Global Market
50:50 divide between US and World Market.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARTKX Artisan International Value Fund | Foreign Large Cap Equities | 25% |
PHYS Sprott Physical Gold Trust | Financial Services | 25% |
VDIGX Vanguard Dividend Growth Fund | Large Cap Blend Equities, Dividend | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global Market, 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 Feb 26, 2010, corresponding to the inception date of PHYS
Returns By Period
As of Apr 18, 2025, the Global Market returned 3.91% Year-To-Date and 6.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Global Market | 1.33% | -3.42% | -9.79% | 2.74% | 8.62% | 6.13% |
| Portfolio components: | ||||||
ARTKX Artisan International Value Fund | 3.86% | -4.14% | -4.63% | 6.72% | 13.00% | 4.12% |
PHYS Sprott Physical Gold Trust | 26.66% | 8.14% | 20.73% | 38.34% | 13.37% | 9.92% |
VDIGX Vanguard Dividend Growth Fund | -6.73% | -7.01% | -19.31% | -7.73% | 5.80% | 5.74% |
Monthly Returns
The table below presents the monthly returns of Global Market, 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 | 3.72% | 1.23% | -1.77% | -1.74% | 1.33% | ||||||||
| 2024 | 0.73% | 2.60% | 1.98% | -2.33% | 2.74% | -0.42% | 3.97% | 3.82% | 1.75% | -2.54% | 1.28% | -8.94% | 3.97% |
| 2023 | 2.92% | -3.18% | 3.74% | 1.83% | -3.50% | 4.32% | 1.21% | -1.76% | -4.24% | 0.94% | 5.88% | 2.62% | 10.68% |
| 2022 | -2.59% | -0.70% | 0.64% | -3.63% | -0.44% | -5.36% | 3.92% | -3.60% | -7.11% | 7.66% | 6.79% | -2.49% | -7.80% |
| 2021 | -3.53% | 1.88% | 4.06% | 4.43% | 3.05% | -1.30% | 2.69% | 1.07% | -4.00% | 5.02% | -3.97% | 4.25% | 13.79% |
| 2020 | 0.29% | -7.15% | -9.56% | 7.95% | 3.49% | 1.19% | 5.25% | 4.38% | -1.55% | -3.01% | 8.34% | 3.51% | 12.00% |
| 2019 | 6.32% | 2.87% | 1.60% | 2.64% | -2.74% | 6.29% | 0.85% | 1.66% | 0.19% | 0.46% | 1.07% | 1.21% | 24.48% |
| 2018 | 4.39% | -4.11% | -1.93% | 1.01% | -0.04% | -0.56% | 3.05% | 0.47% | 0.96% | -4.61% | 2.26% | -9.09% | -8.64% |
| 2017 | 2.42% | 3.43% | 0.21% | 2.04% | 1.69% | 0.04% | 1.80% | 0.22% | 1.51% | 0.55% | 1.53% | -0.23% | 16.24% |
| 2016 | -2.29% | 1.80% | 4.62% | 1.57% | -0.57% | 1.65% | 2.30% | -0.04% | -0.35% | -2.83% | -0.43% | 0.48% | 5.82% |
| 2015 | -0.31% | 3.21% | -2.32% | 0.28% | 0.83% | -2.03% | 1.03% | -4.51% | -1.41% | 6.61% | -2.39% | -2.44% | -3.87% |
| 2014 | -2.55% | 5.05% | -0.15% | 0.50% | 1.00% | 2.15% | -2.53% | 2.42% | -2.47% | 1.08% | 0.86% | -1.17% | 3.96% |
Expense Ratio
Global Market has an expense ratio of 0.45%, placing it in the medium range. 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
The current rank of Global Market is 55, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
ARTKX Artisan International Value Fund | 0.61 | 0.90 | 1.12 | 0.58 | 1.58 |
PHYS Sprott Physical Gold Trust | 2.34 | 2.96 | 1.40 | 4.10 | 11.40 |
VDIGX Vanguard Dividend Growth Fund | -0.45 | -0.47 | 0.92 | -0.33 | -0.98 |
Dividends
Dividend yield
Global Market provided a 1.40% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.40% | 1.32% | 1.10% | 0.95% | 1.37% | 0.86% | 1.21% | 1.37% | 1.22% | 1.16% | 1.18% | 1.35% |
| Portfolio components: | ||||||||||||
ARTKX Artisan International Value Fund | 1.60% | 1.53% | 1.03% | 0.45% | 2.54% | 0.22% | 1.39% | 1.18% | 1.05% | 0.80% | 0.87% | 1.60% |
PHYS Sprott Physical 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% |
VDIGX Vanguard Dividend Growth Fund | 2.00% | 1.87% | 1.69% | 1.67% | 1.46% | 1.62% | 1.72% | 2.15% | 1.92% | 1.92% | 1.93% | 1.91% |
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 Global Market. 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 Global Market was 29.52%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.
The current Global Market drawdown is 6.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.52% | Feb 18, 2020 | 25 | Mar 23, 2020 | 103 | Aug 18, 2020 | 128 |
| -19.39% | Dec 29, 2021 | 191 | Sep 30, 2022 | 311 | Dec 27, 2023 | 502 |
| -17.49% | Jan 29, 2018 | 229 | Dec 24, 2018 | 120 | Jun 18, 2019 | 349 |
| -15.46% | Oct 21, 2024 | 116 | Apr 8, 2025 | — | — | — |
| -12.55% | May 18, 2015 | 171 | Jan 20, 2016 | 118 | Jul 8, 2016 | 289 |
Volatility
Volatility Chart
The current Global Market volatility is 8.54%, 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
| PHYS | VDIGX | ARTKX | |
|---|---|---|---|
| PHYS | 1.00 | 0.02 | 0.11 |
| VDIGX | 0.02 | 1.00 | 0.74 |
| ARTKX | 0.11 | 0.74 | 1.00 |