108 rule 2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

108 rule 2

Currency in USD · Last updated May 16, 2025

108 - age

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	2.50%
AMZN Amazon.com, Inc.	Consumer Cyclical	2.50%
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	5%
DIA SPDR Dow Jones Industrial Average ETF	Large Cap Growth Equities	10%
GOOGL Alphabet Inc Class A	Communication Services	2.50%
IAU iShares Gold Trust	Precious Metals, Gold	5%
META Meta Platforms, Inc.	Communication Services	2.50%
MOAT VanEck Vectors Morningstar Wide Moat ETF	Large Cap Blend Equities	7.50%
MSFT Microsoft Corporation	Technology	2.50%
NVDA NVIDIA Corporation	Technology	2.50%
QQQ Invesco QQQ	Large Cap Blend Equities	18%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	27%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	5%
XLF Financial Select Sector SPDR Fund	Financials Equities	5%
XLV Health Care Select Sector SPDR Fund	Health & Biotech Equities	2.50%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 16, 2025, the 108 rule 2 returned 2.27% Year-To-Date and 15.95% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.60%	9.64%	-0.54%	11.47%	15.67%	10.79%
108 rule 2	2.27%	9.16%	1.90%	13.81%	18.61%	15.95%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.08%	9.85%	0.15%	12.97%	17.43%	12.77%
IAU iShares Gold Trust	23.07%	-0.02%	25.73%	35.01%	12.86%	9.94%
MSFT Microsoft Corporation	7.92%	17.69%	6.77%	7.92%	21.03%	27.12%
AAPL Apple Inc	-15.36%	4.74%	-7.12%	11.97%	23.19%	21.97%
NVDA NVIDIA Corporation	0.41%	20.17%	-8.11%	42.52%	74.28%	74.82%
GOOGL Alphabet Inc Class A	-13.29%	4.89%	-6.40%	-4.50%	19.20%	19.73%
AMZN Amazon.com, Inc.	-6.48%	14.24%	-2.98%	10.31%	11.27%	25.51%
META Meta Platforms, Inc.	10.07%	23.46%	11.75%	34.20%	25.22%	23.17%
BIL SPDR Barclays 1-3 Month T-Bill ETF	1.52%	0.32%	2.13%	4.75%	2.58%	1.78%
VXUS Vanguard Total International Stock ETF	12.69%	8.51%	11.51%	10.02%	11.81%	5.23%
DIA SPDR Dow Jones Industrial Average ETF	-0.05%	4.95%	-2.49%	7.78%	14.41%	11.04%
QQQ Invesco QQQ	1.72%	13.38%	2.39%	15.35%	19.20%	17.74%
MOAT VanEck Vectors Morningstar Wide Moat ETF	-2.34%	10.37%	-4.85%	2.30%	14.99%	12.57%
XLF Financial Select Sector SPDR Fund	6.49%	8.48%	4.12%	23.47%	21.82%	14.37%
XLV Health Care Select Sector SPDR Fund	-4.80%	-5.25%	-8.97%	-9.33%	7.06%	7.50%

*Annualized

Monthly Returns

The table below presents the monthly returns of 108 rule 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	3.24%	-1.69%	-4.75%	-0.32%	6.12%								2.27%
2024	1.80%	5.31%	3.17%	-3.48%	4.88%	3.64%	1.16%	2.15%	2.27%	-0.65%	4.68%	-1.47%	25.66%
2023	8.50%	-1.32%	6.12%	1.96%	2.91%	5.43%	3.73%	-1.64%	-4.46%	-1.41%	8.88%	4.62%	37.60%
2022	-5.12%	-2.88%	3.19%	-9.50%	-0.41%	-7.64%	8.66%	-4.40%	-9.15%	5.22%	6.67%	-5.66%	-20.90%
2021	-0.66%	1.99%	3.60%	5.42%	1.02%	2.86%	2.10%	3.27%	-4.74%	6.29%	0.04%	2.90%	26.36%
2020	0.91%	-6.31%	-9.56%	12.47%	5.09%	3.28%	5.97%	7.97%	-4.30%	-2.41%	9.72%	3.85%	27.06%
2019	7.92%	2.57%	2.31%	4.26%	-6.72%	7.03%	1.74%	-1.39%	1.62%	3.38%	3.54%	3.24%	32.82%
2018	7.18%	-2.80%	-3.12%	0.59%	3.14%	0.29%	3.09%	3.68%	0.16%	-6.87%	0.62%	-7.63%	-2.68%
2017	3.15%	3.79%	0.92%	1.73%	2.83%	0.07%	2.94%	1.19%	0.99%	3.71%	2.36%	1.01%	27.56%
2016	-4.81%	0.08%	6.35%	0.16%	2.80%	-0.56%	5.33%	0.69%	2.20%	-1.16%	2.65%	2.15%	16.54%
2015	-1.83%	5.49%	-1.75%	2.01%	1.05%	-1.82%	2.93%	-5.07%	-1.82%	9.08%	0.91%	-1.34%	7.27%
2014	-2.31%	4.71%	-0.71%	0.22%	2.48%	2.28%	-0.64%	4.04%	-1.24%	1.51%	2.98%	-1.36%	12.33%

Expense Ratio

108 rule 2 has an expense ratio of 0.13%, 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.

IAU

iShares Gold Trust

VOO

Vanguard S&P 500 ETF

MOAT

VanEck Vectors Morningstar Wide Moat ETF

QQQ

Invesco QQQ

DIA

SPDR Dow Jones Industrial Average ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

XLF

Financial Select Sector SPDR Fund

XLV

Health Care Select Sector SPDR Fund

VXUS

Vanguard Total International Stock ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 108 rule 2 is 60, indicating average performance compared to other portfolios on our website. Here’s 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
VOO Vanguard S&P 500 ETF	0.67	1.19	1.17	0.80	3.05
IAU iShares Gold Trust	1.98	2.86	1.37	4.66	12.09
MSFT Microsoft Corporation	0.31	0.77	1.10	0.45	0.99
AAPL Apple Inc	0.37	0.83	1.12	0.42	1.40
NVDA NVIDIA Corporation	0.72	1.42	1.18	1.33	3.29
GOOGL Alphabet Inc Class A	-0.15	0.10	1.01	-0.09	-0.19
AMZN Amazon.com, Inc.	0.30	0.65	1.08	0.32	0.86
META Meta Platforms, Inc.	0.93	1.62	1.21	1.12	3.45
BIL SPDR Barclays 1-3 Month T-Bill ETF	20.66	246.60	141.10	435.17	4,006.83
VXUS Vanguard Total International Stock ETF	0.60	1.09	1.15	0.87	2.75
DIA SPDR Dow Jones Industrial Average ETF	0.45	0.88	1.12	0.57	1.99
QQQ Invesco QQQ	0.61	1.14	1.16	0.79	2.57
MOAT VanEck Vectors Morningstar Wide Moat ETF	0.12	0.43	1.06	0.18	0.64
XLF Financial Select Sector SPDR Fund	1.16	1.75	1.26	1.61	6.12
XLV Health Care Select Sector SPDR Fund	-0.60	-0.56	0.93	-0.44	-1.13

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.

108 rule 2 Sharpe ratios as of May 16, 2025 (values are recalculated daily):

1-Year: 0.76
5-Year: 1.07
10-Year: 0.91
All Time: 1.03

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 0.52 to 1.01, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 108 rule 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

108 rule 2 provided a 1.26% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.26%	1.28%	1.31%	1.29%	0.95%	1.12%	1.41%	1.56%	1.28%	1.44%	1.57%	1.50%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.28%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
IAU iShares 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%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
AAPL Apple Inc	0.48%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
GOOGL Alphabet Inc Class A	0.49%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMZN Amazon.com, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.31%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BIL SPDR Barclays 1-3 Month T-Bill ETF	4.69%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%	0.00%
VXUS Vanguard Total International Stock ETF	2.95%	3.37%	3.25%	3.09%	3.10%	2.14%	3.06%	3.17%	2.73%	2.93%	2.83%	3.40%
DIA SPDR Dow Jones Industrial Average ETF	1.58%	1.61%	1.81%	1.91%	1.58%	1.87%	2.09%	2.24%	1.97%	2.26%	2.33%	2.02%
QQQ Invesco QQQ	0.58%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
MOAT VanEck Vectors Morningstar Wide Moat ETF	1.40%	1.37%	0.86%	1.25%	1.08%	1.45%	1.31%	1.79%	1.07%	1.17%	2.13%	1.34%
XLF Financial Select Sector SPDR Fund	1.39%	1.42%	1.71%	2.04%	1.63%	2.03%	1.87%	2.08%	1.48%	1.63%	2.40%	1.98%
XLV Health Care Select Sector SPDR Fund	1.79%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.58%	1.47%	1.60%	1.43%	1.35%

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 108 rule 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 108 rule 2 was 29.11%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current 108 rule 2 drawdown is 2.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.11%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-26.39%	Dec 28, 2021	202	Oct 14, 2022	185	Jul 13, 2023	387
-18.65%	Oct 4, 2018	56	Dec 24, 2018	71	Apr 8, 2019	127
-17.23%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-11.89%	Dec 2, 2015	49	Feb 11, 2016	42	Apr 13, 2016	91

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 15 assets, with an effective number of assets of 7.39, 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	BIL	IAU	META	NVDA	AAPL	AMZN	XLV	XLF	GOOGL	MSFT	VXUS	MOAT	DIA	QQQ	VOO	Portfolio
^GSPC	1.00	0.01	0.01	0.56	0.61	0.64	0.64	0.74	0.78	0.69	0.72	0.80	0.88	0.92	0.90	1.00	0.97
BIL	0.01	1.00	0.03	0.01	0.02	-0.00	-0.02	-0.03	-0.01	-0.01	0.01	0.01	0.01	0.00	0.00	0.01	0.01
IAU	0.01	0.03	1.00	0.02	0.01	0.02	0.01	0.01	-0.08	0.02	0.01	0.17	0.03	-0.01	0.02	0.02	0.07
META	0.56	0.01	0.02	1.00	0.48	0.45	0.57	0.39	0.35	0.60	0.50	0.44	0.46	0.44	0.65	0.56	0.64
NVDA	0.61	0.02	0.01	0.48	1.00	0.47	0.52	0.36	0.38	0.51	0.56	0.49	0.50	0.48	0.71	0.61	0.68
AAPL	0.64	-0.00	0.02	0.45	0.47	1.00	0.50	0.41	0.40	0.53	0.56	0.50	0.51	0.54	0.73	0.64	0.69
AMZN	0.64	-0.02	0.01	0.57	0.52	0.50	1.00	0.41	0.39	0.65	0.60	0.50	0.53	0.51	0.75	0.64	0.71
XLV	0.74	-0.03	0.01	0.39	0.36	0.41	0.41	1.00	0.59	0.48	0.49	0.59	0.70	0.73	0.63	0.74	0.70
XLF	0.78	-0.01	-0.08	0.35	0.38	0.40	0.39	0.59	1.00	0.45	0.46	0.68	0.77	0.83	0.58	0.78	0.72
GOOGL	0.69	-0.01	0.02	0.60	0.51	0.53	0.65	0.48	0.45	1.00	0.65	0.54	0.57	0.57	0.76	0.68	0.74
MSFT	0.72	0.01	0.01	0.50	0.56	0.56	0.60	0.49	0.46	0.65	1.00	0.55	0.59	0.62	0.79	0.72	0.76
VXUS	0.80	0.01	0.17	0.44	0.49	0.50	0.50	0.59	0.68	0.54	0.55	1.00	0.75	0.77	0.71	0.80	0.80
MOAT	0.88	0.01	0.03	0.46	0.50	0.51	0.53	0.70	0.77	0.57	0.59	0.75	1.00	0.85	0.76	0.88	0.86
DIA	0.92	0.00	-0.01	0.44	0.48	0.54	0.51	0.73	0.83	0.57	0.62	0.77	0.85	1.00	0.75	0.92	0.87
QQQ	0.90	0.00	0.02	0.65	0.71	0.73	0.75	0.63	0.58	0.76	0.79	0.71	0.76	0.75	1.00	0.90	0.95
VOO	1.00	0.01	0.02	0.56	0.61	0.64	0.64	0.74	0.78	0.68	0.72	0.80	0.88	0.92	0.90	1.00	0.97
Portfolio	0.97	0.01	0.07	0.64	0.68	0.69	0.71	0.70	0.72	0.74	0.76	0.80	0.86	0.87	0.95	0.97	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Performance Analysis

Risk Analysis

Optimization

Factor Model

108 rule 2

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

Portfolios

Screeners

Community