PortfoliosLab logoPortfoliosLab logo
Dragon Portfolio US ETF TLT
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 25.00%GLD 25.00%GSG 25.00%VT 25.00%BondBondCommodityCommodityEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dragon Portfolio US ETF TLT, 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 year.


Loading graphics...

The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT

Returns By Period

As of Apr 4, 2026, the Dragon Portfolio US ETF TLT returned 13.26% Year-To-Date and 9.39% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
Dragon Portfolio US ETF TLT
1.10%1.78%13.26%17.66%33.38%16.87%12.00%9.39%
GLD
SPDR Gold Shares
-1.92%-8.98%8.35%20.07%49.92%32.51%21.53%13.97%
VT
Vanguard Total World Stock ETF
-0.23%-3.83%-0.97%1.25%26.32%16.97%9.38%11.66%
GSG
iShares S&P GSCI Commodity-Indexed Trust
4.83%20.80%45.06%47.03%52.25%17.42%18.79%9.67%
TLT
iShares 20+ Year Treasury Bond ETF
0.61%-2.26%0.69%-0.72%-1.22%-2.76%-5.75%-1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 27, 2008, Dragon Portfolio US ETF TLT's average daily return is +0.02%, while the average monthly return is +0.50%. At this rate, your investment would double in approximately 11.6 years.

Historically, 60% of months were positive and 40% were negative. The best month was May 2009 with a return of +10.1%, while the worst month was Oct 2008 at -16.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Dragon Portfolio US ETF TLT closed higher 53% of trading days. The best single day was Nov 4, 2008 with a return of +4.8%, while the worst single day was Mar 18, 2020 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.46%4.28%0.62%1.39%13.26%
20253.45%1.38%1.94%-0.86%1.02%2.82%0.63%2.13%5.29%2.14%1.85%0.14%24.11%
20240.18%0.91%4.30%-1.37%1.82%1.00%1.98%1.11%2.38%-0.25%0.39%-1.91%10.90%
20235.21%-4.41%3.71%0.43%-2.84%1.95%3.38%-1.73%-3.28%-1.18%4.02%2.97%7.93%
20220.37%2.90%2.08%-2.92%0.76%-5.07%1.01%-3.52%-6.95%1.77%4.80%-1.47%-6.71%
2021-0.59%0.49%-1.27%4.79%2.85%0.75%1.91%-0.23%-0.65%4.02%-3.66%3.50%12.21%

Benchmark Metrics

Dragon Portfolio US ETF TLT has an annualized alpha of 2.94%, beta of 0.28, and R² of 0.27 versus S&P 500 Index. Calculated based on daily prices since June 27, 2008.

  • This portfolio participated in 43.50% of S&P 500 Index downside but only 40.63% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.28 may look defensive, but with R² of 0.27 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.27 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.94%
Beta
0.28
0.27
Upside Capture
40.63%
Downside Capture
43.50%

Expense Ratio

Dragon Portfolio US ETF TLT has an expense ratio of 0.34%, 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

Dragon Portfolio US ETF TLT ranks 94 for risk / return — in the top 94% 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.


Dragon Portfolio US ETF TLT Risk / Return Rank: 9494
Overall Rank
Dragon Portfolio US ETF TLT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
Dragon Portfolio US ETF TLT Sortino Ratio Rank: 9595
Sortino Ratio Rank
Dragon Portfolio US ETF TLT Omega Ratio Rank: 9595
Omega Ratio Rank
Dragon Portfolio US ETF TLT Calmar Ratio Rank: 9191
Calmar Ratio Rank
Dragon Portfolio US ETF TLT Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.44

0.88

+1.56

Sortino ratio

Return per unit of downside risk

3.24

1.37

+1.87

Omega ratio

Gain probability vs. loss probability

1.47

1.21

+0.27

Calmar ratio

Return relative to maximum drawdown

4.02

1.39

+2.64

Martin ratio

Return relative to average drawdown

18.19

6.43

+11.75


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Shares
781.772.191.322.579.28
VT
Vanguard Total World Stock ETF
661.241.831.271.868.47
GSG
iShares S&P GSCI Commodity-Indexed Trust
892.132.881.393.9410.99
TLT
iShares 20+ Year Treasury Bond ETF
9-0.07-0.011.00-0.09-0.19

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Dragon Portfolio US ETF TLT Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 2.44
  • 5-Year: 1.06
  • 10-Year: 0.92
  • All Time: 0.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Dragon Portfolio US ETF TLT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading graphics...

Dividends

Dividend yield

Dragon Portfolio US ETF TLT provided a 1.58% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.58%1.56%1.56%1.37%1.22%0.83%0.79%1.15%1.29%1.13%1.25%1.27%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%
GSG
iShares S&P GSCI Commodity-Indexed 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%
TLT
iShares 20+ Year Treasury Bond ETF
4.51%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Dragon Portfolio US ETF TLT. 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 Dragon Portfolio US ETF TLT was 28.36%, occurring on Nov 12, 2008. Recovery took 461 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.36%Jul 15, 200886Nov 12, 2008461Sep 14, 2010547
-22.95%Jul 1, 2014391Jan 19, 2016861Jun 20, 20191252
-20.75%Mar 9, 2022140Sep 27, 2022451Jul 16, 2024591
-18.59%Feb 24, 202018Mar 18, 202086Jul 21, 2020104
-11.5%Sep 14, 2012195Jun 26, 2013247Jun 19, 2014442

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 4.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkTLTGLDGSGVTPortfolio
Benchmark1.00-0.260.050.340.950.46
TLT-0.261.000.20-0.23-0.250.20
GLD0.050.201.000.230.130.66
GSG0.34-0.230.231.000.380.69
VT0.95-0.250.130.381.000.54
Portfolio0.460.200.660.690.541.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2008