Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
GC=F Gold | 20% | |
IWM iShares Russell 2000 ETF | Small Cap Blend Equities | 20% |
IXUS iShares Core MSCI Total International Stock ETF | Foreign Large Cap Equities | 20% |
VOO Vanguard S&P 500 ETF | S&P 500 | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in the passive portfolio , 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.
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The earliest data available for this chart is Oct 24, 2012, corresponding to the inception date of IXUS
Returns By Period
As of Apr 9, 2026, the the passive portfolio returned 4.74% Year-To-Date and 10.69% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.51% | -0.19% | -0.92% | 0.43% | 36.13% | 18.22% | 10.44% | 12.72% |
Portfolio the passive portfolio | 2.39% | -0.41% | 4.74% | 7.36% | 39.98% | 17.99% | 9.56% | 10.69% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 2.52% | -0.08% | -0.61% | 1.02% | 37.67% | 19.83% | 12.02% | 14.63% |
GC=F Gold | 1.89% | -6.81% | 9.70% | 17.35% | 59.85% | 33.11% | 22.17% | 14.34% |
IXUS iShares Core MSCI Total International Stock ETF | 4.26% | 3.21% | 7.93% | 10.99% | 51.53% | 17.48% | 8.16% | 9.54% |
IWM iShares Russell 2000 ETF | 2.99% | 2.88% | 6.00% | 6.12% | 50.60% | 15.79% | 4.47% | 10.50% |
BND Vanguard Total Bond Market ETF | 0.19% | -0.64% | 0.50% | 1.20% | 5.72% | 3.37% | 0.30% | 1.68% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 25, 2012, the passive portfolio 's average daily return is +0.04%, while the average monthly return is +0.76%. At this rate, your investment would double in approximately 7.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +8.6%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, the passive portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.1%, while the worst single day was Mar 12, 2020 at -7.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.35% | 3.62% | -6.33% | 3.42% | 4.74% | ||||||||
| 2025 | 3.24% | -0.32% | -0.25% | 1.24% | 2.98% | 3.30% | 0.56% | 4.01% | 4.39% | 2.02% | 1.00% | 1.47% | 26.22% |
| 2024 | -0.96% | 2.44% | 3.84% | -2.45% | 3.39% | 0.61% | 4.11% | 1.42% | 2.49% | -1.09% | 2.93% | -3.32% | 13.87% |
| 2023 | 6.84% | -3.27% | 2.32% | 0.67% | -1.28% | 3.35% | 3.16% | -2.73% | -4.26% | -1.34% | 6.69% | 5.26% | 15.61% |
| 2022 | -4.29% | -0.06% | 0.88% | -6.23% | -0.22% | -5.63% | 4.73% | -3.27% | -7.25% | 4.04% | 6.16% | -2.31% | -13.62% |
| 2021 | 0.14% | 0.76% | 1.25% | 2.78% | 2.36% | -0.56% | 0.24% | 1.32% | -3.07% | 3.15% | -1.96% | 2.63% | 9.20% |
Benchmark Metrics
the passive portfolio has an annualized alpha of 1.63%, beta of 0.58, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 25, 2012.
- This portfolio participated in 64.39% of S&P 500 Index downside but only 61.70% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.58 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.63%
- Beta
- 0.58
- R²
- 0.78
- Upside Capture
- 61.70%
- Downside Capture
- 64.39%
Expense Ratio
the passive portfolio has an expense ratio of 0.07%, 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.
Return for Risk
Risk / Return Rank
the passive portfolio ranks 72 for risk / return — better than 72% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.10 | 2.19 | +0.91 |
Sortino ratioReturn per unit of downside risk | 4.45 | 3.49 | +0.96 |
Omega ratioGain probability vs. loss probability | 1.63 | 1.48 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 3.45 | 3.70 | -0.25 |
Martin ratioReturn relative to average drawdown | 14.70 | 16.45 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 80 | 2.30 | 3.63 | 1.50 | 3.94 | 17.63 |
GC=F Gold | 70 | 2.09 | 2.47 | 1.38 | 2.45 | 8.66 |
IXUS iShares Core MSCI Total International Stock ETF | 89 | 3.18 | 4.59 | 1.64 | 4.08 | 16.50 |
IWM iShares Russell 2000 ETF | 74 | 2.35 | 3.35 | 1.41 | 4.11 | 14.53 |
BND Vanguard Total Bond Market ETF | 33 | 1.42 | 2.09 | 1.25 | 1.57 | 5.07 |
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Dividends
Dividend yield
the passive portfolio provided a 1.81% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.81% | 1.85% | 1.88% | 1.80% | 1.65% | 1.48% | 1.36% | 1.79% | 1.86% | 1.60% | 1.70% | 1.80% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.15% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
GC=F Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXUS iShares Core MSCI Total International Stock ETF | 3.00% | 3.24% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.41% | 2.58% | 2.81% |
IWM iShares Russell 2000 ETF | 0.97% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
BND Vanguard Total Bond Market ETF | 3.91% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the the passive portfolio . 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 the passive portfolio was 22.91%, occurring on Mar 18, 2020. Recovery took 82 trading sessions.
The current the passive portfolio drawdown is 3.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.91% | Feb 20, 2020 | 20 | Mar 18, 2020 | 82 | Jul 15, 2020 | 102 |
| -21.84% | Nov 9, 2021 | 235 | Oct 14, 2022 | 346 | Mar 1, 2024 | 581 |
| -12.64% | Jan 29, 2018 | 229 | Dec 24, 2018 | 89 | May 3, 2019 | 318 |
| -12.63% | May 19, 2015 | 171 | Jan 20, 2016 | 119 | Jul 8, 2016 | 290 |
| -10.41% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 12, 2025 | 59 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | BND | GC=F | IWM | IXUS | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.03 | -0.01 | 0.82 | 0.80 | 1.00 | 0.85 |
| BND | -0.03 | 1.00 | 0.28 | -0.03 | 0.03 | -0.02 | 0.14 |
| GC=F | -0.01 | 0.28 | 1.00 | 0.01 | 0.14 | -0.01 | 0.36 |
| IWM | 0.82 | -0.03 | 0.01 | 1.00 | 0.73 | 0.82 | 0.85 |
| IXUS | 0.80 | 0.03 | 0.14 | 0.73 | 1.00 | 0.80 | 0.87 |
| VOO | 1.00 | -0.02 | -0.01 | 0.82 | 0.80 | 1.00 | 0.85 |
| Portfolio | 0.85 | 0.14 | 0.36 | 0.85 | 0.87 | 0.85 | 1.00 |