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Summit Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Summit Portfolio

Currency in USD · Last updated May 13, 2025

Asset Allocation

BND 5%SWRSX 5%VMRXX 5%GLD 5%GLL 5%IBIT 5%SIL 5%MAGS 5%VNO 5%DIA 5%QQQ 5%VOO 5%GDX 5%VCMDX 5%SQQQ 5%SILJ 5%GDXJ 5%RGLD 5%VDC 5%ITA 5%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
BND
Vanguard Total Bond Market ETF		Total Bond Market
5%
DIA
SPDR Dow Jones Industrial Average ETF		Large Cap Growth Equities
5%
GDX
VanEck Vectors Gold Miners ETF		Materials
5%
GDXJ
VanEck Vectors Junior Gold Miners ETF		Materials
5%
GLD
SPDR Gold Trust		Precious Metals, Gold
5%
GLL
ProShares UltraShort Gold		Leveraged Commodities, Leveraged, Gold
5%
IBIT
iShares Bitcoin Trust		Blockchain
5%
ITA
iShares U.S. Aerospace & Defense ETF		Industrials Equities, Aerospace & Defense
5%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
5%
QQQ
Invesco QQQ		Large Cap Blend Equities
5%
RGLD
Royal Gold, Inc.		Basic Materials
5%
SIL
Global X Silver Miners ETF		Materials
5%
SILJ
ETFMG Prime Junior Silver Miners ETF		Materials
5%
SQQQ
ProShares UltraPro Short QQQ		Leveraged Equities, Leveraged
5%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund		Inflation-Protected Bonds
5%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares		Commodities
5%
VDC
Vanguard Consumer Staples ETF		Consumer Staples Equities
5%
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares		Money Market
5%
VNO
Vornado Realty Trust		Real Estate
5%
VOO
5%

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.64%8.97%-2.62%11.90%15.76%10.69%
Summit Portfolio8.20%2.24%5.67%16.98%N/AN/A
Portfolio components:
GLD
SPDR Gold Trust		23.15%0.09%23.15%36.34%13.09%9.79%
SIL
Global X Silver Miners ETF		25.21%-1.09%13.18%23.46%5.82%4.65%
BND
Vanguard Total Bond Market ETF		1.86%0.74%1.04%5.17%-0.94%1.42%
MAGS
Roundhill Magnificent Seven ETF		-6.89%12.95%-2.41%28.31%N/AN/A
IBIT
iShares Bitcoin Trust		9.10%21.42%16.76%67.38%N/AN/A
VNO
Vornado Realty Trust		-4.40%20.94%-9.81%68.73%8.67%-3.23%
DIA
SPDR Dow Jones Industrial Average ETF		0.13%5.61%-3.49%9.09%14.91%11.08%
QQQ
Invesco QQQ		-0.51%11.76%-0.86%15.58%19.11%17.55%
VOO
-0.19%9.25%-1.98%13.44%N/AN/A
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund		2.73%0.79%1.37%5.24%1.26%2.19%
GDX
VanEck Vectors Gold Miners ETF		37.48%-6.20%28.42%33.81%7.94%9.56%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares		6.72%1.65%8.06%5.80%16.33%N/A
SQQQ
ProShares UltraPro Short QQQ		-17.50%-30.09%-16.72%-48.27%-54.06%-52.08%
SILJ
ETFMG Prime Junior Silver Miners ETF		22.16%-1.78%4.73%9.49%7.35%5.70%
GDXJ
VanEck Vectors Junior Gold Miners ETF		38.29%-3.43%29.39%39.60%8.53%9.84%
GLL
ProShares UltraShort Gold		-33.96%-2.03%-33.85%-44.24%-21.46%-18.66%
RGLD
Royal Gold, Inc.		30.38%-4.85%19.77%35.91%7.23%11.31%
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares		0.69%0.00%1.47%4.16%2.55%1.80%
VDC
Vanguard Consumer Staples ETF		4.14%0.97%2.76%8.33%11.40%8.21%
ITA
iShares U.S. Aerospace & Defense ETF		14.15%11.09%5.78%23.63%19.69%11.56%
*Annualized

Monthly Returns

The table below presents the monthly returns of Summit Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.10%-0.57%2.96%0.67%0.85%8.20%
2024-1.33%0.88%6.63%-0.27%3.99%-1.99%4.62%0.41%3.24%1.32%2.05%-3.21%17.11%

Expense Ratio

Summit Portfolio has an expense ratio of 0.33%, 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.

SQQQ
ProShares UltraPro Short QQQ
GLL
ProShares UltraShort Gold
SILJ
ETFMG Prime Junior Silver Miners ETF
SIL
Global X Silver Miners ETF
GDXJ
VanEck Vectors Junior Gold Miners ETF
GDX
VanEck Vectors Gold Miners ETF
ITA
iShares U.S. Aerospace & Defense ETF
GLD
SPDR Gold Trust
MAGS
Roundhill Magnificent Seven ETF
IBIT
iShares Bitcoin Trust
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund
BND
Vanguard Total Bond Market ETF
QQQ
Invesco QQQ
DIA
SPDR Dow Jones Industrial Average ETF
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares
VDC
Vanguard Consumer Staples ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 90, Summit Portfolio is among the top 10% 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.

The Risk-Adjusted Performance Rank of Summit Portfolio is 9090
Overall Rank
The Sharpe Ratio Rank of Summit Portfolio is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of Summit Portfolio is 8787
Sortino Ratio Rank
The Omega Ratio Rank of Summit Portfolio is 8686
Omega Ratio Rank
The Calmar Ratio Rank of Summit Portfolio is 9595
Calmar Ratio Rank
The Martin Ratio Rank of Summit Portfolio is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLD
SPDR Gold Trust		2.062.861.374.6112.14
SIL
Global X Silver Miners ETF		0.601.011.120.951.96
BND
Vanguard Total Bond Market ETF		0.981.341.161.032.34
MAGS
Roundhill Magnificent Seven ETF		0.841.331.170.932.56
IBIT
iShares Bitcoin Trust		1.261.821.212.224.86
VNO
Vornado Realty Trust		1.712.191.282.236.71
DIA
SPDR Dow Jones Industrial Average ETF		0.530.911.130.592.08
QQQ
Invesco QQQ		0.611.031.140.702.28
VOO
0.701.101.160.732.79
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund		1.091.521.191.403.25
GDX
VanEck Vectors Gold Miners ETF		0.981.451.191.483.56
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares		0.470.731.090.611.23
SQQQ
ProShares UltraPro Short QQQ		-0.64-0.670.91-0.82-1.52
SILJ
ETFMG Prime Junior Silver Miners ETF		0.220.581.070.270.53
GDXJ
VanEck Vectors Junior Gold Miners ETF		1.001.511.191.804.16
GLL
ProShares UltraShort Gold		-1.24-2.020.78-0.71-1.68
RGLD
Royal Gold, Inc.		1.291.801.252.526.69
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares		3.27————
VDC
Vanguard Consumer Staples ETF		0.641.081.131.013.23
ITA
iShares U.S. Aerospace & Defense ETF		1.061.521.221.546.01

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Summit Portfolio Sharpe ratios as of May 13, 2025 (values are recalculated daily):

  • 1-Year: 1.46
  • All Time: 1.68

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Summit Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Summit Portfolio provided a 2.29% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.29%2.44%1.81%2.38%2.73%1.34%1.56%1.36%0.91%1.29%1.05%0.94%
Portfolio components:
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%
SIL
Global X Silver Miners ETF		1.92%2.40%0.59%0.48%1.59%1.92%1.53%1.22%0.02%3.34%0.38%0.08%
BND
Vanguard Total Bond Market ETF		3.77%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
MAGS
Roundhill Magnificent Seven ETF		0.87%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IBIT
iShares Bitcoin 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%
VNO
Vornado Realty Trust		1.84%1.76%2.39%10.19%5.06%6.37%6.90%4.06%3.00%2.42%2.52%2.48%
DIA
SPDR Dow Jones Industrial Average ETF		1.58%1.61%1.81%1.91%1.58%1.87%2.09%2.24%1.97%2.26%2.33%2.02%
QQQ
Invesco QQQ		0.59%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
VOO
1.30%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
SWRSX
Schwab Treasury Inflation Protected Securities Index Fund		3.85%3.68%3.11%7.07%4.33%1.25%2.20%2.88%1.99%1.81%0.77%2.30%
GDX
VanEck Vectors Gold Miners ETF		0.86%1.19%1.61%1.66%1.67%0.53%0.65%0.50%0.76%0.26%0.85%0.66%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares		2.05%2.19%2.50%14.21%30.56%0.50%0.61%0.00%0.00%0.00%0.00%0.00%
SQQQ
ProShares UltraPro Short QQQ		11.25%10.23%8.01%0.28%0.00%2.15%2.92%1.47%0.14%0.00%0.00%0.00%
SILJ
ETFMG Prime Junior Silver Miners ETF		5.94%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%0.00%
GDXJ
VanEck Vectors Junior Gold Miners ETF		1.88%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%0.74%
GLL
ProShares UltraShort Gold		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RGLD
Royal Gold, Inc.		0.99%1.21%1.24%1.24%1.14%1.05%0.87%1.17%1.17%1.45%1.81%1.36%
VMRXX
Vanguard Cash Reserves Federal Money Market Fund Admiral Shares		4.06%5.12%4.99%1.55%0.02%0.57%2.27%1.82%0.61%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF		2.39%2.33%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%
ITA
iShares U.S. Aerospace & Defense ETF		0.73%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%1.21%

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 Summit Portfolio. 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 Summit Portfolio was 5.76%, occurring on Apr 8, 2025. Recovery took 6 trading sessions.

The current Summit Portfolio drawdown is 1.25%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.76%Mar 28, 20258Apr 8, 20256Apr 16, 202514
-5.19%Dec 12, 202412Dec 30, 202424Feb 5, 202536
-5.15%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-3.56%May 21, 202417Jun 13, 202418Jul 11, 202435
-3.55%Aug 26, 20249Sep 6, 20245Sep 13, 202414

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 20 assets, with an effective number of assets of 20.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCVMRXXBNDVDCIBITSWRSXVCMDXITAVNOMAGSGLLGLDDIAQQQSQQQRGLDVOOGDXSILGDXJSILJPortfolio
^GSPC1.000.000.170.360.360.160.180.590.540.83-0.130.130.810.94-0.940.241.000.250.310.270.320.52
VMRXX0.001.000.01-0.00-0.100.05-0.080.030.08-0.020.06-0.04-0.01-0.020.03-0.04-0.01-0.05-0.04-0.05-0.04-0.03
BND0.170.011.000.300.020.890.070.100.260.05-0.200.210.200.10-0.100.260.170.220.180.220.170.27
VDC0.36-0.000.301.000.100.260.040.300.320.08-0.080.070.530.19-0.200.230.360.180.150.170.140.29
IBIT0.36-0.100.020.101.000.020.130.250.220.34-0.110.110.300.35-0.350.110.360.150.190.170.200.48
SWRSX0.160.050.890.260.021.000.150.140.260.04-0.230.230.200.09-0.090.280.170.260.210.250.220.31
VCMDX0.18-0.080.070.040.130.151.000.090.120.14-0.560.550.130.17-0.170.350.190.480.450.470.470.44
ITA0.590.030.100.300.250.140.091.000.440.38-0.110.110.640.46-0.470.210.590.200.180.200.220.42
VNO0.540.080.260.320.220.260.120.441.000.38-0.110.110.560.46-0.460.220.540.240.280.260.310.52
MAGS0.83-0.020.050.080.340.040.140.380.381.00-0.060.060.500.91-0.910.130.830.140.240.170.230.38
GLL-0.130.06-0.20-0.08-0.11-0.23-0.56-0.11-0.11-0.061.00-0.99-0.12-0.110.11-0.67-0.13-0.81-0.70-0.79-0.71-0.64
GLD0.13-0.040.210.070.110.230.550.110.110.06-0.991.000.120.11-0.110.680.140.810.700.800.710.64
DIA0.81-0.010.200.530.300.200.130.640.560.50-0.120.121.000.64-0.640.240.810.210.240.220.260.48
QQQ0.94-0.020.100.190.350.090.170.460.460.91-0.110.110.641.00-1.000.190.940.210.300.240.300.45
SQQQ-0.940.03-0.10-0.20-0.35-0.09-0.17-0.47-0.46-0.910.11-0.11-0.64-1.001.00-0.19-0.94-0.21-0.30-0.24-0.30-0.45
RGLD0.24-0.040.260.230.110.280.350.210.220.13-0.670.680.240.19-0.191.000.240.840.780.820.780.75
VOO1.00-0.010.170.360.360.170.190.590.540.83-0.130.140.810.94-0.940.241.000.250.320.280.330.52
GDX0.25-0.050.220.180.150.260.480.200.240.14-0.810.810.210.21-0.210.840.251.000.910.980.930.85
SIL0.31-0.040.180.150.190.210.450.180.280.24-0.700.700.240.30-0.300.780.320.911.000.940.960.86
GDXJ0.27-0.050.220.170.170.250.470.200.260.17-0.790.800.220.24-0.240.820.280.980.941.000.950.87
SILJ0.32-0.040.170.140.200.220.470.220.310.23-0.710.710.260.30-0.300.780.330.930.960.951.000.88
Portfolio0.52-0.030.270.290.480.310.440.420.520.38-0.640.640.480.45-0.450.750.520.850.860.870.881.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024