US+GOLD+BR
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWZ iShares MSCI Brazil ETF | Latin America Equities | 33.33% |
GC=F Gold | 33.33% | |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 29, 2000, corresponding to the inception date of GC=F
Returns By Period
As of May 15, 2025, the US+GOLD+BR returned 15.71% Year-To-Date and 9.99% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| US+GOLD+BR | 15.71% | 6.86% | 10.51% | 15.31% | 15.66% | 9.99% |
| Portfolio components: | ||||||
GC=F Gold | 21.15% | -0.61% | 23.42% | 35.34% | 12.70% | 10.03% |
EWZ iShares MSCI Brazil ETF | 25.28% | 12.75% | 7.17% | -4.67% | 12.75% | 2.16% |
SPY SPDR S&P 500 ETF | 0.56% | 8.99% | -0.98% | 13.71% | 17.19% | 12.64% |
Monthly Returns
The table below presents the monthly returns of US+GOLD+BR, 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 | 7.39% | -1.79% | 4.13% | 3.19% | 2.10% | 15.71% | |||||||
| 2024 | -1.64% | 1.84% | 3.35% | -1.64% | 0.64% | -0.20% | 2.36% | 4.20% | 2.18% | -0.93% | -1.60% | -3.52% | 4.84% |
| 2023 | 6.93% | -5.97% | 3.95% | 1.97% | 0.37% | 6.67% | 3.43% | -4.08% | -3.38% | 0.75% | 8.50% | 4.08% | 24.44% |
| 2022 | 1.87% | 2.45% | 7.50% | -8.03% | 1.21% | -9.66% | 4.28% | -0.58% | -5.11% | 5.61% | 2.66% | -2.13% | -1.51% |
| 2021 | -3.73% | -3.35% | 2.95% | 4.91% | 5.93% | 0.48% | -0.95% | 0.25% | -6.32% | -0.05% | -0.81% | 3.94% | 2.53% |
| 2020 | -1.22% | -6.93% | -14.98% | 7.93% | 5.99% | 4.04% | 9.48% | -0.50% | -4.91% | -1.98% | 9.74% | 7.81% | 11.75% |
| 2019 | 10.01% | -0.98% | -1.47% | 1.43% | -1.39% | 7.08% | 1.49% | -1.03% | 0.29% | 3.73% | -1.42% | 6.61% | 26.24% |
| 2018 | 7.77% | -2.59% | -1.20% | -1.94% | -4.72% | -3.52% | 4.72% | -3.18% | 1.34% | 4.53% | 0.44% | -1.99% | -1.16% |
| 2017 | 5.82% | 3.28% | -0.35% | 0.57% | -1.14% | -1.28% | 4.97% | 3.42% | 1.25% | -0.82% | 0.01% | 3.08% | 20.13% |
| 2016 | -1.25% | 4.81% | 11.18% | 5.64% | -6.19% | 9.23% | 5.40% | -0.66% | 0.36% | 2.36% | -5.42% | 0.45% | 27.28% |
| 2015 | -0.40% | 0.95% | -4.96% | 5.50% | -3.41% | -0.02% | -5.59% | -5.24% | -4.45% | 5.03% | -2.49% | -3.20% | -17.49% |
| 2014 | -4.19% | 5.25% | 2.25% | 2.03% | -0.89% | 4.30% | -0.97% | 5.07% | -9.13% | -0.46% | -0.01% | -3.54% | -1.29% |
Expense Ratio
US+GOLD+BR has an expense ratio of 0.23%, 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, US+GOLD+BR 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 | |
|---|---|---|---|---|---|
GC=F Gold | 1.95 | 2.54 | 1.34 | 4.42 | 11.33 |
EWZ iShares MSCI Brazil ETF | -0.19 | -0.09 | 0.99 | -0.09 | -0.38 |
SPY SPDR S&P 500 ETF | 0.68 | 1.09 | 1.16 | 0.73 | 2.80 |
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Dividends
Dividend yield
US+GOLD+BR provided a 2.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.78% | 3.37% | 2.35% | 4.75% | 3.69% | 1.08% | 1.43% | 1.64% | 1.17% | 1.28% | 2.05% | 1.88% |
| Portfolio components: | ||||||||||||
GC=F Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EWZ iShares MSCI Brazil ETF | 7.11% | 8.91% | 5.66% | 12.59% | 9.87% | 1.71% | 2.54% | 2.89% | 1.71% | 1.81% | 4.08% | 3.78% |
SPY SPDR S&P 500 ETF | 1.22% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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 US+GOLD+BR. 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 US+GOLD+BR was 49.04%, occurring on Nov 20, 2008. Recovery took 292 trading sessions.
The current US+GOLD+BR drawdown is 0.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.04% | May 21, 2008 | 152 | Nov 20, 2008 | 292 | Dec 1, 2009 | 444 |
| -38.54% | Sep 8, 2000 | 608 | Oct 9, 2002 | 316 | Nov 12, 2003 | 924 |
| -33.47% | Feb 29, 2012 | 1017 | Jan 21, 2016 | 271 | Feb 15, 2017 | 1288 |
| -29.17% | Jan 24, 2020 | 40 | Mar 20, 2020 | 88 | Jul 27, 2020 | 128 |
| -20.49% | Apr 5, 2022 | 69 | Jul 14, 2022 | 253 | Jul 18, 2023 | 322 |
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 3 assets, with an effective number of assets of 3.00, 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 | GC=F | EWZ | SPY | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | 0.54 | 0.99 | 0.68 |
| GC=F | -0.00 | 1.00 | 0.12 | 0.00 | 0.39 |
| EWZ | 0.54 | 0.12 | 1.00 | 0.52 | 0.89 |
| SPY | 0.99 | 0.00 | 0.52 | 1.00 | 0.66 |
| Portfolio | 0.68 | 0.39 | 0.89 | 0.66 | 1.00 |