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Ardmal 2025 (Deep4.5)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Ardmal 2025 (Deep4.5)

Currency in USD · Last updated May 19, 2025

Asset Allocation

IAU 5%IBIT 50%SMH 15%FTEC 15%SCHG 10%VNQ 5%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
FTEC
Fidelity MSCI Information Technology Index ETF		Technology Equities
15%
IAU
iShares Gold Trust		Precious Metals, Gold
5%
IBIT
iShares Bitcoin Trust		Blockchain
50%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
10%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
15%
VNQ
Vanguard Real Estate ETF		REIT
5%

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.37%10.87%
Ardmal 2025 (Deep4.5)7.44%20.40%9.44%36.71%N/AN/A
Portfolio components:
IAU
iShares Gold Trust		21.59%-3.88%24.46%31.76%12.58%9.98%
IBIT
iShares Bitcoin Trust		11.59%22.67%13.56%54.65%N/AN/A
SCHG
Schwab U.S. Large-Cap Growth ETF		-0.47%16.97%2.93%17.51%19.32%15.88%
SMH
VanEck Vectors Semiconductor ETF		1.75%27.99%3.15%7.50%30.33%25.40%
FTEC
Fidelity MSCI Information Technology Index ETF		-0.63%22.11%2.53%16.51%20.66%19.77%
VNQ
Vanguard Real Estate ETF		2.41%3.98%-1.80%10.78%8.77%5.38%
*Annualized

Monthly Returns

The table below presents the monthly returns of Ardmal 2025 (Deep4.5), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.00%-9.98%-4.36%7.59%10.47%7.44%
2024-2.84%25.41%9.31%-10.84%11.15%-2.36%3.95%-4.82%5.30%4.60%21.87%-2.59%66.74%

Expense Ratio

Ardmal 2025 (Deep4.5) has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SMH
VanEck Vectors Semiconductor ETF
IAU
iShares Gold Trust
IBIT
iShares Bitcoin Trust
VNQ
Vanguard Real Estate ETF
FTEC
Fidelity MSCI Information Technology Index ETF
SCHG
Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 80, Ardmal 2025 (Deep4.5) is among the top 20% 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.

The Risk-Adjusted Performance Rank of Ardmal 2025 (Deep4.5) is 8080
Overall Rank
The Sharpe Ratio Rank of Ardmal 2025 (Deep4.5) is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of Ardmal 2025 (Deep4.5) is 8181
Sortino Ratio Rank
The Omega Ratio Rank of Ardmal 2025 (Deep4.5) is 7575
Omega Ratio Rank
The Calmar Ratio Rank of Ardmal 2025 (Deep4.5) is 8787
Calmar Ratio Rank
The Martin Ratio Rank of Ardmal 2025 (Deep4.5) is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IAU
iShares Gold Trust		1.922.671.344.3111.10
IBIT
iShares Bitcoin Trust		1.121.931.232.445.33
SCHG
Schwab U.S. Large-Cap Growth ETF		0.701.191.170.812.70
SMH
VanEck Vectors Semiconductor ETF		0.150.591.080.250.59
FTEC
Fidelity MSCI Information Technology Index ETF		0.531.031.140.672.20
VNQ
Vanguard Real Estate ETF		0.601.021.130.702.16

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Ardmal 2025 (Deep4.5) Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: 1.12
  • All Time: 1.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.57 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Ardmal 2025 (Deep4.5) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Ardmal 2025 (Deep4.5) provided a 0.38% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.38%0.37%0.45%0.57%0.34%0.48%0.63%0.83%0.67%0.65%0.83%0.63%
Portfolio components:
IAU
iShares 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%
IBIT
iShares Bitcoin 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%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.41%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
SMH
VanEck Vectors Semiconductor ETF		0.43%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
FTEC
Fidelity MSCI Information Technology Index ETF		0.49%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%
VNQ
Vanguard Real Estate ETF		4.02%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%

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 Ardmal 2025 (Deep4.5). 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 Ardmal 2025 (Deep4.5) was 25.51%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Ardmal 2025 (Deep4.5) drawdown is 2.04%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.51%Dec 18, 202475Apr 8, 2025———
-16.34%Jul 23, 202410Aug 5, 202449Oct 14, 202459
-14.56%Mar 14, 202434May 1, 202424Jun 5, 202458
-7.78%Jun 6, 202420Jul 5, 202411Jul 22, 202431
-5.76%Jan 12, 20247Jan 23, 202411Feb 7, 202418

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 6 assets, with an effective number of assets of 3.23, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCIAUVNQIBITSMHSCHGFTECPortfolio
^GSPC1.000.130.490.360.790.940.910.60
IAU0.131.000.180.110.110.100.110.15
VNQ0.490.181.000.240.200.290.270.29
IBIT0.360.110.241.000.310.340.340.94
SMH0.790.110.200.311.000.840.920.57
SCHG0.940.100.290.340.841.000.960.59
FTEC0.910.110.270.340.920.961.000.60
Portfolio0.600.150.290.940.570.590.601.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024