GLD/VT/TLT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 15% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 15% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLD/VT/TLT, 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 Quarterly
The earliest data available for this chart is Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of Nov 13, 2024, the GLD/VT/TLT returned 15.92% Year-To-Date and 8.21% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| GLD/VT/TLT | 15.92% | -0.80% | 7.03% | 24.34% | 9.26% | 8.21% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 25.57% | -2.05% | 8.67% | 31.81% | 11.72% | 7.71% |
VT Vanguard Total World Stock ETF | 18.68% | -0.09% | 8.08% | 27.00% | 11.23% | 9.45% |
TLT iShares 20+ Year Treasury Bond ETF | -5.24% | -2.99% | 0.40% | 5.03% | -5.75% | -0.27% |
Monthly Returns
The table below presents the monthly returns of GLD/VT/TLT, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.55% | 2.90% | 3.65% | -3.02% | 3.87% | 1.34% | 2.73% | 2.26% | 2.62% | -1.70% | 15.92% | ||
| 2023 | 7.36% | -3.76% | 3.90% | 1.18% | -1.50% | 3.80% | 2.57% | -2.65% | -4.85% | -1.77% | 8.09% | 5.08% | 17.71% |
| 2022 | -4.04% | -1.22% | 0.68% | -7.38% | -0.52% | -6.11% | 4.86% | -3.97% | -8.40% | 3.30% | 8.16% | -3.14% | -17.60% |
| 2021 | -1.19% | 0.13% | 1.19% | 3.80% | 2.27% | 0.32% | 1.37% | 1.51% | -3.79% | 4.18% | -1.53% | 2.83% | 11.36% |
| 2020 | 0.73% | -4.00% | -8.64% | 8.53% | 3.85% | 2.64% | 5.99% | 3.39% | -2.63% | -2.02% | 8.11% | 4.37% | 20.55% |
| 2019 | 6.09% | 1.72% | 1.30% | 2.04% | -3.01% | 5.77% | 0.04% | 1.37% | 0.57% | 2.17% | 1.27% | 2.51% | 23.78% |
| 2018 | 3.83% | -3.89% | -0.40% | -0.16% | 0.52% | -0.85% | 1.47% | 0.49% | -0.44% | -5.58% | 1.51% | -3.23% | -6.88% |
| 2017 | 3.03% | 2.60% | 0.88% | 1.63% | 1.63% | 0.24% | 2.11% | 1.42% | 0.60% | 1.36% | 1.50% | 1.71% | 20.36% |
| 2016 | -2.43% | 1.54% | 5.05% | 1.36% | -0.38% | 2.24% | 3.52% | -0.38% | 0.42% | -2.47% | -1.59% | 0.99% | 7.83% |
| 2015 | 1.64% | 2.09% | -1.00% | 1.24% | -0.02% | -2.38% | 0.04% | -4.27% | -2.45% | 5.41% | -1.14% | -1.66% | -2.84% |
| 2014 | -1.66% | 4.63% | -0.04% | 0.90% | 1.43% | 2.42% | -1.67% | 2.63% | -3.56% | 0.63% | 1.27% | -0.72% | 6.16% |
| 2013 | 2.28% | -0.79% | 1.75% | 1.45% | -2.28% | -3.75% | 4.39% | -1.09% | 3.15% | 2.76% | -0.11% | 0.78% | 8.54% |
Expense Ratio
GLD/VT/TLT has an expense ratio of 0.13%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GLD/VT/TLT is 59, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.29 | 3.03 | 1.40 | 4.89 | 14.85 |
VT Vanguard Total World Stock ETF | 2.54 | 3.47 | 1.46 | 3.17 | 16.70 |
TLT iShares 20+ Year Treasury Bond ETF | 0.48 | 0.77 | 1.09 | 0.16 | 1.18 |
Dividends
Dividend yield
GLD/VT/TLT provided a 1.90% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.90% | 1.96% | 1.94% | 1.50% | 1.39% | 1.96% | 2.17% | 1.84% | 2.06% | 2.11% | 2.11% | 1.93% |
| Portfolio components: | ||||||||||||
GLD SPDR 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% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
TLT iShares 20+ Year Treasury Bond ETF | 4.06% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
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 GLD/VT/TLT. 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 GLD/VT/TLT was 35.53%, occurring on Mar 9, 2009. Recovery took 178 trading sessions.
The current GLD/VT/TLT drawdown is 1.37%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.53% | Jul 1, 2008 | 173 | Mar 9, 2009 | 178 | Nov 18, 2009 | 351 |
| -25.06% | Nov 10, 2021 | 234 | Oct 14, 2022 | 348 | Mar 6, 2024 | 582 |
| -22.89% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 8, 2020 | 76 |
| -14.53% | Jan 29, 2018 | 229 | Dec 24, 2018 | 121 | Jun 19, 2019 | 350 |
| -13.52% | Apr 29, 2015 | 184 | Jan 20, 2016 | 118 | Jul 8, 2016 | 302 |
Volatility
Volatility Chart
The current GLD/VT/TLT volatility is 2.70%, 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
| GLD | VT | TLT | |
|---|---|---|---|
| GLD | 1.00 | 0.13 | 0.21 |
| VT | 0.13 | 1.00 | -0.28 |
| TLT | 0.21 | -0.28 | 1.00 |