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PLAN

Last updated Oct 30, 2024

Asset Allocation

SGOL 10%SLV 10%VICI 10%V 10%MSFT 10%DHI 10%TSLA 10%VNM 10%DFS 10%OXY 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
DFS
Discover Financial Services		Financial Services
10%
DHI
D.R. Horton, Inc.		Consumer Cyclical
10%
MSFT
Microsoft Corporation		Technology
10%
OXY
Occidental Petroleum Corporation		Energy
10%
SGOL
Aberdeen Standard Physical Gold Shares ETF		Precious Metals, Gold
10%
SLV
iShares Silver Trust		Precious Metals
10%
TSLA
Tesla, Inc.		Consumer Cyclical
10%
V
Visa Inc.		Financial Services
10%
VICI
VICI Properties Inc.		Real Estate
10%
VNM
VanEck Vectors Vietnam ETF		Asia Pacific Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in PLAN, 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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
14.01%
15.83%
PLAN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 18, 2017, corresponding to the inception date of VICI

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.29%1.65%15.83%39.98%13.99%11.23%
PLAN14.96%0.07%14.36%33.82%25.12%N/A
Portfolio components:
VICI
VICI Properties Inc.		5.65%-3.06%14.87%22.32%11.38%N/A
V
Visa Inc.		8.89%2.52%5.85%20.84%10.08%17.53%
MSFT
Microsoft Corporation		15.50%0.38%9.77%28.71%25.88%26.89%
SGOL
Aberdeen Standard Physical Gold Shares ETF		34.14%5.37%19.98%39.52%12.75%8.73%
SLV
iShares Silver Trust		44.12%10.49%29.34%49.62%13.21%7.33%
DHI
D.R. Horton, Inc.		10.74%-12.29%17.63%61.58%27.11%23.46%
TSLA
Tesla, Inc.		4.44%-0.81%44.19%29.22%65.86%32.13%
VNM
VanEck Vectors Vietnam ETF		-7.28%-6.26%-1.64%9.23%-4.87%-3.85%
DFS
Discover Financial Services		36.34%7.45%23.31%88.22%15.82%11.44%
OXY
Occidental Petroleum Corporation		-15.15%-2.83%-21.68%-17.78%5.24%-2.19%

Monthly Returns

The table below presents the monthly returns of PLAN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-4.19%4.50%3.79%-2.97%2.23%1.11%5.98%0.52%3.47%14.96%
202310.72%-2.82%4.06%1.25%-0.10%7.57%2.73%-2.49%-5.24%-3.20%10.50%5.35%30.31%
2022-1.90%2.22%4.94%-5.57%1.23%-8.91%10.07%-3.51%-7.47%4.27%5.49%-4.86%-5.77%
20211.85%4.98%1.47%7.48%0.49%2.49%0.04%0.32%-2.78%8.64%-2.04%3.59%29.20%
20207.00%-6.62%-23.84%21.62%6.23%9.41%9.05%14.43%-5.63%-3.18%17.40%9.70%57.95%
20196.04%2.95%0.65%1.51%-5.85%5.26%4.06%-0.09%0.99%3.94%1.78%5.64%29.71%
20185.78%-5.44%-3.47%2.82%1.61%1.53%0.24%1.78%-0.55%-4.39%2.59%-5.75%-3.93%
20171.17%4.12%3.41%8.93%

Expense Ratio

PLAN 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.

VNM
VanEck Vectors Vietnam ETF
Expense ratio chart for VNM: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SGOL
Aberdeen Standard Physical Gold Shares ETF
Expense ratio chart for SGOL: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of PLAN is 29, 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.

The Risk-Adjusted Performance Rank of PLAN is 2929
Combined Rank
The Sharpe Ratio Rank of PLAN is 2626Sharpe Ratio Rank
The Sortino Ratio Rank of PLAN is 2525Sortino Ratio Rank
The Omega Ratio Rank of PLAN is 2525Omega Ratio Rank
The Calmar Ratio Rank of PLAN is 4242Calmar Ratio Rank
The Martin Ratio Rank of PLAN is 2828Martin 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.

PLAN
Sharpe ratio
The chart of Sharpe ratio for PLAN, currently valued at 2.47, compared to the broader market0.002.004.006.002.47
Sortino ratio
The chart of Sortino ratio for PLAN, currently valued at 3.32, compared to the broader market-2.000.002.004.006.003.32
Omega ratio
The chart of Omega ratio for PLAN, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.802.001.43
Calmar ratio
The chart of Calmar ratio for PLAN, currently valued at 2.66, compared to the broader market0.005.0010.0015.002.66
Martin ratio
The chart of Martin ratio for PLAN, currently valued at 13.54, compared to the broader market0.0010.0020.0030.0040.0050.0060.0013.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VICI
VICI Properties Inc.		1.311.911.251.333.39
V
Visa Inc.		1.511.961.281.924.88
MSFT
Microsoft Corporation		1.692.261.292.065.37
SGOL
Aberdeen Standard Physical Gold Shares ETF		2.703.631.475.6617.46
SLV
iShares Silver Trust		1.592.251.281.916.58
DHI
D.R. Horton, Inc.		1.952.591.353.019.04
TSLA
Tesla, Inc.		0.431.061.130.391.10
VNM
VanEck Vectors Vietnam ETF		0.250.481.060.100.57
DFS
Discover Financial Services		2.873.601.492.4818.36
OXY
Occidental Petroleum Corporation		-0.85-1.130.87-0.56-1.44

Sharpe Ratio

The current PLAN Sharpe ratio is 2.47. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of PLAN with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.47
3.43
PLAN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PLAN provided a 1.65% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
PLAN1.65%1.60%1.16%0.89%1.46%1.79%1.76%1.01%1.26%1.39%1.14%1.08%
Portfolio components:
VICI
VICI Properties Inc.		5.20%5.05%4.63%4.58%4.92%4.58%5.31%0.00%0.00%0.00%0.00%0.00%
V
Visa Inc.		0.74%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
MSFT
Microsoft Corporation		0.69%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
SGOL
Aberdeen Standard Physical Gold Shares ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
DHI
D.R. Horton, Inc.		0.72%0.69%1.04%0.76%1.05%1.18%1.51%0.83%1.24%0.84%0.79%0.67%
TSLA
Tesla, 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%
VNM
VanEck Vectors Vietnam ETF		5.62%5.21%0.96%0.49%0.40%0.76%0.83%0.99%2.43%3.68%2.65%3.18%
DFS
Discover Financial Services		1.86%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%1.07%
OXY
Occidental Petroleum Corporation		1.68%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%3.46%2.69%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.64%
-0.54%
PLAN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PLAN. 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 PLAN was 45.53%, occurring on Mar 18, 2020. Recovery took 87 trading sessions.

The current PLAN drawdown is 0.64%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.53%Feb 20, 202020Mar 18, 202087Jul 22, 2020107
-18.09%Mar 30, 2022138Oct 14, 2022157Jun 1, 2023295
-14.78%Jan 23, 2018233Dec 24, 201866Apr 1, 2019299
-12.85%Jul 19, 202373Oct 30, 202332Dec 14, 2023105
-10.09%Sep 1, 202016Sep 23, 202034Nov 10, 202050

Volatility

Volatility Chart

The current PLAN volatility is 3.08%, 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.

2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
3.08%
2.71%
PLAN
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SGOLSLVOXYTSLAVNMVICIDHIMSFTDFSV
SGOL1.000.770.080.030.050.060.120.04-0.020.03
SLV0.771.000.180.140.120.150.160.130.100.12
OXY0.080.181.000.160.230.280.180.170.430.26
TSLA0.030.140.161.000.240.250.250.410.260.31
VNM0.050.120.230.241.000.220.250.360.300.34
VICI0.060.150.280.250.221.000.390.280.390.36
DHI0.120.160.180.250.250.391.000.340.360.35
MSFT0.040.130.170.410.360.280.341.000.330.60
DFS-0.020.100.430.260.300.390.360.331.000.46
V0.030.120.260.310.340.360.350.600.461.00
The correlation results are calculated based on daily price changes starting from Oct 19, 2017