Gold Axis Div
Balanced portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 20% | |
GLD SPDR Gold Trust | Precious Metals, Gold | 30% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15% |
VNQ Vanguard Real Estate ETF | REIT | 10% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | REIT | 10% |
VYMI Vanguard International High Dividend Yield ETF | Foreign Large Cap Equities, Dividend | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gold Axis Div, 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 Mar 2, 2016, corresponding to the inception date of VYMI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Gold Axis Div | 22.91% | 1.75% | 15.97% | 45.10% | 21.57% | N/A |
| Portfolio components: | ||||||
VYMI Vanguard International High Dividend Yield ETF | 11.30% | 2.95% | 10.02% | 20.43% | 9.42% | N/A |
BTC-USD Bitcoin | 48.65% | -7.95% | 10.06% | 140.67% | 45.86% | 61.86% |
GLD SPDR Gold Trust | 21.76% | 5.50% | 23.81% | 30.67% | 10.06% | 6.53% |
VNQ Vanguard Real Estate ETF | 9.48% | 5.77% | 15.19% | 21.03% | 4.43% | 6.29% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 5.12% | 6.17% | 10.68% | 16.04% | -1.40% | 1.16% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.39% | 11.49% |
Monthly Returns
The table below presents the monthly returns of Gold Axis Div, 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 | -1.40% | 9.77% | 8.35% | -4.21% | 4.30% | -1.75% | 4.91% | 22.91% | |||||
| 2023 | 12.90% | -3.52% | 7.40% | 1.66% | -4.25% | 4.10% | 1.93% | -4.15% | -2.78% | 6.15% | 6.65% | 6.54% | 35.81% |
| 2022 | -4.97% | 2.85% | 2.59% | -6.47% | -3.34% | -10.61% | 4.85% | -6.07% | -6.39% | 3.17% | 3.86% | -1.22% | -20.94% |
| 2021 | 1.55% | 8.46% | 10.95% | 2.46% | -2.91% | -3.56% | 4.93% | 3.76% | -4.59% | 10.77% | -3.59% | -0.80% | 29.02% |
| 2020 | 6.19% | -5.72% | -13.69% | 13.23% | 4.40% | 0.91% | 9.60% | 2.29% | -4.23% | 4.44% | 14.97% | 17.61% | 56.31% |
| 2019 | 3.49% | 2.69% | 2.14% | 6.44% | 13.14% | 15.37% | -1.45% | 1.39% | -1.66% | 4.25% | -4.49% | 1.63% | 49.95% |
| 2018 | -3.36% | -3.66% | -5.05% | 6.28% | -5.09% | -4.11% | 5.16% | -2.97% | -1.52% | -2.71% | -5.91% | -2.56% | -23.35% |
| 2017 | 2.59% | 6.45% | -1.87% | 6.34% | 17.87% | 3.16% | 5.11% | 15.12% | -2.94% | 10.45% | 17.34% | 13.25% | 138.82% |
| 2016 | 1.90% | 3.42% | 2.04% | 9.65% | 0.94% | -2.79% | 1.43% | 0.68% | -1.12% | 7.88% | 26.03% |
Expense Ratio
Gold Axis Div has an expense ratio of 0.19%, 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 Gold Axis Div is 62, 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 | |
|---|---|---|---|---|---|
VYMI Vanguard International High Dividend Yield ETF | 1.69 | 2.24 | 1.30 | 0.79 | 10.20 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.85 | 6.95 |
GLD SPDR Gold Trust | 2.40 | 3.20 | 1.42 | 2.07 | 14.31 |
VNQ Vanguard Real Estate ETF | 0.94 | 1.34 | 1.17 | 0.14 | 2.97 |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.79 | 1.14 | 1.14 | 0.09 | 3.00 |
SCHD Schwab US Dividend Equity ETF | 1.60 | 2.30 | 1.28 | 0.79 | 7.78 |
Dividends
Dividend yield
Gold Axis Div granted a 1.90% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Gold Axis Div | 1.90% | 1.98% | 1.66% | 1.97% | 1.44% | 2.17% | 2.04% | 1.69% | 1.79% | 1.12% | 1.16% | 1.13% |
| Portfolio components: | ||||||||||||
VYMI Vanguard International High Dividend Yield ETF | 4.39% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
VNQ Vanguard Real Estate ETF | 3.76% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 3.55% | 3.74% | 0.57% | 6.48% | 0.93% | 7.58% | 4.62% | 3.86% | 5.18% | 2.86% | 4.11% | 3.27% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 Gold Axis Div. 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 Gold Axis Div was 36.37%, occurring on Dec 25, 2018. Recovery took 183 trading sessions.
The current Gold Axis Div drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.37% | Dec 17, 2017 | 374 | Dec 25, 2018 | 183 | Jun 26, 2019 | 557 |
| -32% | Nov 9, 2021 | 341 | Oct 15, 2022 | 444 | Jan 2, 2024 | 785 |
| -29.34% | Feb 15, 2020 | 33 | Mar 18, 2020 | 131 | Jul 27, 2020 | 164 |
| -11.02% | May 9, 2021 | 73 | Jul 20, 2021 | 38 | Aug 27, 2021 | 111 |
| -10.6% | Sep 2, 2017 | 13 | Sep 14, 2017 | 28 | Oct 12, 2017 | 41 |
Volatility
Volatility Chart
The current Gold Axis Div volatility is 6.22%, 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
| BTC-USD | GLD | VNQ | SCHD | VNQI | VYMI | |
|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.09 | 0.11 | 0.11 | 0.13 | 0.15 |
| GLD | 0.09 | 1.00 | 0.12 | 0.04 | 0.21 | 0.19 |
| VNQ | 0.11 | 0.12 | 1.00 | 0.56 | 0.53 | 0.46 |
| SCHD | 0.11 | 0.04 | 0.56 | 1.00 | 0.56 | 0.67 |
| VNQI | 0.13 | 0.21 | 0.53 | 0.56 | 1.00 | 0.76 |
| VYMI | 0.15 | 0.19 | 0.46 | 0.67 | 0.76 | 1.00 |