Traditional Portfolio + Gold
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 | 33.33% | |
GC=F Gold | 33.33% | |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Traditional Portfolio + Gold, 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 Jul 26, 2002, corresponding to the inception date of IEF
Returns By Period
As of Apr 20, 2025, the Traditional Portfolio + Gold returned 5.92% Year-To-Date and 6.58% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 11.83% | 8.49% |
| Traditional Portfolio + Gold | 9.11% | 2.32% | 7.18% | 22.31% | 9.91% | 7.62% |
| Portfolio components: | ||||||
GC=F Gold | 25.84% | 8.84% | 21.93% | 37.95% | 12.88% | 9.46% |
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 11.83% | 8.49% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.37% | -0.12% | 0.55% | 7.05% | -2.57% | 0.66% |
Monthly Returns
The table below presents the monthly returns of Traditional Portfolio + Gold, 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 | 4.55% | 0.21% | 2.96% | 1.14% | 9.11% | ||||||||
| 2024 | 0.31% | 1.66% | 5.19% | -0.50% | 2.74% | 1.61% | 2.84% | 2.40% | 3.72% | 1.12% | 0.76% | -1.76% | 21.79% |
| 2023 | 5.69% | -3.97% | 5.96% | 0.58% | -0.27% | 0.97% | 1.36% | -0.82% | -4.11% | 1.69% | 5.40% | 2.79% | 15.68% |
| 2022 | -3.22% | 1.26% | 1.12% | -4.23% | -1.59% | -4.37% | 2.95% | -4.11% | -4.98% | 1.85% | 5.43% | -0.55% | -10.53% |
| 2021 | -1.73% | -2.61% | 1.01% | 3.18% | 3.69% | -2.10% | 2.25% | 0.93% | -3.47% | 3.51% | -0.66% | 2.93% | 6.75% |
| 2020 | 2.54% | -2.75% | -2.70% | 7.23% | 2.66% | 1.55% | 7.70% | 1.44% | -2.67% | -1.87% | 0.62% | 4.28% | 18.76% |
| 2019 | 4.13% | 0.63% | 0.35% | 0.99% | -0.66% | 5.08% | 1.59% | 3.67% | -1.16% | 1.51% | -0.32% | 2.43% | 19.61% |
| 2018 | 2.52% | -2.31% | -0.25% | -1.00% | 0.61% | -1.20% | -0.18% | 0.89% | -0.79% | -0.88% | 0.34% | -0.53% | -2.81% |
| 2017 | 2.90% | 2.99% | -0.05% | 0.61% | 1.05% | -0.86% | 1.81% | 2.21% | -1.12% | 0.28% | 0.82% | 1.53% | 12.78% |
| 2016 | 1.64% | 5.10% | 1.30% | 2.68% | -2.56% | 5.60% | 1.57% | -1.68% | 0.20% | -2.02% | -4.35% | -0.28% | 6.90% |
| 2015 | 3.88% | -1.62% | -0.48% | -1.22% | 0.76% | -1.77% | -2.02% | -0.11% | -1.37% | 3.32% | -3.13% | -0.88% | -4.78% |
| 2014 | 1.31% | 4.54% | -1.59% | 0.47% | -0.50% | 3.68% | -1.72% | 1.19% | -3.48% | -0.72% | 1.16% | 0.25% | 4.42% |
Expense Ratio
Traditional Portfolio + Gold has an expense ratio of 0.05%, 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 95, Traditional Portfolio + Gold is among the top 5% 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 | |
|---|---|---|---|---|---|
GC=F Gold | 2.58 | 3.30 | 1.46 | 5.21 | 13.28 |
^GSPC S&P 500 | 0.06 | 0.22 | 1.03 | 0.06 | 0.28 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.90 | 1.36 | 1.16 | 0.29 | 1.78 |
Dividends
Dividend yield
Traditional Portfolio + Gold provided a 1.22% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.22% | 1.21% | 0.97% | 0.65% | 0.28% | 0.36% | 0.69% | 0.75% | 0.61% | 0.60% | 0.63% | 0.68% |
| Portfolio components: | ||||||||||||
GC=F Gold | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
^GSPC S&P 500 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.66% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
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 Traditional Portfolio + Gold. 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 Traditional Portfolio + Gold was 23.26%, occurring on Nov 12, 2008. Recovery took 257 trading sessions.
The current Traditional Portfolio + Gold drawdown is 0.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.26% | Mar 14, 2008 | 203 | Nov 12, 2008 | 257 | Oct 7, 2009 | 460 |
| -19.27% | Oct 4, 2012 | 201 | Jun 26, 2013 | 1294 | Jan 2, 2018 | 1495 |
| -17.32% | Mar 31, 2022 | 165 | Oct 14, 2022 | 319 | Nov 28, 2023 | 484 |
| -14.02% | Feb 24, 2020 | 22 | Mar 20, 2020 | 49 | May 18, 2020 | 71 |
| -12.26% | May 11, 2006 | 29 | Jun 13, 2006 | 190 | Feb 8, 2007 | 219 |
Volatility
Volatility Chart
The current Traditional Portfolio + Gold volatility is 7.06%, 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
| GC=F | ^GSPC | IEF | |
|---|---|---|---|
| GC=F | 1.00 | 0.03 | 0.09 |
| ^GSPC | 0.03 | 1.00 | -0.27 |
| IEF | 0.09 | -0.27 | 1.00 |