2064
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
SGLP.L Invesco Physical Gold A | Precious Metals | 10% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 48% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 32% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2064, 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 Dec 16, 2011, corresponding to the inception date of SGLP.L
Returns By Period
As of Sep 20, 2024, the 2064 returned 19.28% Year-To-Date and 18.12% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| 2064 | 19.41% | 1.78% | 9.50% | 37.29% | 14.97% | 18.06% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 49.52% | 3.30% | -0.92% | 137.86% | 44.39% | 64.49% |
SPY SPDR S&P 500 ETF | 20.89% | 1.85% | 9.90% | 33.74% | 15.57% | 13.11% |
SGLP.L Invesco Physical Gold A | 25.18% | 2.98% | 18.81% | 34.77% | 11.34% | 7.54% |
TLT iShares 20+ Year Treasury Bond ETF | 3.06% | 0.86% | 7.75% | 13.83% | -4.62% | 0.97% |
Monthly Returns
The table below presents the monthly returns of 2064, 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 | 0.03% | 6.24% | 4.72% | -5.11% | 4.52% | 1.61% | 2.46% | 1.21% | 19.41% | ||||
| 2023 | 9.99% | -3.26% | 7.05% | 1.24% | -1.50% | 4.09% | 0.61% | -2.97% | -4.96% | 0.83% | 8.56% | 6.46% | 27.83% |
| 2022 | -5.59% | -0.30% | 0.79% | -9.09% | -2.41% | -7.62% | 6.70% | -5.19% | -7.68% | 2.28% | 4.04% | -3.74% | -25.61% |
| 2021 | -0.45% | 3.03% | 5.21% | 3.51% | -2.29% | 1.31% | 4.51% | 2.69% | -4.30% | 8.44% | -0.46% | -0.62% | 21.83% |
| 2020 | 5.78% | -2.42% | -5.94% | 10.53% | 3.11% | 0.80% | 7.63% | 2.14% | -2.91% | 0.39% | 10.44% | 9.73% | 44.83% |
| 2019 | 3.54% | 2.15% | 3.09% | 4.26% | 6.66% | 10.30% | 0.28% | 3.12% | -1.44% | 2.11% | -0.67% | 0.41% | 38.80% |
| 2018 | -1.03% | -2.85% | -3.13% | 2.82% | -0.80% | -1.42% | 3.29% | 0.59% | -1.29% | -4.51% | -2.18% | -2.30% | -12.35% |
| 2017 | 1.63% | 4.86% | -1.24% | 3.81% | 9.99% | 2.28% | 2.54% | 8.63% | -1.58% | 6.11% | 10.18% | 7.69% | 69.67% |
| 2016 | -1.38% | 3.72% | 2.44% | 1.19% | 2.35% | 6.34% | 1.83% | -1.26% | 0.09% | -1.03% | -0.79% | 4.43% | 19.10% |
| 2015 | -0.89% | 1.11% | -1.01% | -1.02% | -0.26% | -1.12% | 2.73% | -4.86% | -0.45% | 7.51% | 1.77% | 0.99% | 4.10% |
| 2014 | 1.62% | -0.71% | -0.90% | 0.83% | 5.49% | 1.62% | -1.55% | 1.63% | -3.36% | 0.37% | 3.49% | -0.38% | 8.14% |
| 2013 | 6.26% | 8.26% | 40.54% | 6.71% | -2.49% | -6.15% | 3.53% | 1.86% | 0.93% | 7.82% | 63.02% | -15.40% | 149.90% |
Expense Ratio
2064 has an expense ratio of 0.10%, 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 2064 is 65, 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
SPY SPDR S&P 500 ETF | 2.41 | 3.20 | 1.44 | 1.20 | 14.61 |
SGLP.L Invesco Physical Gold A | 2.65 | 3.45 | 1.46 | 2.68 | 16.29 |
TLT iShares 20+ Year Treasury Bond ETF | 0.58 | 0.87 | 1.10 | 0.03 | 1.71 |
Dividends
Dividend yield
2064 granted a 1.61% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2064 | 1.61% | 1.75% | 1.65% | 1.06% | 1.21% | 1.56% | 1.82% | 1.64% | 1.81% | 1.83% | 1.75% | 1.91% |
| Portfolio components: | ||||||||||||
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 0.92% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
SGLP.L Invesco Physical Gold A | 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 | 3.65% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 2064. 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 2064 was 31.48%, occurring on Nov 9, 2022. Recovery took 486 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.48% | Nov 10, 2021 | 365 | Nov 9, 2022 | 486 | Mar 9, 2024 | 851 |
| -25.79% | Dec 5, 2013 | 14 | Dec 18, 2013 | 846 | Apr 12, 2016 | 860 |
| -23.53% | Dec 17, 2017 | 374 | Dec 25, 2018 | 177 | Jun 20, 2019 | 551 |
| -20.5% | Feb 24, 2020 | 24 | Mar 18, 2020 | 61 | May 18, 2020 | 85 |
| -18.79% | Apr 11, 2013 | 86 | Jul 5, 2013 | 125 | Nov 7, 2013 | 211 |
Volatility
Volatility Chart
The current 2064 volatility is 3.11%, 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
| BTC-USD | SGLP.L | SPY | TLT | |
|---|---|---|---|---|
| BTC-USD | 1.00 | 0.06 | 0.11 | -0.02 |
| SGLP.L | 0.06 | 1.00 | 0.03 | 0.20 |
| SPY | 0.11 | 0.03 | 1.00 | -0.21 |
| TLT | -0.02 | 0.20 | -0.21 | 1.00 |