Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IAU iShares Gold Trust | Gold, Precious Metals | 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
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 Every 3 months.
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The earliest data available for this chart is Dec 17, 2013, corresponding to the inception date of SVARX
Returns By Period
As of Apr 2, 2026, the 25/25/25/25 IGM OEF IGSB IAU returned -0.24% Year-To-Date and 14.31% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 25/25/25/25 IGM OEF IGSB IAU | -0.21% | -3.17% | -0.24% | 4.10% | 25.38% | 22.50% | 14.50% | 14.31% |
| Portfolio components: | ||||||||
IAU iShares Gold Trust | -1.94% | -8.32% | 8.34% | 21.05% | 49.18% | 32.68% | 21.72% | 14.14% |
IGM iShares Expanded Tech Sector ETF | 0.73% | -1.47% | -6.15% | -4.99% | 31.65% | 29.30% | 14.88% | 21.24% |
OEF iShares S&P 100 ETF | 0.01% | -3.61% | -6.31% | -3.64% | 18.53% | 20.77% | 13.32% | 15.09% |
SVARX Spectrum Low Volatility Fund | 0.13% | -0.59% | 0.38% | 2.25% | 5.64% | 6.08% | 3.35% | 6.51% |
UUP Invesco DB US Dollar Index Bullish Fund | 0.47% | 1.46% | 3.07% | 4.62% | 1.27% | 4.90% | 5.26% | 3.13% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 18, 2013, 25/25/25/25 IGM OEF IGSB IAU's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +8.9%, while the worst month was Apr 2022 at -5.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 25/25/25/25 IGM OEF IGSB IAU closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Mar 16, 2020 at -6.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.02% | 1.09% | -4.93% | 0.76% | -0.24% | ||||||||
| 2025 | 3.00% | -1.06% | -1.95% | 0.92% | 4.58% | 3.73% | 2.13% | 1.66% | 6.09% | 3.96% | 0.62% | 0.19% | 26.27% |
| 2024 | 1.89% | 3.68% | 3.66% | -1.02% | 3.26% | 3.54% | 0.57% | 1.19% | 2.74% | 1.45% | 2.56% | 0.40% | 26.56% |
| 2023 | 6.03% | -1.75% | 5.49% | 0.57% | 3.45% | 2.28% | 2.61% | -0.45% | -3.39% | 1.12% | 5.75% | 2.85% | 26.93% |
| 2022 | -3.75% | -0.61% | 2.28% | -5.68% | -1.53% | -3.97% | 5.21% | -2.90% | -5.41% | 2.24% | 4.05% | -3.33% | -13.28% |
| 2021 | -0.88% | -0.34% | 1.55% | 3.50% | 1.47% | 1.09% | 1.82% | 1.91% | -3.20% | 3.81% | 0.37% | 2.04% | 13.72% |
Benchmark Metrics
25/25/25/25 IGM OEF IGSB IAU has an annualized alpha of 6.16%, beta of 0.55, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since December 18, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.94%) than losses (43.68%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.55 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 6.16%
- Beta
- 0.55
- R²
- 0.81
- Upside Capture
- 65.94%
- Downside Capture
- 43.68%
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.
Return for Risk
Risk / Return Rank
25/25/25/25 IGM OEF IGSB IAU ranks 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.84 | 0.88 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.60 | 1.37 | +1.23 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.63 | 1.39 | +1.24 |
Martin ratioReturn relative to average drawdown | 10.60 | 6.43 | +4.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IAU iShares Gold Trust | 80 | 1.78 | 2.21 | 1.33 | 2.58 | 9.32 |
IGM iShares Expanded Tech Sector ETF | 64 | 1.19 | 1.80 | 1.25 | 1.98 | 6.61 |
OEF iShares S&P 100 ETF | 53 | 0.96 | 1.50 | 1.22 | 1.61 | 6.30 |
SVARX Spectrum Low Volatility Fund | 84 | 2.13 | 2.81 | 1.46 | 2.25 | 7.51 |
UUP Invesco DB US Dollar Index Bullish Fund | 14 | 0.17 | 0.28 | 1.04 | 0.15 | 0.30 |
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Dividends
Dividend yield
25/25/25/25 IGM OEF IGSB IAU provided a 1.25% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.25% | 1.23% | 1.67% | 1.84% | 0.73% | 0.60% | 0.47% | 1.24% | 1.00% | 0.96% | 1.20% | 0.88% |
| 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 | 0.17% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
OEF iShares S&P 100 ETF | 0.98% | 0.81% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% |
SVARX Spectrum Low Volatility Fund | 5.92% | 5.95% | 9.35% | 3.35% | 0.00% | 5.85% | 0.71% | 4.91% | 2.41% | 6.90% | 9.07% | 3.02% |
UUP Invesco DB US Dollar Index Bullish Fund | 3.33% | 3.43% | 4.48% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 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 6.40%.
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 | 28 | May 19, 2025 | 62 |
| -9.78% | Jan 29, 2026 | 42 | Mar 30, 2026 | — | — | — |
| -9.17% | Oct 4, 2018 | 56 | Dec 24, 2018 | 34 | Feb 13, 2019 | 90 |
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
| Benchmark | IAU | UUP | SVARX | IGM | OEF | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.13 | 0.40 | 0.90 | 0.98 | 0.87 |
| IAU | 0.00 | 1.00 | -0.46 | 0.14 | 0.01 | -0.01 | 0.32 |
| UUP | -0.13 | -0.46 | 1.00 | -0.21 | -0.10 | -0.11 | -0.14 |
| SVARX | 0.40 | 0.14 | -0.21 | 1.00 | 0.35 | 0.38 | 0.38 |
| IGM | 0.90 | 0.01 | -0.10 | 0.35 | 1.00 | 0.91 | 0.90 |
| OEF | 0.98 | -0.01 | -0.11 | 0.38 | 0.91 | 1.00 | 0.88 |
| Portfolio | 0.87 | 0.32 | -0.14 | 0.38 | 0.90 | 0.88 | 1.00 |