2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized
IIM Think Tank Dual Risk Hedged Equity-Bond Portfolio Model (starting positions = 67% Income + 33% Capital Appreciation). Timing and Picks based on propriety Algo, with the aim to beat SPX returns, protect against the downside = balanced hedge for uncertain investors with equal probability outcome of recession and re-inflation risk after the election and over the next 2 years. Risk Alert: This starter portfolio does not include a hedge against geopolitical risk for Semis or rising LT UST yields. It does not seek Alpha maximization. Stock Pick, Position Sizing & Re-balancing (buy, sell and hold signals) are based on proprietary IIM macro-quant-mental algorithm (Not including in this starting position). Unoptimized = Presents major risks to buy & hold investors + Lacks active risk-management necessary to preserve capital against major tail risks and asset rotations. IIM internal portfolio is re-balanced and composition changes based on R Algo signals. Not an Investment advice. Past performance not equal future performance. If you decide to use this portfolio model in your research or investment, please cite and credit IIM Think Tank with a hyperlink (see below). If you are a CIO or an institutional investor planning to allocate real money to this model, customize (optimize) it, or explore the potential risks and opportunities of this portfolio,, or need active management support and signals, then please contact: https://www.iim.education/think-tank/investment/ Lead Researcher & Portfolio Model Manager https://www.medjones.com/investment/
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | Government Bonds | 33.33% |
NVDA NVIDIA Corporation | Technology | 33.33% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized, 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 Quarterly
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
| 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized | 43.16% | -2.97% | 13.52% | 57.39% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.83% | 73.79% |
EDV Vanguard Extended Duration Treasury ETF | 2.74% | 1.38% | 11.55% | 12.67% | -7.04% | 0.85% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.88% | 0.44% | 2.65% | 5.44% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized, 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 | 6.94% | 10.47% | 6.85% | -4.35% | 10.38% | 5.67% | -0.29% | 1.77% | 43.16% | ||||
| 2023 | 14.75% | 5.43% | 10.38% | 0.13% | 10.83% | 5.01% | 2.37% | 0.76% | -7.81% | -4.61% | 9.50% | 6.38% | 64.42% |
| 2022 | -7.14% | -0.98% | 1.43% | -14.78% | -1.20% | -5.72% | 7.30% | -7.76% | -9.76% | 0.80% | 12.46% | -6.41% | -29.83% |
| 2021 | -1.74% | -0.64% | -2.89% | 5.21% | 2.97% | 10.64% | 0.83% | 4.67% | -3.91% | 9.03% | 11.70% | -5.08% | 33.22% |
| 2020 | 1.83% | 2.52% | 6.08% | 7.14% | 0.57% | -3.97% | 3.06% | -1.44% | 16.39% |
Expense Ratio
2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized has an expense ratio of 0.03%, 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
The current risk-adjusted rank of 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized is 89, placing it in the top 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 3.05 | 3.36 | 1.43 | 5.84 | 18.49 |
EDV Vanguard Extended Duration Treasury ETF | 0.51 | 0.87 | 1.10 | 0.20 | 1.36 |
SGOV iShares 0-3 Month Treasury Bond ETF | 22.40 | — | — | — | — |
Dividends
Dividend yield
2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized granted a 2.98% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized | 2.98% | 2.82% | 1.61% | 0.68% | 1.90% | 1.26% | 1.12% | 1.07% | 1.93% | 1.81% | 1.60% | 2.33% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
EDV Vanguard Extended Duration Treasury ETF | 3.70% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.23% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized. 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 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized was 40.05%, occurring on Oct 14, 2022. Recovery took 155 trading sessions.
The current 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized drawdown is 3.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.05% | Nov 30, 2021 | 221 | Oct 14, 2022 | 155 | May 30, 2023 | 376 |
| -14.09% | Sep 3, 2020 | 127 | Mar 8, 2021 | 62 | Jun 4, 2021 | 189 |
| -12.7% | Jul 20, 2023 | 73 | Oct 31, 2023 | 31 | Dec 14, 2023 | 104 |
| -9.5% | Mar 26, 2024 | 18 | Apr 19, 2024 | 24 | May 23, 2024 | 42 |
| -9.3% | Jun 20, 2024 | 34 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current 2024-2029 IIM Income + Capital Appreciation - Dual Hedged - Unoptimized volatility is 5.49%, 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
| SGOV | EDV | NVDA | |
|---|---|---|---|
| SGOV | 1.00 | 0.03 | 0.04 |
| EDV | 0.03 | 1.00 | 0.05 |
| NVDA | 0.04 | 0.05 | 1.00 |