Cascade
Golden waterfall
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cascade, 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 14, 2015, corresponding to the inception date of FBLTX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Cascade | 6.62% | 3.16% | 7.82% | 12.70% | 7.65% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.29% | 12.04% |
AEDAX Invesco EQV European Equity Fund | 6.99% | 0.76% | 6.74% | 12.95% | 3.91% | 2.77% |
ARSVX AMG River Road Small Cap Value Fund | 6.67% | 5.81% | 8.07% | 13.78% | 8.52% | 9.36% |
BSBIX Baird Short-Term Bond Fund Institutional Class | 2.29% | 0.53% | 2.11% | 5.98% | 1.86% | 1.89% |
FBLTX Fidelity SAI Long-Term Treasury Bond Index Fund | -4.62% | -0.68% | 0.43% | -3.31% | -4.62% | N/A |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.29% | 5.70% |
Monthly Returns
The table below presents the monthly returns of Cascade, 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 | -1.20% | 3.04% | 4.17% | -3.57% | 1.81% | -0.47% | 6.62% | ||||||
| 2023 | 7.45% | -2.60% | -0.03% | -0.04% | -2.28% | 4.37% | 2.35% | -1.10% | -3.61% | -1.07% | 5.01% | 5.65% | 14.21% |
| 2022 | -4.17% | -0.71% | 0.43% | -4.89% | 0.78% | -5.78% | 5.97% | -3.04% | -7.42% | 6.75% | 4.48% | -2.90% | -11.09% |
| 2021 | -0.93% | 3.42% | 2.83% | 3.09% | 1.39% | -0.78% | 0.61% | 0.91% | -2.90% | 2.89% | -1.68% | 4.32% | 13.67% |
| 2020 | -1.58% | -5.44% | -12.44% | 8.11% | 3.54% | 3.07% | 2.98% | 2.94% | -3.13% | -0.65% | 10.20% | 4.91% | 10.91% |
| 2019 | 6.93% | 2.95% | 0.45% | 2.45% | -2.53% | 5.54% | -0.03% | -0.53% | 0.52% | 2.13% | 2.19% | 2.11% | 24.16% |
| 2018 | 2.28% | -3.60% | 0.76% | 0.22% | 1.10% | 0.38% | 1.60% | 1.46% | -0.14% | -5.29% | 0.22% | -4.36% | -5.58% |
| 2017 | 0.68% | 1.87% | 0.76% | 2.29% | 0.34% | 1.16% | 0.66% | -0.73% | 2.25% | 0.20% | 2.03% | 0.76% | 12.93% |
| 2016 | -1.97% | 1.87% | 5.46% | 0.44% | 1.19% | 0.99% | 2.85% | 0.51% | -0.13% | -2.22% | 3.29% | 2.78% | 15.83% |
| 2015 | 1.16% | -0.69% | -2.59% | -2.14% |
Expense Ratio
Cascade features an expense ratio of 0.89%, falling within the medium range. 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 Cascade is 33, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.57 | 2.22 | 1.28 | 1.31 | 5.91 |
AEDAX Invesco EQV European Equity Fund | 0.95 | 1.47 | 1.17 | 0.53 | 3.37 |
ARSVX AMG River Road Small Cap Value Fund | 0.82 | 1.38 | 1.16 | 1.61 | 3.32 |
BSBIX Baird Short-Term Bond Fund Institutional Class | 3.03 | 4.76 | 1.73 | 2.59 | 30.45 |
FBLTX Fidelity SAI Long-Term Treasury Bond Index Fund | -0.26 | -0.26 | 0.97 | -0.09 | -0.60 |
GLD SPDR Gold Trust | 1.44 | 2.08 | 1.26 | 1.53 | 7.89 |
Dividends
Dividend yield
Cascade granted a 3.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cascade | 3.34% | 3.46% | 3.33% | 5.29% | 1.21% | 3.94% | 7.36% | 8.28% | 3.34% | 3.83% | 9.33% | 13.62% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
AEDAX Invesco EQV European Equity Fund | 2.41% | 2.58% | 7.48% | 9.40% | 1.30% | 2.53% | 1.43% | 1.86% | 1.59% | 1.46% | 6.48% | 3.02% |
ARSVX AMG River Road Small Cap Value Fund | 4.48% | 4.78% | 3.88% | 7.75% | 0.00% | 6.05% | 13.01% | 14.96% | 4.96% | 6.51% | 16.68% | 25.93% |
BSBIX Baird Short-Term Bond Fund Institutional Class | 3.63% | 3.41% | 1.79% | 1.42% | 2.61% | 2.49% | 2.21% | 1.73% | 1.60% | 1.62% | 1.70% | 1.78% |
FBLTX Fidelity SAI Long-Term Treasury Bond Index Fund | 3.62% | 3.29% | 3.00% | 2.11% | 6.72% | 2.39% | 2.87% | 2.69% | 3.47% | 0.64% | 0.00% | 0.00% |
GLD SPDR 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cascade. 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 Cascade was 26.32%, occurring on Mar 18, 2020. Recovery took 164 trading sessions.
The current Cascade drawdown is 2.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.32% | Jan 17, 2020 | 42 | Mar 18, 2020 | 164 | Nov 9, 2020 | 206 |
| -19.54% | Nov 10, 2021 | 221 | Sep 27, 2022 | 308 | Dec 13, 2023 | 529 |
| -12.9% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -9.29% | Nov 3, 2015 | 52 | Jan 19, 2016 | 42 | Mar 18, 2016 | 94 |
| -6.37% | Jan 29, 2018 | 9 | Feb 8, 2018 | 136 | Aug 21, 2018 | 145 |
Volatility
Volatility Chart
The current Cascade volatility is 3.39%, 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
| GLD | BSBIX | FBLTX | AEDAX | ARSVX | VTI | |
|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.35 | 0.35 | 0.17 | -0.00 | 0.02 |
| BSBIX | 0.35 | 1.00 | 0.51 | 0.05 | -0.06 | -0.03 |
| FBLTX | 0.35 | 0.51 | 1.00 | -0.09 | -0.20 | -0.16 |
| AEDAX | 0.17 | 0.05 | -0.09 | 1.00 | 0.61 | 0.72 |
| ARSVX | -0.00 | -0.06 | -0.20 | 0.61 | 1.00 | 0.80 |
| VTI | 0.02 | -0.03 | -0.16 | 0.72 | 0.80 | 1.00 |