40% schd 10% gold
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 25% |
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 40% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 40% schd 10% 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 Quarterly
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Aug 27, 2024, the 40% schd 10% gold returned 8.19% Year-To-Date and 6.28% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| 40% schd 10% gold | 8.19% | 2.66% | 8.88% | 13.38% | 6.10% | 6.28% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
IAU iShares Gold Trust | 21.91% | 5.55% | 23.91% | 30.82% | 10.36% | 6.74% |
TLT iShares 20+ Year Treasury Bond ETF | 1.58% | 5.89% | 7.73% | 7.06% | -5.59% | 0.53% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.45% | 0.41% | 2.61% | 5.33% | 2.12% | 1.44% |
Monthly Returns
The table below presents the monthly returns of 40% schd 10% gold, 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 | -0.53% | 0.34% | 3.05% | -3.00% | 1.79% | 0.54% | 4.05% | 8.19% | |||||
| 2023 | 3.38% | -3.04% | 1.73% | -0.06% | -2.44% | 2.04% | 1.36% | -1.37% | -3.99% | -2.05% | 5.27% | 4.94% | 5.36% |
| 2022 | -2.24% | -0.56% | 0.03% | -4.22% | 0.69% | -3.68% | 1.93% | -2.50% | -5.28% | 2.85% | 5.46% | -1.73% | -9.37% |
| 2021 | -1.59% | 0.42% | 2.53% | 1.87% | 2.07% | -0.08% | 1.44% | 0.73% | -2.54% | 2.52% | -0.21% | 2.71% | 10.15% |
| 2020 | 1.69% | -1.93% | -2.44% | 6.00% | 1.39% | 0.06% | 4.34% | 0.78% | -1.34% | -0.74% | 5.24% | 1.67% | 15.29% |
| 2019 | 2.85% | 1.34% | 1.86% | 0.77% | -1.24% | 3.90% | 0.79% | 3.02% | 0.47% | 0.56% | 0.74% | 0.53% | 16.63% |
| 2018 | 1.36% | -3.23% | -0.17% | -1.03% | 1.13% | 0.14% | 1.26% | 1.10% | -0.20% | -2.84% | 1.84% | -1.16% | -1.93% |
| 2017 | 0.55% | 2.09% | -0.14% | 0.68% | 1.17% | -0.02% | 0.75% | 1.27% | 0.24% | 1.37% | 1.95% | 1.49% | 11.97% |
| 2016 | 1.04% | 2.27% | 2.28% | 0.26% | 0.12% | 3.78% | 1.89% | -0.71% | -0.23% | -2.00% | -1.50% | 0.68% | 8.01% |
| 2015 | 2.08% | -0.30% | -0.88% | -0.57% | -0.32% | -2.48% | 0.75% | -1.96% | 0.08% | 3.66% | -0.73% | -0.49% | -1.30% |
| 2014 | 0.12% | 2.30% | 0.61% | 1.30% | 0.98% | 1.07% | -0.89% | 2.59% | -1.23% | 1.19% | 1.90% | 0.58% | 10.98% |
| 2013 | 1.41% | 0.67% | 2.00% | 1.61% | -1.72% | -2.00% | 2.00% | -1.20% | 0.68% | 2.31% | -0.17% | -0.01% | 5.59% |
Expense Ratio
40% schd 10% gold has an expense ratio of 0.12%, 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 40% schd 10% gold is 29, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
IAU iShares Gold Trust | 2.18 | 3.06 | 1.39 | 2.52 | 12.60 |
TLT iShares 20+ Year Treasury Bond ETF | 0.45 | 0.74 | 1.09 | 0.16 | 1.11 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.72 | 340.68 | 241.91 | 491.43 | 5,551.25 |
Dividends
Dividend yield
40% schd 10% gold granted a 3.58% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 40% schd 10% gold | 3.58% | 3.47% | 2.36% | 1.49% | 1.72% | 2.27% | 2.30% | 1.83% | 1.82% | 1.84% | 1.72% | 1.80% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.39% | 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% |
TLT iShares 20+ Year Treasury Bond ETF | 3.66% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.23% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 40% schd 10% 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 40% schd 10% gold was 15.57%, occurring on Oct 20, 2022. Recovery took 434 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.57% | Jan 3, 2022 | 202 | Oct 20, 2022 | 434 | Jul 16, 2024 | 636 |
| -11.21% | Feb 24, 2020 | 19 | Mar 19, 2020 | 27 | Apr 28, 2020 | 46 |
| -7.76% | Jan 23, 2015 | 149 | Aug 25, 2015 | 133 | Mar 7, 2016 | 282 |
| -6.48% | Jan 29, 2018 | 229 | Dec 24, 2018 | 36 | Feb 15, 2019 | 265 |
| -4.88% | Aug 1, 2016 | 87 | Dec 1, 2016 | 120 | May 25, 2017 | 207 |
Volatility
Volatility Chart
The current 40% schd 10% gold volatility is 1.99%, 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 | SCHD | IAU | TLT | |
|---|---|---|---|---|
| BIL | 1.00 | 0.01 | 0.02 | 0.02 |
| SCHD | 0.01 | 1.00 | 0.03 | -0.25 |
| IAU | 0.02 | 0.03 | 1.00 | 0.26 |
| TLT | 0.02 | -0.25 | 0.26 | 1.00 |