SMR AANA 1 Jan 25 Weight
Weighted distributions to start the current 2025 year
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIV Vanguard Intermediate-Term Bond ETF | Total Bond Market | 2% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | Commodities | 10.20% |
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 10.20% |
MGV Vanguard Mega Cap Value ETF | Large Cap Value Equities | 13.10% |
SWVXX Schwab Value Advantage Money Fund | 25.20% | |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 13.10% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 13.10% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 13.10% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| SMR AANA 1 Jan 25 Weight | 5.53% | 1.71% | 2.26% | 11.86% | 9.71% | N/A |
| Portfolio components: | ||||||
GLDM SPDR Gold MiniShares Trust | 26.31% | -0.15% | 25.71% | 41.81% | 13.71% | N/A |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 4.32% | -0.41% | 5.59% | 0.97% | 11.96% | N/A |
MGV Vanguard Mega Cap Value ETF | 2.05% | 2.65% | -3.63% | 11.61% | 13.96% | 10.32% |
VBR Vanguard Small-Cap Value ETF | -3.58% | 5.13% | -10.97% | 5.81% | 14.92% | 7.88% |
VXUS Vanguard Total International Stock ETF | 14.22% | 4.97% | 12.10% | 14.38% | 10.52% | 5.66% |
XLRE Real Estate Select Sector SPDR Fund | 3.16% | 1.41% | -6.20% | 17.29% | 7.30% | N/A |
SWVXX Schwab Value Advantage Money Fund | 1.03% | 0.00% | 1.79% | 4.20% | 2.55% | 1.73% |
BIV Vanguard Intermediate-Term Bond ETF | 3.33% | -0.65% | 1.99% | 7.41% | -0.64% | 1.89% |
Monthly Returns
The table below presents the monthly returns of SMR AANA 1 Jan 25 Weight, 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 | 2.97% | 0.91% | 0.27% | -0.63% | 1.93% | 5.53% | |||||||
| 2024 | -1.09% | 1.61% | 3.45% | -2.04% | 2.61% | -0.13% | 3.43% | 1.80% | 2.24% | -0.84% | 2.11% | -3.46% | 9.81% |
| 2023 | 4.46% | -3.08% | 0.39% | 0.65% | -2.64% | 3.35% | 2.81% | -1.88% | -2.95% | -0.89% | 4.79% | 3.91% | 8.75% |
| 2022 | -1.55% | 0.43% | 2.52% | -2.54% | 0.06% | -5.52% | 3.16% | -2.24% | -6.04% | 3.70% | 5.14% | -1.92% | -5.37% |
| 2021 | 0.07% | 2.27% | 2.45% | 3.68% | 2.34% | -0.29% | 0.78% | 1.29% | -2.20% | 3.35% | -2.36% | 4.27% | 16.52% |
| 2020 | -1.21% | -4.64% | -9.65% | 5.63% | 2.29% | 1.38% | 3.75% | 2.06% | -2.00% | -0.69% | 5.67% | 3.63% | 5.21% |
| 2019 | 5.45% | 1.46% | 0.44% | 1.21% | -2.72% | 3.92% | 0.15% | -0.04% | 1.22% | 1.49% | 0.19% | 2.33% | 15.92% |
| 2018 | -0.01% | 1.13% | 0.35% | -0.41% | -2.89% | 1.40% | -4.21% | -4.68% |
Expense Ratio
SMR AANA 1 Jan 25 Weight has an expense ratio of 0.09%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 83, SMR AANA 1 Jan 25 Weight is among the top 17% 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 | |
|---|---|---|---|---|---|
GLDM SPDR Gold MiniShares Trust | 2.34 | 3.11 | 1.40 | 5.13 | 13.95 |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 0.07 | 0.33 | 1.04 | 0.09 | 0.62 |
MGV Vanguard Mega Cap Value ETF | 0.74 | 1.10 | 1.16 | 0.86 | 3.12 |
VBR Vanguard Small-Cap Value ETF | 0.27 | 0.47 | 1.06 | 0.19 | 0.57 |
VXUS Vanguard Total International Stock ETF | 0.85 | 1.25 | 1.17 | 1.01 | 3.17 |
XLRE Real Estate Select Sector SPDR Fund | 0.95 | 1.26 | 1.17 | 0.74 | 2.80 |
SWVXX Schwab Value Advantage Money Fund | 3.38 | — | — | — | — |
BIV Vanguard Intermediate-Term Bond ETF | 1.35 | 1.87 | 1.22 | 0.61 | 3.10 |
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Dividends
Dividend yield
SMR AANA 1 Jan 25 Weight provided a 1.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 1.96% | 2.04% | 1.93% | 2.97% | 1.31% | 1.70% | 1.80% | 1.38% | 1.55% | 1.17% | 1.05% |
| Portfolio components: | ||||||||||||
GLDM SPDR Gold MiniShares 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% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 4.05% | 4.23% | 5.09% | 3.98% | 16.09% | 0.14% | 2.21% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% |
MGV Vanguard Mega Cap Value ETF | 2.26% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% |
VBR Vanguard Small-Cap Value ETF | 2.22% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VXUS Vanguard Total International Stock ETF | 2.91% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
XLRE Real Estate Select Sector SPDR Fund | 3.35% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
SWVXX Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIV Vanguard Intermediate-Term Bond ETF | 3.85% | 3.79% | 3.10% | 2.41% | 3.42% | 2.96% | 2.75% | 2.87% | 2.69% | 2.38% | 3.02% | 3.96% |
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 SMR AANA 1 Jan 25 Weight. 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 SMR AANA 1 Jan 25 Weight was 21.86%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current SMR AANA 1 Jan 25 Weight drawdown is 0.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.86% | Feb 24, 2020 | 21 | Mar 23, 2020 | 162 | Nov 10, 2020 | 183 |
| -14.16% | Apr 21, 2022 | 110 | Sep 27, 2022 | 319 | Dec 27, 2023 | 429 |
| -8.65% | Sep 21, 2018 | 65 | Dec 24, 2018 | 36 | Feb 15, 2019 | 101 |
| -7.95% | Feb 21, 2025 | 33 | Apr 8, 2025 | 23 | May 12, 2025 | 56 |
| -4.58% | Nov 16, 2021 | 11 | Dec 1, 2021 | 18 | Dec 28, 2021 | 29 |
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 6.52, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SWVXX | BIV | GLDM | CMDY | XLRE | VBR | MGV | VXUS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.05 | 0.06 | 0.28 | 0.60 | 0.80 | 0.84 | 0.79 | 0.81 |
| SWVXX | 0.03 | 1.00 | 0.01 | 0.02 | 0.00 | 0.02 | 0.03 | 0.04 | 0.00 | 0.06 |
| BIV | 0.05 | 0.01 | 1.00 | 0.38 | 0.00 | 0.26 | -0.00 | -0.01 | 0.08 | 0.15 |
| GLDM | 0.06 | 0.02 | 0.38 | 1.00 | 0.38 | 0.14 | 0.05 | 0.05 | 0.23 | 0.34 |
| CMDY | 0.28 | 0.00 | 0.00 | 0.38 | 1.00 | 0.14 | 0.30 | 0.30 | 0.38 | 0.50 |
| XLRE | 0.60 | 0.02 | 0.26 | 0.14 | 0.14 | 1.00 | 0.61 | 0.62 | 0.52 | 0.74 |
| VBR | 0.80 | 0.03 | -0.00 | 0.05 | 0.30 | 0.61 | 1.00 | 0.86 | 0.74 | 0.87 |
| MGV | 0.84 | 0.04 | -0.01 | 0.05 | 0.30 | 0.62 | 0.86 | 1.00 | 0.73 | 0.86 |
| VXUS | 0.79 | 0.00 | 0.08 | 0.23 | 0.38 | 0.52 | 0.74 | 0.73 | 1.00 | 0.85 |
| Portfolio | 0.81 | 0.06 | 0.15 | 0.34 | 0.50 | 0.74 | 0.87 | 0.86 | 0.85 | 1.00 |