Current allocation
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAAU Goldman Sachs Physical Gold ETF | Precious Metals, Gold | 50% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Current allocation, 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 Aug 15, 2018, corresponding to the inception date of AAAU
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -2.86% | -7.77% | 4.68% | 14.23% | 9.82% |
| Current allocation | 9.62% | 3.46% | 8.57% | 22.66% | 13.63% | N/A |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | -5.52% | -2.86% | -6.10% | 5.78% | 14.17% | 9.05% |
AAAU Goldman Sachs Physical Gold ETF | 23.10% | 8.28% | 21.55% | 37.67% | 13.28% | N/A |
Monthly Returns
The table below presents the monthly returns of Current allocation, 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 | 5.14% | 0.86% | 3.15% | 0.22% | 9.62% | ||||||||
| 2024 | -0.29% | 2.46% | 5.97% | -0.36% | 3.06% | 0.91% | 3.58% | 2.45% | 3.52% | 1.35% | 0.48% | -2.08% | 22.89% |
| 2023 | 6.38% | -4.02% | 5.68% | 1.33% | -1.18% | 1.63% | 2.73% | -1.71% | -4.58% | 2.55% | 5.59% | 3.07% | 18.07% |
| 2022 | -3.44% | 1.60% | 2.04% | -5.12% | -1.49% | -4.95% | 2.38% | -3.75% | -5.96% | 2.49% | 7.96% | -0.70% | -9.45% |
| 2021 | -2.08% | -2.28% | 1.17% | 3.95% | 4.66% | -2.94% | 2.20% | 1.24% | -3.77% | 3.71% | -1.38% | 3.63% | 7.88% |
| 2020 | 1.87% | -4.12% | -5.77% | 8.62% | 3.57% | 2.81% | 8.30% | 2.40% | -3.80% | -1.55% | 2.17% | 5.63% | 20.66% |
| 2019 | 5.05% | 1.11% | -0.15% | 1.44% | -1.96% | 7.26% | 0.44% | 3.15% | -0.83% | 2.50% | -0.42% | 3.41% | 22.67% |
| 2018 | 2.49% | 0.04% | -2.56% | 0.71% | -1.11% | -0.50% |
Expense Ratio
Current allocation has an expense ratio of 0.21%, 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, Current allocation 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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 0.27 | 0.51 | 1.07 | 0.29 | 1.43 |
AAAU Goldman Sachs Physical Gold ETF | 2.39 | 3.13 | 1.41 | 4.74 | 12.75 |
Dividends
Dividend yield
Current allocation provided a 0.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.78% | 0.74% | 0.85% | 0.84% | 0.75% | 0.76% | 1.08% | 1.15% | 0.94% | 1.07% | 1.17% | 1.16% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.56% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
AAAU Goldman Sachs Physical Gold 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% |
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 Current allocation. 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 Current allocation was 19.71%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
The current Current allocation drawdown is 0.79%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.71% | Feb 24, 2020 | 20 | Mar 20, 2020 | 54 | Jun 8, 2020 | 74 |
| -18.88% | Nov 15, 2021 | 218 | Sep 27, 2022 | 198 | Jul 13, 2023 | 416 |
| -7.88% | Jul 20, 2023 | 53 | Oct 3, 2023 | 35 | Nov 21, 2023 | 88 |
| -7.63% | Apr 3, 2025 | 4 | Apr 8, 2025 | — | — | — |
| -6.98% | Aug 7, 2020 | 33 | Sep 23, 2020 | 60 | Dec 17, 2020 | 93 |
Volatility
Volatility Chart
The current Current allocation volatility is 8.05%, 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
| AAAU | URTH | |
|---|---|---|
| AAAU | 1.00 | 0.13 |
| URTH | 0.13 | 1.00 |