permanent arnaud
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 25% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 0% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in permanent arnaud, 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 every year.
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX
Returns By Period
As of Apr 22, 2025, the permanent arnaud returned 5.18% Year-To-Date and 6.48% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| permanent arnaud | 5.32% | 1.54% | 4.16% | 15.61% | 7.89% | 6.49% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -10.31% | -6.78% | -9.34% | 6.00% | 14.93% | 10.87% |
GLD SPDR Gold Trust | 28.49% | 11.71% | 22.52% | 44.32% | 13.81% | 10.68% |
BND Vanguard Total Bond Market ETF | 1.62% | -0.96% | 0.53% | 6.07% | -1.07% | 1.28% |
BNDX Vanguard Total International Bond ETF | 1.18% | 1.58% | 1.79% | 5.76% | 0.21% | 1.82% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.26% | 0.33% | 2.16% | 4.82% | 2.52% | 1.75% |
Monthly Returns
The table below presents the monthly returns of permanent arnaud, 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 | 2.70% | 0.61% | 1.16% | 0.76% | 5.32% | ||||||||
| 2024 | -0.01% | 1.22% | 3.29% | -0.84% | 2.14% | 1.06% | 2.57% | 1.57% | 2.32% | 0.53% | 1.16% | -1.52% | 14.24% |
| 2023 | 4.07% | -2.56% | 3.42% | 0.73% | -0.43% | 1.22% | 1.63% | -0.89% | -2.99% | 0.83% | 4.28% | 2.71% | 12.34% |
| 2022 | -2.45% | 0.66% | 0.43% | -3.69% | -0.74% | -2.66% | 1.89% | -2.25% | -3.79% | 1.03% | 4.27% | -0.69% | -8.00% |
| 2021 | -1.11% | -1.13% | 0.38% | 2.40% | 1.94% | -0.86% | 1.35% | 0.75% | -2.28% | 2.26% | -0.55% | 1.78% | 4.90% |
| 2020 | 1.63% | -1.69% | -3.58% | 5.38% | 2.07% | 1.45% | 4.70% | 1.32% | -2.11% | -0.75% | 1.58% | 3.07% | 13.45% |
| 2019 | 3.19% | 0.81% | 0.51% | 0.96% | -0.91% | 4.18% | 0.47% | 2.12% | -0.53% | 1.34% | 0.22% | 1.71% | 14.87% |
| 2018 | 1.84% | -1.73% | -0.13% | -0.32% | 0.58% | -0.70% | 0.34% | 0.61% | -0.20% | -1.72% | 0.81% | -0.71% | -1.37% |
| 2017 | 1.87% | 1.91% | -0.11% | 0.93% | 0.40% | -0.28% | 1.19% | 1.36% | -0.36% | 0.39% | 0.90% | 1.01% | 9.56% |
| 2016 | 0.24% | 3.09% | 1.59% | 1.68% | -1.35% | 3.00% | 1.67% | -0.97% | 0.28% | -1.59% | -1.88% | 0.11% | 5.86% |
| 2015 | 2.07% | -0.53% | -0.69% | 0.03% | 0.33% | -1.08% | -0.97% | -0.79% | -0.96% | 2.46% | -1.56% | -0.70% | -2.44% |
| 2014 | 0.45% | 2.92% | -0.76% | 0.34% | -0.01% | 2.28% | -1.54% | 1.44% | -2.26% | 0.15% | 0.76% | 0.31% | 4.03% |
Expense Ratio
permanent arnaud has an expense ratio of 0.15%, 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 97, permanent arnaud is among the top 3% 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.31 | 0.58 | 1.08 | 0.32 | 1.35 |
GLD SPDR Gold Trust | 2.47 | 3.27 | 1.43 | 5.07 | 13.60 |
BND Vanguard Total Bond Market ETF | 1.19 | 1.72 | 1.21 | 0.46 | 3.05 |
BNDX Vanguard Total International Bond ETF | 1.61 | 2.33 | 1.28 | 0.68 | 7.25 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.56 | 250.49 | 145.62 | 443.54 | 4,071.48 |
Dividends
Dividend yield
permanent arnaud provided a 2.49% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.49% | 2.49% | 2.36% | 1.40% | 0.80% | 0.99% | 1.64% | 1.63% | 1.23% | 1.13% | 1.14% | 1.14% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
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% |
BND Vanguard Total Bond Market ETF | 3.73% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.24% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the permanent arnaud. 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 permanent arnaud was 13.01%, occurring on Oct 20, 2022. Recovery took 277 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.01% | Nov 15, 2021 | 235 | Oct 20, 2022 | 277 | Nov 28, 2023 | 512 |
| -11.5% | Feb 24, 2020 | 19 | Mar 19, 2020 | 50 | Jun 1, 2020 | 69 |
| -6.48% | Jan 23, 2015 | 249 | Jan 19, 2016 | 58 | Apr 12, 2016 | 307 |
| -5.54% | Jan 29, 2018 | 229 | Dec 24, 2018 | 36 | Feb 15, 2019 | 265 |
| -4.77% | Sep 7, 2016 | 71 | Dec 15, 2016 | 80 | Apr 12, 2017 | 151 |
Volatility
Volatility Chart
The current permanent arnaud volatility is 4.42%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.00, 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
| VTI | BIL | GLD | BNDX | BND | |
|---|---|---|---|---|---|
| VTI | 1.00 | 0.00 | 0.01 | -0.00 | -0.03 |
| BIL | 0.00 | 1.00 | 0.04 | 0.02 | 0.02 |
| GLD | 0.01 | 0.04 | 1.00 | 0.26 | 0.37 |
| BNDX | -0.00 | 0.02 | 0.26 | 1.00 | 0.72 |
| BND | -0.03 | 0.02 | 0.37 | 0.72 | 1.00 |