Option A
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 7.50% |
IEI iShares 3-7 Year Treasury Bond ETF | Government Bonds | 15% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 40% |
VGT Vanguard Information Technology ETF | Technology Equities | 7.50% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Option A, 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 Jan 11, 2007, corresponding to the inception date of IEI
Returns By Period
As of Aug 27, 2024, the Option A returned 9.43% Year-To-Date and 6.61% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Option A | 9.43% | 4.05% | 9.72% | 17.08% | 5.17% | 6.61% |
Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.06% | 12.29% |
TLT iShares 20+ Year Treasury Bond ETF | 1.58% | 5.89% | 7.73% | 7.06% | -5.59% | 0.53% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.39% | 2.05% | 4.89% | 7.38% | 0.20% | 1.36% |
GLD SPDR Gold Trust | 21.76% | 5.50% | 23.81% | 30.67% | 10.10% | 6.53% |
VGT Vanguard Information Technology ETF | 19.14% | 2.31% | 11.91% | 34.50% | 23.05% | 20.33% |
Monthly Returns
The table below presents the monthly returns of Option A, 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 | -0.47% | 0.93% | 2.15% | -4.33% | 3.48% | 2.37% | 2.63% | 9.43% | |||||
2023 | 6.60% | -3.36% | 4.53% | 0.59% | -0.68% | 2.30% | 0.48% | -2.09% | -5.61% | -2.65% | 8.31% | 5.87% | 14.10% |
2022 | -4.31% | -1.30% | -1.39% | -7.84% | -1.23% | -3.87% | 4.81% | -4.00% | -7.66% | 0.39% | 5.73% | -3.38% | -22.33% |
2021 | -1.89% | -1.81% | -1.00% | 3.24% | 0.68% | 2.44% | 2.60% | 0.93% | -3.31% | 3.58% | 0.88% | 0.72% | 7.02% |
2020 | 3.94% | 0.09% | -1.28% | 6.02% | 1.91% | 1.62% | 4.82% | 0.97% | -1.62% | -2.37% | 4.78% | 1.99% | 22.51% |
2019 | 3.62% | 1.09% | 2.98% | 0.81% | 0.34% | 3.81% | 0.77% | 4.48% | -0.87% | 0.70% | 1.14% | 0.17% | 20.62% |
2018 | 0.88% | -2.55% | 0.35% | -0.88% | 2.18% | 0.16% | 0.41% | 2.20% | -1.18% | -3.86% | 1.35% | -0.18% | -1.29% |
2017 | 1.65% | 2.40% | -0.08% | 1.35% | 1.45% | 0.20% | 0.84% | 2.06% | -0.52% | 1.11% | 1.27% | 1.24% | 13.73% |
2016 | 0.83% | 2.17% | 2.45% | -0.09% | 0.71% | 3.62% | 2.77% | -0.50% | -0.25% | -2.76% | -2.76% | 0.47% | 6.64% |
2015 | 3.87% | -1.09% | -0.14% | -1.12% | -0.31% | -2.59% | 2.10% | -2.30% | -0.03% | 3.14% | -0.60% | -1.06% | -0.37% |
2014 | 1.83% | 2.47% | 0.10% | 0.90% | 1.98% | 1.34% | -0.64% | 3.63% | -2.10% | 2.01% | 2.39% | 1.23% | 16.07% |
2013 | 0.48% | 0.63% | 1.38% | 1.91% | -2.34% | -2.83% | 1.82% | -1.18% | 1.51% | 2.17% | -0.38% | 0.02% | 3.08% |
Expense Ratio
Option A has an expense ratio of 0.13%, 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 rank of Option A is 24, indicating that it is in the bottom 24% 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 | |
---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
TLT iShares 20+ Year Treasury Bond ETF | 0.45 | 0.74 | 1.09 | 0.16 | 1.11 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.56 | 2.38 | 1.28 | 0.56 | 5.70 |
GLD SPDR Gold Trust | 2.16 | 3.03 | 1.38 | 2.39 | 12.52 |
VGT Vanguard Information Technology ETF | 1.83 | 2.41 | 1.32 | 2.42 | 8.40 |
Dividends
Dividend yield
Option A granted a 2.34% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Option A | 2.34% | 2.19% | 1.84% | 1.12% | 1.26% | 1.82% | 2.05% | 1.79% | 1.92% | 1.94% | 1.87% | 2.02% |
Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
TLT iShares 20+ Year Treasury Bond ETF | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.85% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
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% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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 Option A. 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 Option A was 26.58%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Option A drawdown is 3.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-26.58% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
-15.55% | May 20, 2008 | 124 | Nov 12, 2008 | 207 | Sep 10, 2009 | 331 |
-13.62% | Mar 9, 2020 | 8 | Mar 18, 2020 | 21 | Apr 17, 2020 | 29 |
-7% | Sep 8, 2016 | 60 | Dec 1, 2016 | 119 | May 24, 2017 | 179 |
-6.65% | May 3, 2013 | 36 | Jun 24, 2013 | 144 | Jan 17, 2014 | 180 |
Volatility
Volatility Chart
The current Option A volatility is 2.90%, 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 | VGT | VTI | TLT | IEI | |
---|---|---|---|---|---|
GLD | 1.00 | 0.04 | 0.07 | 0.19 | 0.26 |
VGT | 0.04 | 1.00 | 0.89 | -0.25 | -0.24 |
VTI | 0.07 | 0.89 | 1.00 | -0.30 | -0.28 |
TLT | 0.19 | -0.25 | -0.30 | 1.00 | 0.82 |
IEI | 0.26 | -0.24 | -0.28 | 0.82 | 1.00 |