31	0.31	0.40	0.38	0.42	0.45	1.00	0.65	0.70	0.86	0.85	0.87
FSELX	0.79	0.04	0.22	0.23	0.20	0.41	0.41	0.52	0.58	0.65	1.00	0.79	0.81	0.82	0.85
VOT	0.90	0.09	0.30	0.33	0.39	0.51	0.52	0.61	0.63	0.70	0.79	1.00	0.86	0.90	0.87
MGK	0.93	0.06	0.35	0.34	0.34	0.47	0.48	0.55	0.57	0.86	0.81	0.86	1.00	1.00	0.96
VUG	0.94	0.06	0.34	0.35	0.35	0.48	0.49	0.57	0.59	0.85	0.82	0.90	1.00	1.00	0.96
Portfolio	0.93	0.10	0.46	0.36	0.38	0.50	0.52	0.59	0.62	0.87	0.85	0.87	0.96	0.96	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

1 Aug24 Actual

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community