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option B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 35%IEI 15%GLD 7.5%VTI 35%VGT 7.5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
GLD
SPDR Gold Trust
Precious Metals, Gold

7.50%

IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds

15%

TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

35%

VGT
Vanguard Information Technology ETF
Technology Equities

7.50%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

35%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in option B, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.72%
19.37%
option B
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2007, corresponding to the inception date of IEI

Returns By Period

As of Apr 24, 2024, the option B returned -0.31% Year-To-Date and 6.83% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
option B-0.31%-2.96%12.71%6.87%5.94%6.83%
VTI
Vanguard Total Stock Market ETF
6.01%-3.06%20.57%24.07%12.72%11.99%
TLT
iShares 20+ Year Treasury Bond ETF
-9.08%-4.95%6.37%-12.42%-4.17%0.20%
IEI
iShares 3-7 Year Treasury Bond ETF
-2.06%-1.42%2.87%-0.61%0.08%0.95%
VGT
Vanguard Information Technology ETF
2.40%-6.40%20.03%32.34%19.45%20.04%
GLD
SPDR Gold Trust
12.49%7.33%17.54%16.36%12.30%5.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.30%1.31%2.28%
2023-5.45%-2.50%8.29%5.70%

Expense Ratio

The option B features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IEI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


option B
Sharpe ratio
The chart of Sharpe ratio for option B, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.005.000.75
Sortino ratio
The chart of Sortino ratio for option B, currently valued at 1.14, compared to the broader market0.002.004.006.001.14
Omega ratio
The chart of Omega ratio for option B, currently valued at 1.13, compared to the broader market0.801.001.201.401.601.801.13
Calmar ratio
The chart of Calmar ratio for option B, currently valued at 0.33, compared to the broader market0.002.004.006.008.000.33
Martin ratio
The chart of Martin ratio for option B, currently valued at 1.79, compared to the broader market0.0010.0020.0030.0040.0050.001.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.982.851.341.547.69
TLT
iShares 20+ Year Treasury Bond ETF
-0.67-0.860.91-0.24-1.10
IEI
iShares 3-7 Year Treasury Bond ETF
-0.06-0.050.99-0.02-0.12
VGT
Vanguard Information Technology ETF
1.732.431.291.587.09
GLD
SPDR Gold Trust
1.362.071.251.293.69

Sharpe Ratio

The current option B Sharpe ratio is 0.75. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.75

The Sharpe ratio of option B is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.75
1.92
option B
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

option B granted a 2.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
option B2.31%2.09%1.79%1.11%1.25%1.80%2.02%1.75%1.88%1.91%1.82%1.94%
VTI
Vanguard Total Stock Market ETF
1.41%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
TLT
iShares 20+ Year Treasury Bond ETF
3.89%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
IEI
iShares 3-7 Year Treasury Bond ETF
2.68%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%0.77%
VGT
Vanguard Information Technology ETF
0.73%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.47%
-3.50%
option B
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the option B. 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 option B was 25.90%, occurring on Oct 20, 2022. The portfolio has not yet recovered.

The current option B drawdown is 10.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.9%Nov 10, 2021238Oct 20, 2022
-18.79%May 20, 2008202Mar 9, 2009141Sep 28, 2009343
-13.94%Mar 9, 20208Mar 18, 202026Apr 24, 202034
-7.32%Aug 30, 201880Dec 24, 201835Feb 14, 2019115
-6.39%Mar 25, 2015107Aug 25, 2015141Mar 17, 2016248

Volatility

Volatility Chart

The current option B volatility is 2.38%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.38%
3.58%
option B
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GLDVGTVTITLTIEI
GLD1.000.040.060.190.26
VGT0.041.000.89-0.26-0.25
VTI0.060.891.00-0.31-0.29
TLT0.19-0.26-0.311.000.82
IEI0.26-0.25-0.290.821.00