USMV 60 GLD 20 TLT 20
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 20% |
USMV iShares Edge MSCI Min Vol USA ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in USMV 60 GLD 20 TLT 20, 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 every 3 months.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of USMV
Returns By Period
As of Apr 8, 2025, the USMV 60 GLD 20 TLT 20 returned 1.90% Year-To-Date and 7.70% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.93% | -12.27% | -11.13% | -2.73% | 13.04% | 9.21% |
| USMV 60 GLD 20 TLT 20 | -0.63% | -6.29% | -2.04% | 8.04% | 8.11% | 8.27% |
| Portfolio components: | ||||||
USMV iShares Edge MSCI Min Vol USA ETF | -2.57% | -7.79% | -3.55% | 6.41% | 10.28% | 9.62% |
GLD SPDR Gold Trust | 13.04% | 1.98% | 12.10% | 27.22% | 12.15% | 8.99% |
TLT iShares 20+ Year Treasury Bond ETF | 4.18% | 0.29% | -3.03% | 2.64% | -9.05% | -1.08% |
Monthly Returns
The table below presents the monthly returns of USMV 60 GLD 20 TLT 20, 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 | 3.66% | 2.93% | 0.32% | -7.17% | -0.63% | ||||||||
| 2024 | 1.49% | 1.61% | 3.41% | -3.36% | 2.80% | 1.60% | 3.82% | 4.45% | 0.96% | -1.20% | 4.05% | -5.32% | 14.70% |
| 2023 | 2.43% | -3.79% | 3.96% | 1.32% | -3.04% | 3.46% | 1.11% | -0.91% | -3.43% | -0.55% | 6.33% | 3.11% | 9.85% |
| 2022 | -5.42% | -2.18% | 3.92% | -5.50% | -0.48% | -3.63% | 4.20% | -3.28% | -6.86% | 5.57% | 6.06% | -3.12% | -11.29% |
| 2021 | -2.90% | -1.64% | 3.60% | 3.77% | 1.33% | 1.27% | 3.49% | 1.45% | -4.60% | 4.82% | -1.37% | 5.48% | 15.07% |
| 2020 | 3.20% | -6.05% | -7.70% | 7.76% | 3.17% | -0.54% | 5.13% | 1.22% | -1.55% | -3.01% | 5.83% | 2.21% | 8.74% |
| 2019 | 4.68% | 2.77% | 2.74% | 1.41% | -0.28% | 4.66% | 1.35% | 3.31% | 0.12% | -0.14% | 0.78% | 1.25% | 24.97% |
| 2018 | 2.50% | -3.91% | 0.25% | -0.21% | 0.95% | 1.10% | 2.19% | 2.42% | 0.56% | -3.45% | 2.82% | -4.22% | 0.63% |
| 2017 | 1.56% | 3.97% | -0.04% | 1.46% | 1.79% | -0.35% | 1.65% | 1.45% | -0.26% | 1.42% | 2.51% | 0.62% | 16.88% |
| 2016 | 0.36% | 2.32% | 4.19% | 0.10% | 0.67% | 5.32% | 1.63% | -1.93% | -0.67% | -3.05% | -1.74% | 1.58% | 8.80% |
| 2015 | 2.22% | 0.80% | -0.57% | -1.04% | 0.40% | -2.46% | 3.02% | -3.13% | -0.30% | 4.52% | -0.95% | 0.29% | 2.55% |
| 2014 | -0.80% | 3.98% | 0.31% | 1.35% | 0.93% | 1.60% | -1.36% | 3.67% | -1.64% | 3.19% | 3.04% | 0.71% | 15.81% |
Expense Ratio
USMV 60 GLD 20 TLT 20 has an expense ratio of 0.20%, 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 93, USMV 60 GLD 20 TLT 20 is among the top 7% 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 | |
|---|---|---|---|---|---|
USMV iShares Edge MSCI Min Vol USA ETF | 0.62 | 0.83 | 1.13 | 0.81 | 3.15 |
GLD SPDR Gold Trust | 1.87 | 2.46 | 1.32 | 3.62 | 9.73 |
TLT iShares 20+ Year Treasury Bond ETF | 0.09 | 0.22 | 1.02 | 0.03 | 0.17 |
Dividends
Dividend yield
USMV 60 GLD 20 TLT 20 provided a 1.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.85% | 1.86% | 1.77% | 1.51% | 1.06% | 1.39% | 1.58% | 1.80% | 1.55% | 1.85% | 1.73% | 1.66% |
| Portfolio components: | ||||||||||||
USMV iShares Edge MSCI Min Vol USA ETF | 1.68% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% |
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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.18% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
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 USMV 60 GLD 20 TLT 20. 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 USMV 60 GLD 20 TLT 20 was 24.61%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current USMV 60 GLD 20 TLT 20 drawdown is 6.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -18.76% | Dec 31, 2021 | 199 | Oct 14, 2022 | 325 | Feb 1, 2024 | 524 |
| -9.16% | Sep 24, 2018 | 64 | Dec 24, 2018 | 31 | Feb 8, 2019 | 95 |
| -8.19% | Jul 11, 2016 | 102 | Dec 1, 2016 | 92 | Apr 17, 2017 | 194 |
| -7.86% | Jan 29, 2018 | 9 | Feb 8, 2018 | 131 | Aug 16, 2018 | 140 |
Volatility
Volatility Chart
The current USMV 60 GLD 20 TLT 20 volatility is 6.02%, 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
| USMV | GLD | TLT | |
|---|---|---|---|
| USMV | 1.00 | 0.07 | -0.11 |
| GLD | 0.07 | 1.00 | 0.26 |
| TLT | -0.11 | 0.26 | 1.00 |