Long Balanced 24
Exposure in commodity, banks and defense
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Long Balanced 24, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced every 3 months.
The earliest data available for this chart is Sep 29, 2011, corresponding to the inception date of XAR
Returns By Period
As of Jan 4, 2025, the Long Balanced 24 returned 0.88% Year-To-Date and 11.80% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.03% | -2.37% | 6.74% | 26.74% | 12.96% | 11.51% |
| Long Balanced 24 | 0.88% | -2.75% | 14.32% | 29.34% | 11.33% | 11.73% |
| Portfolio components: | ||||||
XLE Energy Select Sector SPDR Fund | 2.11% | -4.74% | -1.30% | 6.72% | 12.40% | 5.60% |
XAR SPDR S&P Aerospace & Defense ETF | 2.23% | -1.38% | 20.91% | 30.44% | 9.16% | 13.42% |
KRE SPDR S&P Regional Banking ETF | 0.33% | -8.15% | 28.01% | 20.59% | 4.14% | 7.22% |
GLD SPDR Gold Trust | 0.56% | 0.26% | 10.21% | 28.59% | 10.59% | 7.68% |
XLF Financial Select Sector SPDR Fund | 0.54% | -3.20% | 17.90% | 30.74% | 11.80% | 14.12% |
BRK-B Berkshire Hathaway Inc. | 0.06% | -3.61% | 10.31% | 24.06% | 14.89% | 11.81% |
AG First Majestic Silver Corp. | 5.46% | -6.61% | -9.39% | 4.26% | -12.90% | -0.56% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 1.67% | -0.01% | 8.12% | 42.38% | 17.24% | 15.56% |
Monthly Returns
The table below presents the monthly returns of Long Balanced 24, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.26% | 4.03% | 4.64% | -3.45% | 3.98% | 0.26% | 6.08% | 3.52% | 0.27% | 1.36% | 8.07% | -4.75% | 27.44% |
| 2023 | 5.29% | -2.61% | -5.01% | 1.96% | -3.24% | 5.56% | 5.30% | -1.90% | -4.14% | -1.30% | 8.63% | 4.59% | 12.64% |
| 2022 | -1.23% | 1.42% | 1.88% | -9.49% | 0.23% | -9.52% | 7.85% | -3.33% | -7.10% | 9.35% | 5.72% | -4.48% | -10.40% |
| 2021 | 0.18% | 6.75% | 3.56% | 5.07% | 4.11% | -2.41% | -0.75% | 2.94% | -2.51% | 5.99% | -3.24% | 3.39% | 24.83% |
| 2020 | -1.69% | -9.62% | -17.25% | 10.29% | 3.50% | 0.56% | 5.62% | 4.80% | -4.77% | -0.22% | 12.15% | 6.48% | 5.99% |
| 2019 | 7.79% | 2.83% | -2.35% | 6.16% | -6.00% | 7.55% | 1.49% | -1.90% | 1.78% | 2.19% | 3.42% | 2.95% | 28.08% |
| 2018 | 5.91% | -2.73% | -2.35% | -0.07% | 0.95% | -1.68% | 3.29% | 1.76% | -0.76% | -5.94% | 2.13% | -8.59% | -8.61% |
| 2017 | 1.74% | 4.05% | -2.60% | -0.01% | -0.54% | 3.14% | 1.79% | -0.36% | 3.74% | 1.78% | 2.77% | 1.54% | 18.20% |
| 2016 | -5.80% | 1.40% | 6.37% | 5.51% | 0.00% | 1.14% | 4.20% | 0.09% | 4.41% | -0.44% | 9.01% | 2.17% | 30.91% |
| 2015 | -2.81% | 3.90% | -0.98% | -0.29% | 1.34% | -0.77% | -0.46% | -4.52% | -2.52% | 5.81% | 0.60% | -3.04% | -4.13% |
| 2014 | -2.45% | 4.44% | 1.23% | -0.96% | -0.23% | 4.01% | -2.54% | 3.52% | -3.05% | 0.61% | 0.97% | 1.82% | 7.25% |
Expense Ratio
Long Balanced 24 has an expense ratio of 0.21%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, Long Balanced 24 is among the top 16% 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 | |
|---|---|---|---|---|---|
XLE Energy Select Sector SPDR Fund | 0.28 | 0.49 | 1.06 | 0.34 | 0.78 |
XAR SPDR S&P Aerospace & Defense ETF | 1.71 | 2.33 | 1.30 | 3.81 | 11.13 |
KRE SPDR S&P Regional Banking ETF | 0.77 | 1.35 | 1.16 | 0.60 | 3.19 |
GLD SPDR Gold Trust | 1.91 | 2.53 | 1.33 | 3.54 | 9.88 |
XLF Financial Select Sector SPDR Fund | 2.25 | 3.23 | 1.41 | 4.40 | 13.68 |
BRK-B Berkshire Hathaway Inc. | 1.64 | 2.34 | 1.29 | 3.12 | 7.24 |
AG First Majestic Silver Corp. | 0.07 | 0.56 | 1.06 | 0.05 | 0.21 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.37 | 3.03 | 1.42 | 3.27 | 12.87 |
Dividends
Dividend yield
Long Balanced 24 provided a 0.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.83% | 0.84% | 0.99% | 1.00% | 0.85% | 1.09% | 1.05% | 1.03% | 0.77% | 0.79% | 1.10% | 0.86% |
| Portfolio components: | ||||||||||||
XLE Energy Select Sector SPDR Fund | 3.29% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
XAR SPDR S&P Aerospace & Defense ETF | 0.65% | 0.66% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.10% | 2.31% | 1.07% |
KRE SPDR S&P Regional Banking ETF | 2.58% | 2.59% | 2.99% | 2.51% | 1.97% | 2.78% | 2.21% | 2.25% | 1.40% | 1.39% | 1.80% | 1.60% |
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% |
XLF Financial Select Sector SPDR Fund | 1.41% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AG First Majestic Silver Corp. | 0.31% | 0.33% | 0.34% | 0.31% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.59% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.36% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Long Balanced 24. 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 Long Balanced 24 was 36.32%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.
The current Long Balanced 24 drawdown is 3.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.32% | Feb 20, 2020 | 23 | Mar 23, 2020 | 172 | Nov 24, 2020 | 195 |
| -22.33% | Mar 30, 2022 | 125 | Sep 27, 2022 | 348 | Feb 15, 2024 | 473 |
| -19.79% | Jan 29, 2018 | 229 | Dec 24, 2018 | 132 | Jul 5, 2019 | 361 |
| -16.09% | Jun 19, 2015 | 164 | Feb 11, 2016 | 52 | Apr 27, 2016 | 216 |
| -11.01% | Feb 29, 2012 | 67 | Jun 4, 2012 | 66 | Sep 6, 2012 | 133 |
Volatility
Volatility Chart
The current Long Balanced 24 volatility is 4.35%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| GLD | AG | XLE | SPYG | XAR | BRK-B | KRE | XLF | |
|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.64 | 0.10 | 0.04 | 0.04 | -0.03 | -0.08 | -0.04 |
| AG | 0.64 | 1.00 | 0.25 | 0.19 | 0.19 | 0.09 | 0.08 | 0.12 |
| XLE | 0.10 | 0.25 | 1.00 | 0.46 | 0.50 | 0.53 | 0.54 | 0.61 |
| SPYG | 0.04 | 0.19 | 0.46 | 1.00 | 0.61 | 0.60 | 0.51 | 0.66 |
| XAR | 0.04 | 0.19 | 0.50 | 0.61 | 1.00 | 0.55 | 0.60 | 0.65 |
| BRK-B | -0.03 | 0.09 | 0.53 | 0.60 | 0.55 | 1.00 | 0.64 | 0.83 |
| KRE | -0.08 | 0.08 | 0.54 | 0.51 | 0.60 | 0.64 | 1.00 | 0.84 |
| XLF | -0.04 | 0.12 | 0.61 | 0.66 | 0.65 | 0.83 | 0.84 | 1.00 |