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40% schd 10% gold

Last updated Feb 22, 2024

Asset Allocation


TLT 25%BIL 25%IAU 10%SCHD 40%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

25%

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%

S&P 500

Performance

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


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
3.80%
12.30%
40% schd 10% gold
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Feb 22, 2024, the 40% schd 10% gold returned -1.04% Year-To-Date and 6.03% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
40% schd 10% gold-1.04%-0.27%3.80%3.84%5.95%6.03%
SCHD
Schwab US Dividend Equity ETF
1.51%0.47%7.06%6.25%12.01%11.47%
IAU
iShares Gold Trust
-1.87%0.16%5.48%10.09%8.62%4.13%
TLT
iShares 20+ Year Treasury Bond ETF
-6.48%-2.30%-1.65%-4.93%-3.26%0.96%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.73%0.42%2.64%5.15%1.81%1.17%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.51%
20231.36%-1.37%-3.99%-2.05%5.27%4.94%

Sharpe Ratio

The current 40% schd 10% gold Sharpe ratio is 0.33. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.33

The Sharpe ratio of 40% schd 10% gold is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.33
1.79
40% schd 10% gold
Benchmark (^GSPC)
Portfolio components

Dividend yield

40% schd 10% gold granted a 3.54% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
40% schd 10% gold3.54%3.47%2.36%1.49%1.72%2.27%2.30%1.83%1.82%1.84%1.72%1.80%
SCHD
Schwab US Dividend Equity ETF
3.44%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
4.99%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Expense Ratio

The 40% schd 10% gold features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.25%
0.00%2.15%
0.15%
0.00%2.15%
0.14%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
1.79
40% schd 10% gold
0.33
SCHD
Schwab US Dividend Equity ETF
0.34
IAU
iShares Gold Trust
0.76
TLT
iShares 20+ Year Treasury Bond ETF
-0.37
BIL
SPDR Barclays 1-3 Month T-Bill ETF
18.79

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BILIAUSCHDTLT
BIL1.000.010.010.02
IAU0.011.000.030.27
SCHD0.010.031.00-0.27
TLT0.020.27-0.271.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-5.50%
-0.95%
40% schd 10% gold
Benchmark (^GSPC)
Portfolio components

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. The portfolio has not yet recovered.

The current 40% schd 10% gold drawdown is 5.50%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.57%Jan 3, 2022202Oct 20, 2022
-11.21%Feb 24, 202019Mar 19, 202027Apr 28, 202046
-7.76%Jan 23, 2015149Aug 25, 2015133Mar 7, 2016282
-6.48%Jan 29, 2018229Dec 24, 201836Feb 15, 2019265
-4.88%Aug 1, 201687Dec 1, 2016120May 25, 2017207

Volatility Chart

The current 40% schd 10% gold volatility is 2.42%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.42%
3.37%
40% schd 10% gold
Benchmark (^GSPC)
Portfolio components
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