AANA Generic
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GSG iShares S&P GSCI Commodity-Indexed Trust | Commodities | 14.29% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 14.26% |
IWM iShares Russell 2000 ETF | Small Cap Growth Equities | 14.29% |
SGOL Aberdeen Standard Physical Gold Shares ETF | Precious Metals, Gold | 14.29% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 14.29% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 14.29% |
VNQ Vanguard Real Estate ETF | REIT | 14.29% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Sep 9, 2009, corresponding to the inception date of SGOL
Returns By Period
As of May 30, 2025, the AANA Generic returned 5.67% Year-To-Date and 6.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| AANA Generic | 5.67% | 2.25% | 2.56% | 12.81% | 10.65% | 6.65% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 0.98% | 6.45% | -0.84% | 13.58% | 15.83% | 12.73% |
IWM iShares Russell 2000 ETF | -6.51% | 5.11% | -14.01% | 3.14% | 9.58% | 6.59% |
VEA Vanguard FTSE Developed Markets ETF | 16.62% | 4.83% | 13.89% | 14.97% | 11.37% | 6.16% |
GSG iShares S&P GSCI Commodity-Indexed Trust | -2.34% | 0.38% | 0.66% | -5.05% | 16.71% | 0.04% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.28% | -1.38% | 1.37% | 6.45% | -2.90% | 0.86% |
VNQ Vanguard Real Estate ETF | 1.30% | 1.48% | -7.60% | 15.51% | 6.90% | 5.25% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 26.31% | -0.13% | 25.71% | 41.69% | 13.66% | 10.52% |
Monthly Returns
The table below presents the monthly returns of AANA Generic, 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 | 3.16% | 0.40% | -0.24% | -0.39% | 2.68% | 5.67% | |||||||
| 2024 | -0.77% | 2.09% | 3.77% | -2.95% | 2.94% | 0.67% | 3.83% | 1.43% | 1.99% | -1.10% | 2.59% | -3.39% | 11.31% |
| 2023 | 6.38% | -3.78% | 1.38% | 0.54% | -2.38% | 3.58% | 3.77% | -2.27% | -3.72% | -2.10% | 5.86% | 4.85% | 11.96% |
| 2022 | -2.74% | 1.17% | 2.74% | -3.96% | 0.40% | -6.21% | 4.01% | -3.87% | -7.92% | 4.40% | 4.82% | -2.69% | -10.38% |
| 2021 | 0.51% | 2.50% | 1.21% | 4.49% | 2.15% | 0.74% | 1.34% | 0.84% | -2.14% | 4.36% | -3.54% | 4.75% | 18.24% |
| 2020 | -1.08% | -5.14% | -12.73% | 6.08% | 4.45% | 2.55% | 4.56% | 2.77% | -2.78% | -1.63% | 7.63% | 4.81% | 7.87% |
| 2019 | 7.23% | 2.03% | 1.00% | 1.74% | -3.51% | 4.94% | 0.24% | 0.26% | 0.85% | 1.84% | 0.68% | 2.64% | 21.42% |
| 2018 | 1.87% | -3.78% | 0.81% | 0.94% | 1.67% | 0.19% | 0.27% | 1.24% | -0.24% | -5.06% | -0.19% | -4.94% | -7.32% |
| 2017 | 1.37% | 2.09% | -0.49% | 0.74% | 0.30% | 0.37% | 1.96% | 0.59% | 1.15% | 1.06% | 1.51% | 1.15% | 12.41% |
| 2016 | -2.71% | 1.12% | 4.85% | 2.44% | -0.02% | 2.68% | 1.36% | -0.68% | 0.78% | -2.99% | 0.05% | 2.16% | 9.14% |
| 2015 | 0.77% | 1.45% | -1.01% | 0.78% | 0.16% | -1.74% | -1.55% | -3.34% | -2.05% | 4.05% | -1.76% | -2.02% | -6.30% |
| 2014 | -0.43% | 4.53% | -0.52% | 0.61% | 0.78% | 2.52% | -2.68% | 1.85% | -4.39% | 1.81% | -0.29% | -1.00% | 2.48% |
Expense Ratio
AANA Generic has an expense ratio of 0.22%, which is considered low. 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
The current rank of AANA Generic is 74, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.67 | 1.03 | 1.15 | 0.69 | 2.61 |
IWM iShares Russell 2000 ETF | 0.13 | 0.27 | 1.03 | 0.05 | 0.15 |
VEA Vanguard FTSE Developed Markets ETF | 0.88 | 1.17 | 1.16 | 0.97 | 2.93 |
GSG iShares S&P GSCI Commodity-Indexed Trust | -0.29 | -0.23 | 0.97 | -0.09 | -0.70 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.98 | 1.19 | 1.14 | 0.27 | 1.66 |
VNQ Vanguard Real Estate ETF | 0.86 | 1.12 | 1.15 | 0.56 | 2.34 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.36 | 3.14 | 1.40 | 5.16 | 14.17 |
Loading data...
Dividends
Dividend yield
AANA Generic provided a 1.86% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.86% | 1.88% | 1.82% | 1.70% | 1.24% | 1.37% | 1.64% | 1.97% | 1.70% | 1.87% | 1.76% | 1.78% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
IWM iShares Russell 2000 ETF | 1.20% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
VEA Vanguard FTSE Developed Markets ETF | 2.81% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
GSG iShares S&P GSCI Commodity-Indexed 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% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.72% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the AANA Generic. 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 AANA Generic was 25.98%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current AANA Generic drawdown is 0.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.98% | Feb 21, 2020 | 22 | Mar 23, 2020 | 165 | Nov 13, 2020 | 187 |
| -18.38% | Mar 30, 2022 | 125 | Sep 27, 2022 | 358 | Mar 1, 2024 | 483 |
| -16.9% | Jul 2, 2014 | 391 | Jan 20, 2016 | 272 | Feb 16, 2017 | 663 |
| -14.35% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -13.24% | Aug 30, 2018 | 80 | Dec 24, 2018 | 69 | Apr 4, 2019 | 149 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SGOL | IEF | GSG | VNQ | IWM | VEA | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | -0.26 | 0.35 | 0.65 | 0.85 | 0.82 | 1.00 | 0.83 |
| SGOL | 0.05 | 1.00 | 0.28 | 0.22 | 0.11 | 0.06 | 0.17 | 0.05 | 0.36 |
| IEF | -0.26 | 0.28 | 1.00 | -0.20 | -0.01 | -0.24 | -0.21 | -0.26 | -0.08 |
| GSG | 0.35 | 0.22 | -0.20 | 1.00 | 0.19 | 0.35 | 0.40 | 0.35 | 0.59 |
| VNQ | 0.65 | 0.11 | -0.01 | 0.19 | 1.00 | 0.65 | 0.58 | 0.65 | 0.73 |
| IWM | 0.85 | 0.06 | -0.24 | 0.35 | 0.65 | 1.00 | 0.75 | 0.85 | 0.83 |
| VEA | 0.82 | 0.17 | -0.21 | 0.40 | 0.58 | 0.75 | 1.00 | 0.82 | 0.84 |
| SPY | 1.00 | 0.05 | -0.26 | 0.35 | 0.65 | 0.85 | 0.82 | 1.00 | 0.83 |
| Portfolio | 0.83 | 0.36 | -0.08 | 0.59 | 0.73 | 0.83 | 0.84 | 0.83 | 1.00 |