All Weather
all weather
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | Commodities, Actively Managed | 7.50% |
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 7.50% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 15% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Weather, 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 Jun 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| All Weather | -1.01% | -2.27% | -2.17% | 8.93% | 3.34% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -10.40% | -6.01% | -9.47% | 5.87% | 14.30% | 10.94% |
VGLT Vanguard Long-Term Treasury ETF | 1.56% | -2.71% | -3.69% | 3.39% | -8.90% | -0.92% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.20% | 0.86% | 1.77% | 7.25% | -0.96% | 1.18% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 4.96% | -2.17% | 6.47% | 5.32% | 12.76% | N/A |
GLDM SPDR Gold MiniShares Trust | 26.52% | 9.32% | 23.32% | 39.81% | 14.43% | N/A |
Monthly Returns
The table below presents the monthly returns of All Weather, 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 | 2.60% | 0.82% | -1.54% | -2.80% | -1.01% | ||||||||
| 2024 | -0.12% | 1.36% | 2.79% | -3.31% | 3.35% | 1.80% | 2.33% | 1.83% | 2.42% | -1.63% | 3.27% | -3.00% | 11.33% |
| 2023 | 5.61% | -3.63% | 3.62% | 0.70% | -1.44% | 2.55% | 1.49% | -1.83% | -4.83% | -1.90% | 6.84% | 4.79% | 11.80% |
| 2022 | -3.39% | -0.66% | -0.20% | -6.73% | -0.79% | -4.68% | 4.56% | -3.50% | -7.41% | 1.12% | 5.44% | -3.04% | -18.41% |
| 2021 | -1.76% | -1.57% | -1.01% | 3.51% | 0.91% | 1.98% | 2.42% | 0.88% | -2.74% | 3.32% | -0.06% | 1.04% | 6.90% |
| 2020 | 3.14% | 0.36% | -1.24% | 4.13% | 1.06% | 1.13% | 4.73% | 0.05% | -1.22% | -2.06% | 3.85% | 1.80% | 16.58% |
| 2019 | 3.22% | 0.51% | 2.71% | 0.30% | 0.87% | 3.37% | 0.48% | 4.61% | -0.92% | 0.51% | 0.49% | 0.16% | 17.41% |
| 2018 | 0.22% | 0.07% | 1.41% | -1.06% | -3.49% | 1.47% | -0.40% | -1.84% |
Expense Ratio
All Weather has an expense ratio of 0.06%, 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 76, All Weather is among the top 24% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
VGLT Vanguard Long-Term Treasury ETF | 0.35 | 0.57 | 1.07 | 0.11 | 0.69 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.69 | 2.59 | 1.31 | 0.62 | 4.02 |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 0.34 | 0.57 | 1.07 | 0.18 | 0.82 |
GLDM SPDR Gold MiniShares Trust | 2.37 | 3.14 | 1.41 | 4.79 | 12.97 |
Dividends
Dividend yield
All Weather provided a 2.98% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.98% | 2.91% | 2.47% | 3.39% | 2.80% | 1.67% | 1.96% | 2.09% | 2.16% | 1.90% | 2.13% | 1.86% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VGLT Vanguard Long-Term Treasury ETF | 4.39% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.71% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 3.14% | 3.30% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% | 0.00% | 0.00% | 0.00% |
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% |
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. 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 was 23.14%, occurring on Oct 20, 2022. Recovery took 460 trading sessions.
The current All Weather drawdown is 4.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.14% | Nov 10, 2021 | 238 | Oct 20, 2022 | 460 | Aug 21, 2024 | 698 |
| -12.74% | Mar 9, 2020 | 8 | Mar 18, 2020 | 57 | Jun 9, 2020 | 65 |
| -9.06% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -5.5% | Aug 28, 2018 | 82 | Dec 24, 2018 | 36 | Feb 15, 2019 | 118 |
| -5.07% | Jan 4, 2021 | 42 | Mar 4, 2021 | 45 | May 7, 2021 | 87 |
Volatility
Volatility Chart
The current All Weather volatility is 7.08%, 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.
Diversification
Asset Correlations Table
| VTI | BCI | GLDM | VGLT | VGIT | |
|---|---|---|---|---|---|
| VTI | 1.00 | 0.31 | 0.08 | -0.10 | -0.08 |
| BCI | 0.31 | 1.00 | 0.37 | -0.10 | -0.06 |
| GLDM | 0.08 | 0.37 | 1.00 | 0.30 | 0.38 |
| VGLT | -0.10 | -0.10 | 0.30 | 1.00 | 0.87 |
| VGIT | -0.08 | -0.06 | 0.38 | 0.87 | 1.00 |