Common Sense Portfolio - High Inflation, Poor Stock Preformance
This happened in 2022 and the 1970's stagflation 40% equities
Asset Allocation
Performance
Performance Chart
Loading data...
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 |
Loading data...
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.
Loading data...
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.
Loading data...
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 |