Standby
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GSY Invesco Ultra Short Duration ETF | Corporate Bonds, Actively Managed | 25% |
IAU iShares Gold Trust | Precious Metals, Gold | 15% |
QQQ Invesco QQQ | Large Cap Blend Equities | 60% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 0% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 0% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 21, 2025, the Standby returned 5.68% Year-To-Date and 13.27% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Standby | 5.68% | 9.93% | 6.88% | 16.18% | 14.46% | 13.27% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 1.46% | 12.62% | 1.07% | 13.27% | 16.68% | 12.71% |
GSY Invesco Ultra Short Duration ETF | 1.81% | 0.49% | 2.43% | 5.64% | 3.00% | 2.51% |
IAU iShares Gold Trust | 25.47% | -0.81% | 24.89% | 35.37% | 13.51% | 10.30% |
QQQ Invesco QQQ | 1.92% | 17.15% | 3.66% | 15.07% | 18.59% | 17.68% |
SCHD Schwab US Dividend Equity ETF | -2.20% | 4.17% | -5.84% | 3.53% | 13.30% | 10.61% |
Monthly Returns
The table below presents the monthly returns of Standby, 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 | 2.43% | -1.20% | -2.87% | 1.75% | 5.66% | 5.68% | |||||||
| 2024 | 1.03% | 3.32% | 2.15% | -2.08% | 4.01% | 3.96% | -0.02% | 1.15% | 2.52% | 0.18% | 2.82% | 0.19% | 20.79% |
| 2023 | 7.42% | -0.98% | 7.06% | 0.57% | 4.64% | 3.66% | 2.80% | -0.95% | -3.72% | -0.04% | 6.98% | 3.81% | 35.19% |
| 2022 | -5.56% | -1.66% | 2.73% | -8.48% | -1.41% | -5.38% | 7.17% | -3.59% | -6.96% | 2.09% | 4.73% | -4.94% | -20.40% |
| 2021 | -0.31% | -1.01% | 0.89% | 4.13% | 0.42% | 2.65% | 2.11% | 2.54% | -3.95% | 4.90% | 1.11% | 1.21% | 15.36% |
| 2020 | 2.58% | -3.70% | -4.77% | 10.42% | 4.64% | 4.41% | 6.12% | 6.66% | -4.20% | -1.90% | 5.92% | 4.03% | 33.02% |
| 2019 | 5.96% | 1.84% | 2.30% | 3.26% | -4.71% | 5.78% | 1.48% | 0.06% | 0.10% | 3.08% | 2.05% | 2.98% | 26.53% |
| 2018 | 5.78% | -1.05% | -2.39% | 0.24% | 3.31% | 0.24% | 1.39% | 3.29% | -0.21% | -4.79% | -0.08% | -4.09% | 1.13% |
| 2017 | 3.90% | 3.17% | 1.25% | 1.90% | 2.40% | -1.70% | 2.82% | 1.90% | -0.62% | 2.69% | 1.29% | 0.72% | 21.45% |
| 2016 | -3.32% | 0.93% | 3.73% | -1.08% | 1.66% | -0.03% | 4.68% | 0.23% | 1.50% | -1.29% | -0.94% | 0.48% | 6.48% |
| 2015 | 0.06% | 3.35% | -1.72% | 1.16% | 1.49% | -1.71% | 1.77% | -3.69% | -1.55% | 7.22% | -0.54% | -1.03% | 4.45% |
| 2014 | -0.61% | 4.10% | -2.13% | -0.09% | 2.26% | 2.84% | 0.13% | 3.12% | -1.35% | 1.16% | 2.71% | -1.20% | 11.26% |
Expense Ratio
Standby 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 77, Standby is among the top 23% 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.66 | 1.08 | 1.16 | 0.72 | 2.78 |
GSY Invesco Ultra Short Duration ETF | 11.05 | 26.81 | 5.99 | 31.41 | 205.62 |
IAU iShares Gold Trust | 1.99 | 2.86 | 1.36 | 4.69 | 11.96 |
QQQ Invesco QQQ | 0.60 | 1.03 | 1.14 | 0.69 | 2.26 |
SCHD Schwab US Dividend Equity ETF | 0.22 | 0.38 | 1.05 | 0.19 | 0.60 |
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Dividends
Dividend yield
Standby provided a 1.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.66% | 1.61% | 0.91% | 0.40% | 0.70% | 1.12% | 1.12% | 0.95% | 0.96% | 0.88% | 1.17% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
GSY Invesco Ultra Short Duration ETF | 5.05% | 5.31% | 4.95% | 1.70% | 0.58% | 1.45% | 2.71% | 2.30% | 1.80% | 1.30% | 1.17% | 1.29% |
IAU iShares 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 | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 3.93% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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 Standby. 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 Standby was 23.88%, occurring on Nov 3, 2022. Recovery took 173 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.88% | Nov 22, 2021 | 240 | Nov 3, 2022 | 173 | Jul 17, 2023 | 413 |
| -19.45% | Feb 20, 2020 | 22 | Mar 20, 2020 | 42 | May 20, 2020 | 64 |
| -13.58% | Feb 20, 2025 | 34 | Apr 8, 2025 | 27 | May 16, 2025 | 61 |
| -12.74% | Aug 30, 2018 | 80 | Dec 24, 2018 | 56 | Mar 18, 2019 | 136 |
| -8.74% | Sep 3, 2020 | 14 | Sep 23, 2020 | 52 | Dec 7, 2020 | 66 |
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 5 assets, with an effective number of assets of 2.25, 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 | GSY | IAU | SCHD | QQQ | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 0.04 | 0.85 | 0.90 | 1.00 | 0.88 |
| GSY | 0.03 | 1.00 | 0.13 | 0.03 | 0.02 | 0.03 | 0.06 |
| IAU | 0.04 | 0.13 | 1.00 | 0.03 | 0.03 | 0.04 | 0.22 |
| SCHD | 0.85 | 0.03 | 0.03 | 1.00 | 0.66 | 0.85 | 0.65 |
| QQQ | 0.90 | 0.02 | 0.03 | 0.66 | 1.00 | 0.90 | 0.97 |
| SPY | 1.00 | 0.03 | 0.04 | 0.85 | 0.90 | 1.00 | 0.88 |
| Portfolio | 0.88 | 0.06 | 0.22 | 0.65 | 0.97 | 0.88 | 1.00 |