25/25/25/25 IGM OEF IGSB IAU
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
IGM iShares Expanded Tech Sector ETF | Technology Equities | 25% |
OEF iShares S&P 100 ETF | Large Cap Growth Equities | 25% |
SVARX Spectrum Low Volatility Fund | Nontraditional Bonds | 5% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 16, 2013, corresponding to the inception date of SVARX
Returns By Period
As of May 15, 2025, the 25/25/25/25 IGM OEF IGSB IAU returned 4.89% Year-To-Date and 12.38% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| 25/25/25/25 IGM OEF IGSB IAU | 4.89% | 6.86% | 5.97% | 18.84% | 14.43% | 12.38% |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 21.13% | -1.02% | 23.42% | 34.55% | 12.51% | 9.76% |
IGM iShares Expanded Tech Sector ETF | 1.46% | 17.88% | 1.82% | 20.29% | 20.35% | 19.83% |
OEF iShares S&P 100 ETF | -0.46% | 9.53% | -0.44% | 16.19% | 18.30% | 13.76% |
SVARX Spectrum Low Volatility Fund | 0.93% | 0.76% | -0.01% | 2.69% | 5.60% | 5.38% |
UUP Invesco DB US Dollar Index Bullish Fund | -5.27% | 1.86% | -2.88% | 1.60% | 2.85% | 2.79% |
Monthly Returns
The table below presents the monthly returns of 25/25/25/25 IGM OEF IGSB IAU, 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 | 3.00% | -1.06% | -1.95% | 0.92% | 4.02% | 4.89% | |||||||
| 2024 | 1.89% | 3.68% | 3.66% | -1.02% | 3.26% | 3.54% | 0.57% | 1.19% | 2.74% | 1.45% | 2.56% | 0.36% | 26.51% |
| 2023 | 6.03% | -1.75% | 5.49% | 0.57% | 3.45% | 2.28% | 2.61% | -0.45% | -3.39% | 1.12% | 5.75% | 2.90% | 26.99% |
| 2022 | -3.75% | -0.61% | 2.28% | -5.68% | -1.53% | -3.97% | 5.21% | -2.90% | -5.41% | 2.24% | 4.05% | -3.36% | -13.30% |
| 2021 | -0.88% | -0.34% | 1.55% | 3.50% | 1.47% | 1.09% | 1.82% | 1.91% | -3.20% | 3.81% | 0.36% | 2.04% | 13.72% |
| 2020 | 2.54% | -3.59% | -4.59% | 8.93% | 3.78% | 2.82% | 5.29% | 4.47% | -3.47% | -1.60% | 3.64% | 3.41% | 22.76% |
| 2019 | 5.21% | 2.15% | 1.61% | 2.72% | -3.39% | 5.33% | 1.90% | 0.87% | -0.12% | 1.76% | 1.53% | 2.35% | 23.91% |
| 2018 | 4.01% | -1.03% | -1.66% | 0.52% | 2.58% | -0.50% | 0.93% | 2.52% | 0.03% | -3.24% | 0.37% | -2.83% | 1.43% |
| 2017 | 2.38% | 3.41% | 0.44% | 1.07% | 1.05% | -1.24% | 1.71% | 1.75% | -0.01% | 2.66% | 0.70% | 0.81% | 15.66% |
| 2016 | -1.33% | 2.40% | 2.54% | 0.37% | 0.77% | 1.65% | 3.31% | 0.00% | 0.72% | -0.61% | -0.60% | 0.64% | 10.20% |
| 2015 | 1.39% | 1.97% | -1.31% | 0.28% | 1.46% | -2.15% | 0.36% | -2.55% | -1.32% | 5.95% | -0.59% | -1.30% | 1.91% |
| 2014 | -0.42% | 3.49% | -0.70% | -0.13% | 0.92% | 2.48% | -0.50% | 2.25% | -1.28% | 0.18% | 2.06% | 0.21% | 8.78% |
Expense Ratio
25/25/25/25 IGM OEF IGSB IAU has an expense ratio of 0.49%, 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 87, 25/25/25/25 IGM OEF IGSB IAU is among the top 13% 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 1.96 | 2.62 | 1.33 | 4.21 | 11.01 |
IGM iShares Expanded Tech Sector ETF | 0.70 | 1.19 | 1.17 | 0.82 | 2.63 |
OEF iShares S&P 100 ETF | 0.78 | 1.26 | 1.18 | 0.86 | 3.14 |
SVARX Spectrum Low Volatility Fund | 1.02 | 1.51 | 1.21 | 1.17 | 2.19 |
UUP Invesco DB US Dollar Index Bullish Fund | 0.21 | 0.29 | 1.04 | 0.14 | 0.41 |
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Dividends
Dividend yield
25/25/25/25 IGM OEF IGSB IAU provided a 1.60% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.60% | 1.63% | 1.88% | 0.70% | 0.59% | 0.47% | 1.17% | 1.00% | 0.85% | 1.08% | 0.88% | 0.82% |
| Portfolio components: | ||||||||||||
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% |
IGM iShares Expanded Tech Sector ETF | 0.23% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
OEF iShares S&P 100 ETF | 0.98% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% |
SVARX Spectrum Low Volatility Fund | 7.09% | 8.49% | 3.35% | 0.00% | 5.70% | 0.71% | 3.38% | 2.41% | 4.79% | 6.68% | 3.02% | 2.82% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.73% | 4.48% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 25/25/25/25 IGM OEF IGSB IAU. 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 25/25/25/25 IGM OEF IGSB IAU was 16.91%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.
The current 25/25/25/25 IGM OEF IGSB IAU drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.91% | Nov 19, 2021 | 227 | Oct 14, 2022 | 164 | Jun 12, 2023 | 391 |
| -16.8% | Feb 20, 2020 | 18 | Mar 16, 2020 | 53 | Jun 1, 2020 | 71 |
| -11.97% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -9.17% | Oct 4, 2018 | 56 | Dec 24, 2018 | 34 | Feb 13, 2019 | 90 |
| -7.95% | May 26, 2015 | 65 | Aug 25, 2015 | 42 | Oct 23, 2015 | 107 |
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 4.35, 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 | IAU | UUP | SVARX | IGM | OEF | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | -0.12 | 0.41 | 0.90 | 0.98 | 0.87 |
| IAU | -0.00 | 1.00 | -0.47 | 0.14 | 0.01 | -0.01 | 0.30 |
| UUP | -0.12 | -0.47 | 1.00 | -0.20 | -0.10 | -0.11 | -0.14 |
| SVARX | 0.41 | 0.14 | -0.20 | 1.00 | 0.37 | 0.39 | 0.40 |
| IGM | 0.90 | 0.01 | -0.10 | 0.37 | 1.00 | 0.91 | 0.91 |
| OEF | 0.98 | -0.01 | -0.11 | 0.39 | 0.91 | 1.00 | 0.88 |
| Portfolio | 0.87 | 0.30 | -0.14 | 0.40 | 0.91 | 0.88 | 1.00 |