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Land, Work & Cash
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAU 33.33%VOO 33.33%O 33.33%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
IAU
iShares Gold Trust
Precious Metals, Gold

33.33%

O
Realty Income Corporation
Real Estate

33.33%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Land, Work & Cash, 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


250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
283.65%
398.56%
Land, Work & Cash
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Jul 22, 2024, the Land, Work & Cash returned 12.13% Year-To-Date and 9.65% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Land, Work & Cash12.13%4.40%13.45%14.27%9.69%9.63%
VOO
Vanguard S&P 500 ETF
16.29%0.91%14.33%23.21%14.66%12.86%
O
Realty Income Corporation
3.24%8.88%6.66%-2.79%1.59%7.69%
IAU
iShares Gold Trust
16.12%3.26%18.51%21.93%10.86%6.05%

Monthly Returns

The table below presents the monthly returns of Land, Work & Cash, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.52%0.75%5.43%-0.49%1.86%1.15%12.13%
20236.47%-4.41%3.72%0.71%-1.94%1.84%2.64%-3.48%-6.49%0.18%8.51%4.28%11.46%
2022-3.21%-0.37%3.36%-3.49%-1.47%-3.01%5.14%-4.89%-8.89%4.59%5.11%-0.68%-8.54%
2021-2.96%-0.36%3.28%6.04%2.47%-2.34%3.53%1.98%-5.96%6.19%-0.89%4.59%15.83%
20203.80%-5.36%-14.39%10.11%2.87%4.17%6.07%3.34%-3.24%-2.50%3.22%4.90%11.11%
20196.70%1.29%2.43%-0.39%-1.49%4.61%0.76%4.31%0.98%3.90%-1.95%1.05%24.17%
20180.84%-4.19%1.03%-0.81%2.36%-0.40%1.77%2.27%-0.86%0.57%3.08%-1.48%4.02%
20173.74%3.38%-0.89%0.35%-1.37%-0.27%2.73%1.88%-0.52%-1.41%2.26%2.28%12.65%
20162.99%5.64%4.12%0.14%-0.97%8.20%3.02%-3.62%0.91%-5.27%-3.44%1.45%13.02%
20156.63%-2.92%-0.09%-2.58%-0.17%-1.85%1.58%-3.45%0.85%5.18%-1.76%0.77%1.67%
20143.16%6.89%-3.52%2.67%-0.17%3.71%-2.55%2.87%-5.28%4.23%1.22%1.46%14.95%
20134.58%0.53%1.39%2.50%-4.95%-6.12%5.53%-1.99%-0.35%3.11%-3.51%-0.73%-0.75%

Expense Ratio

Land, Work & Cash has an expense ratio of 0.09%, 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.


Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Land, Work & Cash 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.


The Risk-Adjusted Performance Rank of Land, Work & Cash is 2929
Land, Work & Cash
The Sharpe Ratio Rank of Land, Work & Cash is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of Land, Work & Cash is 2929Sortino Ratio Rank
The Omega Ratio Rank of Land, Work & Cash is 3333Omega Ratio Rank
The Calmar Ratio Rank of Land, Work & Cash is 3535Calmar Ratio Rank
The Martin Ratio Rank of Land, Work & Cash is 1919Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Land, Work & Cash
Sharpe ratio
The chart of Sharpe ratio for Land, Work & Cash, currently valued at 1.31, compared to the broader market-1.000.001.002.003.004.001.31
Sortino ratio
The chart of Sortino ratio for Land, Work & Cash, currently valued at 1.87, compared to the broader market-2.000.002.004.006.001.87
Omega ratio
The chart of Omega ratio for Land, Work & Cash, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.24
Calmar ratio
The chart of Calmar ratio for Land, Work & Cash, currently valued at 1.07, compared to the broader market0.002.004.006.008.0010.001.07
Martin ratio
The chart of Martin ratio for Land, Work & Cash, currently valued at 3.10, compared to the broader market0.0010.0020.0030.0040.003.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.992.801.351.937.76
O
Realty Income Corporation
-0.060.061.01-0.03-0.09
IAU
iShares Gold Trust
1.532.191.281.697.47

Sharpe Ratio

The current Land, Work & Cash Sharpe ratio is 1.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Land, Work & Cash with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.31
1.82
Land, Work & Cash
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Land, Work & Cash granted a 2.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Land, Work & Cash2.23%2.26%2.12%1.71%2.02%1.86%2.08%2.08%2.06%2.17%2.15%2.56%
VOO
Vanguard S&P 500 ETF
1.31%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
O
Realty Income Corporation
5.36%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
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%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.28%
-2.86%
Land, Work & Cash
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Land, Work & Cash. 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 Land, Work & Cash was 28.81%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Land, Work & Cash drawdown is 1.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.81%Feb 24, 202021Mar 23, 202094Aug 5, 2020115
-19.6%Apr 21, 2022123Oct 14, 2022301Dec 27, 2023424
-13.84%May 21, 201324Jun 24, 2013250Jun 20, 2014274
-12.46%Aug 2, 201686Dec 1, 2016193Sep 8, 2017279
-12.27%Jan 28, 2015154Sep 4, 2015109Feb 11, 2016263

Volatility

Volatility Chart

The current Land, Work & Cash volatility is 2.67%, 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%FebruaryMarchAprilMayJuneJuly
2.67%
2.76%
Land, Work & Cash
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IAUVOOO
IAU1.000.030.11
VOO0.031.000.41
O0.110.411.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010