All weather
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | Government Bonds | 30% |
SGBX.L WisdomTree Physical Swiss Gold | Precious Metals | 25% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All weather, 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 May 14, 2018, corresponding to the inception date of DTLA.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| All weather | 4.71% | -0.05% | 2.82% | 16.40% | 7.29% | N/A |
| Portfolio components: | ||||||
SGBX.L WisdomTree Physical Swiss Gold | 26.61% | 9.34% | 21.19% | 38.10% | 13.83% | N/A |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.31% | -3.07% | -3.42% | 2.59% | -9.93% | N/A |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | -6.15% | -5.21% | -5.93% | 8.34% | 13.91% | 10.22% |
Monthly Returns
The table below presents the monthly returns of All weather, 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 | 4.12% | 0.03% | 0.73% | -0.18% | 4.71% | ||||||||
| 2024 | -0.10% | 1.38% | 4.37% | -1.95% | 2.70% | 2.35% | 2.30% | 2.45% | 2.66% | -0.12% | 1.71% | -2.85% | 15.68% |
| 2023 | 5.86% | -4.01% | 4.99% | 1.54% | -1.21% | 2.06% | 1.85% | -1.96% | -5.02% | -0.59% | 6.87% | 5.05% | 15.60% |
| 2022 | -4.15% | -0.13% | 0.97% | -6.46% | -2.43% | -4.73% | 3.51% | -3.59% | -6.49% | 0.08% | 6.59% | -0.70% | -16.94% |
| 2021 | -1.86% | -3.23% | 0.62% | 3.52% | 2.74% | 0.00% | 2.66% | 0.79% | -3.42% | 3.50% | 0.18% | 1.57% | 6.97% |
| 2020 | 2.89% | -1.76% | -2.10% | 5.72% | 0.90% | 2.40% | 5.70% | 1.03% | -2.03% | -2.45% | 3.62% | 3.36% | 18.13% |
| 2019 | 4.04% | 0.85% | 1.97% | 0.67% | 0.02% | 5.04% | 0.52% | 4.11% | -0.74% | 1.49% | 0.25% | 1.74% | 21.69% |
| 2018 | -0.23% | -0.66% | 0.16% | 0.49% | -0.74% | -3.89% | 0.65% | -0.20% | -4.39% |
Expense Ratio
All weather has an expense ratio of 0.15%, 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 92, All weather is among the top 8% 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 | |
|---|---|---|---|---|---|
SGBX.L WisdomTree Physical Swiss Gold | 2.67 | 3.46 | 1.46 | 5.33 | 14.69 |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.19 | 0.37 | 1.04 | 0.06 | 0.39 |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.50 | 0.77 | 1.11 | 0.47 | 2.19 |
Dividends
Dividend yield
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 All weather. 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 weather was 24.11%, occurring on Oct 11, 2022. Recovery took 365 trading sessions.
The current All weather drawdown is 2.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.11% | Nov 10, 2021 | 229 | Oct 11, 2022 | 365 | Mar 21, 2024 | 594 |
| -16.26% | Feb 24, 2020 | 19 | Mar 19, 2020 | 27 | Apr 29, 2020 | 46 |
| -7.96% | Feb 21, 2025 | 32 | Apr 7, 2025 | — | — | — |
| -6.52% | Jan 5, 2021 | 44 | Mar 5, 2021 | 42 | May 7, 2021 | 86 |
| -6.17% | Jun 14, 2018 | 137 | Dec 24, 2018 | 36 | Feb 15, 2019 | 173 |
Volatility
Volatility Chart
The current All weather volatility is 6.82%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.82, 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
| SWDA.L | DTLA.L | SGBX.L | |
|---|---|---|---|
| SWDA.L | 1.00 | -0.12 | 0.16 |
| DTLA.L | -0.12 | 1.00 | 0.26 |
| SGBX.L | 0.16 | 0.26 | 1.00 |