All-Weather 4 ETF V1.0
Inspired by Permanent Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 16% |
QQQ Invesco QQQ | Large Cap Blend Equities | 47% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 21% |
VDC Vanguard Consumer Staples ETF | Consumer Staples Equities | 16% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All-Weather 4 ETF V1.0, 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 Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of May 9, 2025, the All-Weather 4 ETF V1.0 returned 3.01% Year-To-Date and 11.57% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| All-Weather 4 ETF V1.0 | 3.01% | 10.44% | 1.59% | 14.25% | 10.44% | 11.57% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.57% | 17.21% |
TLT iShares 20+ Year Treasury Bond ETF | 0.93% | -1.26% | -2.78% | 0.41% | -9.53% | -0.61% |
GLD SPDR Gold Trust | 25.81% | 10.69% | 22.02% | 42.63% | 13.73% | 10.40% |
VDC Vanguard Consumer Staples ETF | 4.37% | 7.09% | 4.02% | 10.26% | 11.00% | 8.40% |
Monthly Returns
The table below presents the monthly returns of All-Weather 4 ETF V1.0, 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 | 2.51% | 0.93% | -2.48% | 1.39% | 0.69% | 3.01% | |||||||
| 2024 | 0.31% | 2.60% | 2.66% | -3.18% | 4.12% | 3.27% | 1.17% | 2.10% | 2.66% | -1.34% | 3.27% | -2.05% | 16.41% |
| 2023 | 7.51% | -2.37% | 7.46% | 1.02% | 1.97% | 3.32% | 2.01% | -2.06% | -5.51% | -1.23% | 8.11% | 5.18% | 27.28% |
| 2022 | -5.51% | -1.51% | 1.35% | -8.34% | -2.49% | -4.99% | 6.51% | -4.14% | -8.58% | 1.83% | 6.43% | -4.89% | -22.94% |
| 2021 | -1.81% | -2.33% | 0.91% | 4.18% | 0.94% | 2.53% | 2.79% | 2.07% | -4.43% | 5.02% | 1.20% | 2.16% | 13.58% |
| 2020 | 3.67% | -2.76% | -2.69% | 9.65% | 3.66% | 3.55% | 7.22% | 4.87% | -3.67% | -2.60% | 6.02% | 3.51% | 33.67% |
| 2019 | 5.65% | 1.41% | 3.31% | 2.48% | -3.03% | 5.78% | 1.53% | 2.89% | -0.43% | 2.17% | 1.61% | 2.22% | 28.44% |
| 2018 | 4.21% | -2.72% | -1.46% | -0.94% | 2.78% | 0.82% | 1.21% | 2.83% | -0.70% | -4.04% | 0.65% | -3.27% | -0.99% |
| 2017 | 3.66% | 3.62% | 0.73% | 2.06% | 2.57% | -1.63% | 2.24% | 2.16% | -1.27% | 1.81% | 2.02% | 1.32% | 20.93% |
| 2016 | -1.17% | 1.95% | 3.49% | -1.00% | 1.26% | 2.64% | 4.06% | -0.29% | 0.62% | -2.19% | -3.39% | 0.74% | 6.63% |
| 2015 | 2.26% | 1.50% | -1.44% | -0.04% | 0.86% | -2.53% | 2.83% | -3.80% | -0.84% | 6.62% | -1.03% | -0.52% | 3.53% |
| 2014 | 0.11% | 4.13% | -1.28% | 0.78% | 2.57% | 2.37% | -0.44% | 4.19% | -1.71% | 1.94% | 3.55% | -0.26% | 16.87% |
Expense Ratio
All-Weather 4 ETF V1.0 has an expense ratio of 0.21%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, All-Weather 4 ETF V1.0 is among the top 19% 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.47 | 0.81 | 1.11 | 0.51 | 1.67 |
TLT iShares 20+ Year Treasury Bond ETF | 0.03 | 0.14 | 1.02 | 0.01 | 0.05 |
GLD SPDR Gold Trust | 2.45 | 3.20 | 1.41 | 5.12 | 13.67 |
VDC Vanguard Consumer Staples ETF | 0.79 | 1.30 | 1.16 | 1.25 | 4.00 |
Dividends
Dividend yield
All-Weather 4 ETF V1.0 provided a 1.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.58% | 1.54% | 1.42% | 1.32% | 0.86% | 0.98% | 1.22% | 1.43% | 1.31% | 1.43% | 1.42% | 1.53% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
TLT iShares 20+ Year Treasury Bond ETF | 4.36% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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% |
VDC Vanguard Consumer Staples ETF | 2.39% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
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 All-Weather 4 ETF V1.0. 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 All-Weather 4 ETF V1.0 was 29.31%, occurring on Nov 20, 2008. Recovery took 228 trading sessions.
The current All-Weather 4 ETF V1.0 drawdown is 2.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.31% | Nov 7, 2007 | 263 | Nov 20, 2008 | 228 | Oct 19, 2009 | 491 |
| -26.9% | Dec 28, 2021 | 202 | Oct 14, 2022 | 340 | Feb 23, 2024 | 542 |
| -16.16% | Feb 20, 2020 | 22 | Mar 20, 2020 | 27 | Apr 29, 2020 | 49 |
| -11.75% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -10.92% | Aug 30, 2018 | 80 | Dec 24, 2018 | 52 | Mar 12, 2019 | 132 |
Volatility
Volatility Chart
The current All-Weather 4 ETF V1.0 volatility is 7.56%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.16, 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 | TLT | VDC | QQQ | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | -0.26 | 0.72 | 0.89 | 0.82 |
| GLD | 0.06 | 1.00 | 0.18 | 0.04 | 0.05 | 0.33 |
| TLT | -0.26 | 0.18 | 1.00 | -0.15 | -0.21 | 0.09 |
| VDC | 0.72 | 0.04 | -0.15 | 1.00 | 0.58 | 0.64 |
| QQQ | 0.89 | 0.05 | -0.21 | 0.58 | 1.00 | 0.89 |
| Portfolio | 0.82 | 0.33 | 0.09 | 0.64 | 0.89 | 1.00 |