Common Sense Portfolio - High Inflation, Poor Stock Preformance
This happened in 2022 and the 1970's stagflation 40% equities
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 13, 2011, corresponding to the inception date of BTAL
Returns By Period
As of May 28, 2025, the Common Sense Portfolio - High Inflation, Poor Stock Preformance returned 8.35% Year-To-Date and 9.88% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
Common Sense Portfolio - High Inflation, Poor Stock Preformance | 8.19% | 1.33% | 7.99% | 18.53% | 11.18% | 9.86% |
Portfolio components: | ||||||
QQQ Invesco QQQ | 1.65% | 9.84% | 3.01% | 13.57% | 18.07% | 17.69% |
SPLV Invesco S&P 500® Low Volatility ETF | 4.61% | 1.26% | -1.93% | 15.28% | 9.99% | 9.18% |
VUG Vanguard Growth ETF | 0.62% | 9.70% | 1.92% | 15.99% | 17.11% | 15.27% |
IEF iShares 7-10 Year Treasury Bond ETF | 2.85% | -1.45% | 0.95% | 5.49% | -2.98% | 0.77% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.68% | -4.10% | 4.64% | 3.98% | -3.28% | 1.16% |
UUP Invesco DB US Dollar Index Bullish Fund | -6.15% | 1.43% | -3.49% | 0.82% | 3.09% | 2.30% |
GLD SPDR Gold Trust | 25.47% | -1.70% | 24.77% | 39.24% | 13.27% | 10.29% |
TIP iShares TIPS Bond ETF | 3.10% | -0.95% | 1.62% | 5.39% | 1.26% | 2.26% |
Monthly Returns
The table below presents the monthly returns of Common Sense Portfolio - High Inflation, Poor Stock Preformance, 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 | 2.56% | 1.97% | 2.29% | -0.04% | 1.18% | 8.19% | |||||||
2024 | 2.40% | 1.92% | 3.31% | 1.42% | 2.05% | 1.73% | 1.22% | 2.34% | 1.55% | 2.45% | 0.66% | -0.45% | 22.60% |
2023 | 1.86% | -1.46% | 4.30% | 1.23% | -0.46% | 0.56% | 0.66% | 0.27% | -1.17% | 3.48% | 1.87% | -0.82% | 10.64% |
2022 | -1.79% | -0.24% | 3.64% | -0.40% | -1.54% | -0.72% | 0.98% | -1.42% | -3.25% | 2.39% | 3.16% | -0.73% | -0.18% |
2021 | -0.74% | -3.84% | 2.38% | 2.44% | 1.68% | -0.38% | 2.28% | 1.13% | -2.59% | 2.85% | 0.39% | 4.03% | 9.75% |
2020 | 3.46% | -3.57% | -3.02% | 6.05% | 2.43% | 1.30% | 5.99% | 1.61% | -2.62% | -1.73% | -1.58% | 2.83% | 11.07% |
2019 | 3.19% | 1.47% | 1.20% | 1.28% | -0.21% | 3.37% | 1.63% | 3.89% | -0.68% | 0.86% | -0.26% | 1.56% | 18.60% |
2018 | 2.04% | -1.48% | 0.23% | 0.32% | 1.09% | 0.45% | 0.50% | 1.04% | 0.07% | -0.24% | 0.86% | -1.13% | 3.77% |
2017 | 1.72% | 2.98% | 0.46% | 1.00% | 1.42% | -1.97% | 1.00% | 1.62% | -1.29% | 1.41% | 0.87% | 0.67% | 10.28% |
2016 | 1.55% | 2.92% | 1.06% | 0.06% | -0.36% | 4.78% | 0.54% | -1.43% | -0.08% | -0.60% | -2.71% | 0.70% | 6.41% |
2015 | 3.20% | -1.01% | -0.99% | -1.38% | 1.06% | -1.63% | 0.82% | -1.25% | -0.52% | 3.39% | -1.09% | -0.30% | 0.14% |
2014 | -0.25% | 3.08% | -0.33% | 0.78% | 0.01% | 2.41% | -0.95% | 1.23% | -1.22% | 0.76% | 1.80% | 1.17% | 8.72% |
Expense Ratio
Common Sense Portfolio - High Inflation, Poor Stock Preformance has an expense ratio of 0.76%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 97, Common Sense Portfolio - High Inflation, Poor Stock Preformance is among the top 3% 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 | |
---|---|---|---|---|---|
QQQ Invesco QQQ | 0.53 | 0.99 | 1.14 | 0.66 | 2.15 |
SPLV Invesco S&P 500® Low Volatility ETF | 1.16 | 1.49 | 1.21 | 1.56 | 4.83 |
VUG Vanguard Growth ETF | 0.64 | 1.14 | 1.16 | 0.78 | 2.64 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.83 | 1.13 | 1.13 | 0.25 | 1.57 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 0.20 | 0.42 | 1.05 | 0.15 | 0.55 |
UUP Invesco DB US Dollar Index Bullish Fund | 0.11 | 0.12 | 1.01 | 0.04 | 0.10 |
GLD SPDR Gold Trust | 2.21 | 3.06 | 1.39 | 5.03 | 13.76 |
TIP iShares TIPS Bond ETF | 1.14 | 1.50 | 1.19 | 0.51 | 3.23 |
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Dividends
Dividend yield
Common Sense Portfolio - High Inflation, Poor Stock Preformance provided a 1.63% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.63% | 1.60% | 2.82% | 1.26% | 0.65% | 0.45% | 0.93% | 0.78% | 0.47% | 0.44% | 0.34% | 0.46% |
Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.74% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
VUG Vanguard Growth ETF | 0.47% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.73% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.37% | 3.49% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.77% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 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% |
TIP iShares TIPS Bond ETF | 2.92% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
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 Common Sense Portfolio - High Inflation, Poor Stock Preformance. 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 Common Sense Portfolio - High Inflation, Poor Stock Preformance was 13.24%, occurring on Mar 23, 2020. Recovery took 69 trading sessions.
The current Common Sense Portfolio - High Inflation, Poor Stock Preformance drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.24% | Feb 20, 2020 | 23 | Mar 23, 2020 | 69 | Jun 30, 2020 | 92 |
-9.44% | Sep 3, 2020 | 125 | Mar 4, 2021 | 98 | Jul 23, 2021 | 223 |
-8.34% | Oct 5, 2012 | 181 | Jun 27, 2013 | 246 | Jun 19, 2014 | 427 |
-7.95% | Apr 22, 2022 | 112 | Sep 30, 2022 | 116 | Mar 20, 2023 | 228 |
-7.35% | Jan 27, 2015 | 147 | Aug 25, 2015 | 125 | Feb 24, 2016 | 272 |
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 8 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
^GSPC | TIP | UUP | GLD | BTAL | IEF | SPLV | QQQ | VUG | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | -0.05 | -0.17 | 0.04 | -0.51 | -0.22 | 0.74 | 0.90 | 0.94 | 0.54 |
TIP | -0.05 | 1.00 | -0.23 | 0.35 | 0.06 | 0.79 | 0.04 | -0.02 | -0.02 | 0.14 |
UUP | -0.17 | -0.23 | 1.00 | -0.46 | 0.11 | -0.19 | -0.15 | -0.14 | -0.16 | -0.16 |
GLD | 0.04 | 0.35 | -0.46 | 1.00 | 0.02 | 0.31 | 0.07 | 0.04 | 0.04 | 0.57 |
BTAL | -0.51 | 0.06 | 0.11 | 0.02 | 1.00 | 0.19 | -0.17 | -0.46 | -0.47 | 0.12 |
IEF | -0.22 | 0.79 | -0.19 | 0.31 | 0.19 | 1.00 | -0.07 | -0.16 | -0.17 | 0.01 |
SPLV | 0.74 | 0.04 | -0.15 | 0.07 | -0.17 | -0.07 | 1.00 | 0.57 | 0.63 | 0.62 |
QQQ | 0.90 | -0.02 | -0.14 | 0.04 | -0.46 | -0.16 | 0.57 | 1.00 | 0.97 | 0.52 |
VUG | 0.94 | -0.02 | -0.16 | 0.04 | -0.47 | -0.17 | 0.63 | 0.97 | 1.00 | 0.54 |
Portfolio | 0.54 | 0.14 | -0.16 | 0.57 | 0.12 | 0.01 | 0.62 | 0.52 | 0.54 | 1.00 |