Optimal gyro 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 15% |
IJS iShares S&P SmallCap 600 Value ETF | Small Cap Value Equities | 12.50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 12.50% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimal gyro 2, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 21, 2024, the Optimal gyro 2 returned 8.97% Year-To-Date and 5.13% 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% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| Optimal gyro 2 | 8.97% | 1.46% | 8.41% | 16.39% | 5.30% | 5.15% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 26.88% | 4.41% | 20.99% | 35.82% | 11.18% | 7.73% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 1.15% | 7.55% | 21.93% | 13.04% | 11.66% |
VGIT Vanguard Intermediate-Term Treasury ETF | 4.57% | 0.98% | 5.41% | 9.35% | 0.33% | 1.56% |
IJS iShares S&P SmallCap 600 Value ETF | 5.47% | 0.53% | 8.74% | 22.53% | 9.15% | 8.79% |
Monthly Returns
The table below presents the monthly returns of Optimal gyro 2, 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 | -0.70% | -0.35% | 2.60% | -2.13% | 1.90% | 0.26% | 4.48% | 1.13% | 8.97% | ||||
| 2023 | 4.05% | -2.90% | 2.02% | 0.17% | -1.80% | 0.61% | 1.56% | -1.12% | -3.05% | -0.68% | 4.10% | 4.21% | 6.98% |
| 2022 | -2.09% | 0.69% | -1.26% | -3.11% | 0.66% | -2.74% | 2.33% | -3.01% | -4.70% | 2.48% | 4.14% | -1.35% | -8.05% |
| 2021 | -0.08% | 0.45% | 1.20% | 1.43% | 2.26% | -1.25% | 0.62% | 0.29% | -1.72% | 0.70% | -0.44% | 1.68% | 5.17% |
| 2020 | 1.01% | -1.16% | -2.21% | 4.31% | 1.44% | 0.89% | 2.93% | 1.00% | -1.60% | 0.05% | 3.50% | 2.52% | 13.16% |
| 2019 | 2.98% | 0.87% | 0.45% | 0.76% | -0.77% | 3.56% | 0.34% | 1.81% | 0.19% | 0.97% | -0.04% | 1.01% | 12.74% |
| 2018 | 0.36% | -1.83% | 0.39% | -0.58% | 1.26% | -0.27% | 0.35% | 0.82% | -0.77% | -1.69% | 1.12% | -0.37% | -1.25% |
| 2017 | 0.80% | 1.34% | -0.07% | 0.82% | 0.28% | -0.26% | 0.90% | 0.82% | 0.35% | 0.29% | 0.85% | 0.55% | 6.90% |
| 2016 | 1.09% | 2.54% | 1.80% | 0.90% | -0.83% | 3.03% | 1.34% | -0.81% | 0.49% | -1.66% | -0.73% | 0.38% | 7.71% |
| 2015 | 1.73% | -0.55% | -0.03% | -0.24% | 0.20% | -1.08% | -0.72% | -0.76% | -0.03% | 1.89% | -0.87% | -0.87% | -1.37% |
| 2014 | 0.53% | 2.20% | -0.51% | 0.35% | 0.43% | 1.46% | -1.68% | 1.70% | -2.05% | 1.33% | 0.80% | 0.36% | 4.92% |
| 2013 | 0.99% | 0.12% | 1.42% | -0.27% | -1.20% | -2.35% | 2.54% | -0.52% | 1.09% | 1.37% | -0.06% | -0.94% | 2.10% |
Expense Ratio
Optimal gyro 2 has an expense ratio of 0.10%, 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 Optimal gyro 2 is 61, 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.43 | 3.38 | 1.42 | 2.86 | 14.88 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.73 | 2.58 | 1.31 | 0.60 | 6.77 |
IJS iShares S&P SmallCap 600 Value ETF | 0.92 | 1.46 | 1.17 | 0.86 | 4.19 |
Dividends
Dividend yield
Optimal gyro 2 granted a 2.49% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Optimal gyro 2 | 2.49% | 2.25% | 1.65% | 1.55% | 1.86% | 1.92% | 1.83% | 1.51% | 1.53% | 1.59% | 1.43% | 1.44% |
| Portfolio components: | ||||||||||||
IAU iShares 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% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.31% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
IJS iShares S&P SmallCap 600 Value ETF | 1.46% | 1.42% | 1.46% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
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 Optimal gyro 2. 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 Optimal gyro 2 was 14.00%, occurring on Sep 27, 2022. Recovery took 448 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14% | Jun 9, 2021 | 329 | Sep 27, 2022 | 448 | Jul 11, 2024 | 777 |
| -8.24% | Feb 24, 2020 | 18 | Mar 18, 2020 | 29 | Apr 29, 2020 | 47 |
| -4.4% | Mar 28, 2013 | 63 | Jun 26, 2013 | 80 | Oct 18, 2013 | 143 |
| -4.36% | Jan 23, 2015 | 149 | Aug 25, 2015 | 126 | Feb 25, 2016 | 275 |
| -4.14% | Jan 29, 2018 | 229 | Dec 24, 2018 | 24 | Jan 30, 2019 | 253 |
Volatility
Volatility Chart
The current Optimal gyro 2 volatility is 1.65%, 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
| IAU | VGIT | SCHD | IJS | |
|---|---|---|---|---|
| IAU | 1.00 | 0.35 | 0.03 | 0.03 |
| VGIT | 0.35 | 1.00 | -0.21 | -0.22 |
| SCHD | 0.03 | -0.21 | 1.00 | 0.80 |
| IJS | 0.03 | -0.22 | 0.80 | 1.00 |