Common Sense Portfolio - Low Inflation, Great Stock Preformance
idk if this ever happens
70% equities
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
BTAL AGFiQ US Market Neutral Anti-Beta Fund | Long-Short | 15% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 100% |
QQQ Invesco QQQ | Large Cap Blend Equities | 30% |
SPLV Invesco S&P 500® Low Volatility ETF | Volatility Hedged Equity | 20% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | -125% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 15% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 13, 2011, corresponding to the inception date of BTAL
Returns By Period
As of May 28, 2025, the Common Sense Portfolio - Low Inflation, Great Stock Preformance returned 7.28% Year-To-Date and 12.44% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.12% | 6.51% | -1.84% | 10.98% | 14.10% | 10.82% |
Common Sense Portfolio - Low Inflation, Great Stock Preformance | 6.94% | 4.01% | 6.75% | 20.58% | 10.43% | 12.40% |
Portfolio components: | ||||||
IEF iShares 7-10 Year Treasury Bond ETF | 2.85% | -1.45% | 0.95% | 5.49% | -2.98% | 0.77% |
TIP iShares TIPS Bond ETF | 3.10% | -0.95% | 1.62% | 5.39% | 1.26% | 2.26% |
GLD SPDR Gold Trust | 25.47% | -1.70% | 24.77% | 39.24% | 13.27% | 10.29% |
QQQ Invesco QQQ | 1.65% | 9.84% | 3.01% | 13.57% | 18.07% | 17.69% |
SPLV Invesco S&P 500® Low Volatility ETF | 4.61% | 1.26% | -1.93% | 15.28% | 9.99% | 9.18% |
VUG Vanguard Growth ETF | 0.62% | 9.70% | 1.92% | 15.99% | 17.11% | 15.27% |
UUP Invesco DB US Dollar Index Bullish Fund | -6.15% | 1.43% | -3.49% | 0.82% | 3.09% | 2.30% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.68% | -4.10% | 4.64% | 3.98% | -3.28% | 1.16% |
Monthly Returns
The table below presents the monthly returns of Common Sense Portfolio - Low Inflation, Great Stock Preformance, 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 | 1.82% | 1.13% | -1.17% | 1.59% | 3.44% | 6.94% | |||||||
2024 | 2.13% | 2.62% | 3.27% | -1.87% | 3.56% | 3.96% | 1.71% | 3.09% | 1.82% | 0.23% | 3.23% | -0.80% | 25.32% |
2023 | 6.60% | -3.54% | 7.15% | 2.19% | 1.69% | 1.94% | 1.09% | -0.22% | -4.10% | 0.81% | 7.03% | 2.47% | 24.82% |
2022 | -4.45% | -3.16% | 2.35% | -7.07% | 0.13% | -0.41% | 3.00% | -3.96% | -3.21% | -0.07% | 6.46% | -3.64% | -13.86% |
2021 | -2.40% | -3.53% | 0.30% | 3.58% | 0.19% | 1.92% | 1.74% | 2.13% | -5.04% | 3.21% | 0.86% | 2.94% | 5.61% |
2020 | 5.09% | -3.10% | 1.01% | 6.56% | 3.97% | 1.98% | 5.66% | 2.97% | -3.38% | -3.21% | 1.58% | 2.38% | 22.96% |
2019 | 4.84% | 2.09% | 2.64% | 2.01% | -1.78% | 5.86% | 1.72% | 4.14% | -0.16% | 2.26% | 0.02% | 1.14% | 27.48% |
2018 | 3.21% | -1.75% | -1.09% | -0.95% | 3.37% | 0.12% | 1.54% | 3.02% | -0.07% | -1.67% | 1.81% | -1.22% | 6.30% |
2017 | 2.12% | 4.38% | 1.05% | 2.43% | 3.41% | -1.55% | 1.93% | 2.26% | -1.65% | 2.00% | 1.19% | -0.23% | 18.59% |
2016 | 0.69% | 2.31% | 0.95% | -1.14% | 1.67% | 4.06% | 2.11% | -1.71% | -0.21% | -2.30% | -4.09% | 1.02% | 3.13% |
2015 | 2.61% | 0.27% | -0.23% | -2.02% | 2.48% | -2.65% | 3.14% | -2.13% | 1.29% | 5.54% | -1.02% | -0.14% | 7.02% |
2014 | -0.33% | 4.33% | -0.97% | -0.26% | 0.88% | 2.35% | -1.06% | 4.20% | 0.67% | 2.28% | 4.14% | 1.70% | 19.24% |
Expense Ratio
Common Sense Portfolio - Low Inflation, Great Stock Preformance has an expense ratio of 0.56%, 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 93, Common Sense Portfolio - Low Inflation, Great Stock Preformance is among the top 7% 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 | |
---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 0.83 | 1.13 | 1.13 | 0.25 | 1.57 |
TIP iShares TIPS Bond ETF | 1.14 | 1.50 | 1.19 | 0.51 | 3.23 |
GLD SPDR Gold Trust | 2.21 | 3.06 | 1.39 | 5.03 | 13.76 |
QQQ Invesco QQQ | 0.53 | 0.99 | 1.14 | 0.66 | 2.15 |
SPLV Invesco S&P 500® Low Volatility ETF | 1.16 | 1.49 | 1.21 | 1.56 | 4.83 |
VUG Vanguard Growth ETF | 0.64 | 1.14 | 1.16 | 0.78 | 2.64 |
UUP Invesco DB US Dollar Index Bullish Fund | 0.11 | 0.12 | 1.01 | 0.04 | 0.10 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 0.20 | 0.42 | 1.05 | 0.15 | 0.55 |
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Dividends
Dividend yield
Common Sense Portfolio - Low Inflation, Great Stock Preformance provided a 1.92% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.92% | 2.30% | 2.18% | -5.65% | -3.99% | 0.34% | 1.15% | 0.05% | 0.13% | 0.97% | 2.49% | 1.07% |
Portfolio components: | ||||||||||||
IEF iShares 7-10 Year Treasury Bond ETF | 3.73% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
TIP iShares TIPS Bond ETF | 2.92% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
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% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.74% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
VUG Vanguard Growth ETF | 0.47% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.77% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 3.37% | 3.49% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Common Sense Portfolio - Low Inflation, Great Stock Preformance. 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 Common Sense Portfolio - Low Inflation, Great Stock Preformance was 19.68%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-19.68% | Dec 28, 2021 | 202 | Oct 14, 2022 | 167 | Jun 15, 2023 | 369 |
-14.23% | Feb 20, 2020 | 23 | Mar 23, 2020 | 18 | Apr 17, 2020 | 41 |
-12.62% | Sep 3, 2020 | 127 | Mar 8, 2021 | 194 | Dec 10, 2021 | 321 |
-9.97% | Aug 3, 2016 | 85 | Dec 1, 2016 | 89 | Apr 11, 2017 | 174 |
-9.38% | Feb 20, 2025 | 34 | Apr 8, 2025 | 18 | May 5, 2025 | 52 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 0.35, 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 | TIP | GLD | UUP | BTAL | IEF | SPLV | QQQ | VUG | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | -0.05 | 0.04 | -0.17 | -0.51 | -0.22 | 0.74 | 0.90 | 0.94 | 0.73 |
TIP | -0.05 | 1.00 | 0.35 | -0.23 | 0.06 | 0.79 | 0.04 | -0.02 | -0.02 | -0.02 |
GLD | 0.04 | 0.35 | 1.00 | -0.46 | 0.02 | 0.31 | 0.07 | 0.04 | 0.04 | 0.32 |
UUP | -0.17 | -0.23 | -0.46 | 1.00 | 0.11 | -0.19 | -0.15 | -0.14 | -0.16 | -0.17 |
BTAL | -0.51 | 0.06 | 0.02 | 0.11 | 1.00 | 0.19 | -0.17 | -0.46 | -0.47 | -0.15 |
IEF | -0.22 | 0.79 | 0.31 | -0.19 | 0.19 | 1.00 | -0.07 | -0.16 | -0.17 | 0.06 |
SPLV | 0.74 | 0.04 | 0.07 | -0.15 | -0.17 | -0.07 | 1.00 | 0.57 | 0.63 | 0.63 |
QQQ | 0.90 | -0.02 | 0.04 | -0.14 | -0.46 | -0.16 | 0.57 | 1.00 | 0.97 | 0.78 |
VUG | 0.94 | -0.02 | 0.04 | -0.16 | -0.47 | -0.17 | 0.63 | 0.97 | 1.00 | 0.78 |
Portfolio | 0.73 | -0.02 | 0.32 | -0.17 | -0.15 | 0.06 | 0.63 | 0.78 | 0.78 | 1.00 |