Paco oro y plata
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 50% |
SLV iShares Silver Trust | Precious Metals | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 28, 2006, corresponding to the inception date of SLV
Returns By Period
As of May 23, 2025, the Paco oro y plata returned 19.63% Year-To-Date and 8.63% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| Paco oro y plata | 21.80% | 0.87% | 15.37% | 26.11% | 14.16% | 9.02% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 27.93% | 2.01% | 23.98% | 43.59% | 13.67% | 10.52% |
SLV iShares Silver Trust | 15.65% | -0.36% | 6.95% | 10.53% | 13.68% | 6.63% |
Monthly Returns
The table below presents the monthly returns of Paco oro y plata, 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 | 7.53% | 0.56% | 9.45% | 0.51% | 2.39% | 21.80% | |||||||
| 2024 | -2.70% | -0.19% | 9.19% | 4.35% | 8.61% | -2.38% | 2.34% | 1.00% | 6.39% | 4.61% | -4.73% | -3.53% | 24.03% |
| 2023 | 2.45% | -8.55% | 11.29% | 2.43% | -3.74% | -2.77% | 5.46% | -1.30% | -7.02% | 5.27% | 6.29% | -2.33% | 5.71% |
| 2022 | -2.49% | 7.43% | 1.21% | -5.05% | -4.44% | -3.76% | -1.15% | -7.16% | 1.16% | -0.54% | 12.28% | 5.49% | 1.24% |
| 2021 | -0.77% | -3.74% | -4.70% | 4.67% | 7.78% | -6.82% | 0.04% | -3.13% | -5.12% | 4.58% | -2.75% | 2.71% | -8.10% |
| 2020 | 2.67% | -4.08% | -7.47% | 7.19% | 10.97% | 2.33% | 22.07% | 8.55% | -11.82% | 0.53% | -4.84% | 11.90% | 38.72% |
| 2019 | 3.27% | -1.71% | -2.33% | -0.90% | -0.44% | 6.53% | 3.08% | 10.41% | -5.36% | 4.41% | -4.58% | 4.22% | 16.53% |
| 2018 | 2.74% | -3.75% | 0.17% | -0.57% | -0.33% | -2.80% | -2.90% | -4.34% | -0.03% | -0.12% | -0.16% | 6.94% | -5.53% |
| 2017 | 7.73% | 3.83% | -0.57% | -1.90% | 0.20% | -3.12% | 1.76% | 4.46% | -4.42% | -0.22% | -0.71% | 2.60% | 9.39% |
| 2016 | 4.22% | 7.75% | 1.19% | 10.41% | -8.45% | 13.34% | 5.19% | -5.95% | 1.70% | -4.86% | -8.04% | -2.71% | 11.49% |
| 2015 | 9.25% | -4.98% | -0.88% | -1.65% | 2.07% | -3.75% | -6.47% | 1.52% | -1.34% | 4.50% | -8.00% | -1.16% | -11.49% |
| 2014 | 1.03% | 8.22% | -4.76% | -1.28% | -2.56% | 9.14% | -3.47% | -2.03% | -9.35% | -4.12% | -2.37% | 1.40% | -11.04% |
Expense Ratio
Paco oro y plata has an expense ratio of 0.45%, 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
The current rank of Paco oro y plata is 69, 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.47 | 2.85 | 1.36 | 4.70 | 12.79 |
SLV iShares Silver Trust | 0.36 | 0.39 | 1.05 | 0.08 | 0.45 |
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Dividends
Dividend yield
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 Paco oro y plata. 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 Paco oro y plata was 58.41%, occurring on Dec 17, 2015. Recovery took 2205 trading sessions.
The current Paco oro y plata drawdown is 2.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.41% | Aug 23, 2011 | 1088 | Dec 17, 2015 | 2205 | Sep 24, 2024 | 3293 |
| -43.15% | Mar 6, 2008 | 164 | Oct 27, 2008 | 266 | Nov 16, 2009 | 430 |
| -28.26% | May 12, 2006 | 23 | Jun 14, 2006 | 344 | Oct 25, 2007 | 367 |
| -18.39% | May 2, 2011 | 40 | Jun 27, 2011 | 38 | Aug 19, 2011 | 78 |
| -17.34% | Dec 3, 2009 | 45 | Feb 8, 2010 | 64 | May 11, 2010 | 109 |
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 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | SLV | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.20 | 0.15 |
| GLD | 0.06 | 1.00 | 0.80 | 0.91 |
| SLV | 0.20 | 0.80 | 1.00 | 0.97 |
| Portfolio | 0.15 | 0.91 | 0.97 | 1.00 |