Fat Penguin Endowment
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 15% |
GLD SPDR Gold Trust | Precious Metals, Gold | 10% |
SPTL SPDR Portfolio Long Term Treasury ETF | Government Bonds | 15% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fat Penguin Endowment , 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 May 30, 2007, corresponding to the inception date of BIL
Returns By Period
As of Jul 25, 2024, the Fat Penguin Endowment returned 10.04% Year-To-Date and 8.83% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Fat Penguin Endowment | 9.64% | -0.49% | 8.88% | 14.95% | 9.66% | 8.82% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.60% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 2.97% | 0.42% | 2.57% | 5.30% | 2.06% | 1.39% |
SPTL SPDR Portfolio Long Term Treasury ETF | -3.79% | -0.26% | 0.79% | -1.86% | -3.96% | 0.44% |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.73% |
Monthly Returns
The table below presents the monthly returns of Fat Penguin Endowment , 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 | 0.60% | 2.94% | 3.06% | -2.94% | 3.66% | 2.40% | 9.64% | ||||||
| 2023 | 5.46% | -2.74% | 3.80% | 1.17% | -0.23% | 3.79% | 1.93% | -1.44% | -4.34% | -1.24% | 7.09% | 4.19% | 18.10% |
| 2022 | -3.88% | -1.33% | 1.55% | -6.82% | -0.50% | -5.21% | 5.65% | -3.43% | -7.08% | 3.90% | 5.26% | -3.58% | -15.39% |
| 2021 | -1.46% | 0.25% | 2.02% | 3.88% | 1.16% | 1.18% | 2.26% | 1.75% | -3.57% | 4.63% | -0.18% | 2.85% | 15.48% |
| 2020 | 1.57% | -3.73% | -5.96% | 8.48% | 2.98% | 1.38% | 5.27% | 3.49% | -2.69% | -2.05% | 6.21% | 2.77% | 18.05% |
| 2019 | 5.17% | 1.78% | 1.74% | 2.14% | -2.75% | 5.08% | 1.00% | 1.40% | 0.36% | 1.46% | 1.83% | 1.69% | 22.75% |
| 2018 | 3.21% | -2.84% | -1.18% | -0.07% | 1.66% | 0.12% | 1.81% | 1.96% | -0.06% | -4.33% | 1.42% | -3.69% | -2.31% |
| 2017 | 1.73% | 2.93% | -0.07% | 1.02% | 1.11% | 0.28% | 1.39% | 1.09% | 0.54% | 1.35% | 1.99% | 1.26% | 15.59% |
| 2016 | -1.63% | 1.57% | 3.73% | 0.66% | 0.47% | 2.06% | 2.70% | -0.40% | -0.14% | -1.96% | 0.25% | 1.05% | 8.53% |
| 2015 | 0.41% | 1.70% | -1.02% | 0.12% | 0.49% | -1.90% | 1.32% | -3.45% | -1.36% | 5.32% | -0.53% | -1.13% | -0.30% |
| 2014 | -0.89% | 3.40% | 0.25% | 0.76% | 1.52% | 1.83% | -1.12% | 3.06% | -1.71% | 1.47% | 2.03% | 0.47% | 11.50% |
| 2013 | 2.64% | 0.47% | 2.42% | 1.02% | -0.11% | -2.20% | 3.62% | -1.44% | 1.47% | 2.92% | 0.88% | 0.99% | 13.25% |
Expense Ratio
Fat Penguin Endowment 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 Fat Penguin Endowment is 62, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.95 | 338.77 | 240.55 | 488.80 | 5,520.12 |
SPTL SPDR Portfolio Long Term Treasury ETF | -0.23 | -0.22 | 0.98 | -0.08 | -0.48 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
Dividends
Dividend yield
Fat Penguin Endowment granted a 2.10% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fat Penguin Endowment | 2.10% | 2.06% | 1.61% | 0.97% | 1.21% | 1.72% | 1.88% | 1.56% | 1.61% | 1.63% | 1.51% | 1.54% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.22% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
SPTL SPDR Portfolio Long Term Treasury ETF | 3.68% | 3.24% | 2.75% | 1.68% | 1.71% | 2.45% | 2.69% | 2.53% | 2.56% | 2.60% | 2.63% | 2.98% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fat Penguin Endowment . 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 Fat Penguin Endowment was 33.26%, occurring on Mar 9, 2009. Recovery took 401 trading sessions.
The current Fat Penguin Endowment drawdown is 3.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.26% | Nov 1, 2007 | 339 | Mar 9, 2009 | 401 | Oct 8, 2010 | 740 |
| -20.37% | Dec 28, 2021 | 202 | Oct 14, 2022 | 301 | Dec 27, 2023 | 503 |
| -18.61% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -10.37% | Sep 21, 2018 | 65 | Dec 24, 2018 | 41 | Feb 25, 2019 | 106 |
| -7.86% | Jul 25, 2011 | 11 | Aug 8, 2011 | 57 | Oct 27, 2011 | 68 |
Volatility
Volatility Chart
The current Fat Penguin Endowment volatility is 2.70%, 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
| BIL | GLD | SPY | SPTL | |
|---|---|---|---|---|
| BIL | 1.00 | -0.01 | -0.02 | 0.02 |
| GLD | -0.01 | 1.00 | 0.05 | 0.20 |
| SPY | -0.02 | 0.05 | 1.00 | -0.29 |
| SPTL | 0.02 | 0.20 | -0.29 | 1.00 |