Cautious
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Cautious, 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 Mar 31, 2017, corresponding to the inception date of BCI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Cautious | 4.60% | -0.42% | 6.44% | 6.98% | 5.93% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 10.09% | -0.31% | 9.27% | 15.40% | 10.32% | 8.42% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 1.03% | -3.74% | 0.31% | -4.60% | 6.17% | N/A |
SGOL Aberdeen Standard Physical Gold Shares ETF | 14.24% | 2.64% | 16.78% | 21.17% | 10.59% | 5.83% |
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -3.43% | -4.63% | 0.21% |
Monthly Returns
The table below presents the monthly returns of Cautious, 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 | -0.95% | 0.27% | 3.83% | -1.56% | 2.81% | 0.50% | 4.60% | ||||||
| 2023 | 5.39% | -4.57% | 4.11% | 0.52% | -2.76% | 1.81% | 2.12% | -2.14% | -4.63% | -0.56% | 5.21% | 3.72% | 7.77% |
| 2022 | -0.93% | 1.81% | 1.25% | -4.57% | -0.88% | -5.14% | 2.64% | -3.19% | -7.29% | -0.31% | 7.01% | -1.76% | -11.52% |
| 2021 | -1.44% | -1.09% | -1.51% | 4.37% | 2.82% | 0.18% | 2.20% | 0.38% | -1.60% | 2.91% | -1.52% | 1.82% | 7.51% |
| 2020 | 1.40% | -0.69% | -3.58% | 4.34% | 2.36% | 2.01% | 6.46% | 1.35% | -2.34% | -1.31% | 3.13% | 3.62% | 17.54% |
| 2019 | 3.84% | 0.37% | 1.45% | 0.05% | 0.12% | 4.31% | -0.09% | 4.32% | -0.92% | 1.40% | -0.66% | 1.76% | 16.95% |
| 2018 | 1.52% | -2.85% | 0.51% | -0.11% | 0.71% | -1.64% | -0.65% | -0.28% | -0.59% | -2.79% | 0.89% | -0.06% | -5.32% |
| 2017 | 0.87% | 0.70% | -0.10% | 1.51% | 2.25% | -1.12% | 0.96% | 0.55% | 1.98% | 7.82% |
Expense Ratio
Cautious has an expense ratio of 0.16%, 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 Cautious is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 1.32 | 1.92 | 1.23 | 0.99 | 4.23 |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | -0.50 | -0.61 | 0.93 | -0.24 | -1.25 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.46 | 2.09 | 1.26 | 1.63 | 7.11 |
TLT iShares 20+ Year Treasury Bond ETF | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
Dividends
Dividend yield
Cautious granted a 2.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Cautious | 2.46% | 2.36% | 5.55% | 4.98% | 1.01% | 1.57% | 1.66% | 2.31% | 1.38% | 1.40% | 1.41% | 1.49% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.96% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 3.89% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
TLT iShares 20+ Year Treasury Bond ETF | 3.85% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Cautious. 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 Cautious was 21.49%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current Cautious drawdown is 4.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.49% | Mar 9, 2022 | 157 | Oct 20, 2022 | — | — | — |
| -15.18% | Mar 9, 2020 | 8 | Mar 18, 2020 | 57 | Jun 9, 2020 | 65 |
| -8.9% | Jan 29, 2018 | 229 | Dec 24, 2018 | 120 | Jun 18, 2019 | 349 |
| -5.39% | Jan 6, 2021 | 58 | Mar 30, 2021 | 25 | May 5, 2021 | 83 |
| -4.86% | Aug 7, 2020 | 60 | Oct 30, 2020 | 32 | Dec 16, 2020 | 92 |
Volatility
Volatility Chart
The current Cautious volatility is 3.02%, 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
| TLT | VT | SGOL | BCI | |
|---|---|---|---|---|
| TLT | 1.00 | -0.12 | 0.32 | -0.10 |
| VT | -0.12 | 1.00 | 0.11 | 0.36 |
| SGOL | 0.32 | 0.11 | 1.00 | 0.33 |
| BCI | -0.10 | 0.36 | 0.33 | 1.00 |