Stable
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ACWI iShares MSCI ACWI ETF | Large Cap Growth Equities | 50% |
GC=F Gold | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stable, 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 3 months.
The earliest data available for this chart is Mar 28, 2008, corresponding to the inception date of ACWI
Returns By Period
As of Feb 28, 2025, the Stable returned 5.61% Year-To-Date and 8.37% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.34% | -3.40% | 4.82% | 15.62% | 14.74% | 10.75% |
| Stable | 5.32% | 1.07% | 8.47% | 26.11% | 11.23% | 7.99% |
| Portfolio components: | ||||||
ACWI iShares MSCI ACWI ETF | 1.85% | -1.43% | 3.93% | 14.59% | 11.07% | 8.01% |
GC=F Gold | 9.33% | 3.90% | 13.81% | 41.40% | 11.41% | 7.97% |
Monthly Returns
The table below presents the monthly returns of Stable, 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 | 4.92% | 5.32% | |||||||||||
| 2024 | -0.15% | 2.46% | 5.47% | -0.50% | 3.11% | 1.21% | 2.75% | 2.62% | 3.79% | 0.68% | 0.68% | -1.92% | 21.90% |
| 2023 | 6.82% | -4.19% | 5.73% | 0.77% | -0.69% | 1.96% | 2.26% | -1.66% | -4.07% | 1.28% | 6.14% | 3.17% | 18.14% |
| 2022 | -3.40% | 0.67% | 1.54% | -4.69% | -1.40% | -5.54% | 3.01% | -4.24% | -5.87% | 2.64% | 7.36% | -0.72% | -10.96% |
| 2021 | -1.29% | -1.73% | 1.57% | 3.45% | 4.10% | -2.23% | 1.50% | 1.16% | -3.75% | 4.04% | -1.85% | 3.53% | 8.38% |
| 2020 | 1.07% | -4.58% | -6.57% | 8.56% | 3.80% | 2.49% | 8.69% | 2.45% | -2.99% | -1.86% | 3.07% | 5.57% | 20.03% |
| 2019 | 5.82% | 1.12% | 0.05% | 1.69% | -2.49% | 6.13% | 1.17% | 2.24% | -0.30% | 2.28% | -0.03% | 3.55% | 23.01% |
| 2018 | 4.28% | -3.29% | -0.43% | -0.57% | -0.04% | -1.70% | 0.46% | 0.02% | -0.32% | -2.68% | 0.33% | -2.02% | -6.02% |
| 2017 | 3.93% | 3.05% | 0.65% | 0.93% | 1.69% | -0.49% | 2.60% | 2.08% | -0.40% | 0.79% | 1.09% | 1.96% | 19.31% |
| 2016 | -0.35% | 4.56% | 3.04% | 3.47% | -2.95% | 5.07% | 2.38% | -1.32% | 0.65% | -2.12% | -4.00% | 0.18% | 8.43% |
| 2015 | 3.23% | 0.05% | -0.93% | 0.11% | 0.56% | -2.12% | -2.60% | -1.84% | -2.81% | 5.09% | -3.45% | -1.37% | -6.23% |
| 2014 | -0.71% | 5.91% | -1.39% | 0.72% | -0.51% | 4.14% | -1.97% | 1.02% | -4.49% | -1.15% | 0.86% | -0.87% | 1.16% |
Expense Ratio
Stable has an expense ratio of 0.16%, 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
With an overall rank of 86, Stable is among the top 14% 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 | |
|---|---|---|---|---|---|
ACWI iShares MSCI ACWI ETF | 0.90 | 1.27 | 1.17 | 1.30 | 5.09 |
GC=F Gold | 1.97 | 2.49 | 1.35 | 3.71 | 9.30 |
Dividends
Dividend yield
Stable provided a 0.84% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.84% | 0.85% | 0.94% | 0.90% | 0.86% | 0.72% | 1.17% | 1.13% | 0.97% | 1.10% | 1.28% | 1.13% |
| Portfolio components: | ||||||||||||
ACWI iShares MSCI ACWI ETF | 1.67% | 1.70% | 1.88% | 1.79% | 1.71% | 1.43% | 2.33% | 2.25% | 1.94% | 2.19% | 2.56% | 2.26% |
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% |
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 Stable. 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 Stable was 36.12%, occurring on Nov 20, 2008. Recovery took 283 trading sessions.
The current Stable drawdown is 2.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.12% | May 20, 2008 | 153 | Nov 20, 2008 | 283 | Nov 16, 2009 | 436 |
| -21.23% | Feb 24, 2020 | 22 | Mar 20, 2020 | 78 | Jun 22, 2020 | 100 |
| -20.08% | Nov 15, 2021 | 262 | Oct 14, 2022 | 220 | Jul 30, 2023 | 482 |
| -19.92% | Oct 4, 2012 | 932 | Jan 15, 2016 | 393 | Jun 1, 2017 | 1325 |
| -13.72% | Jan 29, 2018 | 264 | Dec 24, 2018 | 137 | Jun 20, 2019 | 401 |
Volatility
Volatility Chart
The current Stable volatility is 2.90%, 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
| ACWI | GC=F | |
|---|---|---|
| ACWI | 1.00 | 0.05 |
| GC=F | 0.05 | 1.00 |