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Cautious
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 30%SGOL 24%BCI 21%VT 25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

30%

SGOL
Aberdeen Standard Physical Gold Shares ETF
Precious Metals, Gold

24%

BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
Commodities, Actively Managed

21%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

25%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.45%
15.74%
Cautious
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 31, 2017, corresponding to the inception date of BCI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Cautious3.16%1.93%11.45%5.22%6.68%N/A
VT
Vanguard Total World Stock ETF
4.02%-1.42%14.66%17.13%9.59%8.39%
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
6.20%4.42%0.94%0.46%6.60%N/A
SGOL
Aberdeen Standard Physical Gold Shares ETF
15.55%10.57%24.24%18.74%13.22%6.03%
TLT
iShares 20+ Year Treasury Bond ETF
-9.22%-4.03%5.16%-12.28%-4.03%0.30%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.95%0.27%3.83%
2023-4.63%-0.56%5.21%3.72%

Expense Ratio

The Cautious features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.17%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


Cautious
Sharpe ratio
The chart of Sharpe ratio for Cautious, currently valued at 0.50, compared to the broader market-1.000.001.002.003.004.005.000.50
Sortino ratio
The chart of Sortino ratio for Cautious, currently valued at 0.78, compared to the broader market-2.000.002.004.006.000.78
Omega ratio
The chart of Omega ratio for Cautious, currently valued at 1.09, compared to the broader market0.801.001.201.401.601.801.09
Calmar ratio
The chart of Calmar ratio for Cautious, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.000.25
Martin ratio
The chart of Martin ratio for Cautious, currently valued at 1.30, compared to the broader market0.0010.0020.0030.0040.0050.001.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
1.452.121.251.124.92
BCI
abrdn Bloomberg All Commodity Strategy K-1 Free ETF
0.050.161.020.020.12
SGOL
Aberdeen Standard Physical Gold Shares ETF
1.382.131.251.373.73
TLT
iShares 20+ Year Treasury Bond ETF
-0.76-0.990.89-0.27-1.27

Sharpe Ratio

The current Cautious Sharpe ratio is 0.50. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.50

The Sharpe ratio of Cautious is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.50
1.89
Cautious
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Cautious granted a 2.48% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Cautious2.48%2.36%5.55%4.98%1.01%1.57%1.66%2.31%1.38%1.40%1.41%1.49%
VT
Vanguard Total World Stock ETF
2.14%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
3.70%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
3.90%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.42%
-3.66%
Cautious
Benchmark (^GSPC)
Portfolio components

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 6.42%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.49%Mar 9, 2022157Oct 20, 2022
-15.18%Mar 9, 20208Mar 18, 202057Jun 9, 202065
-8.9%Jan 29, 2018229Dec 24, 2018120Jun 18, 2019349
-5.39%Jan 6, 202158Mar 30, 202125May 5, 202183
-4.86%Aug 7, 202060Oct 30, 202032Dec 16, 202092

Volatility

Volatility Chart

The current Cautious volatility is 1.98%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
1.98%
3.44%
Cautious
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.

TLTVTSGOLBCI
TLT1.00-0.140.32-0.11
VT-0.141.000.100.35
SGOL0.320.101.000.31
BCI-0.110.350.311.00