option_2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 60% |
XLRE Real Estate Select Sector SPDR Fund | REIT | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| option_2 | 6.67% | 8.09% | 3.23% | 16.41% | 12.93% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 1.45% | 9.12% | -1.10% | 9.52% | 13.52% | 8.82% |
XLRE Real Estate Select Sector SPDR Fund | 2.97% | 8.42% | -3.61% | 13.88% | 8.37% | N/A |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
Monthly Returns
The table below presents the monthly returns of option_2, 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 | 3.56% | 0.96% | -0.62% | 1.16% | 1.47% | 6.67% | |||||||
| 2024 | -1.24% | 3.32% | 3.99% | -3.23% | 4.06% | 1.31% | 3.72% | 2.99% | 3.01% | -1.12% | 2.63% | -3.77% | 16.31% |
| 2023 | 7.72% | -4.16% | 3.00% | 1.22% | -1.91% | 4.18% | 2.96% | -2.58% | -4.93% | -0.86% | 8.30% | 5.12% | 18.40% |
| 2022 | -4.81% | -1.31% | 2.82% | -5.97% | -1.45% | -6.52% | 5.38% | -4.17% | -9.01% | 3.85% | 8.03% | -3.11% | -16.42% |
| 2021 | -0.67% | 0.71% | 2.99% | 4.85% | 2.71% | -0.16% | 1.80% | 1.90% | -4.36% | 4.88% | -1.89% | 5.02% | 18.76% |
| 2020 | 0.26% | -5.65% | -11.55% | 9.57% | 4.10% | 2.66% | 6.16% | 3.50% | -3.02% | -1.97% | 7.71% | 4.64% | 15.32% |
| 2019 | 7.52% | 1.81% | 1.36% | 1.85% | -3.07% | 5.74% | 0.35% | 1.29% | 0.82% | 2.18% | 0.58% | 3.05% | 25.72% |
| 2018 | 3.55% | -4.42% | 0.06% | -0.06% | 0.55% | -0.16% | 1.49% | 0.59% | -0.59% | -4.56% | 2.21% | -4.67% | -6.23% |
| 2017 | 2.85% | 3.18% | 0.59% | 1.35% | 1.27% | 0.33% | 2.30% | 1.29% | 0.30% | 1.28% | 1.80% | 1.29% | 19.30% |
| 2016 | -3.70% | 1.86% | 6.37% | 1.14% | -0.56% | 2.87% | 3.54% | -1.17% | 0.34% | -2.88% | -1.52% | 1.61% | 7.70% |
| 2015 | 1.13% | -1.52% | -0.88% | -1.28% |
Expense Ratio
option_2 has an expense ratio of 0.15%, 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 87, option_2 is among the top 13% 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 | 0.55 | 0.94 | 1.14 | 0.62 | 2.74 |
XLRE Real Estate Select Sector SPDR Fund | 0.76 | 1.23 | 1.16 | 0.64 | 2.82 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
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Dividends
Dividend yield
option_2 provided a 1.81% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.81% | 1.86% | 1.91% | 2.06% | 1.61% | 1.63% | 2.00% | 2.28% | 1.91% | 2.28% | 1.69% | 1.46% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.90% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
XLRE Real Estate Select Sector SPDR Fund | 3.35% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
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 option_2. 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 option_2 was 28.66%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.
The current option_2 drawdown is 0.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 89 | Jul 29, 2020 | 112 |
| -24.37% | Jan 3, 2022 | 198 | Oct 14, 2022 | 339 | Feb 22, 2024 | 537 |
| -13.74% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -11.96% | Feb 21, 2025 | 33 | Apr 8, 2025 | 18 | May 5, 2025 | 51 |
| -10.16% | Oct 26, 2015 | 59 | Jan 20, 2016 | 40 | Mar 17, 2016 | 99 |
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 2.27, 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 | XLRE | VT | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | 0.57 | 0.95 | 0.87 |
| GLD | 0.02 | 1.00 | 0.12 | 0.10 | 0.33 |
| XLRE | 0.57 | 0.12 | 1.00 | 0.56 | 0.74 |
| VT | 0.95 | 0.10 | 0.56 | 1.00 | 0.93 |
| Portfolio | 0.87 | 0.33 | 0.74 | 0.93 | 1.00 |