option_2
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in option_2, 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 Oct 8, 2015, corresponding to the inception date of XLRE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| option_2 | 18.22% | -0.97% | 8.99% | 27.40% | 10.63% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.43% | -0.30% | 7.86% | 26.74% | 11.17% | 9.42% |
XLRE Real Estate Select Sector SPDR Fund | 10.75% | -0.94% | 13.49% | 24.76% | 5.89% | N/A |
GLD SPDR Gold Trust | 24.30% | -3.04% | 7.58% | 30.48% | 11.49% | 7.59% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.24% | 3.32% | 3.99% | -3.23% | 4.06% | 1.31% | 3.72% | 2.99% | 3.01% | -1.12% | 18.22% | ||
| 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% | -3.03% | -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 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 option_2 is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | 2.52 | 3.45 | 1.46 | 3.65 | 16.54 |
XLRE Real Estate Select Sector SPDR Fund | 1.85 | 2.64 | 1.33 | 1.19 | 7.56 |
GLD SPDR Gold Trust | 2.14 | 2.86 | 1.37 | 4.10 | 13.62 |
Dividends
Dividend yield
option_2 provided a 1.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.74% | 1.91% | 2.06% | 1.61% | 1.63% | 2.00% | 2.28% | 1.91% | 2.28% | 1.69% | 1.46% | 1.23% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
XLRE Real Estate Select Sector SPDR Fund | 3.19% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 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.
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 1.69%.
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 |
| -10.16% | Oct 26, 2015 | 59 | Jan 20, 2016 | 40 | Mar 17, 2016 | 99 |
| -6.89% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current option_2 volatility is 2.93%, 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
| GLD | VT | XLRE | |
|---|---|---|---|
| GLD | 1.00 | 0.10 | 0.13 |
| VT | 0.10 | 1.00 | 0.56 |
| XLRE | 0.13 | 0.56 | 1.00 |