Balanced Beta No Bonds 50/25/25 S/G/C
Employs a Growth-Orientated Balanced Beta Approach with
- 50% Broad market equities
- 25% Gold
- 25% Commodities
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 50% |
PCRPX PIMCO Commodity Real Return Strategy Fund | Commodities | 25% |
SGOL Aberdeen Standard Physical Gold Shares ETF | Precious Metals, Gold | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced Beta No Bonds 50/25/25 S/G/C, 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 week.
The earliest data available for this chart is Sep 9, 2009, corresponding to the inception date of SGOL
Returns By Period
As of May 3, 2025, the Balanced Beta No Bonds 50/25/25 S/G/C returned 5.32% Year-To-Date and 10.29% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 0.28% | -0.74% | 12.29% | 15.01% | 10.56% |
| Balanced Beta No Bonds 50/25/25 S/G/C | 5.32% | -0.22% | 6.11% | 18.46% | 17.20% | 10.29% |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | -2.98% | 0.38% | -0.11% | 13.72% | 16.74% | 12.51% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 23.15% | 3.49% | 18.15% | 40.16% | 13.55% | 10.23% |
PCRPX PIMCO Commodity Real Return Strategy Fund | 4.94% | -5.55% | 5.89% | 6.43% | 19.28% | 3.79% |
Monthly Returns
The table below presents the monthly returns of Balanced Beta No Bonds 50/25/25 S/G/C, 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 | 4.13% | 0.25% | 0.54% | -0.17% | 0.51% | 5.32% | |||||||
| 2024 | 2.24% | 2.13% | 4.77% | -0.85% | 3.45% | 1.44% | 1.08% | 1.75% | 3.69% | -0.06% | 2.25% | -1.38% | 22.34% |
| 2023 | 4.56% | -3.87% | 6.83% | 0.86% | -1.86% | 3.56% | 3.91% | -1.35% | -3.84% | 0.70% | 4.88% | 2.14% | 17.03% |
| 2022 | -1.22% | 1.79% | 4.36% | -4.07% | -0.15% | -7.60% | 5.51% | -3.31% | -8.30% | 4.38% | 5.59% | -2.74% | -6.86% |
| 2021 | -0.46% | 1.45% | 1.54% | 5.84% | 3.16% | -0.31% | 2.61% | 1.47% | -2.08% | 4.63% | -2.36% | 4.24% | 21.18% |
| 2020 | -0.84% | -5.53% | -10.69% | 8.47% | 4.74% | 2.61% | 7.39% | 5.52% | -3.79% | -1.19% | 5.13% | 5.31% | 16.31% |
| 2019 | 6.40% | 1.92% | 0.72% | 1.91% | -3.73% | 6.29% | 0.64% | 0.41% | 0.32% | 2.31% | 0.51% | 3.87% | 23.34% |
| 2018 | 4.03% | -2.81% | -1.06% | 0.66% | 1.20% | -1.50% | 0.75% | 0.63% | 0.56% | -3.74% | 0.53% | -4.99% | -5.92% |
| 2017 | 2.43% | 2.83% | -0.68% | 0.52% | 0.30% | -0.42% | 2.31% | 1.44% | 0.02% | 1.82% | 1.41% | 1.88% | 14.71% |
| 2016 | -1.52% | 2.15% | 4.69% | 3.61% | -0.87% | 3.67% | 1.14% | -1.20% | 1.14% | -1.75% | -0.04% | 1.09% | 12.53% |
| 2015 | 0.17% | 2.04% | -2.85% | 1.99% | 0.01% | -0.96% | -3.31% | -2.72% | -2.71% | 4.77% | -3.40% | -1.83% | -8.80% |
| 2014 | -0.73% | 5.58% | -0.35% | 1.35% | -0.09% | 2.90% | -2.90% | 1.80% | -4.11% | 0.29% | 0.21% | -2.28% | 1.29% |
Expense Ratio
Balanced Beta No Bonds 50/25/25 S/G/C has an expense ratio of 0.29%, placing it in the medium range. 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 88, Balanced Beta No Bonds 50/25/25 S/G/C is among the top 12% 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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 0.75 | 1.15 | 1.17 | 0.77 | 3.05 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.44 | 3.24 | 1.42 | 5.04 | 13.61 |
PCRPX PIMCO Commodity Real Return Strategy Fund | 0.42 | 0.65 | 1.08 | 0.23 | 1.13 |
Dividends
Dividend yield
Balanced Beta No Bonds 50/25/25 S/G/C provided a 1.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.38% | 2.89% | 1.95% | 12.43% | 6.30% | 1.16% | 1.98% | 2.57% | 2.89% | 1.21% | 2.44% | 0.97% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.36% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PCRPX PIMCO Commodity Real Return Strategy Fund | 2.78% | 8.98% | 4.90% | 46.40% | 22.79% | 1.51% | 3.93% | 5.86% | 8.06% | 0.83% | 5.23% | 0.22% |
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 Balanced Beta No Bonds 50/25/25 S/G/C. 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 Balanced Beta No Bonds 50/25/25 S/G/C was 25.21%, occurring on Mar 20, 2020. Recovery took 85 trading sessions.
The current Balanced Beta No Bonds 50/25/25 S/G/C drawdown is 2.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.21% | Feb 20, 2020 | 22 | Mar 20, 2020 | 85 | Jul 22, 2020 | 107 |
| -23.53% | Mar 28, 2022 | 250 | Mar 24, 2023 | 87 | Jul 31, 2023 | 337 |
| -20.06% | Jul 7, 2014 | 389 | Jan 20, 2016 | 276 | Feb 23, 2017 | 665 |
| -13.78% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -12.9% | May 2, 2011 | 108 | Oct 3, 2011 | 96 | Feb 21, 2012 | 204 |
Volatility
Volatility Chart
The current Balanced Beta No Bonds 50/25/25 S/G/C volatility is 9.24%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SGOL | PCRPX | IVV | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.28 | 1.00 | 0.78 |
| SGOL | 0.05 | 1.00 | 0.40 | 0.05 | 0.50 |
| PCRPX | 0.28 | 0.40 | 1.00 | 0.28 | 0.69 |
| IVV | 1.00 | 0.05 | 0.28 | 1.00 | 0.79 |
| Portfolio | 0.78 | 0.50 | 0.69 | 0.79 | 1.00 |