Common Sense Portfolio - Low Inflation, Poor Stock Preformance
Allocation to this portfolio under these circumstances (2008 and 2020). Still has a small (net) exposure to equities since we could be wrong
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTAL AGFiQ US Market Neutral Anti-Beta Fund | Long-Short | 30% |
GLD SPDR Gold Trust | Precious Metals, Gold | 30% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 200% |
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
SPLV Invesco S&P 500® Low Volatility ETF | Volatility Hedged Equity | 30% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | -250% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 30% |
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 - Low Inflation, Poor Stock Preformance returned 7.23% Year-To-Date and 9.05% 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 - Low Inflation, Poor Stock Preformance | 7.00% | 1.47% | 6.37% | 20.24% | 3.88% | 9.02% |
| Portfolio components: | ||||||
TIP iShares TIPS Bond ETF | 3.10% | -0.95% | 1.62% | 5.39% | 1.26% | 2.26% |
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% |
GLD SPDR Gold Trust | 25.47% | -1.70% | 24.77% | 39.24% | 13.27% | 10.29% |
SPLV Invesco S&P 500® Low Volatility ETF | 4.61% | 1.26% | -1.93% | 15.28% | 9.99% | 9.18% |
QQQ Invesco QQQ | 1.65% | 9.84% | 3.01% | 13.57% | 18.07% | 17.69% |
UUP Invesco DB US Dollar Index Bullish Fund | -6.15% | 1.43% | -3.49% | 0.82% | 3.09% | 2.30% |
Monthly Returns
The table below presents the monthly returns of Common Sense Portfolio - Low 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 | 0.65% | 3.45% | 1.08% | 1.11% | 0.56% | 7.00% | |||||||
| 2024 | 3.04% | 0.60% | 3.67% | -1.05% | 2.24% | 3.34% | 3.12% | 3.98% | 0.80% | 0.06% | 2.24% | -1.06% | 22.90% |
| 2023 | 4.69% | -5.09% | 6.55% | 3.38% | -0.24% | -0.88% | -0.89% | 1.05% | -3.00% | 1.53% | 5.27% | 0.99% | 13.47% |
| 2022 | -1.74% | -4.22% | 1.15% | -4.34% | 2.33% | 5.35% | -2.73% | -3.51% | 2.95% | -3.25% | 7.19% | -1.57% | -3.17% |
| 2021 | -3.65% | -6.08% | -1.23% | 1.49% | -0.33% | 1.05% | 0.48% | 1.34% | -5.12% | 0.03% | 1.10% | 3.33% | -7.77% |
| 2020 | 6.82% | -0.80% | 9.05% | 0.47% | 2.32% | -0.81% | 3.18% | -1.80% | -1.94% | -3.90% | -3.95% | -0.22% | 7.84% |
| 2019 | 2.05% | 1.45% | 2.93% | 0.37% | 1.41% | 4.79% | 1.71% | 7.31% | -0.25% | 1.69% | -2.20% | -1.09% | 21.70% |
| 2018 | 0.17% | -1.06% | -0.09% | -1.91% | 3.44% | -0.05% | 1.34% | 2.64% | -0.12% | 2.70% | 2.82% | 2.51% | 12.92% |
| 2017 | 0.13% | 4.64% | 1.05% | 2.68% | 4.28% | -1.76% | 1.03% | 2.53% | -3.03% | 1.43% | 0.34% | -1.35% | 12.30% |
| 2016 | 4.93% | 2.68% | -2.77% | -1.95% | 2.22% | 6.74% | -0.25% | -2.85% | -1.43% | -2.30% | -7.24% | 1.33% | -1.69% |
| 2015 | 4.78% | -2.78% | 2.34% | -5.44% | 3.54% | -3.43% | 4.48% | 0.19% | 4.43% | 2.86% | -1.15% | 1.37% | 11.06% |
| 2014 | 0.73% | 3.24% | -0.06% | -0.72% | -0.54% | 1.31% | -0.73% | 4.58% | 3.55% | 2.68% | 5.44% | 4.02% | 25.89% |
Expense Ratio
Common Sense Portfolio - Low Inflation, Poor Stock Preformance has a high expense ratio of 0.94%, indicating above-average management fees. 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 96, Common Sense Portfolio - Low Inflation, Poor Stock Preformance is among the top 4% 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 | |
|---|---|---|---|---|---|
TIP iShares TIPS Bond ETF | 1.14 | 1.50 | 1.19 | 0.51 | 3.23 |
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 |
GLD SPDR Gold Trust | 2.21 | 3.06 | 1.39 | 5.03 | 13.76 |
SPLV Invesco S&P 500® Low Volatility ETF | 1.16 | 1.49 | 1.21 | 1.56 | 4.83 |
QQQ Invesco QQQ | 0.53 | 0.99 | 1.14 | 0.66 | 2.15 |
UUP Invesco DB US Dollar Index Bullish Fund | 0.11 | 0.12 | 1.01 | 0.04 | 0.10 |
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Dividends
Dividend yield
Common Sense Portfolio - Low Inflation, Poor Stock Preformance provided a 3.30% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.30% | 4.06% | 3.69% | -12.04% | -8.45% | 0.04% | 1.50% | -0.92% | -0.66% | 0.86% | 3.94% | 1.02% |
| Portfolio components: | ||||||||||||
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% |
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% |
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% |
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% |
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% |
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% |
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 - Low 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 - Low Inflation, Poor Stock Preformance was 28.99%, occurring on Jun 13, 2022. Recovery took 517 trading sessions.
The current Common Sense Portfolio - Low Inflation, Poor Stock Preformance drawdown is 0.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.99% | Mar 18, 2020 | 565 | Jun 13, 2022 | 517 | Jul 5, 2024 | 1082 |
| -15.91% | Aug 3, 2016 | 85 | Dec 1, 2016 | 422 | Aug 7, 2018 | 507 |
| -8.76% | Sep 7, 2012 | 76 | Dec 27, 2012 | 87 | May 3, 2013 | 163 |
| -7.9% | Sep 23, 2011 | 28 | Nov 1, 2011 | 151 | Jun 8, 2012 | 179 |
| -7.7% | Jan 27, 2015 | 69 | May 5, 2015 | 73 | Aug 18, 2015 | 142 |
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 7 assets, with an effective number of assets of 0.09, 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 | UUP | GLD | TIP | BTAL | IEF | SPLV | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.17 | 0.04 | -0.05 | -0.51 | -0.22 | 0.74 | 0.90 | 0.28 |
| UUP | -0.17 | 1.00 | -0.46 | -0.23 | 0.11 | -0.19 | -0.15 | -0.14 | -0.03 |
| GLD | 0.04 | -0.46 | 1.00 | 0.35 | 0.02 | 0.31 | 0.07 | 0.04 | 0.30 |
| TIP | -0.05 | -0.23 | 0.35 | 1.00 | 0.06 | 0.79 | 0.04 | -0.02 | -0.10 |
| BTAL | -0.51 | 0.11 | 0.02 | 0.06 | 1.00 | 0.19 | -0.17 | -0.46 | 0.26 |
| IEF | -0.22 | -0.19 | 0.31 | 0.79 | 0.19 | 1.00 | -0.07 | -0.16 | 0.23 |
| SPLV | 0.74 | -0.15 | 0.07 | 0.04 | -0.17 | -0.07 | 1.00 | 0.57 | 0.40 |
| QQQ | 0.90 | -0.14 | 0.04 | -0.02 | -0.46 | -0.16 | 0.57 | 1.00 | 0.32 |
| Portfolio | 0.28 | -0.03 | 0.30 | -0.10 | 0.26 | 0.23 | 0.40 | 0.32 | 1.00 |