gb mod
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in gb mod, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Nov 13, 2024, the gb mod returned 9.61% Year-To-Date and 5.74% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| gb mod | 9.25% | -0.32% | 5.96% | 16.52% | 5.97% | 5.70% |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.57% | 0.40% | 2.57% | 5.29% | 2.27% | 1.55% |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
IAU iShares Gold Trust | 24.49% | -3.01% | 7.67% | 30.69% | 11.74% | 7.80% |
IJS iShares S&P SmallCap 600 Value ETF | 12.30% | 6.44% | 12.92% | 27.51% | 9.60% | 8.75% |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.22% | -1.44% | 2.11% | 4.73% | -0.22% | 1.11% |
TLT iShares 20+ Year Treasury Bond ETF | -6.14% | -3.91% | -0.56% | 4.03% | -5.92% | -0.37% |
Monthly Returns
The table below presents the monthly returns of gb mod, 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 | -1.17% | -0.04% | 3.22% | -2.36% | 2.09% | 0.13% | 5.00% | 1.19% | 1.91% | -0.74% | 9.25% | ||
| 2023 | 4.87% | -3.16% | 1.95% | 0.00% | -2.09% | 1.20% | 1.71% | -1.59% | -3.88% | -0.88% | 4.81% | 4.98% | 7.65% |
| 2022 | -2.35% | 0.96% | -0.82% | -3.81% | 0.27% | -3.21% | 2.28% | -3.08% | -5.28% | 2.63% | 4.89% | -1.52% | -9.14% |
| 2021 | -0.36% | 0.37% | 1.37% | 1.80% | 2.74% | -1.27% | 0.73% | 0.42% | -2.06% | 1.38% | -0.42% | 2.02% | 6.80% |
| 2020 | 1.25% | -1.48% | -3.02% | 5.45% | 1.47% | 1.11% | 4.00% | 0.81% | -1.97% | -0.06% | 4.19% | 3.01% | 15.38% |
| 2019 | 3.52% | 1.00% | 0.41% | 0.75% | -0.97% | 4.19% | 0.48% | 2.52% | 0.15% | 1.00% | 0.00% | 1.09% | 14.95% |
| 2018 | 0.71% | -2.35% | 0.50% | -0.59% | 1.40% | -0.34% | 0.36% | 0.82% | -0.93% | -2.25% | 1.17% | -0.53% | -2.10% |
| 2017 | 1.02% | 1.67% | -0.17% | 0.89% | 0.31% | -0.09% | 0.91% | 1.07% | 0.45% | 0.40% | 1.24% | 0.87% | 8.90% |
| 2016 | 1.18% | 3.33% | 2.03% | 1.17% | -0.97% | 3.74% | 1.84% | -0.87% | 0.29% | -2.14% | -0.88% | 0.46% | 9.40% |
| 2015 | 2.32% | -0.87% | -0.26% | -0.57% | 0.05% | -1.42% | -0.88% | -0.88% | -0.33% | 2.51% | -1.11% | -1.08% | -2.59% |
| 2014 | 0.70% | 2.72% | -0.35% | 0.43% | 0.37% | 1.89% | -1.84% | 2.11% | -2.56% | 1.42% | 0.98% | 0.81% | 6.74% |
| 2013 | 1.06% | -0.08% | 1.62% | -0.30% | -1.61% | -2.79% | 2.94% | -0.35% | 0.80% | 1.55% | -0.38% | -0.85% | 1.49% |
Expense Ratio
gb mod has an expense ratio of 0.13%, 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 gb mod is 44, 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 | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.42 | 273.58 | 158.96 | 483.90 | 4,456.44 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
IAU iShares Gold Trust | 2.16 | 2.88 | 1.38 | 4.13 | 13.70 |
IJS iShares S&P SmallCap 600 Value ETF | 1.59 | 2.38 | 1.29 | 2.16 | 7.61 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.16 | 1.72 | 1.21 | 0.44 | 3.64 |
TLT iShares 20+ Year Treasury Bond ETF | 0.43 | 0.70 | 1.08 | 0.14 | 1.05 |
Dividends
Dividend yield
gb mod provided a 2.64% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.64% | 2.27% | 1.67% | 1.39% | 1.57% | 1.81% | 1.79% | 1.47% | 1.47% | 1.54% | 1.41% | 1.44% |
| Portfolio components: | ||||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
IAU iShares 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% |
IJS iShares S&P SmallCap 600 Value ETF | 1.42% | 1.42% | 1.47% | 1.52% | 1.00% | 1.66% | 1.75% | 1.41% | 1.22% | 1.59% | 1.41% | 1.18% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.58% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
TLT iShares 20+ Year Treasury Bond ETF | 4.10% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 gb mod. 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 gb mod was 15.47%, occurring on Sep 27, 2022. Recovery took 410 trading sessions.
The current gb mod drawdown is 1.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.47% | Nov 10, 2021 | 221 | Sep 27, 2022 | 410 | May 15, 2024 | 631 |
| -10.96% | Feb 24, 2020 | 18 | Mar 18, 2020 | 29 | Apr 29, 2020 | 47 |
| -6.39% | Jan 23, 2015 | 249 | Jan 19, 2016 | 31 | Mar 3, 2016 | 280 |
| -5.59% | Jan 29, 2018 | 229 | Dec 24, 2018 | 33 | Feb 12, 2019 | 262 |
| -5.51% | Apr 10, 2013 | 55 | Jun 26, 2013 | 82 | Oct 22, 2013 | 137 |
Volatility
Volatility Chart
The current gb mod volatility is 1.95%, 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
| BIL | IAU | SCHD | IJS | TLT | VGIT | |
|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.02 | 0.01 | -0.01 | 0.02 | 0.03 |
| IAU | 0.02 | 1.00 | 0.03 | 0.03 | 0.26 | 0.35 |
| SCHD | 0.01 | 0.03 | 1.00 | 0.80 | -0.25 | -0.20 |
| IJS | -0.01 | 0.03 | 0.80 | 1.00 | -0.25 | -0.22 |
| TLT | 0.02 | 0.26 | -0.25 | -0.25 | 1.00 | 0.84 |
| VGIT | 0.03 | 0.35 | -0.20 | -0.22 | 0.84 | 1.00 |