Phoenix
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AOA iShares Core Aggressive Allocation ETF | Diversified Portfolio | 25% |
GARP iShares MSCI USA Quality GARP ETF | Large Cap Growth Equities | 25% |
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
SLV iShares Silver Trust | Precious Metals | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Phoenix, 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 3 months.
The earliest data available for this chart is Jan 16, 2020, corresponding to the inception date of GARP
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Phoenix | 3.64% | -1.94% | 0.35% | 16.76% | 14.61% | N/A |
| Portfolio components: | ||||||
AOA iShares Core Aggressive Allocation ETF | -3.41% | -4.70% | -5.26% | 7.43% | 10.05% | 6.91% |
GARP iShares MSCI USA Quality GARP ETF | -14.18% | -8.10% | -9.58% | 7.09% | 17.63% | N/A |
IAU iShares Gold Trust | 26.50% | 8.90% | 21.92% | 39.18% | 14.30% | 10.44% |
SLV iShares Silver Trust | 12.23% | -3.90% | -3.56% | 14.27% | 15.91% | 6.81% |
Monthly Returns
The table below presents the monthly returns of Phoenix, 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 | 5.17% | -1.09% | 1.34% | -1.69% | 3.64% | ||||||||
| 2024 | 0.02% | 3.18% | 5.74% | -0.40% | 7.41% | 1.16% | 1.04% | 1.46% | 4.29% | 1.05% | 0.54% | -2.04% | 25.65% |
| 2023 | 4.83% | -5.20% | 7.78% | 1.64% | -1.29% | 1.73% | 3.89% | -1.34% | -5.54% | 1.65% | 8.12% | 1.21% | 17.72% |
| 2022 | -4.74% | 1.85% | 1.72% | -7.17% | -2.62% | -5.79% | 4.30% | -5.64% | -4.09% | 2.72% | 8.77% | -0.21% | -11.54% |
| 2021 | -0.12% | -1.65% | -1.45% | 4.60% | 4.10% | -1.90% | 0.96% | 0.00% | -5.21% | 5.60% | -1.35% | 2.61% | 5.80% |
| 2020 | -0.85% | -5.67% | -9.13% | 9.33% | 7.52% | 2.98% | 13.59% | 7.33% | -7.75% | -1.30% | 1.99% | 8.59% | 26.48% |
Expense Ratio
Phoenix has an expense ratio of 0.29%, placing it in the medium range. 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 84, Phoenix is among the top 16% 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 | |
|---|---|---|---|---|---|
AOA iShares Core Aggressive Allocation ETF | 0.51 | 0.81 | 1.11 | 0.55 | 2.65 |
GARP iShares MSCI USA Quality GARP ETF | 0.21 | 0.48 | 1.07 | 0.24 | 0.88 |
IAU iShares Gold Trust | 2.37 | 3.14 | 1.41 | 4.75 | 12.80 |
SLV iShares Silver Trust | 0.47 | 0.85 | 1.11 | 0.85 | 1.64 |
Dividends
Dividend yield
Phoenix provided a 0.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.72% | 0.67% | 0.74% | 0.99% | 0.58% | 0.61% | 0.62% | 0.59% | 1.27% | 0.50% | 0.54% | 0.54% |
| Portfolio components: | ||||||||||||
AOA iShares Core Aggressive Allocation ETF | 2.40% | 2.30% | 2.22% | 2.10% | 1.67% | 1.71% | 2.50% | 2.37% | 5.09% | 2.02% | 2.15% | 2.18% |
GARP iShares MSCI USA Quality GARP ETF | 0.48% | 0.39% | 0.75% | 1.85% | 0.67% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
SLV iShares Silver 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% |
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 Phoenix. 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 Phoenix was 24.57%, occurring on Mar 20, 2020. Recovery took 56 trading sessions.
The current Phoenix drawdown is 3.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.57% | Feb 20, 2020 | 22 | Mar 20, 2020 | 56 | Jun 10, 2020 | 78 |
| -23.65% | Nov 15, 2021 | 231 | Oct 14, 2022 | 281 | Nov 28, 2023 | 512 |
| -11.94% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -10.42% | Aug 7, 2020 | 33 | Sep 23, 2020 | 68 | Dec 30, 2020 | 101 |
| -9.87% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The current Phoenix volatility is 9.85%, 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
| IAU | GARP | SLV | AOA | |
|---|---|---|---|---|
| IAU | 1.00 | 0.11 | 0.77 | 0.22 |
| GARP | 0.11 | 1.00 | 0.22 | 0.83 |
| SLV | 0.77 | 0.22 | 1.00 | 0.34 |
| AOA | 0.22 | 0.83 | 0.34 | 1.00 |