25/25/25/25 IGM OEF IGSB IAU

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 Blend Equities	25%
UUP Invesco DB US Dollar Index Bullish Fund	Currency	20%
SVARX Spectrum Low Volatility Fund	Nontraditional Bonds	5%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 16, 2026, the 25/25/25/25 IGM OEF IGSB IAU returned 11.35% Year-To-Date and 15.36% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio 25/25/25/25 IGM OEF IGSB IAU	2.21%	1.34%	11.35%	11.95%	30.59%	24.49%	16.13%	15.36%
Portfolio components:
IAU iShares Gold Trust	2.61%	-4.97%	0.11%	0.22%	25.52%	29.91%	18.47%	12.49%
IGM iShares Expanded Tech Sector ETF	3.64%	7.10%	27.92%	29.29%	56.16%	36.48%	20.96%	25.12%
OEF iShares S&P 100 ETF	2.03%	0.66%	8.71%	9.60%	28.24%	23.02%	15.42%	16.78%
SVARX Spectrum Low Volatility Fund	0.17%	0.46%	1.14%	1.70%	5.86%	6.63%	3.10%	6.01%
UUP Invesco DB US Dollar Index Bullish Fund	0.07%	0.72%	3.48%	3.56%	6.46%	4.54%	5.73%	3.22%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 17, 2013, 25/25/25/25 IGM OEF IGSB IAU's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 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%	7.51%	6.08%	-1.39%							11.35%
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 6.28%, beta of 0.56, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since December 17, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.62%) than losses (44.32%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.56 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: 6.28%

Beta: 0.56

R²: 0.81

Upside Capture: 66.62%

Downside Capture: 44.32%

See how alpha, beta & R² have trended over time →

Expense Ratio

25/25/25/25 IGM OEF IGSB IAU has an expense ratio of 0.48%, 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.

SVARX

Spectrum Low Volatility Fund

UUP

Invesco DB US Dollar Index Bullish Fund

IGM

iShares Expanded Tech Sector ETF

IAU

iShares Gold Trust

OEF

iShares S&P 100 ETF

Return for Risk

Risk / Return Rank

25/25/25/25 IGM OEF IGSB IAU ranks 71 for risk / return — better than 71% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 25/25/25/25 IGM OEF IGSB IAU and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.45	2.14	+0.31
Sortino ratioReturn per unit of downside risk	3.17	2.89	+0.28
Omega ratioGain probability vs. loss probability	1.47	1.39	+0.09
Calmar ratioReturn relative to maximum drawdown	3.14	2.91	+0.23
Martin ratioReturn relative to average drawdown	12.31	13.08	-0.78

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IAU iShares Gold Trust	27	0.94	1.31	1.19	1.05	3.00
IGM iShares Expanded Tech Sector ETF	78	2.54	3.13	1.42	3.43	11.62
OEF iShares S&P 100 ETF	68	2.14	2.87	1.39	2.57	10.52
SVARX Spectrum Low Volatility Fund	56	2.09	2.77	1.44	2.22	5.07
UUP Invesco DB US Dollar Index Bullish Fund	34	1.08	1.55	1.19	1.78	4.74

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 25/25/25/25 IGM OEF IGSB IAU Sharpe ratio is 2.45 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 25/25/25/25 IGM OEF IGSB IAU compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

25/25/25/25 IGM OEF IGSB IAU provided a 1.26% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.26%	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	1.04%	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	5.88%	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	3.31%	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 2.18%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-16.91%Oct 2022	10mo 29d	8mo 1d	1y 6moNov 2021 - Jun 2023
COVID crash2020	-16.80%Mar 2020	25d	2mo 17d	3mo 12dFeb 2020 - Jun 2020
2025 selloff2025	-11.97%Apr 2025	1mo 17d	1mo 11d	2mo 28dFeb 2025 - May 2025
2026 pullback2026	-9.78%Mar 2026	2mo	25d	2mo 25dJan 2026 - Apr 2026
Rate-hike selloffLate 2018	-9.17%Dec 2018	2mo 21d	1mo 21d	4mo 12dOct 2018 - Feb 2019

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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.41	1.43	1.44	1.42	1.45

The portfolio has a diversification ratio of 1.45, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

25/25/25/25 IGM OEF IGSB IAU correlation to the S&P 500 Index

25/25/25/25 IGM OEF IGSB IAU has a 0.80 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.88
Correlation (All Time) Calculated using the full available price history since Dec 17, 2013	0.87

Benchmark Correlations

Correlation vs. S&P 500 Index. OEF has the highest benchmark correlation at 0.98, while UUP has the lowest at -0.13.

-0.13

0.02

0.40

0.89

0.98

Portfolio Correlations

Correlation vs. 25/25/25/25 IGM OEF IGSB IAU. IGM has the highest portfolio correlation at 0.90, while UUP has the lowest at -0.15.

-0.15

0.33

0.39

0.88

0.90

Asset Correlations Table

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

	IAU	UUP	SVARX	IGM	OEF
IAU	1.00	-0.46	0.16	0.02	0.01
UUP	-0.46	1.00	-0.22	-0.11	-0.12
SVARX	0.16	-0.22	1.00	0.36	0.38
IGM	0.02	-0.11	0.36	1.00	0.91
OEF	0.01	-0.12	0.38	0.91	1.00

The correlation results are calculated based on daily price changes starting from Dec 17, 2013

Diversification Analysis

Find what 25/25/25/25 IGM OEF IGSB IAU is missing

See which holdings overlap, where 25/25/25/25 IGM OEF IGSB IAU is concentrated, and which low-correlation assets could fill the gaps.

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