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All seasons variation
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

All seasons variation

Last updated Feb 22, 2025

My personal remake of the all seasons portfolio. Adjusting for a higher return while still lowering the risks. Jacob Wayne Norris

Not completed due to limits on account

Asset Allocation

JPLD 12.5%TIP 12.5%CGL-C.TO 10%IAU 5%FCPI 13.25%MPLX 13%DMLP 12.5%OHI 5%FDIS 3.25%FTEC 3.25%VPU 3.25%FSTA 3.25%FUTY 3.25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
CGL-C.TO
iShares Gold Bullion ETF		Precious Metals, Gold
10%
DMLP
Dorchester Minerals, L.P.		Energy
12.50%
FCPI
Fidelity Stocks for Inflation ETF		All Cap Equities
13.25%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF		Consumer Discretionary Equities
3.25%
FSTA
Fidelity MSCI Consumer Staples Index ETF		Consumer Staples Equities
3.25%
FTEC
Fidelity MSCI Information Technology Index ETF		Technology Equities
3.25%
FUTY
Fidelity MSCI Utilities Index ETF		Utilities Equities
3.25%
IAU
iShares Gold Trust		Precious Metals, Gold
5%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF		Short-Term Bond
12.50%
MPLX
MPLX LP		Energy
13%
OHI
Omega Healthcare Investors, Inc.		Real Estate
5%
TIP
iShares TIPS Bond ETF		Inflation-Protected Bonds
12.50%
VPU
Vanguard Utilities ETF		Utilities Equities
3.25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All seasons variation , 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.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
9.47%
7.05%
All seasons variation
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 31, 2023, corresponding to the inception date of JPLD

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		2.24%-1.44%6.72%18.16%14.02%11.07%
All seasons variation 4.27%1.26%9.48%23.71%N/AN/A
Portfolio components:
FDIS
Fidelity MSCI Consumer Discretionary Index ETF		-2.60%-5.68%14.54%18.85%15.57%13.17%
FTEC
Fidelity MSCI Information Technology Index ETF		0.42%-2.52%9.01%22.36%21.71%20.03%
VPU
Vanguard Utilities ETF		6.03%1.17%7.15%33.64%6.34%9.30%
FSTA
Fidelity MSCI Consumer Staples Index ETF		5.14%5.14%3.24%14.88%9.73%8.35%
FCPI
Fidelity Stocks for Inflation ETF		4.20%-2.06%7.12%21.64%15.30%N/A
FUTY
Fidelity MSCI Utilities Index ETF		6.05%1.23%7.30%33.72%6.41%9.31%
CGL-C.TO
iShares Gold Bullion ETF		11.82%5.83%16.38%43.34%13.06%10.30%
OHI
Omega Healthcare Investors, Inc.		-3.98%-2.31%-4.88%23.49%4.36%7.06%
DMLP
Dorchester Minerals, L.P.		-4.10%-1.08%6.25%14.36%29.04%13.01%
MPLX
MPLX LP		13.62%4.82%29.54%45.79%33.44%4.53%
IAU
iShares Gold Trust		11.88%5.89%16.41%43.80%12.27%9.04%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF		0.89%0.58%2.02%6.74%N/AN/A
TIP
iShares TIPS Bond ETF		2.22%1.39%0.12%5.16%1.55%2.16%
*Annualized

Monthly Returns

The table below presents the monthly returns of All seasons variation , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.50%4.27%
20240.70%1.67%5.03%-0.93%2.85%0.53%2.41%2.25%2.61%1.35%5.05%-3.72%21.32%
2023-1.95%-1.47%0.76%3.85%2.92%4.04%

Expense Ratio

All seasons variation has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

CGL-C.TO
iShares Gold Bullion ETF
Expense ratio chart for CGL-C.TO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
FCPI
Fidelity Stocks for Inflation ETF
Expense ratio chart for FCPI: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
IAU
iShares Gold Trust
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
Expense ratio chart for JPLD: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
TIP
iShares TIPS Bond ETF
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
VPU
Vanguard Utilities ETF
Expense ratio chart for VPU: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
Expense ratio chart for FDIS: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
FTEC
Fidelity MSCI Information Technology Index ETF
Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
FSTA
Fidelity MSCI Consumer Staples Index ETF
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
FUTY
Fidelity MSCI Utilities Index ETF
Expense ratio chart for FUTY: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, All seasons variation is among the top 4% 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.

The Risk-Adjusted Performance Rank of All seasons variation is 9696
Overall Rank
The Sharpe Ratio Rank of All seasons variation is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of All seasons variation is 9797
Sortino Ratio Rank
The Omega Ratio Rank of All seasons variation is 9797
Omega Ratio Rank
The Calmar Ratio Rank of All seasons variation is 9393
Calmar Ratio Rank
The Martin Ratio Rank of All seasons variation is 9595
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.

Sharpe ratio
The chart of Sharpe ratio for All seasons variation , currently valued at 3.20, compared to the broader market-6.00-4.00-2.000.002.004.003.201.62
The chart of Sortino ratio for All seasons variation , currently valued at 4.50, compared to the broader market-6.00-4.00-2.000.002.004.004.502.20
The chart of Omega ratio for All seasons variation , currently valued at 1.61, compared to the broader market0.400.600.801.001.201.401.601.801.611.30
The chart of Calmar ratio for All seasons variation , currently valued at 4.82, compared to the broader market0.002.004.006.008.0010.004.822.46
The chart of Martin ratio for All seasons variation , currently valued at 18.45, compared to the broader market0.0010.0020.0030.0040.0018.4510.01
All seasons variation
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FDIS
Fidelity MSCI Consumer Discretionary Index ETF		0.951.381.181.484.50
FTEC
Fidelity MSCI Information Technology Index ETF		1.011.411.191.485.10
VPU
Vanguard Utilities ETF		2.253.061.393.439.42
FSTA
Fidelity MSCI Consumer Staples Index ETF		1.492.211.262.086.16
FCPI
Fidelity Stocks for Inflation ETF		1.602.141.292.918.78
FUTY
Fidelity MSCI Utilities Index ETF		2.253.051.393.429.47
CGL-C.TO
iShares Gold Bullion ETF		2.843.581.495.4014.69
OHI
Omega Healthcare Investors, Inc.		1.181.711.221.624.29
DMLP
Dorchester Minerals, L.P.		0.610.961.130.881.81
MPLX
MPLX LP		3.154.391.554.6617.19
IAU
iShares Gold Trust		2.883.661.505.4114.49
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF		3.776.281.869.4027.80
TIP
iShares TIPS Bond ETF		1.161.621.201.363.15

The current All seasons variation Sharpe ratio is 3.20. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.21 to 1.87, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of All seasons variation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00SeptemberOctoberNovemberDecember2025February
3.20
1.62
All seasons variation
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All seasons variation provided a 3.86% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio3.86%3.96%4.07%4.51%3.87%4.56%3.57%3.65%2.83%2.32%2.81%1.97%
Portfolio components:
FDIS
Fidelity MSCI Consumer Discretionary Index ETF		0.71%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%1.01%
FTEC
Fidelity MSCI Information Technology Index ETF		0.49%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%
VPU
Vanguard Utilities ETF		2.84%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%
FSTA
Fidelity MSCI Consumer Staples Index ETF		2.14%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%
FCPI
Fidelity Stocks for Inflation ETF		1.24%1.29%1.88%1.77%1.19%3.53%0.43%0.00%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF		2.79%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%
CGL-C.TO
iShares Gold Bullion 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%
OHI
Omega Healthcare Investors, Inc.		7.51%7.08%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%
DMLP
Dorchester Minerals, L.P.		10.31%10.47%10.67%11.68%7.75%12.75%10.32%11.86%7.61%4.88%11.67%7.46%
MPLX
MPLX LP		6.77%7.33%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%
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%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF		4.43%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF		2.47%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%

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.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.13%
-2.13%
All seasons variation
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All seasons variation . 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 All seasons variation was 4.95%, occurring on Dec 19, 2024. Recovery took 32 trading sessions.

The current All seasons variation drawdown is 1.13%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.95%Dec 2, 202414Dec 19, 202432Feb 5, 202546
-4.73%Aug 1, 202345Oct 3, 202338Nov 24, 202383
-2.81%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-2.22%Apr 8, 20247Apr 16, 202417May 9, 202424
-1.64%Nov 11, 20244Nov 14, 20245Nov 21, 20249

Volatility

Volatility Chart

The current All seasons variation volatility is 2.81%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.81%
3.43%
All seasons variation
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
DMLPJPLDFTECMPLXOHICGL-C.TOIAUTIPFSTAFDISVPUFUTYFCPI
DMLP1.00-0.050.050.21-0.030.050.080.060.030.030.130.130.16
JPLD-0.051.000.160.070.190.190.220.710.220.200.200.200.19
FTEC0.050.161.000.160.120.140.180.160.170.700.070.070.77
MPLX0.210.070.161.000.230.220.230.130.260.210.330.330.41
OHI-0.030.190.120.231.000.140.140.260.380.260.400.400.33
CGL-C.TO0.050.190.140.220.141.000.950.330.160.160.270.270.25
IAU0.080.220.180.230.140.951.000.330.150.170.240.250.26
TIP0.060.710.160.130.260.330.331.000.230.260.290.300.24
FSTA0.030.220.170.260.380.160.150.231.000.390.520.530.42
FDIS0.030.200.700.210.260.160.170.260.391.000.240.250.71
VPU0.130.200.070.330.400.270.240.290.520.241.001.000.41
FUTY0.130.200.070.330.400.270.250.300.530.251.001.000.42
FCPI0.160.190.770.410.330.250.260.240.420.710.410.421.00
The correlation results are calculated based on daily price changes starting from Aug 1, 2023
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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