Weird Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Weird Portfolio, 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 Nov 1, 2010, corresponding to the inception date of VNQI
Returns By Period
As of Sep 21, 2024, the Weird Portfolio returned 12.12% Year-To-Date and 6.28% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Weird Portfolio | 12.12% | 2.90% | 11.37% | 24.30% | 6.37% | 6.28% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | 12.24% | 3.13% | 7.43% | 27.42% | 11.29% | 9.31% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 8.24% | 1.12% | 7.53% | 18.37% | 6.31% | 4.52% |
VNQ Vanguard Real Estate ETF | 13.01% | 5.75% | 17.07% | 30.80% | 4.81% | 7.29% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 7.21% | 4.49% | 9.71% | 20.17% | -1.36% | 1.89% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 26.80% | 4.34% | 20.98% | 36.25% | 11.40% | 7.65% |
VGLT Vanguard Long-Term Treasury ETF | 3.43% | 0.66% | 7.44% | 13.75% | -4.06% | 1.20% |
Monthly Returns
The table below presents the monthly returns of Weird Portfolio, 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 | -2.74% | 0.83% | 4.41% | -3.29% | 3.32% | -0.48% | 5.45% | 2.13% | 12.12% | ||||
| 2023 | 7.87% | -4.23% | 1.00% | 0.85% | -3.31% | 3.04% | 2.87% | -3.03% | -5.33% | -2.25% | 7.97% | 6.83% | 11.63% |
| 2022 | -4.15% | 0.32% | 0.34% | -6.06% | -1.18% | -6.23% | 4.38% | -4.14% | -8.84% | 1.87% | 8.31% | -2.20% | -17.34% |
| 2021 | -1.28% | 0.95% | 1.25% | 3.85% | 2.88% | -0.77% | 1.54% | 1.06% | -3.52% | 3.15% | -1.74% | 3.25% | 10.84% |
| 2020 | 0.76% | -3.45% | -10.58% | 7.89% | 2.94% | 2.31% | 5.23% | 1.60% | -2.34% | -1.32% | 7.66% | 4.69% | 14.77% |
| 2019 | 6.54% | 0.89% | 1.25% | 0.57% | -1.27% | 4.64% | -0.25% | 2.51% | 0.28% | 1.88% | 0.03% | 2.20% | 20.78% |
| 2018 | 1.32% | -4.24% | 1.54% | -0.22% | 1.19% | -0.93% | 0.24% | 0.00% | -1.88% | -4.84% | 1.99% | -2.11% | -7.91% |
| 2017 | 2.59% | 2.33% | 0.06% | 1.54% | 0.58% | 0.66% | 1.81% | 1.58% | 0.18% | 0.39% | 1.34% | 1.73% | 15.77% |
| 2016 | -1.28% | 3.38% | 4.63% | 1.92% | -0.87% | 3.45% | 3.59% | -1.23% | 0.44% | -3.68% | -2.10% | 0.88% | 9.11% |
| 2015 | 3.61% | -0.10% | -0.14% | 0.18% | -0.30% | -2.55% | -0.78% | -2.94% | -0.69% | 3.73% | -1.45% | -1.25% | -2.86% |
| 2014 | 0.72% | 4.65% | -0.22% | 1.00% | 1.24% | 2.69% | -2.07% | 2.58% | -5.22% | 2.04% | 0.37% | 0.85% | 8.61% |
| 2013 | 1.79% | -0.35% | 1.92% | 1.14% | -3.96% | -4.25% | 3.74% | -1.02% | 2.61% | 2.28% | -1.85% | -0.10% | 1.61% |
Expense Ratio
Weird Portfolio has an expense ratio of 0.09%, 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 Weird Portfolio is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 1.45 | 2.09 | 1.25 | 1.58 | 8.03 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 1.19 | 1.69 | 1.21 | 0.65 | 6.58 |
VNQ Vanguard Real Estate ETF | 1.42 | 2.06 | 1.26 | 0.76 | 5.70 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 1.19 | 1.80 | 1.21 | 0.52 | 5.27 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.44 | 3.39 | 1.43 | 2.88 | 14.97 |
VGLT Vanguard Long-Term Treasury ETF | 0.73 | 1.11 | 1.13 | 0.24 | 2.16 |
Dividends
Dividend yield
Weird Portfolio granted a 2.32% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Weird Portfolio | 2.32% | 2.49% | 1.88% | 2.17% | 1.63% | 2.65% | 2.51% | 2.24% | 2.48% | 2.25% | 2.21% | 2.31% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 1.56% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.81% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
VNQ Vanguard Real Estate ETF | 3.64% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.49% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGLT Vanguard Long-Term Treasury ETF | 3.69% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
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 Weird Portfolio. 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 Weird Portfolio was 25.19%, occurring on Oct 14, 2022. Recovery took 466 trading sessions.
The current Weird Portfolio drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.19% | Nov 10, 2021 | 234 | Oct 14, 2022 | 466 | Aug 23, 2024 | 700 |
| -24.22% | Feb 24, 2020 | 18 | Mar 18, 2020 | 91 | Jul 28, 2020 | 109 |
| -12.55% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -11.99% | Apr 29, 2015 | 185 | Jan 21, 2016 | 61 | Apr 19, 2016 | 246 |
| -10.47% | May 9, 2013 | 32 | Jun 24, 2013 | 163 | Feb 14, 2014 | 195 |
Volatility
Volatility Chart
The current Weird Portfolio volatility is 2.96%, 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
| SGOL | VGLT | VNQ | VBR | VNQI | VSS | |
|---|---|---|---|---|---|---|
| SGOL | 1.00 | 0.26 | 0.11 | 0.03 | 0.18 | 0.22 |
| VGLT | 0.26 | 1.00 | -0.01 | -0.29 | -0.15 | -0.21 |
| VNQ | 0.11 | -0.01 | 1.00 | 0.66 | 0.60 | 0.55 |
| VBR | 0.03 | -0.29 | 0.66 | 1.00 | 0.66 | 0.76 |
| VNQI | 0.18 | -0.15 | 0.60 | 0.66 | 1.00 | 0.84 |
| VSS | 0.22 | -0.21 | 0.55 | 0.76 | 0.84 | 1.00 |