GGG
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 14.29% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 14.29% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 14.29% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 14.29% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 14.29% |
XLP Consumer Staples Select Sector SPDR Fund | Consumer Staples Equities | 14.29% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GGG, 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 Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of Oct 17, 2024, the GGG returned 20.10% Year-To-Date and 14.47% 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 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| GGG | 20.10% | 1.74% | 13.43% | 33.26% | 17.08% | 14.34% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 23.74% | 3.74% | 17.38% | 37.26% | 16.24% | 13.92% |
XLK Technology Select Sector SPDR Fund | 19.80% | 4.85% | 17.10% | 37.79% | 24.42% | 21.32% |
XLV Health Care Select Sector SPDR Fund | 13.66% | -1.14% | 11.58% | 19.91% | 12.76% | 11.30% |
XLP Consumer Staples Select Sector SPDR Fund | 16.77% | -0.71% | 13.26% | 24.57% | 9.19% | 9.06% |
SOXX iShares PHLX Semiconductor ETF | 18.96% | 3.53% | 10.44% | 45.71% | 27.20% | 25.50% |
INDA iShares MSCI India ETF | 16.88% | -1.57% | 11.71% | 29.01% | 12.47% | 7.93% |
GLD SPDR Gold Trust | 29.28% | 4.13% | 12.17% | 36.65% | 12.01% | 7.53% |
Monthly Returns
The table below presents the monthly returns of GGG, 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 | 1.57% | 4.21% | 3.30% | -2.38% | 4.09% | 3.36% | 0.83% | 2.18% | 1.55% | 20.10% | |||
| 2023 | 4.67% | -2.49% | 5.83% | 0.91% | 1.87% | 4.22% | 2.76% | -2.22% | -4.29% | -1.19% | 8.00% | 5.11% | 24.83% |
| 2022 | -4.80% | -1.36% | 2.48% | -5.95% | -0.92% | -6.56% | 7.33% | -4.27% | -7.73% | 5.48% | 7.75% | -4.58% | -13.85% |
| 2021 | -1.16% | 0.88% | 3.21% | 2.37% | 3.02% | 1.19% | 2.51% | 2.99% | -3.94% | 4.57% | 1.14% | 5.05% | 23.76% |
| 2020 | 0.15% | -6.05% | -9.17% | 11.44% | 4.07% | 3.30% | 7.41% | 5.12% | -2.32% | -2.16% | 8.49% | 5.29% | 26.21% |
| 2019 | 5.17% | 2.72% | 2.92% | 3.18% | -5.16% | 6.71% | 0.70% | 0.22% | 1.34% | 3.24% | 2.29% | 3.87% | 30.26% |
| 2018 | 5.14% | -3.68% | -1.81% | -1.08% | 1.94% | -0.40% | 3.61% | 2.18% | -1.09% | -5.20% | 3.42% | -5.04% | -2.64% |
| 2017 | 3.53% | 4.32% | 1.67% | 1.24% | 2.67% | -1.19% | 3.18% | 1.45% | 0.15% | 3.14% | 1.65% | 1.22% | 25.47% |
| 2016 | -3.36% | 0.78% | 5.96% | -0.40% | 1.89% | 2.07% | 4.82% | -0.08% | 0.70% | -2.22% | -0.96% | 1.41% | 10.72% |
| 2015 | 0.71% | 4.11% | -2.25% | -1.11% | 3.10% | -2.78% | 0.70% | -5.37% | -1.47% | 6.34% | -1.05% | -0.07% | 0.29% |
| 2014 | -1.94% | 5.15% | 1.64% | 0.22% | 2.86% | 3.25% | -1.55% | 3.97% | -1.47% | 2.20% | 3.38% | -1.35% | 17.27% |
| 2013 | 4.42% | -0.31% | 3.11% | 1.33% | -0.12% | -2.90% | 3.90% | -2.94% | 2.88% | 4.64% | 0.87% | 1.92% | 17.75% |
Expense Ratio
GGG features an expense ratio of 0.28%, falling within the medium range. 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 GGG is 67, 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.86 | 3.81 | 1.52 | 3.06 | 17.70 |
XLK Technology Select Sector SPDR Fund | 1.66 | 2.20 | 1.29 | 2.11 | 7.34 |
XLV Health Care Select Sector SPDR Fund | 1.73 | 2.37 | 1.32 | 1.60 | 8.42 |
XLP Consumer Staples Select Sector SPDR Fund | 2.50 | 3.56 | 1.43 | 1.82 | 19.83 |
SOXX iShares PHLX Semiconductor ETF | 1.22 | 1.72 | 1.22 | 1.69 | 4.68 |
INDA iShares MSCI India ETF | 1.96 | 2.48 | 1.39 | 2.34 | 15.96 |
GLD SPDR Gold Trust | 2.76 | 3.71 | 1.48 | 4.83 | 17.63 |
Dividends
Dividend yield
GGG granted a 0.95% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GGG | 0.95% | 1.05% | 1.13% | 1.79% | 1.08% | 1.44% | 1.53% | 1.31% | 1.41% | 1.50% | 1.36% | 1.28% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
XLK Technology Select Sector SPDR Fund | 0.68% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLV Health Care Select Sector SPDR Fund | 1.48% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLP Consumer Staples Select Sector SPDR Fund | 2.56% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
SOXX iShares PHLX Semiconductor ETF | 0.64% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
INDA iShares MSCI India ETF | 0.00% | 0.16% | 0.00% | 6.44% | 0.27% | 0.99% | 0.94% | 1.09% | 0.90% | 1.19% | 0.63% | 0.40% |
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% |
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 GGG. 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 GGG was 27.72%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current GGG drawdown is 1.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -21.59% | Jan 4, 2022 | 197 | Oct 14, 2022 | 185 | Jul 13, 2023 | 382 |
| -13.46% | Jan 29, 2018 | 229 | Dec 24, 2018 | 55 | Mar 15, 2019 | 284 |
| -12.25% | Mar 3, 2015 | 123 | Aug 25, 2015 | 194 | Jun 2, 2016 | 317 |
| -10.14% | Apr 3, 2012 | 42 | Jun 1, 2012 | 68 | Sep 7, 2012 | 110 |
Volatility
Volatility Chart
The current GGG volatility is 3.14%, 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 | INDA | XLP | XLV | SOXX | XLK | IVV | |
|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.12 | 0.04 | 0.01 | 0.02 | 0.02 | 0.02 |
| INDA | 0.12 | 1.00 | 0.38 | 0.42 | 0.45 | 0.48 | 0.55 |
| XLP | 0.04 | 0.38 | 1.00 | 0.61 | 0.37 | 0.48 | 0.64 |
| XLV | 0.01 | 0.42 | 0.61 | 1.00 | 0.50 | 0.60 | 0.75 |
| SOXX | 0.02 | 0.45 | 0.37 | 0.50 | 1.00 | 0.84 | 0.77 |
| XLK | 0.02 | 0.48 | 0.48 | 0.60 | 0.84 | 1.00 | 0.89 |
| IVV | 0.02 | 0.55 | 0.64 | 0.75 | 0.77 | 0.89 | 1.00 |