Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^NDX NASDAQ 100 Index | 33.30% | |
GC=F Gold | 33.35% | |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds, Long-Term Bond | 33.35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 33 Nasdaq/ TLT/ Gold, 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.
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The earliest data available for this chart is Jul 26, 2002, corresponding to the inception date of TLT
Returns By Period
As of Apr 3, 2026, the 33 Nasdaq/ TLT/ Gold returned 1.54% Year-To-Date and 11.04% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 33 Nasdaq/ TLT/ Gold | -0.37% | -4.59% | 1.54% | 6.69% | 24.14% | 18.42% | 10.60% | 11.04% |
| Portfolio components: | ||||||||
GC=F Gold | -1.68% | -7.92% | 8.72% | 22.48% | 49.77% | 33.33% | 22.19% | 14.46% |
^NDX NASDAQ 100 Index | 0.11% | -2.73% | -4.77% | -3.40% | 22.80% | 22.29% | 12.52% | 18.21% |
TLT iShares 20+ Year Treasury Bond ETF | 0.61% | -2.56% | 0.69% | -0.91% | -0.77% | -2.76% | -5.75% | -1.34% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 28, 2002, 33 Nasdaq/ TLT/ Gold's average daily return is +0.04%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Dec 2008 with a return of +9.8%, while the worst month was Oct 2008 at -11.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 33 Nasdaq/ TLT/ Gold closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.6%, while the worst single day was Jan 30, 2026 at -4.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.38% | 4.59% | -7.01% | 0.99% | 1.54% | ||||||||
| 2025 | 3.25% | 1.24% | 0.68% | 2.21% | 1.37% | 2.81% | 0.40% | 2.34% | 6.87% | 3.37% | 0.66% | 1.39% | 29.85% |
| 2024 | -0.36% | 1.03% | 3.42% | -2.39% | 3.49% | 2.77% | 1.95% | 1.99% | 3.50% | -0.46% | 1.19% | -2.06% | 14.75% |
| 2023 | 8.10% | -3.48% | 7.38% | 0.63% | 1.35% | 1.85% | 1.54% | -2.06% | -5.75% | -0.05% | 7.79% | 4.94% | 23.32% |
| 2022 | -4.72% | -0.01% | 0.43% | -7.90% | -2.57% | -3.90% | 3.39% | -4.11% | -6.92% | -1.32% | 6.47% | -1.89% | -21.50% |
| 2021 | -1.92% | -4.06% | -1.46% | 3.93% | 2.00% | 1.25% | 2.94% | 1.51% | -4.12% | 4.26% | 1.39% | 0.81% | 6.27% |
Benchmark Metrics
33 Nasdaq/ TLT/ Gold has an annualized alpha of 8.64%, beta of 0.27, and R² of 0.26 versus S&P 500 Index. Calculated based on daily prices since July 28, 2002.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (51.33%) than losses (22.97%) — typical of diversified or defensive assets.
- Beta of 0.27 may look defensive, but with R² of 0.26 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.26 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 8.64%
- Beta
- 0.27
- R²
- 0.26
- Upside Capture
- 51.33%
- Downside Capture
- 22.97%
Expense Ratio
33 Nasdaq/ TLT/ Gold has an expense ratio of 0.05%, 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.
Return for Risk
Risk / Return Rank
33 Nasdaq/ TLT/ Gold ranks 76 for risk / return — better than 76% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.88 | +0.82 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.37 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.69 | 1.39 | +1.30 |
Martin ratioReturn relative to average drawdown | 11.04 | 6.43 | +4.61 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GC=F Gold | 82 | 1.72 | 2.13 | 1.32 | 2.64 | 9.67 |
^NDX NASDAQ 100 Index | 71 | 1.01 | 1.58 | 1.22 | 1.86 | 6.73 |
TLT iShares 20+ Year Treasury Bond ETF | 10 | -0.07 | -0.01 | 1.00 | -0.09 | -0.19 |
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Dividends
Dividend yield
33 Nasdaq/ TLT/ Gold provided a 1.50% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.50% | 1.48% | 1.43% | 1.13% | 0.89% | 0.50% | 0.50% | 0.76% | 0.88% | 0.81% | 0.87% | 0.87% |
| Portfolio components: | ||||||||||||
GC=F 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% |
^NDX NASDAQ 100 Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.51% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
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 33 Nasdaq/ TLT/ Gold. 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 33 Nasdaq/ TLT/ Gold was 27.12%, occurring on Nov 3, 2022. Recovery took 354 trading sessions.
The current 33 Nasdaq/ TLT/ Gold drawdown is 6.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.12% | Nov 22, 2021 | 240 | Nov 3, 2022 | 354 | Apr 3, 2024 | 594 |
| -19.35% | Mar 19, 2008 | 200 | Nov 13, 2008 | 146 | May 29, 2009 | 346 |
| -13.54% | Mar 9, 2020 | 8 | Mar 18, 2020 | 16 | Apr 9, 2020 | 24 |
| -13.26% | Oct 5, 2012 | 191 | Jul 5, 2013 | 165 | Mar 3, 2014 | 356 |
| -10.87% | May 12, 2006 | 29 | Jun 14, 2006 | 132 | Nov 21, 2006 | 161 |
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
| Benchmark | GC=F | TLT | ^NDX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | -0.25 | 0.90 | 0.50 |
| GC=F | 0.01 | 1.00 | 0.14 | -0.00 | 0.63 |
| TLT | -0.25 | 0.14 | 1.00 | -0.21 | 0.34 |
| ^NDX | 0.90 | -0.00 | -0.21 | 1.00 | 0.57 |
| Portfolio | 0.50 | 0.63 | 0.34 | 0.57 | 1.00 |