SMR AANA Best Weighting
Modify Weighting to get best return vs fluctuation
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| SMR AANA Best Weighting | 5.69% | 2.59% | 1.51% | 13.12% | 10.73% | N/A |
| Portfolio components: | ||||||
SWAGX Schwab U.S. Aggregate Bond Index Fund | 1.91% | -0.90% | 0.88% | 6.07% | -1.07% | N/A |
GLDM SPDR Gold MiniShares Trust | 26.31% | -0.15% | 25.71% | 41.81% | 13.71% | N/A |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 4.32% | -0.41% | 5.59% | 0.97% | 11.96% | N/A |
MGV Vanguard Mega Cap Value ETF | 2.05% | 2.65% | -3.63% | 11.61% | 13.96% | 10.32% |
VBR Vanguard Small-Cap Value ETF | -3.58% | 5.13% | -10.97% | 5.81% | 14.92% | 7.88% |
VXUS Vanguard Total International Stock ETF | 14.22% | 4.97% | 12.10% | 14.38% | 10.52% | 5.66% |
XLRE Real Estate Select Sector SPDR Fund | 3.16% | 1.41% | -6.20% | 17.29% | 7.30% | N/A |
SWVXX Schwab Value Advantage Money Fund | 1.03% | 0.00% | 1.79% | 4.20% | 2.55% | 1.73% |
Monthly Returns
The table below presents the monthly returns of SMR AANA Best Weighting, 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 | 3.26% | 0.58% | -0.57% | -0.34% | 2.70% | 5.69% | |||||||
| 2024 | -1.09% | 2.36% | 3.92% | -2.84% | 2.94% | -0.22% | 4.47% | 1.94% | 2.06% | -1.10% | 2.94% | -4.36% | 11.11% |
| 2023 | 5.49% | -3.02% | 0.15% | 0.85% | -2.66% | 4.19% | 3.04% | -2.38% | -3.34% | -1.55% | 6.05% | 5.06% | 11.76% |
| 2022 | -2.60% | -0.33% | 1.77% | -4.06% | 0.26% | -5.82% | 3.98% | -2.75% | -6.71% | 5.40% | 6.11% | -2.23% | -7.67% |
| 2021 | -0.01% | 2.68% | 3.45% | 3.25% | 2.47% | -0.76% | 0.37% | 1.47% | -3.11% | 3.75% | -2.26% | 4.65% | 16.80% |
| 2020 | -1.27% | -5.82% | -11.92% | 7.27% | 2.78% | 1.39% | 3.78% | 2.42% | -2.18% | -0.78% | 7.92% | 4.22% | 6.21% |
| 2019 | 6.43% | 1.83% | 0.26% | 1.97% | -3.79% | 4.90% | 0.15% | -0.83% | 1.78% | 1.77% | 0.94% | 2.51% | 19.04% |
| 2018 | -0.13% | 1.92% | 0.54% | -0.44% | -4.43% | 2.17% | -5.26% | -5.74% |
Expense Ratio
SMR AANA Best Weighting has an expense ratio of 0.07%, which is considered low. 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
With an overall rank of 78, SMR AANA Best Weighting is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SWAGX Schwab U.S. Aggregate Bond Index Fund | 1.12 | 1.56 | 1.19 | 0.49 | 2.58 |
GLDM SPDR Gold MiniShares Trust | 2.34 | 3.11 | 1.40 | 5.13 | 13.95 |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 0.07 | 0.33 | 1.04 | 0.09 | 0.62 |
MGV Vanguard Mega Cap Value ETF | 0.74 | 1.10 | 1.16 | 0.86 | 3.12 |
VBR Vanguard Small-Cap Value ETF | 0.27 | 0.47 | 1.06 | 0.19 | 0.57 |
VXUS Vanguard Total International Stock ETF | 0.85 | 1.25 | 1.17 | 1.01 | 3.17 |
XLRE Real Estate Select Sector SPDR Fund | 0.95 | 1.26 | 1.17 | 0.74 | 2.80 |
SWVXX Schwab Value Advantage Money Fund | 3.38 | — | — | — | — |
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Dividends
Dividend yield
SMR AANA Best Weighting provided a 1.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.81% | 1.87% | 1.90% | 1.88% | 1.66% | 1.57% | 1.87% | 2.01% | 1.70% | 1.87% | 1.59% | 1.49% |
| Portfolio components: | ||||||||||||
SWAGX Schwab U.S. Aggregate Bond Index Fund | 3.97% | 3.88% | 3.21% | 2.57% | 2.07% | 2.47% | 2.88% | 2.80% | 1.98% | 0.00% | 0.00% | 0.00% |
GLDM SPDR Gold MiniShares 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% |
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF | 4.05% | 4.23% | 5.09% | 3.98% | 16.09% | 0.14% | 2.21% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% |
MGV Vanguard Mega Cap Value ETF | 2.26% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% |
VBR Vanguard Small-Cap Value ETF | 2.22% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VXUS Vanguard Total International Stock ETF | 2.91% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
XLRE Real Estate Select Sector SPDR Fund | 3.35% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
SWVXX Schwab Value Advantage Money Fund | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the SMR AANA Best Weighting. 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 SMR AANA Best Weighting was 26.69%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current SMR AANA Best Weighting drawdown is 0.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.69% | Feb 18, 2020 | 25 | Mar 23, 2020 | 165 | Nov 13, 2020 | 190 |
| -16.21% | Jan 5, 2022 | 183 | Sep 27, 2022 | 309 | Dec 13, 2023 | 492 |
| -11.52% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -9.79% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
| -5.23% | Dec 2, 2024 | 14 | Dec 19, 2024 | 37 | Feb 13, 2025 | 51 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 5.56, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SWVXX | SWAGX | GLDM | CMDY | XLRE | VXUS | VBR | MGV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.01 | 0.06 | 0.28 | 0.60 | 0.79 | 0.80 | 0.84 | 0.86 |
| SWVXX | 0.03 | 1.00 | 0.02 | 0.02 | 0.00 | 0.02 | 0.00 | 0.03 | 0.04 | 0.05 |
| SWAGX | 0.01 | 0.02 | 1.00 | 0.34 | -0.04 | 0.22 | 0.03 | -0.03 | -0.04 | 0.06 |
| GLDM | 0.06 | 0.02 | 0.34 | 1.00 | 0.38 | 0.14 | 0.23 | 0.05 | 0.05 | 0.24 |
| CMDY | 0.28 | 0.00 | -0.04 | 0.38 | 1.00 | 0.14 | 0.38 | 0.30 | 0.30 | 0.37 |
| XLRE | 0.60 | 0.02 | 0.22 | 0.14 | 0.14 | 1.00 | 0.52 | 0.61 | 0.62 | 0.72 |
| VXUS | 0.79 | 0.00 | 0.03 | 0.23 | 0.38 | 0.52 | 1.00 | 0.74 | 0.73 | 0.87 |
| VBR | 0.80 | 0.03 | -0.03 | 0.05 | 0.30 | 0.61 | 0.74 | 1.00 | 0.86 | 0.92 |
| MGV | 0.84 | 0.04 | -0.04 | 0.05 | 0.30 | 0.62 | 0.73 | 0.86 | 1.00 | 0.90 |
| Portfolio | 0.86 | 0.05 | 0.06 | 0.24 | 0.37 | 0.72 | 0.87 | 0.92 | 0.90 | 1.00 |