Cautious
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | Commodities, Actively Managed | 21% |
SGOL Aberdeen Standard Physical Gold Shares ETF | Precious Metals, Gold | 24% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 30% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Mar 31, 2017, corresponding to the inception date of BCI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| Cautious | 6.92% | 1.58% | 7.02% | 11.07% | 6.62% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 4.47% | 9.07% | 2.76% | 12.12% | 14.77% | 9.01% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 4.76% | 1.22% | 7.98% | 3.49% | 13.34% | N/A |
SGOL Aberdeen Standard Physical Gold Shares ETF | 21.08% | -1.04% | 23.39% | 34.68% | 12.61% | 9.76% |
TLT iShares 20+ Year Treasury Bond ETF | -0.93% | -2.14% | -2.94% | -2.17% | -10.17% | -0.96% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.35% | 2.20% | 1.89% | -0.04% | -0.62% | 6.92% | |||||||
| 2024 | -0.95% | 0.27% | 3.83% | -1.56% | 2.81% | 0.50% | 2.09% | 1.71% | 3.34% | -1.43% | 0.83% | -2.71% | 8.83% |
| 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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 79, Cautious is among the top 21% 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.
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 | 0.69 | 1.12 | 1.16 | 0.77 | 3.39 |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 0.26 | 0.51 | 1.06 | 0.16 | 0.71 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.98 | 2.63 | 1.33 | 4.22 | 11.07 |
TLT iShares 20+ Year Treasury Bond ETF | -0.15 | -0.03 | 1.00 | -0.03 | -0.17 |
Loading data...
Dividends
Dividend yield
Cautious provided a 2.45% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.45% | 2.47% | 2.36% | 5.55% | 4.99% | 1.01% | 1.57% | 1.66% | 2.31% | 1.38% | 1.40% | 1.41% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.85% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 3.15% | 3.30% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% | 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 | 4.44% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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.
Loading data...
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. Recovery took 475 trading sessions.
The current Cautious drawdown is 1.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.49% | Mar 9, 2022 | 157 | Oct 20, 2022 | 475 | Sep 12, 2024 | 632 |
| -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 |
| -6.97% | Apr 3, 2025 | 4 | Apr 8, 2025 | 13 | Apr 28, 2025 | 17 |
| -5.39% | Jan 6, 2021 | 58 | Mar 30, 2021 | 25 | May 5, 2021 | 83 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.93, 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
| ^GSPC | TLT | SGOL | BCI | VT | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.11 | 0.05 | 0.29 | 0.96 | 0.44 |
| TLT | -0.11 | 1.00 | 0.30 | -0.08 | -0.10 | 0.49 |
| SGOL | 0.05 | 0.30 | 1.00 | 0.36 | 0.12 | 0.71 |
| BCI | 0.29 | -0.08 | 0.36 | 1.00 | 0.35 | 0.59 |
| VT | 0.96 | -0.10 | 0.12 | 0.35 | 1.00 | 0.52 |
| Portfolio | 0.44 | 0.49 | 0.71 | 0.59 | 0.52 | 1.00 |