IIM Portfolio Hedged against blackswans
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BILL Bill.com Holdings, Inc. | Technology | 25% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Dec 12, 2019, corresponding to the inception date of BILL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| IIM Portfolio Hedged against blackswans | -2.94% | 6.78% | -2.09% | 17.22% | 10.24% | N/A |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 21.52% | -3.88% | 24.37% | 31.56% | 12.62% | 9.78% |
SPMO Invesco S&P 500® Momentum ETF | 10.94% | 19.19% | 12.47% | 30.99% | 21.91% | N/A |
BND Vanguard Total Bond Market ETF | 2.08% | 0.09% | 1.92% | 4.77% | -0.92% | 1.50% |
BILL Bill.com Holdings, Inc. | -45.39% | 13.91% | -45.38% | -21.96% | -9.51% | N/A |
Monthly Returns
The table below presents the monthly returns of IIM Portfolio Hedged against blackswans, 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 | 6.72% | -10.51% | -2.27% | 1.85% | 2.10% | -2.94% | |||||||
| 2024 | -0.05% | -1.63% | 5.39% | -3.53% | -1.28% | 2.69% | 0.19% | 4.09% | 1.18% | 3.15% | 15.66% | -3.11% | 23.60% |
| 2023 | 3.68% | -9.99% | 2.83% | -0.32% | 6.59% | 4.82% | 2.80% | -1.98% | -3.46% | -3.18% | -2.07% | 7.09% | 5.57% |
| 2022 | -8.60% | 6.25% | -0.67% | -9.74% | -6.59% | -4.60% | 7.50% | 3.42% | -9.02% | 2.83% | 1.46% | -2.39% | -20.09% |
| 2021 | -3.64% | 5.80% | -3.69% | 4.05% | 0.76% | 6.01% | 4.67% | 9.74% | -3.06% | 4.81% | -2.08% | -1.60% | 22.72% |
| 2020 | 10.59% | 2.22% | -15.53% | 22.47% | 8.36% | 12.06% | 5.79% | 3.41% | -1.20% | -1.43% | 6.52% | 5.60% | 70.21% |
| 2019 | 3.15% | 3.15% |
Expense Ratio
IIM Portfolio Hedged against blackswans has an expense ratio of 0.14%, 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
The current rank of IIM Portfolio Hedged against blackswans is 51, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 1.90 | 2.66 | 1.34 | 4.30 | 11.04 |
SPMO Invesco S&P 500® Momentum ETF | 1.25 | 1.85 | 1.27 | 1.62 | 5.84 |
BND Vanguard Total Bond Market ETF | 0.86 | 1.37 | 1.16 | 0.40 | 2.40 |
BILL Bill.com Holdings, Inc. | -0.36 | -0.05 | 0.99 | -0.24 | -0.74 |
Loading data...
Dividends
Dividend yield
IIM Portfolio Hedged against blackswans provided a 1.06% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.06% | 1.04% | 1.18% | 1.07% | 0.62% | 0.87% | 1.03% | 0.97% | 0.83% | 1.11% | 0.73% | 0.70% |
| 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% |
SPMO Invesco S&P 500® Momentum ETF | 0.48% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BILL Bill.com Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the IIM Portfolio Hedged against blackswans. 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 IIM Portfolio Hedged against blackswans was 34.25%, occurring on Mar 10, 2023. Recovery took 438 trading sessions.
The current IIM Portfolio Hedged against blackswans drawdown is 10.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.25% | Nov 10, 2021 | 334 | Mar 10, 2023 | 438 | Dec 5, 2024 | 772 |
| -26.81% | Feb 20, 2020 | 20 | Mar 18, 2020 | 34 | May 6, 2020 | 54 |
| -20.88% | Feb 6, 2025 | 43 | Apr 8, 2025 | — | — | — |
| -13.63% | Feb 11, 2021 | 17 | Mar 8, 2021 | 83 | Jul 6, 2021 | 100 |
| -8.94% | May 11, 2020 | 11 | May 26, 2020 | 17 | Jun 18, 2020 | 28 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 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
| ^GSPC | GLD | BND | BILL | SPMO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.11 | 0.11 | 0.47 | 0.86 | 0.61 |
| GLD | 0.11 | 1.00 | 0.34 | 0.09 | 0.11 | 0.31 |
| BND | 0.11 | 0.34 | 1.00 | 0.15 | 0.09 | 0.27 |
| BILL | 0.47 | 0.09 | 0.15 | 1.00 | 0.43 | 0.93 |
| SPMO | 0.86 | 0.11 | 0.09 | 0.43 | 1.00 | 0.60 |
| Portfolio | 0.61 | 0.31 | 0.27 | 0.93 | 0.60 | 1.00 |