tlt 10 vgit 20 bil 20
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in tlt 10 vgit 20 bil 20, 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 Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Nov 14, 2024, the tlt 10 vgit 20 bil 20 returned 9.80% Year-To-Date and 5.77% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| tlt 10 vgit 20 bil 20 | 9.80% | -0.04% | 6.06% | 16.67% | 6.36% | 5.77% |
| Portfolio components: | ||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 1.22% | -1.44% | 2.11% | 4.73% | -0.22% | 1.11% |
TLT iShares 20+ Year Treasury Bond ETF | -6.14% | -3.91% | -0.56% | 4.03% | -5.92% | -0.37% |
IAU iShares Gold Trust | 24.49% | -3.01% | 7.67% | 30.69% | 11.74% | 7.80% |
IJS iShares S&P SmallCap 600 Value ETF | 12.30% | 6.44% | 12.92% | 27.51% | 9.60% | 8.75% |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.57% | 0.40% | 2.57% | 5.29% | 2.27% | 1.55% |
Monthly Returns
The table below presents the monthly returns of tlt 10 vgit 20 bil 20, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.15% | 0.26% | 3.20% | -1.99% | 1.94% | 0.04% | 4.72% | 1.09% | 1.82% | -0.32% | 9.80% | ||
| 2023 | 4.55% | -2.77% | 1.55% | -0.05% | -1.87% | 1.46% | 1.78% | -1.49% | -3.57% | -0.68% | 4.40% | 4.67% | 7.80% |
| 2022 | -2.12% | 1.02% | -0.34% | -3.44% | 0.18% | -3.09% | 2.00% | -2.63% | -4.75% | 2.77% | 4.56% | -1.37% | -7.38% |
| 2021 | -0.29% | 0.57% | 1.54% | 1.70% | 2.69% | -1.30% | 0.55% | 0.46% | -1.92% | 1.49% | -0.49% | 2.08% | 7.20% |
| 2020 | 0.94% | -1.78% | -3.46% | 5.45% | 1.42% | 1.10% | 3.93% | 0.86% | -1.99% | 0.04% | 4.15% | 3.00% | 14.09% |
| 2019 | 3.48% | 1.06% | 0.18% | 0.80% | -1.25% | 4.08% | 0.52% | 2.17% | 0.29% | 0.99% | 0.08% | 1.15% | 14.28% |
| 2018 | 0.95% | -2.26% | 0.41% | -0.44% | 1.31% | -0.33% | 0.43% | 0.74% | -0.80% | -2.22% | 1.05% | -0.82% | -2.05% |
| 2017 | 0.97% | 1.62% | -0.19% | 0.78% | 0.22% | 0.00% | 0.86% | 0.96% | 0.60% | 0.44% | 1.30% | 0.88% | 8.74% |
| 2016 | 0.87% | 3.23% | 2.01% | 1.21% | -0.95% | 3.43% | 1.84% | -0.76% | 0.23% | -2.00% | -0.49% | 0.48% | 9.31% |
| 2015 | 1.94% | -0.64% | -0.38% | -0.56% | 0.06% | -1.29% | -1.01% | -0.87% | -0.53% | 2.60% | -1.05% | -1.08% | -2.85% |
| 2014 | 0.44% | 2.68% | -0.25% | 0.34% | 0.21% | 1.92% | -1.77% | 1.94% | -2.47% | 1.25% | 0.87% | 0.82% | 6.03% |
| 2013 | 1.14% | -0.18% | 1.59% | -0.42% | -1.34% | -2.57% | 2.93% | -0.23% | 0.62% | 1.46% | -0.36% | -0.64% | 1.91% |
Expense Ratio
tlt 10 vgit 20 bil 20 has an expense ratio of 0.15%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of tlt 10 vgit 20 bil 20 is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VGIT Vanguard Intermediate-Term Treasury ETF | 1.16 | 1.72 | 1.21 | 0.44 | 3.64 |
TLT iShares 20+ Year Treasury Bond ETF | 0.43 | 0.70 | 1.08 | 0.14 | 1.05 |
IAU iShares Gold Trust | 2.16 | 2.88 | 1.38 | 4.13 | 13.70 |
IJS iShares S&P SmallCap 600 Value ETF | 1.59 | 2.38 | 1.29 | 2.16 | 7.61 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.42 | 273.58 | 158.96 | 483.90 | 4,456.44 |
Dividends
Dividend yield
tlt 10 vgit 20 bil 20 provided a 2.87% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.87% | 2.60% | 1.61% | 1.13% | 1.28% | 1.78% | 1.73% | 1.32% | 1.23% | 1.28% | 1.18% | 1.20% |
| Portfolio components: | ||||||||||||
VGIT Vanguard Intermediate-Term Treasury ETF | 3.58% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
TLT iShares 20+ Year Treasury Bond ETF | 4.10% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
IAU iShares 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% |
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 tlt 10 vgit 20 bil 20. 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 tlt 10 vgit 20 bil 20 was 13.59%, occurring on Sep 27, 2022. Recovery took 362 trading sessions.
The current tlt 10 vgit 20 bil 20 drawdown is 1.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.59% | Nov 10, 2021 | 221 | Sep 27, 2022 | 362 | Mar 7, 2024 | 583 |
| -11.25% | Feb 24, 2020 | 18 | Mar 18, 2020 | 48 | May 27, 2020 | 66 |
| -6.65% | Jan 23, 2015 | 249 | Jan 19, 2016 | 33 | Mar 7, 2016 | 282 |
| -5.66% | Jan 29, 2018 | 229 | Dec 24, 2018 | 33 | Feb 12, 2019 | 262 |
| -5.05% | Mar 28, 2013 | 63 | Jun 26, 2013 | 82 | Oct 22, 2013 | 145 |
Volatility
Volatility Chart
The current tlt 10 vgit 20 bil 20 volatility is 1.84%, 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
| BIL | IAU | SCHD | IJS | TLT | VGIT | |
|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.01 | -0.01 | 0.02 | 0.03 |
| IAU | 0.02 | 1.00 | 0.03 | 0.03 | 0.26 | 0.35 |
| SCHD | 0.01 | 0.03 | 1.00 | 0.80 | -0.25 | -0.20 |
| IJS | -0.01 | 0.03 | 0.80 | 1.00 | -0.25 | -0.22 |
| TLT | 0.02 | 0.26 | -0.25 | -0.25 | 1.00 | 0.84 |
| VGIT | 0.03 | 0.35 | -0.20 | -0.22 | 0.84 | 1.00 |