40 Stocks 40 Long bonds 20 Gold

The chart shows the growth of an initial investment of $10,000 in 40 Stocks 40 Long bonds 20 Gold, 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 when any position deviates by more than 15.0% from its target allocation.

Based on dividend-adjusted daily data since Jan 31, 2022, 40 Stocks 40 Long bonds 20 Gold's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, an investment would double in approximately 19.3 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +7.6%, while the worst month was Apr 2022 at -7.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 40 Stocks 40 Long bonds 20 Gold closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Apr 10, 2025 at -2.9%.

40 Stocks 40 Long bonds 20 Gold has an annualized alpha of -2.40%, beta of 0.44, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 31, 2022.

• This portfolio participated in 77.00% of S&P 500 Index downside but only 47.42% of its upside - more exposed to losses than it benefited from rallies.
• This portfolio had an annualized alpha of -2.40% versus S&P 500 Index - delivering less than market exposure alone would predict.
• Beta of 0.44 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

40 Stocks 40 Long bonds 20 Gold has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

40 Stocks 40 Long bonds 20 Gold ranks 30 for risk / return — below 30% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 40 Stocks 40 Long bonds 20 Gold Sharpe ratio is 1.83 as of Jun 13, 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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 40 Stocks 40 Long bonds 20 Gold compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

40 Stocks 40 Long bonds 20 Gold provided a 2.22% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 40 Stocks 40 Long bonds 20 Gold. 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 40 Stocks 40 Long bonds 20 Gold was 19.87%, occurring on Oct 20, 2022. Recovery took 457 trading sessions.

The current 40 Stocks 40 Long bonds 20 Gold drawdown is 0.99%.

The chart below shows the rolling one-month volatility.