Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GDX VanEck Gold Miners ETF | Gold, Precious Metals | 45% |
IXG iShares Global Financials ETF | Financials Equities | 26% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | Materials | 6% |
VT Vanguard Total World Stock ETF | Global Equities | 23% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VGPMX Beater, 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.
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The earliest data available for this chart is Feb 2, 2012, corresponding to the inception date of PICK
Returns By Period
As of Apr 3, 2026, the VGPMX Beater returned 3.71% Year-To-Date and 16.36% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio VGPMX Beater | -0.85% | -6.47% | 3.71% | 12.39% | 57.08% | 30.90% | 18.10% | 16.36% |
| Portfolio components: | ||||||||
GDX VanEck Gold Miners ETF | -1.48% | -10.12% | 10.28% | 23.58% | 108.21% | 43.61% | 24.72% | 18.24% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | -0.86% | -5.27% | 11.71% | 29.41% | 64.73% | 14.15% | 11.13% | 16.41% |
IXG iShares Global Financials ETF | -0.21% | -1.69% | -4.97% | 0.06% | 12.72% | 21.31% | 12.02% | 11.80% |
VT Vanguard Total World Stock ETF | -0.23% | -3.01% | -0.97% | 1.52% | 21.33% | 16.97% | 9.38% | 11.66% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 3, 2012, VGPMX Beater's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your investment would double in approximately 6.4 years.
Historically, 54% of months were positive and 46% were negative. The best month was Apr 2020 with a return of +22.4%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, VGPMX Beater closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +12.6%, while the worst single day was Mar 18, 2020 at -15.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.14% | 11.30% | -13.80% | 1.84% | 3.71% | ||||||||
| 2025 | 9.14% | 1.55% | 6.29% | 3.01% | 4.55% | 3.36% | 0.06% | 12.21% | 11.69% | -2.35% | 7.52% | 3.65% | 78.96% |
| 2024 | -4.48% | -0.42% | 10.61% | 0.59% | 5.56% | -2.23% | 7.18% | 2.22% | 2.78% | -0.26% | -0.24% | -6.31% | 14.66% |
| 2023 | 10.09% | -8.29% | 6.23% | 2.78% | -5.48% | 2.43% | 4.51% | -5.21% | -5.22% | 0.08% | 10.52% | 3.35% | 14.56% |
| 2022 | -3.16% | 5.35% | 6.48% | -8.82% | -3.22% | -11.78% | 1.26% | -5.81% | -4.50% | 4.11% | 14.82% | -1.78% | -9.56% |
| 2021 | -2.49% | -0.20% | 4.01% | 5.29% | 8.73% | -7.60% | 1.44% | -1.85% | -6.11% | 6.40% | -2.37% | 3.66% | 7.77% |
Benchmark Metrics
VGPMX Beater has an annualized alpha of 1.99%, beta of 0.73, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since February 03, 2012.
- This portfolio participated in 79.26% of S&P 500 Index downside but only 72.89% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.30 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 1.99%
- Beta
- 0.73
- R²
- 0.30
- Upside Capture
- 72.89%
- Downside Capture
- 79.26%
Expense Ratio
VGPMX Beater has an expense ratio of 0.39%, 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.
Return for Risk
Risk / Return Rank
VGPMX Beater ranks 84 for risk / return — in the top 84% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.12 | 0.88 | +1.24 |
Sortino ratioReturn per unit of downside risk | 2.55 | 1.37 | +1.18 |
Omega ratioGain probability vs. loss probability | 1.39 | 1.21 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 2.86 | 1.39 | +1.47 |
Martin ratioReturn relative to average drawdown | 11.50 | 6.43 | +5.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GDX VanEck Gold Miners ETF | 90 | 2.35 | 2.55 | 1.37 | 3.50 | 12.47 |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 90 | 2.22 | 2.73 | 1.40 | 3.28 | 13.02 |
IXG iShares Global Financials ETF | 34 | 0.71 | 1.06 | 1.16 | 1.09 | 4.00 |
VT Vanguard Total World Stock ETF | 68 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
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Dividends
Dividend yield
VGPMX Beater provided a 1.43% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.43% | 1.46% | 1.86% | 2.14% | 2.63% | 1.96% | 1.31% | 1.91% | 1.91% | 1.52% | 1.31% | 2.62% |
| Portfolio components: | ||||||||||||
GDX VanEck Gold Miners ETF | 0.67% | 0.74% | 1.19% | 1.61% | 1.66% | 1.67% | 0.53% | 0.67% | 0.50% | 0.76% | 0.26% | 0.85% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 2.57% | 2.88% | 3.26% | 4.19% | 6.93% | 5.89% | 2.27% | 5.51% | 4.77% | 2.41% | 1.15% | 15.77% |
IXG iShares Global Financials ETF | 2.15% | 2.04% | 2.64% | 2.62% | 3.71% | 1.69% | 2.13% | 2.87% | 3.14% | 2.12% | 2.21% | 2.79% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
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 VGPMX Beater. 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 VGPMX Beater was 43.21%, occurring on Jan 19, 2016. Recovery took 409 trading sessions.
The current VGPMX Beater drawdown is 12.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.21% | Feb 29, 2012 | 978 | Jan 19, 2016 | 409 | Aug 31, 2017 | 1387 |
| -35.13% | Feb 24, 2020 | 18 | Mar 18, 2020 | 72 | Jun 30, 2020 | 90 |
| -32.95% | Apr 14, 2022 | 113 | Sep 26, 2022 | 381 | Apr 3, 2024 | 494 |
| -20.15% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -18.67% | Jan 25, 2018 | 193 | Oct 29, 2018 | 162 | Jun 24, 2019 | 355 |
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 4 assets, with an effective number of assets of 3.06, 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
| Benchmark | GDX | PICK | IXG | VT | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.18 | 0.60 | 0.81 | 0.95 | 0.49 |
| GDX | 0.18 | 1.00 | 0.38 | 0.15 | 0.25 | 0.90 |
| PICK | 0.60 | 0.38 | 1.00 | 0.66 | 0.70 | 0.63 |
| IXG | 0.81 | 0.15 | 0.66 | 1.00 | 0.86 | 0.50 |
| VT | 0.95 | 0.25 | 0.70 | 0.86 | 1.00 | 0.58 |
| Portfolio | 0.49 | 0.90 | 0.63 | 0.50 | 0.58 | 1.00 |