option B
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Jan 11, 2007, corresponding to the inception date of IEI
Returns By Period
As of Aug 27, 2024, the option B returned 10.23% Year-To-Date and 7.21% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| option B | 10.23% | 3.89% | 9.87% | 18.11% | 6.23% | 7.21% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.06% | 12.29% |
TLT iShares 20+ Year Treasury Bond ETF | 1.58% | 5.89% | 7.73% | 7.06% | -5.59% | 0.53% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.39% | 2.05% | 4.89% | 7.38% | 0.20% | 1.36% |
VGT Vanguard Information Technology ETF | 19.14% | 2.31% | 11.91% | 34.50% | 23.05% | 20.33% |
GLD SPDR Gold Trust | 21.76% | 5.50% | 23.81% | 30.67% | 10.10% | 6.53% |
Monthly Returns
The table below presents the monthly returns of option B, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.30% | 1.31% | 2.28% | -4.23% | 3.58% | 2.43% | 2.54% | 10.23% | |||||
| 2023 | 6.57% | -3.24% | 4.42% | 0.63% | -0.51% | 2.62% | 0.79% | -2.03% | -5.45% | -2.50% | 8.29% | 5.70% | 15.26% |
| 2022 | -4.41% | -1.34% | -0.96% | -7.82% | -1.13% | -4.21% | 5.16% | -3.96% | -7.72% | 1.09% | 5.64% | -3.54% | -21.72% |
| 2021 | -1.72% | -1.37% | -0.55% | 3.37% | 0.70% | 2.35% | 2.50% | 1.09% | -3.39% | 3.79% | 0.67% | 1.01% | 8.51% |
| 2020 | 3.55% | -0.64% | -2.27% | 6.62% | 2.27% | 1.71% | 4.88% | 1.58% | -1.83% | -2.29% | 5.29% | 2.29% | 22.74% |
| 2019 | 4.03% | 1.34% | 2.78% | 1.11% | -0.33% | 4.12% | 0.83% | 3.83% | -0.65% | 0.87% | 1.35% | 0.47% | 21.44% |
| 2018 | 1.31% | -2.59% | 0.11% | -0.76% | 2.22% | 0.16% | 0.65% | 2.31% | -1.03% | -4.09% | 1.36% | -0.92% | -1.45% |
| 2017 | 1.70% | 2.51% | -0.04% | 1.33% | 1.41% | 0.21% | 0.97% | 1.90% | -0.28% | 1.22% | 1.39% | 1.21% | 14.33% |
| 2016 | 0.27% | 2.02% | 2.79% | -0.02% | 0.75% | 3.29% | 2.86% | -0.44% | -0.17% | -2.65% | -2.12% | 0.60% | 7.22% |
| 2015 | 3.24% | -0.50% | -0.25% | -0.92% | -0.13% | -2.47% | 1.96% | -2.57% | -0.27% | 3.55% | -0.52% | -1.15% | -0.26% |
| 2014 | 1.35% | 2.68% | 0.09% | 0.80% | 1.93% | 1.49% | -0.77% | 3.60% | -2.10% | 2.01% | 2.36% | 1.07% | 15.35% |
| 2013 | 0.91% | 0.64% | 1.60% | 1.76% | -1.87% | -2.73% | 2.22% | -1.27% | 1.67% | 2.31% | -0.10% | 0.25% | 5.35% |
Expense Ratio
option B has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of option B is 30, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
TLT iShares 20+ Year Treasury Bond ETF | 0.45 | 0.74 | 1.09 | 0.16 | 1.11 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.56 | 2.38 | 1.28 | 0.56 | 5.70 |
VGT Vanguard Information Technology ETF | 1.83 | 2.41 | 1.32 | 2.42 | 8.40 |
GLD SPDR Gold Trust | 2.16 | 3.03 | 1.38 | 2.39 | 12.52 |
Dividends
Dividend yield
option B granted a 2.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| option B | 2.22% | 2.09% | 1.79% | 1.11% | 1.25% | 1.80% | 2.02% | 1.75% | 1.88% | 1.91% | 1.82% | 1.94% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 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 | 3.66% | 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 | 2.85% | 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 | 0.64% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 1.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.9% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -18.79% | May 20, 2008 | 202 | Mar 9, 2009 | 141 | Sep 28, 2009 | 343 |
| -13.94% | Mar 9, 2020 | 8 | Mar 18, 2020 | 26 | Apr 24, 2020 | 34 |
| -7.32% | Aug 30, 2018 | 80 | Dec 24, 2018 | 35 | Feb 14, 2019 | 115 |
| -6.39% | Mar 25, 2015 | 107 | Aug 25, 2015 | 141 | Mar 17, 2016 | 248 |
Volatility
Volatility Chart
The current option B volatility is 2.99%, 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
Asset Correlations Table
| GLD | VGT | VTI | TLT | IEI | |
|---|---|---|---|---|---|
| GLD | 1.00 | 0.04 | 0.07 | 0.19 | 0.26 |
| VGT | 0.04 | 1.00 | 0.89 | -0.25 | -0.24 |
| VTI | 0.07 | 0.89 | 1.00 | -0.30 | -0.28 |
| TLT | 0.19 | -0.25 | -0.30 | 1.00 | 0.82 |
| IEI | 0.26 | -0.24 | -0.28 | 0.82 | 1.00 |