25/25/25/25 IGM OEF IGSB IAU
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
IGM iShares Expanded Tech Sector ETF | Technology Equities | 25% |
IGSB iShares Short-Term Corporate Bond ETF | Corporate Bonds | 25% |
OEF iShares S&P 100 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 25/25/25/25 IGM OEF IGSB IAU, 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 IGSB
Returns By Period
As of Nov 5, 2024, the 25/25/25/25 IGM OEF IGSB IAU returned 22.36% Year-To-Date and 11.56% 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 | 21.24% | 0.55% | 11.47% | 32.45% | 13.43% | 11.05% |
| 25/25/25/25 IGM OEF IGSB IAU | 23.21% | 1.21% | 12.52% | 32.54% | 13.79% | 11.64% |
| Portfolio components: | ||||||
IGSB iShares Short-Term Corporate Bond ETF | 4.60% | -0.32% | 3.83% | 8.28% | 2.09% | 2.17% |
IAU iShares Gold Trust | 32.74% | 3.45% | 18.40% | 38.42% | 13.19% | 8.65% |
IGM iShares Expanded Tech Sector ETF | 30.41% | 0.83% | 14.08% | 48.41% | 21.19% | 20.10% |
OEF iShares S&P 100 ETF | 25.82% | 0.85% | 13.72% | 36.68% | 16.82% | 13.89% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.45% | 3.40% | 3.61% | -1.57% | 3.75% | 3.32% | 1.15% | 1.79% | 2.94% | 0.58% | 23.21% | ||
| 2023 | 6.49% | -2.51% | 6.25% | 0.83% | 2.76% | 2.40% | 2.82% | -0.90% | -4.09% | 0.90% | 6.65% | 3.36% | 27.22% |
| 2022 | -4.19% | -0.75% | 1.49% | -6.97% | -1.02% | -4.95% | 5.31% | -3.74% | -6.64% | 2.26% | 5.41% | -2.91% | -16.33% |
| 2021 | -1.10% | -0.52% | 1.00% | 3.97% | 1.79% | 0.61% | 1.93% | 1.79% | -3.59% | 3.73% | -0.04% | 2.11% | 12.08% |
| 2020 | 2.45% | -3.65% | -5.66% | 9.57% | 4.07% | 3.08% | 6.06% | 4.66% | -3.73% | -1.57% | 4.23% | 3.85% | 24.61% |
| 2019 | 5.41% | 1.97% | 1.56% | 2.60% | -3.27% | 5.77% | 1.32% | 1.05% | -0.26% | 2.26% | 1.39% | 2.64% | 24.52% |
| 2018 | 4.57% | -1.40% | -1.57% | 0.10% | 2.14% | -0.65% | 0.91% | 2.44% | -0.07% | -3.66% | 0.34% | -2.48% | 0.39% |
| 2017 | 2.91% | 3.08% | 0.59% | 1.38% | 1.39% | -0.97% | 2.27% | 1.78% | -0.17% | 2.31% | 1.05% | 0.96% | 17.80% |
| 2016 | -1.46% | 2.76% | 3.24% | 0.63% | 0.11% | 1.84% | 3.36% | -0.24% | 0.84% | -1.24% | -1.40% | 0.53% | 9.17% |
| 2015 | 0.43% | 1.85% | -1.81% | 1.03% | 1.03% | -1.79% | 0.03% | -2.25% | -1.28% | 5.86% | -1.18% | -1.04% | 0.59% |
| 2014 | -0.67% | 3.90% | -0.79% | 0.04% | 0.77% | 2.63% | -0.97% | 2.05% | -2.05% | 0.02% | 1.75% | -0.23% | 6.47% |
| 2013 | 2.12% | -0.66% | 1.76% | -1.18% | 0.41% | -3.43% | 4.28% | 0.32% | 0.41% | 2.23% | 0.41% | 0.91% | 7.63% |
Expense Ratio
25/25/25/25 IGM OEF IGSB IAU has an expense ratio of 0.24%, 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 risk-adjusted rank of 25/25/25/25 IGM OEF IGSB IAU is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
IGSB iShares Short-Term Corporate Bond ETF | 3.08 | 4.97 | 1.64 | 1.95 | 20.26 |
IAU iShares Gold Trust | 2.64 | 3.54 | 1.46 | 5.46 | 17.21 |
IGM iShares Expanded Tech Sector ETF | 2.35 | 3.01 | 1.41 | 3.30 | 11.95 |
OEF iShares S&P 100 ETF | 2.86 | 3.73 | 1.53 | 3.83 | 17.05 |
Dividends
Dividend yield
25/25/25/25 IGM OEF IGSB IAU provided a 1.32% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.32% | 1.21% | 1.04% | 0.76% | 1.03% | 1.36% | 1.28% | 1.01% | 1.11% | 1.02% | 0.91% | 0.98% |
| Portfolio components: | ||||||||||||
IGSB iShares Short-Term Corporate Bond ETF | 3.91% | 3.26% | 2.07% | 1.82% | 2.37% | 3.07% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% | 1.17% |
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 | 0.32% | 0.39% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% | 0.78% |
OEF iShares S&P 100 ETF | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% | 1.96% |
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 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 29.91%, occurring on Nov 20, 2008. Recovery took 243 trading sessions.
The current 25/25/25/25 IGM OEF IGSB IAU drawdown is 1.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.91% | Nov 7, 2007 | 263 | Nov 20, 2008 | 243 | Nov 9, 2009 | 506 |
| -21.56% | Nov 19, 2021 | 227 | Oct 14, 2022 | 272 | Nov 14, 2023 | 499 |
| -19.75% | Feb 20, 2020 | 22 | Mar 20, 2020 | 48 | May 29, 2020 | 70 |
| -9.32% | Aug 30, 2018 | 80 | Dec 24, 2018 | 35 | Feb 14, 2019 | 115 |
| -7.77% | May 19, 2015 | 69 | Aug 25, 2015 | 45 | Oct 28, 2015 | 114 |
Volatility
Volatility Chart
The current 25/25/25/25 IGM OEF IGSB IAU volatility is 2.66%, 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
| IGSB | IAU | OEF | IGM | |
|---|---|---|---|---|
| IGSB | 1.00 | 0.22 | 0.03 | 0.05 |
| IAU | 0.22 | 1.00 | 0.04 | 0.04 |
| OEF | 0.03 | 0.04 | 1.00 | 0.89 |
| IGM | 0.05 | 0.04 | 0.89 | 1.00 |