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Ardmal (Normal)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Ardmal (Normal)

Currency in USD · Last updated May 14, 2025

Asset Allocation

IAU 20%IBIT 20%O 15%VOO 10%VGT 10%SCHD 10%VNQ 15%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
IAU
iShares Gold Trust		Precious Metals, Gold
20%
IBIT
iShares Bitcoin Trust		Blockchain
20%
O
Realty Income Corporation		Real Estate
15%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
10%
VGT
Vanguard Information Technology ETF		Technology Equities
10%
VNQ
Vanguard Real Estate ETF		REIT
15%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
10%

Performance

Performance Chart

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The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.08%9.75%-1.63%12.74%15.66%10.77%
Ardmal (Normal)8.44%9.15%7.72%28.67%N/AN/A
Portfolio components:
VOO
Vanguard S&P 500 ETF		0.46%9.97%-1.04%14.18%17.41%12.74%
O
Realty Income Corporation		5.57%0.18%-0.66%5.93%7.63%6.86%
IAU
iShares Gold Trust		23.77%0.52%24.86%38.64%13.14%10.00%
VGT
Vanguard Information Technology ETF		-1.53%17.56%-1.61%18.50%20.95%19.99%
VNQ
Vanguard Real Estate ETF		0.32%5.78%-4.09%10.78%9.20%5.03%
IBIT
iShares Bitcoin Trust		12.38%25.07%16.79%65.61%N/AN/A
SCHD
Schwab US Dividend Equity ETF		-2.83%3.99%-7.32%3.02%13.75%10.50%
*Annualized

Monthly Returns

The table below presents the monthly returns of Ardmal (Normal), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.15%-2.00%-0.08%2.84%3.39%8.44%
2024-2.88%9.70%6.78%-5.54%5.04%-0.87%6.02%1.08%3.94%1.25%9.60%-4.11%32.61%

Expense Ratio

Ardmal (Normal) has an expense ratio of 0.14%, 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.

VOO
Vanguard S&P 500 ETF
IAU
iShares Gold Trust
IBIT
iShares Bitcoin Trust
VNQ
Vanguard Real Estate ETF
VGT
Vanguard Information Technology ETF
SCHD
Schwab US Dividend Equity ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, Ardmal (Normal) is among the top 8% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Ardmal (Normal) is 9292
Overall Rank
The Sharpe Ratio Rank of Ardmal (Normal) is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of Ardmal (Normal) is 9191
Sortino Ratio Rank
The Omega Ratio Rank of Ardmal (Normal) is 9191
Omega Ratio Rank
The Calmar Ratio Rank of Ardmal (Normal) is 9292
Calmar Ratio Rank
The Martin Ratio Rank of Ardmal (Normal) is 9494
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF		0.741.151.170.772.94
O
Realty Income Corporation		0.320.611.080.340.71
IAU
iShares Gold Trust		2.212.911.374.7012.43
VGT
Vanguard Information Technology ETF		0.621.071.150.712.32
VNQ
Vanguard Real Estate ETF		0.600.931.120.621.93
IBIT
iShares Bitcoin Trust		1.231.911.222.395.24
SCHD
Schwab US Dividend Equity ETF		0.190.421.060.220.71

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Ardmal (Normal) Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 1.64
  • All Time: 1.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.09, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Ardmal (Normal) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Ardmal (Normal) provided a 2.06% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.06%1.93%1.95%1.89%1.89%1.84%1.64%1.98%1.82%1.97%1.89%1.79%
Portfolio components:
VOO
Vanguard S&P 500 ETF		1.29%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
O
Realty Income Corporation		5.77%5.37%5.33%4.68%6.95%4.65%3.58%4.19%4.32%4.19%4.42%4.59%
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%
VGT
Vanguard Information Technology ETF		0.52%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%
VNQ
Vanguard Real Estate ETF		4.11%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
IBIT
iShares Bitcoin 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%
SCHD
Schwab US Dividend Equity ETF		3.95%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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 Ardmal (Normal). 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 Ardmal (Normal) was 12.86%, occurring on Apr 8, 2025. Recovery took 21 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.86%Feb 21, 202533Apr 8, 202521May 8, 202554
-6.44%Apr 9, 202417May 1, 202412May 17, 202429
-6.18%Jul 23, 202410Aug 5, 202412Aug 21, 202422
-5.64%Dec 17, 202417Jan 13, 20255Jan 21, 202522
-4.11%Aug 27, 20248Sep 6, 20245Sep 13, 202413

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 7 assets, with an effective number of assets of 6.45, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCIAUOIBITVGTSCHDVNQVOOPortfolio
^GSPC1.000.130.130.360.910.570.491.000.61
IAU0.131.000.160.110.110.090.180.140.34
O0.130.161.000.09-0.050.470.680.130.37
IBIT0.360.110.091.000.350.240.240.360.85
VGT0.910.11-0.050.351.000.340.290.910.52
SCHD0.570.090.470.240.341.000.720.570.52
VNQ0.490.180.680.240.290.721.000.500.56
VOO1.000.140.130.360.910.570.501.000.61
Portfolio0.610.340.370.850.520.520.560.611.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024