Ardmal Bear
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 35% |
O Realty Income Corporation | Real Estate | 30% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 19, 2025, the Ardmal Bear returned 9.08% Year-To-Date and 10.11% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| Ardmal Bear | 9.08% | -0.92% | 5.90% | 14.52% | 12.02% | 10.14% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -1.76% | 4.64% | -5.90% | 3.48% | 13.28% | 10.70% |
O Realty Income Corporation | 7.84% | -3.12% | 1.92% | 7.86% | 8.35% | 7.34% |
GLD SPDR Gold Trust | 21.52% | -3.88% | 22.05% | 31.56% | 12.37% | 9.83% |
Monthly Returns
The table below presents the monthly returns of Ardmal Bear, 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 | 3.87% | 2.98% | 3.64% | -0.71% | -0.90% | 9.08% | |||||||
| 2024 | -1.89% | -0.25% | 6.00% | -0.69% | 1.01% | -0.02% | 6.83% | 4.20% | 2.82% | -0.26% | -0.10% | -4.96% | 12.77% |
| 2023 | 4.94% | -4.67% | 2.30% | -0.09% | -3.41% | 1.35% | 2.99% | -3.25% | -6.10% | -0.17% | 7.26% | 4.72% | 5.01% |
| 2022 | -2.35% | 0.17% | 2.96% | -2.04% | -0.21% | -3.22% | 3.08% | -4.27% | -7.99% | 5.51% | 5.79% | 0.02% | -3.42% |
| 2021 | -2.84% | 0.71% | 4.83% | 4.79% | 3.56% | -3.55% | 2.80% | 1.63% | -5.42% | 5.06% | -0.35% | 5.45% | 17.13% |
| 2020 | 3.01% | -5.64% | -13.41% | 10.15% | 2.57% | 3.03% | 6.03% | 2.73% | -2.86% | -1.35% | 4.00% | 4.63% | 11.27% |
| 2019 | 5.92% | 1.54% | 2.08% | -0.45% | -2.03% | 5.02% | 0.79% | 4.37% | 1.34% | 3.46% | -2.00% | 1.00% | 22.75% |
| 2018 | 0.83% | -4.77% | 0.92% | -1.31% | 1.99% | -0.55% | 2.03% | 1.75% | -0.55% | 0.60% | 3.36% | -1.33% | 2.76% |
| 2017 | 2.97% | 3.24% | -0.88% | 0.20% | -1.07% | -0.58% | 2.52% | 1.84% | -0.31% | -0.72% | 2.64% | 2.46% | 12.84% |
| 2016 | 3.65% | 5.81% | 3.89% | 0.23% | -1.25% | 8.82% | 2.70% | -3.58% | 0.91% | -4.91% | -3.47% | 1.36% | 14.08% |
| 2015 | 6.18% | -2.83% | -0.52% | -2.39% | -0.35% | -2.34% | 0.71% | -2.97% | 1.16% | 5.32% | -1.95% | 0.90% | 0.44% |
| 2014 | 2.55% | 6.48% | -2.97% | 2.85% | -0.55% | 3.53% | -2.68% | 2.63% | -4.75% | 3.61% | 1.31% | 1.15% | 13.32% |
Expense Ratio
Ardmal Bear 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 81, Ardmal Bear is among the top 19% 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.22 | 0.45 | 1.06 | 0.25 | 0.78 |
O Realty Income Corporation | 0.42 | 0.74 | 1.09 | 0.34 | 0.89 |
GLD SPDR Gold Trust | 1.90 | 2.66 | 1.34 | 4.30 | 11.04 |
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Dividends
Dividend yield
Ardmal Bear provided a 3.06% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.06% | 2.89% | 2.82% | 2.59% | 3.06% | 2.50% | 2.15% | 2.33% | 2.26% | 2.27% | 2.37% | 2.30% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.91% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
O Realty Income Corporation | 5.65% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
GLD SPDR 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. 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 Bear. 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 Bear was 27.47%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Ardmal Bear drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.47% | Feb 24, 2020 | 21 | Mar 23, 2020 | 94 | Aug 5, 2020 | 115 |
| -17.76% | Apr 21, 2022 | 123 | Oct 14, 2022 | 363 | Mar 27, 2024 | 486 |
| -13.26% | Jan 23, 2015 | 157 | Sep 4, 2015 | 109 | Feb 11, 2016 | 266 |
| -12.84% | May 21, 2013 | 24 | Jun 24, 2013 | 257 | Jul 1, 2014 | 281 |
| -12.05% | Aug 2, 2016 | 86 | Dec 1, 2016 | 260 | Dec 13, 2017 | 346 |
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 3 assets, with an effective number of assets of 2.99, 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 | GLD | O | SCHD | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.37 | 0.85 | 0.57 |
| GLD | 0.04 | 1.00 | 0.12 | 0.03 | 0.52 |
| O | 0.37 | 0.12 | 1.00 | 0.43 | 0.79 |
| SCHD | 0.85 | 0.03 | 0.43 | 1.00 | 0.65 |
| Portfolio | 0.57 | 0.52 | 0.79 | 0.65 | 1.00 |