11_27_24_ret

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

11_27_24_ret

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	5%
BNDX Vanguard Total International Bond ETF	Total Bond Market	2.75%
EFA iShares MSCI EAFE ETF	Foreign Large Cap Equities	1.04%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	11.95%
IWM iShares Russell 2000 ETF	Small Cap Growth Equities	1.04%
LIRAX BlackRock LifePath Index Retirement Fund Investor A Shares	Target Retirement Date	1.04%
MDY SPDR S&P MidCap 400 ETF	Small Cap Growth Equities	1.04%
MUB iShares National AMT-Free Muni Bond ETF	Municipal Bonds	11.50%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	13.32%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	20.39%
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	1.51%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	10.25%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	19.18%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
11_27_24_ret	3.80%	1.50%	1.16%	11.48%	9.06%	N/A
Portfolio components:
MUB iShares National AMT-Free Muni Bond ETF	-1.50%	-0.38%	-2.82%	1.27%	0.39%	1.98%
BNDX Vanguard Total International Bond ETF	1.66%	0.45%	0.88%	6.48%	0.15%	2.17%
GLDM SPDR Gold MiniShares Trust	25.49%	1.86%	23.80%	41.43%	14.02%	N/A
VDC Vanguard Consumer Staples ETF	6.82%	1.81%	1.53%	11.77%	10.78%	8.67%
VIG Vanguard Dividend Appreciation ETF	1.56%	2.54%	-2.40%	11.44%	12.55%	11.50%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.51%	0.12%	3.40%	6.58%	3.87%	2.85%
SPY SPDR S&P 500 ETF	0.87%	3.99%	-1.56%	13.18%	15.22%	12.73%
SCHD Schwab US Dividend Equity ETF	-3.35%	0.42%	-9.75%	3.76%	11.56%	10.58%
LIRAX BlackRock LifePath Index Retirement Fund Investor A Shares	3.42%	1.35%	1.15%	8.19%	4.09%	4.54%
AGG iShares Core U.S. Aggregate Bond ETF	2.55%	0.15%	0.82%	5.56%	-0.88%	1.57%
MDY SPDR S&P MidCap 400 ETF	-3.43%	2.38%	-10.36%	1.75%	11.55%	8.42%
IWM iShares Russell 2000 ETF	-6.98%	2.29%	-14.77%	0.80%	8.56%	6.51%
EFA iShares MSCI EAFE ETF	17.46%	3.15%	13.99%	12.82%	10.23%	5.92%

*Annualized

Monthly Returns

The table below presents the monthly returns of 11_27_24_ret, 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	2.31%	0.88%	-0.73%	-0.52%	1.84%	0.00%							3.80%
2024	0.33%	1.78%	2.98%	-1.99%	2.28%	1.10%	2.88%	1.72%	1.81%	-0.36%	2.68%	-2.54%	13.20%
2023	3.55%	-2.53%	2.66%	0.67%	-1.32%	2.74%	2.02%	-1.16%	-3.31%	-0.57%	5.28%	3.55%	11.76%
2022	-2.92%	-0.37%	0.98%	-3.95%	0.42%	-4.47%	3.99%	-2.92%	-5.78%	4.46%	5.06%	-2.19%	-8.11%
2021	-0.94%	0.69%	3.03%	2.64%	1.94%	-0.49%	1.61%	1.11%	-2.73%	3.22%	-0.68%	3.25%	13.19%
2020	0.68%	-3.86%	-6.39%	6.87%	3.08%	0.92%	4.36%	3.04%	-1.92%	-0.90%	5.40%	2.79%	14.08%
2019	4.11%	1.89%	1.04%	1.87%	-2.56%	4.58%	0.93%	0.85%	0.58%	1.11%	1.11%	1.90%	18.68%
2018						-0.15%	1.69%	1.25%	0.22%	-3.08%	1.56%	-3.16%	-1.78%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

11_27_24_ret has an expense ratio of 0.09%, 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.

LIRAX

BlackRock LifePath Index Retirement Fund Investor A Shares

EFA

iShares MSCI EAFE ETF

MDY

SPDR S&P MidCap 400 ETF

IWM

iShares Russell 2000 ETF

GLDM

SPDR Gold MiniShares Trust

VDC

Vanguard Consumer Staples ETF

SPY

SPDR S&P 500 ETF

MUB

iShares National AMT-Free Muni Bond ETF

BNDX

Vanguard Total International Bond ETF

VIG

Vanguard Dividend Appreciation ETF

SCHD

Schwab US Dividend Equity ETF

AGG

iShares Core U.S. Aggregate Bond ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 87, 11_27_24_ret 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MUB iShares National AMT-Free Muni Bond ETF	0.27	0.47	1.07	0.34	0.99
BNDX Vanguard Total International Bond ETF	1.76	2.70	1.34	0.81	8.40
GLDM SPDR Gold MiniShares Trust	2.34	3.07	1.39	5.05	13.81
VDC Vanguard Consumer Staples ETF	0.90	1.56	1.20	1.55	4.99
VIG Vanguard Dividend Appreciation ETF	0.72	1.24	1.17	0.87	3.50
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.27	5.17	1.77	7.11	21.06
SPY SPDR S&P 500 ETF	0.65	1.07	1.16	0.72	2.73
SCHD Schwab US Dividend Equity ETF	0.23	0.68	1.09	0.41	1.24
LIRAX BlackRock LifePath Index Retirement Fund Investor A Shares	1.09	1.72	1.24	1.48	5.92
AGG iShares Core U.S. Aggregate Bond ETF	1.04	1.72	1.21	0.54	2.97
MDY SPDR S&P MidCap 400 ETF	0.08	0.42	1.06	0.17	0.51
IWM iShares Russell 2000 ETF	0.03	0.33	1.04	0.10	0.26
EFA iShares MSCI EAFE ETF	0.74	1.29	1.18	1.06	3.18

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

11_27_24_ret Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 1.29
5-Year: 1.04
All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 11_27_24_ret compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

11_27_24_ret provided a 2.28% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.28%	2.20%	2.29%	2.82%	2.19%	1.62%	1.93%	2.15%	1.75%	1.71%	1.64%	1.69%
Portfolio components:
MUB iShares National AMT-Free Muni Bond ETF	3.15%	3.01%	2.65%	2.11%	1.81%	2.11%	2.42%	2.46%	2.26%	2.21%	2.51%	2.73%
BNDX Vanguard Total International Bond ETF	4.48%	4.18%	4.42%	1.52%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%	1.54%
GLDM SPDR Gold MiniShares 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%
VDC Vanguard Consumer Staples ETF	2.33%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%	1.93%
VIG Vanguard Dividend Appreciation ETF	1.79%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	2.76%	2.70%	3.36%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%	0.82%
SPY SPDR S&P 500 ETF	1.22%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
SCHD Schwab US Dividend Equity ETF	3.97%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
LIRAX BlackRock LifePath Index Retirement Fund Investor A Shares	2.67%	2.76%	2.37%	2.42%	2.59%	2.38%	2.23%	2.18%	1.98%	2.23%	2.68%	2.87%
AGG iShares Core U.S. Aggregate Bond ETF	3.81%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.96%	2.32%	2.39%	2.45%	2.40%
MDY SPDR S&P MidCap 400 ETF	1.28%	1.18%	1.21%	1.37%	0.96%	1.12%	1.34%	1.39%	1.18%	1.31%	1.35%	1.17%
IWM iShares Russell 2000 ETF	1.20%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%	1.26%
EFA iShares MSCI EAFE ETF	2.76%	3.24%	2.98%	2.69%	3.33%	2.13%	3.10%	3.39%	2.57%	3.07%	2.76%	3.72%

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 11_27_24_ret. 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 11_27_24_ret was 18.51%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current 11_27_24_ret drawdown is 0.31%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.51%	Feb 20, 2020	23	Mar 23, 2020	79	Jul 15, 2020	102
-14.61%	Jan 5, 2022	186	Sep 30, 2022	302	Dec 13, 2023	488
-7.99%	Sep 21, 2018	65	Dec 24, 2018	36	Feb 15, 2019	101
-7.76%	Feb 20, 2025	34	Apr 8, 2025	28	May 19, 2025	62
-4.75%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 13 assets, with an effective number of assets of 7.24, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	GLDM	BNDX	MUB	VTIP	AGG	VDC	SCHD	IWM	EFA	MDY	SPY	VIG	LIRAX	Portfolio
^GSPC	1.00	0.06	0.06	0.09	0.14	0.08	0.61	0.80	0.82	0.79	0.86	1.00	0.92	0.85	0.91
GLDM	0.06	1.00	0.28	0.31	0.40	0.36	0.09	0.04	0.07	0.21	0.06	0.06	0.06	0.25	0.31
BNDX	0.06	0.28	1.00	0.63	0.44	0.78	0.13	0.01	0.05	0.08	0.04	0.06	0.08	0.36	0.20
MUB	0.09	0.31	0.63	1.00	0.44	0.73	0.13	0.04	0.08	0.11	0.07	0.09	0.10	0.38	0.23
VTIP	0.14	0.40	0.44	0.44	1.00	0.56	0.15	0.13	0.13	0.18	0.13	0.14	0.15	0.39	0.32
AGG	0.08	0.36	0.78	0.73	0.56	1.00	0.15	0.03	0.07	0.12	0.06	0.09	0.10	0.46	0.25
VDC	0.61	0.09	0.13	0.13	0.15	0.15	1.00	0.71	0.50	0.53	0.56	0.61	0.75	0.57	0.69
SCHD	0.80	0.04	0.01	0.04	0.13	0.03	0.71	1.00	0.79	0.72	0.85	0.80	0.89	0.71	0.86
IWM	0.82	0.07	0.05	0.08	0.13	0.07	0.50	0.79	1.00	0.74	0.96	0.82	0.79	0.77	0.82
EFA	0.79	0.21	0.08	0.11	0.18	0.12	0.53	0.72	0.74	1.00	0.77	0.79	0.77	0.81	0.82
MDY	0.86	0.06	0.04	0.07	0.13	0.06	0.56	0.85	0.96	0.77	1.00	0.86	0.86	0.79	0.86
SPY	1.00	0.06	0.06	0.09	0.14	0.09	0.61	0.80	0.82	0.79	0.86	1.00	0.92	0.85	0.91
VIG	0.92	0.06	0.08	0.10	0.15	0.10	0.75	0.89	0.79	0.77	0.86	0.92	1.00	0.81	0.92
LIRAX	0.85	0.25	0.36	0.38	0.39	0.46	0.57	0.71	0.77	0.81	0.79	0.85	0.81	1.00	0.90
Portfolio	0.91	0.31	0.20	0.23	0.32	0.25	0.69	0.86	0.82	0.82	0.86	0.91	0.92	0.90	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

11_27_24_ret

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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