s
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 33.33% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 33.33% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 33.33% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of May 11, 2025, the s returned 7.89% Year-To-Date and 7.86% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.86% | 8.72% | -2.74% | 11.65% | 15.28% | 10.67% |
| s | 7.89% | 3.07% | 4.74% | 16.45% | 6.79% | 7.80% |
| Portfolio components: | ||||||
TLT iShares 20+ Year Treasury Bond ETF | 1.08% | 0.55% | -3.86% | 0.64% | -9.55% | -0.57% |
SPY SPDR S&P 500 ETF | -3.42% | 5.69% | -5.06% | 9.73% | 16.26% | 12.24% |
GLD SPDR Gold Trust | 26.73% | 2.99% | 23.75% | 40.30% | 13.96% | 10.14% |
Monthly Returns
The table below presents the monthly returns of s, 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 | 3.33% | 2.05% | 1.06% | 1.07% | 0.17% | 7.89% | |||||||
| 2024 | -0.69% | 1.20% | 4.25% | -2.47% | 3.15% | 1.68% | 3.40% | 2.18% | 3.10% | -0.69% | 1.54% | -3.35% | 13.79% |
| 2023 | 6.56% | -4.25% | 5.49% | 0.93% | -1.29% | 1.56% | 1.00% | -2.00% | -5.76% | -0.11% | 7.03% | 4.79% | 13.82% |
| 2022 | -3.62% | 0.59% | -0.13% | -6.75% | -1.81% | -3.67% | 3.01% | -3.88% | -6.88% | 0.11% | 7.02% | -1.90% | -17.24% |
| 2021 | -2.62% | -3.02% | -0.42% | 3.79% | 2.80% | -0.37% | 2.90% | 0.85% | -3.58% | 3.63% | 0.41% | 1.96% | 6.11% |
| 2020 | 4.04% | -0.49% | -1.47% | 7.04% | 1.97% | 1.60% | 7.04% | 0.58% | -2.54% | -2.13% | 2.37% | 3.13% | 22.64% |
| 2019 | 3.76% | 0.49% | 1.88% | 0.48% | 0.58% | 5.24% | 0.59% | 5.72% | -1.46% | 1.21% | 0.02% | 1.13% | 21.22% |
| 2018 | 1.87% | -2.92% | 0.19% | -0.84% | 1.09% | -0.75% | 0.01% | 0.83% | -0.93% | -2.56% | 1.30% | 0.88% | -1.94% |
| 2017 | 2.67% | 2.90% | -0.32% | 1.43% | 1.06% | -0.23% | 1.24% | 2.62% | -1.25% | 0.53% | 1.40% | 1.71% | 14.57% |
| 2016 | 2.03% | 4.82% | 1.62% | 1.59% | -1.30% | 5.39% | 2.58% | -1.37% | -0.29% | -3.01% | -4.21% | 0.00% | 7.65% |
| 2015 | 5.19% | -2.45% | -0.87% | -0.88% | -0.15% | -2.52% | 0.07% | -1.18% | -0.69% | 3.50% | -2.34% | -0.83% | -3.39% |
| 2014 | 2.05% | 3.75% | -0.57% | 1.09% | 0.76% | 2.62% | -1.44% | 3.04% | -3.17% | 0.71% | 1.79% | 1.42% | 12.51% |
Expense Ratio
s has an expense ratio of 0.21%, 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 93, s is among the top 7% 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 | |
|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | 0.01 | 0.09 | 1.01 | -0.00 | -0.01 |
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
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Dividends
Dividend yield
s provided a 1.87% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.87% | 1.84% | 1.59% | 1.44% | 0.90% | 1.01% | 1.34% | 1.56% | 1.41% | 1.54% | 1.56% | 1.51% |
| Portfolio components: | ||||||||||||
TLT iShares 20+ Year Treasury Bond ETF | 4.35% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the s. 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 s was 23.08%, occurring on Oct 20, 2022. Recovery took 393 trading sessions.
The current s drawdown is 0.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.08% | Dec 28, 2021 | 206 | Oct 20, 2022 | 393 | May 15, 2024 | 599 |
| -20.55% | Mar 18, 2008 | 168 | Nov 12, 2008 | 211 | Sep 16, 2009 | 379 |
| -14.18% | Mar 9, 2020 | 8 | Mar 18, 2020 | 20 | Apr 16, 2020 | 28 |
| -10.97% | Oct 5, 2012 | 180 | Jun 26, 2013 | 247 | Jun 19, 2014 | 427 |
| -9.57% | Jul 11, 2016 | 112 | Dec 15, 2016 | 158 | Aug 3, 2017 | 270 |
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 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLD | TLT | SPY | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | -0.26 | 0.99 | 0.45 |
| GLD | 0.06 | 1.00 | 0.18 | 0.06 | 0.73 |
| TLT | -0.26 | 0.18 | 1.00 | -0.26 | 0.44 |
| SPY | 0.99 | 0.06 | -0.26 | 1.00 | 0.45 |
| Portfolio | 0.45 | 0.73 | 0.44 | 0.45 | 1.00 |