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Medium Risk Inflation Hedge
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Medium Risk Inflation Hedge

Last updated Sep 20, 2024

%50 Gold + %50 High Risk Tech & Crypto = High return, medium risk portfolio. Gold-heavy commodities are utilized here as a hedge against financial shocks, resulting in lower risk while still having high returns.

Asset Allocation

IAU 50%BTC-USD 15%ETH-USD 5%IGM 20%IAK 5%SOXX 2%VEA 2%OEF 1%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
15%
ETH-USD
Ethereum
5%
IAK
iShares U.S. Insurance ETF		Financials Equities
5%
IAU
iShares Gold Trust		Precious Metals, Gold
50%
IGM
iShares Expanded Tech Sector ETF		Technology Equities
20%
OEF
iShares S&P 100 ETF		Large Cap Growth Equities
1%
SOXX
iShares PHLX Semiconductor ETF		Technology Equities
2%
VEA
Vanguard FTSE Developed Markets ETF		Foreign Large Cap Equities
2%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Medium Risk Inflation Hedge, 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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
10.13%
9.01%
Medium Risk Inflation Hedge
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		19.79%2.08%9.01%29.79%13.85%11.12%
Medium Risk Inflation Hedge30.32%2.81%10.13%53.74%28.35%N/A
Portfolio components:
BTC-USD
Bitcoin		48.92%6.66%-3.90%131.98%44.39%65.75%
ETH-USD
Ethereum		8.03%-4.21%-29.44%51.87%62.76%N/A
IAU
iShares Gold Trust		25.26%2.90%18.49%33.54%11.08%7.65%
IGM
iShares Expanded Tech Sector ETF		26.80%0.80%9.17%49.39%23.60%23.21%
SOXX
iShares PHLX Semiconductor ETF		18.48%-2.18%0.93%45.75%27.45%24.26%
VEA
Vanguard FTSE Developed Markets ETF		11.41%2.54%5.89%19.88%7.97%5.60%
IAK
iShares U.S. Insurance ETF		30.14%5.99%12.54%38.61%14.71%12.56%
OEF
iShares S&P 100 ETF		23.77%1.62%11.43%34.67%17.36%13.86%

Monthly Returns

The table below presents the monthly returns of Medium Risk Inflation Hedge, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.69%11.29%8.38%-3.14%5.36%0.08%2.63%-0.62%30.32%
202313.65%-2.79%10.59%1.03%0.20%2.66%1.68%-3.18%-3.26%7.92%6.65%5.21%46.44%
2022-6.79%4.14%2.93%-8.16%-5.06%-9.78%7.30%-5.71%-5.93%2.69%2.65%-1.27%-22.14%
20214.12%4.86%9.76%5.49%-1.24%-4.30%5.14%5.24%-5.27%11.07%-1.12%-2.65%33.90%
20209.34%-2.41%-10.22%15.58%5.59%2.22%13.46%4.26%-5.86%3.69%11.94%16.99%80.73%
20192.30%3.77%1.41%6.90%13.10%14.75%-1.15%1.74%-2.45%3.74%-4.16%1.57%47.97%
20181.88%-2.81%-7.44%8.08%-3.88%-5.47%2.74%-2.86%-1.80%-3.30%-7.01%0.16%-20.56%
20175.60%8.79%18.50%8.16%27.01%6.16%3.21%15.75%-4.04%9.17%15.06%14.22%226.55%
20166.08%28.49%23.29%1.95%3.36%7.76%1.56%-2.05%2.62%-0.24%-3.26%5.17%97.72%
2015-4.66%-1.66%10.46%0.62%2.73%7.05%

Expense Ratio

Medium Risk Inflation Hedge has an expense ratio of 0.25%, 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.

IGM
iShares Expanded Tech Sector ETF
Expense ratio chart for IGM: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
SOXX
iShares PHLX Semiconductor ETF
Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
IAK
iShares U.S. Insurance ETF
Expense ratio chart for IAK: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
IAU
iShares Gold Trust
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
OEF
iShares S&P 100 ETF
Expense ratio chart for OEF: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
VEA
Vanguard FTSE Developed Markets ETF
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Medium Risk Inflation Hedge is 70, 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.

The Risk-Adjusted Performance Rank of Medium Risk Inflation Hedge is 7070
Medium Risk Inflation Hedge
The Sharpe Ratio Rank of Medium Risk Inflation Hedge is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of Medium Risk Inflation Hedge is 8181Sortino Ratio Rank
The Omega Ratio Rank of Medium Risk Inflation Hedge is 5757Omega Ratio Rank
The Calmar Ratio Rank of Medium Risk Inflation Hedge is 4444Calmar Ratio Rank
The Martin Ratio Rank of Medium Risk Inflation Hedge is 8585Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Medium Risk Inflation Hedge
Sharpe ratio
The chart of Sharpe ratio for Medium Risk Inflation Hedge, currently valued at 2.60, compared to the broader market-1.000.001.002.003.004.002.60
Sortino ratio
The chart of Sortino ratio for Medium Risk Inflation Hedge, currently valued at 3.52, compared to the broader market-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for Medium Risk Inflation Hedge, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for Medium Risk Inflation Hedge, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for Medium Risk Inflation Hedge, currently valued at 16.42, compared to the broader market0.0010.0020.0030.0016.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.00, compared to the broader market-2.000.002.004.006.003.00
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.02, compared to the broader market0.002.004.006.008.002.02
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 13.08, compared to the broader market0.0010.0020.0030.0013.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		1.362.041.200.806.02
ETH-USD
Ethereum		-0.050.401.040.02-0.15
IAU
iShares Gold Trust		2.703.581.472.4817.95
IGM
iShares Expanded Tech Sector ETF		1.752.351.310.958.43
SOXX
iShares PHLX Semiconductor ETF		0.921.391.180.463.55
VEA
Vanguard FTSE Developed Markets ETF		1.381.891.240.638.43
IAK
iShares U.S. Insurance ETF		2.973.901.522.2617.14
OEF
iShares S&P 100 ETF		2.463.251.451.2113.72

Sharpe Ratio

The current Medium Risk Inflation Hedge Sharpe ratio is 2.60. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.55, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Medium Risk Inflation Hedge with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
2.60
2.23
Medium Risk Inflation Hedge
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Medium Risk Inflation Hedge granted a 0.20% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Medium Risk Inflation Hedge0.20%0.24%0.29%0.23%0.24%0.30%0.35%0.29%0.37%0.34%0.38%0.31%
Portfolio components:
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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		0.30%0.39%0.53%0.16%0.32%0.50%0.57%0.57%0.90%0.78%0.87%0.78%
SOXX
iShares PHLX Semiconductor ETF		0.65%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
VEA
Vanguard FTSE Developed Markets ETF		2.86%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
IAK
iShares U.S. Insurance ETF		1.20%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.13%
OEF
iShares S&P 100 ETF		1.01%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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember00
Medium Risk Inflation Hedge
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Medium Risk Inflation Hedge. 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 Medium Risk Inflation Hedge was 32.61%, occurring on Dec 15, 2018. Recovery took 188 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.61%Dec 19, 2017362Dec 15, 2018188Jun 21, 2019550
-32.61%Nov 15, 2021360Nov 9, 2022387Dec 1, 2023747
-25.95%Feb 24, 202022Mar 16, 202075May 30, 202097
-13.15%Jun 14, 201733Jul 16, 201726Aug 11, 201759
-12.5%Mar 14, 201614Mar 27, 201671Jun 6, 201685

Volatility

Volatility Chart

The current Medium Risk Inflation Hedge volatility is 5.04%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
5.04%
4.31%
Medium Risk Inflation Hedge
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IAUBTC-USDETH-USDIAKSOXXVEAIGMOEF
IAU1.000.090.09-0.070.010.170.030.01
BTC-USD0.091.000.640.070.150.150.160.14
ETH-USD0.090.641.000.080.140.160.160.15
IAK-0.070.070.081.000.370.540.390.55
SOXX0.010.150.140.371.000.610.810.71
VEA0.170.150.160.540.611.000.660.73
IGM0.030.160.160.390.810.661.000.85
OEF0.010.140.150.550.710.730.851.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015