All-Weather 4 ETF V2.0
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 16% |
IAK iShares U.S. Insurance ETF | Financials Equities | 21% |
QQQ Invesco QQQ | Large Cap Blend Equities | 47% |
VDC Vanguard Consumer Staples ETF | Consumer Staples Equities | 16% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All-Weather 4 ETF V2.0, 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 May 5, 2006, corresponding to the inception date of IAK
Returns By Period
As of Jul 25, 2024, the All-Weather 4 ETF V2.0 returned 14.11% Year-To-Date and 13.80% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| All-Weather 4 ETF V2.0 | 13.26% | -1.03% | 10.12% | 21.40% | 15.56% | 13.78% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.73% |
VDC Vanguard Consumer Staples ETF | 9.18% | 0.71% | 8.45% | 7.10% | 8.70% | 8.84% |
IAK iShares U.S. Insurance ETF | 16.93% | 2.81% | 9.39% | 29.03% | 12.07% | 11.65% |
Monthly Returns
The table below presents the monthly returns of All-Weather 4 ETF V2.0, 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 | 2.21% | 3.92% | 3.69% | -2.86% | 4.49% | 2.24% | 13.26% | ||||||
| 2023 | 6.69% | -1.57% | 4.72% | 1.59% | 1.21% | 4.63% | 3.26% | -1.36% | -3.61% | 0.47% | 7.26% | 3.60% | 29.68% |
| 2022 | -4.27% | -0.96% | 3.95% | -7.68% | -1.26% | -5.99% | 5.81% | -2.98% | -7.80% | 6.25% | 5.68% | -4.79% | -14.53% |
| 2021 | -1.74% | 0.65% | 3.21% | 5.01% | 1.50% | 0.68% | 1.99% | 3.33% | -4.59% | 5.93% | -0.60% | 3.98% | 20.60% |
| 2020 | 2.11% | -6.50% | -8.65% | 10.45% | 4.69% | 4.03% | 7.16% | 6.31% | -4.56% | -1.57% | 8.52% | 4.89% | 27.80% |
| 2019 | 7.23% | 2.51% | 1.91% | 4.43% | -4.56% | 6.70% | 1.84% | -0.28% | 1.20% | 1.62% | 2.28% | 2.95% | 31.01% |
| 2018 | 5.32% | -2.99% | -2.01% | -0.27% | 1.72% | 0.20% | 2.91% | 2.65% | 0.07% | -5.00% | 0.68% | -6.07% | -3.33% |
| 2017 | 3.51% | 4.02% | 0.65% | 1.74% | 2.34% | -1.23% | 3.05% | 0.66% | -0.20% | 2.49% | 2.38% | 0.80% | 22.04% |
| 2016 | -3.73% | 0.89% | 5.05% | -0.65% | 1.99% | 0.48% | 3.91% | 0.73% | 0.83% | -1.21% | 0.19% | 1.49% | 10.12% |
| 2015 | -1.49% | 4.43% | -1.54% | 0.48% | 1.69% | -1.33% | 2.98% | -4.96% | -1.77% | 8.29% | -0.55% | -1.14% | 4.52% |
| 2014 | -2.77% | 4.79% | -1.10% | 0.48% | 2.10% | 3.06% | -1.45% | 4.40% | -1.78% | 2.05% | 3.29% | -0.65% | 12.74% |
| 2013 | 3.83% | 0.14% | 3.59% | 1.02% | 1.43% | -2.41% | 5.95% | -0.80% | 2.60% | 4.16% | 2.18% | 1.21% | 25.10% |
Expense Ratio
All-Weather 4 ETF V2.0 has an expense ratio of 0.26%, 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 risk-adjusted rank of All-Weather 4 ETF V2.0 is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
VDC Vanguard Consumer Staples ETF | 0.61 | 0.94 | 1.11 | 0.50 | 1.40 |
IAK iShares U.S. Insurance ETF | 2.33 | 3.10 | 1.40 | 4.65 | 13.67 |
Dividends
Dividend yield
All-Weather 4 ETF V2.0 granted a 0.98% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| All-Weather 4 ETF V2.0 | 0.98% | 1.02% | 1.11% | 1.02% | 1.09% | 1.13% | 1.36% | 1.13% | 1.23% | 1.21% | 1.30% | 1.07% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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% |
VDC Vanguard Consumer Staples ETF | 2.53% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% | 2.21% |
IAK iShares U.S. Insurance ETF | 1.34% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% | 1.13% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the All-Weather 4 ETF V2.0. 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 All-Weather 4 ETF V2.0 was 47.69%, occurring on Mar 9, 2009. Recovery took 406 trading sessions.
The current All-Weather 4 ETF V2.0 drawdown is 3.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.69% | Nov 1, 2007 | 339 | Mar 9, 2009 | 406 | Oct 15, 2010 | 745 |
| -27.01% | Feb 20, 2020 | 23 | Mar 23, 2020 | 76 | Jul 10, 2020 | 99 |
| -20.34% | Dec 28, 2021 | 202 | Oct 14, 2022 | 167 | Jun 15, 2023 | 369 |
| -15.2% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -12.36% | May 2, 2011 | 108 | Oct 3, 2011 | 18 | Oct 27, 2011 | 126 |
Volatility
Volatility Chart
The current All-Weather 4 ETF V2.0 volatility is 3.41%, 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
| GLD | IAK | QQQ | VDC | |
|---|---|---|---|---|
| GLD | 1.00 | -0.01 | 0.04 | 0.04 |
| IAK | -0.01 | 1.00 | 0.56 | 0.61 |
| QQQ | 0.04 | 0.56 | 1.00 | 0.59 |
| VDC | 0.04 | 0.61 | 0.59 | 1.00 |