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Global TAZ Modified Permanent Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BNDW 20.00%BAR 20.00%VT 40.00%SCHD 20.00%BondBondCommodityCommodityEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Global TAZ Modified Permanent Portfolio, 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.


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The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.63%-3.84%-1.98%29.73%16.86%10.37%12.29%
Portfolio
Global TAZ Modified Permanent Portfolio
-0.45%-3.22%3.77%7.82%30.48%16.79%10.21%
VT
Vanguard Total World Stock ETF
-0.23%-2.70%-0.97%1.25%34.33%16.97%9.38%11.66%
BNDW
Vanguard Total World Bond ETF
0.04%-0.83%0.13%0.54%2.77%3.66%0.24%
BAR
GraniteShares Gold Trust
-1.92%-7.92%8.33%20.18%53.74%32.80%21.79%
SCHD
Schwab U.S. Dividend Equity ETF
0.16%-1.41%12.35%13.59%25.56%11.70%8.35%12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 7, 2018, Global TAZ Modified Permanent Portfolio's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +8.0%, while the worst month was Mar 2020 at -8.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Global TAZ Modified Permanent Portfolio closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +5.8%, while the worst single day was Mar 12, 2020 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.52%4.13%-5.74%0.19%3.77%
20253.04%1.06%0.26%0.13%2.37%2.53%0.27%3.43%3.99%1.51%2.01%0.98%23.72%
2024-0.34%2.09%4.12%-2.12%2.79%0.76%3.55%2.06%2.41%-0.20%2.07%-3.05%14.80%
20235.19%-3.43%3.05%0.71%-1.62%2.87%2.76%-1.76%-3.94%-0.65%6.16%4.25%13.74%
2022-3.06%-0.46%1.10%-5.09%0.27%-5.38%3.35%-3.39%-6.43%4.11%7.00%-2.15%-10.54%
2021-1.04%0.73%2.78%2.86%2.75%-0.92%1.06%1.35%-3.30%3.34%-1.57%3.74%12.11%

Benchmark Metrics

Global TAZ Modified Permanent Portfolio has an annualized alpha of 4.66%, beta of 0.53, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since September 07, 2018.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.94%) than losses (58.55%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 4.66% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.53 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
4.66%
Beta
0.53
0.81
Upside Capture
63.94%
Downside Capture
58.55%

Expense Ratio

Global TAZ Modified Permanent Portfolio has an expense ratio of 0.08%, 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.


Return for Risk

Risk / Return Rank

Global TAZ Modified Permanent Portfolio ranks 83 for risk / return — in the top 83% 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.


Global TAZ Modified Permanent Portfolio Risk / Return Rank: 8383
Overall Rank
Global TAZ Modified Permanent Portfolio Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
Global TAZ Modified Permanent Portfolio Sortino Ratio Rank: 8686
Sortino Ratio Rank
Global TAZ Modified Permanent Portfolio Omega Ratio Rank: 8888
Omega Ratio Rank
Global TAZ Modified Permanent Portfolio Calmar Ratio Rank: 7878
Calmar Ratio Rank
Global TAZ Modified Permanent Portfolio Martin Ratio Rank: 7676
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

1.88

0.88

+1.00

Sortino ratio

Return per unit of downside risk

2.60

1.37

+1.23

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

2.81

1.39

+1.42

Martin ratio

Return relative to average drawdown

11.09

6.43

+4.66


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
VT
Vanguard Total World Stock ETF
661.241.831.271.868.47
BNDW
Vanguard Total World Bond ETF
430.981.381.171.254.55
BAR
GraniteShares Gold Trust
791.792.221.332.589.34
SCHD
Schwab U.S. Dividend Equity ETF
400.891.341.191.093.69

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.

Global TAZ Modified Permanent Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 1.88
  • 5-Year: 0.98
  • All Time: 0.97

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 Global TAZ Modified Permanent Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Global TAZ Modified Permanent Portfolio provided a 2.25% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.25%2.32%2.29%2.28%1.96%1.80%1.61%2.13%1.96%1.37%1.53%1.58%
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%
BNDW
Vanguard Total World Bond ETF
4.18%4.12%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%
BAR
GraniteShares Gold 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%
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%

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 Global TAZ Modified Permanent Portfolio. 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 Global TAZ Modified Permanent Portfolio was 21.41%, occurring on Mar 20, 2020. Recovery took 84 trading sessions.

The current Global TAZ Modified Permanent Portfolio drawdown is 5.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.41%Feb 20, 202022Mar 20, 202084Jul 21, 2020106
-18.26%Jan 5, 2022196Oct 14, 2022293Dec 14, 2023489
-9.32%Sep 21, 201865Dec 24, 201836Feb 15, 2019101
-8.69%Feb 21, 202533Apr 8, 202518May 5, 202551
-7.78%Mar 3, 202618Mar 26, 2026

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 3.57, 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.

BenchmarkBNDWBARSCHDVTPortfolio
Benchmark1.000.080.060.760.960.85
BNDW0.081.000.330.040.100.24
BAR0.060.331.000.050.130.44
SCHD0.760.040.051.000.770.79
VT0.960.100.130.771.000.90
Portfolio0.850.240.440.790.901.00
The correlation results are calculated based on daily price changes starting from Sep 7, 2018