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Gold Axis Div
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 30%BTC-USD 20%VYMI 15%SCHD 15%VNQ 10%VNQI 10%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold

30%

BTC-USD
Bitcoin

20%

VYMI
Vanguard International High Dividend Yield ETF
Foreign Large Cap Equities, Dividend

15%

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%

S&P 500

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


-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
34.88%
15.74%
Gold Axis Div
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 2, 2016, corresponding to the inception date of VYMI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Gold Axis Div14.50%1.83%34.89%29.75%26.49%N/A
VYMI
Vanguard International High Dividend Yield ETF
1.89%-1.13%10.61%10.52%5.81%N/A
BTC-USD
Bitcoin
50.07%-2.89%122.40%109.22%64.54%62.98%
GLD
SPDR Gold Trust
15.58%10.64%24.16%18.56%12.93%5.90%
VNQ
Vanguard Real Estate ETF
-8.32%-4.91%7.35%3.14%2.66%5.27%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
-5.66%-1.64%8.61%0.09%-3.66%0.70%
SCHD
Schwab US Dividend Equity ETF
1.16%-1.97%9.36%7.68%10.86%10.92%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.40%9.77%8.35%
2023-2.78%6.15%6.65%6.54%

Expense Ratio

The Gold Axis Div features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.22%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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.


Gold Axis Div
Sharpe ratio
The chart of Sharpe ratio for Gold Axis Div, currently valued at 3.14, compared to the broader market-1.000.001.002.003.004.005.003.14
Sortino ratio
The chart of Sortino ratio for Gold Axis Div, currently valued at 4.35, compared to the broader market-2.000.002.004.006.004.35
Omega ratio
The chart of Omega ratio for Gold Axis Div, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for Gold Axis Div, currently valued at 0.99, compared to the broader market0.002.004.006.008.0010.000.99
Martin ratio
The chart of Martin ratio for Gold Axis Div, currently valued at 18.75, compared to the broader market0.0010.0020.0030.0040.0050.0018.75
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VYMI
Vanguard International High Dividend Yield ETF
0.991.511.180.304.97
BTC-USD
Bitcoin
4.134.031.472.2429.07
GLD
SPDR Gold Trust
2.804.321.520.7716.59
VNQ
Vanguard Real Estate ETF
-0.11-0.011.000.01-0.38
VNQI
Vanguard Global ex-U.S. Real Estate ETF
0.070.221.030.010.24
SCHD
Schwab US Dividend Equity ETF
0.640.981.110.142.37

Sharpe Ratio

The current Gold Axis Div Sharpe ratio is 3.14. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.14

The Sharpe ratio of Gold Axis Div is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
3.14
1.89
Gold Axis Div
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Gold Axis Div granted a 2.10% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gold Axis Div2.10%1.98%1.66%1.97%1.44%2.17%2.04%1.69%1.79%1.12%1.16%1.13%
VYMI
Vanguard International High Dividend Yield ETF
4.99%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
4.30%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
3.96%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
3.50%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.50%
-3.66%
Gold Axis Div
Benchmark (^GSPC)
Portfolio components

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 3.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.37%Dec 17, 2017374Dec 25, 2018183Jun 26, 2019557
-32%Nov 9, 2021341Oct 15, 2022444Jan 2, 2024785
-29.34%Feb 15, 202033Mar 18, 2020131Jul 27, 2020164
-11.02%May 9, 202173Jul 20, 202138Aug 27, 2021111
-10.6%Sep 2, 201713Sep 14, 201728Oct 12, 201741

Volatility

Volatility Chart

The current Gold Axis Div volatility is 6.00%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
6.00%
3.44%
Gold Axis Div
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BTC-USDGLDVNQSCHDVNQIVYMI
BTC-USD1.000.090.100.110.120.14
GLD0.091.000.120.040.200.18
VNQ0.100.121.000.560.520.45
SCHD0.110.040.561.000.560.68
VNQI0.120.200.520.561.000.76
VYMI0.140.180.450.680.761.00