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
Loading data...
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 |
Loading data...
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.
Loading data...
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.
Loading data...
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 |