sp500 hedge complex
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 10% | |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 5% |
IAU iShares Gold Trust | Precious Metals, Gold | 25% |
IGM iShares Expanded Tech Sector ETF | Technology Equities | 5% |
OEF iShares S&P 100 ETF | Large Cap Growth Equities | 10% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 15% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in sp500 hedge complex, 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.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 20, 2025, the sp500 hedge complex returned 0.18% Year-To-Date and 19.13% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| sp500 hedge complex | 0.18% | -1.33% | 4.61% | 15.24% | 18.85% | 19.13% |
| Portfolio components: | ||||||
OEF iShares S&P 100 ETF | -11.87% | -7.14% | -9.52% | 9.35% | 15.86% | 12.51% |
UUP Invesco DB US Dollar Index Bullish Fund | -7.21% | -3.91% | -1.72% | -1.27% | 2.47% | 2.05% |
IAU iShares Gold Trust | 26.50% | 9.04% | 21.92% | 38.75% | 14.06% | 10.56% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.28% | -1.50% | 0.30% | 8.56% | 4.83% | 3.74% |
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.23% | -10.14% | 3.31% | 13.17% | 10.20% |
IGM iShares Expanded Tech Sector ETF | -16.67% | -9.61% | -13.17% | 6.52% | 17.18% | 17.64% |
BTC-USD Bitcoin | -9.61% | 0.34% | 23.53% | 32.28% | 65.16% | 80.21% |
Monthly Returns
The table below presents the monthly returns of sp500 hedge complex, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.44% | -1.45% | 0.12% | -1.85% | 0.18% | ||||||||
| 2024 | 1.03% | 6.01% | 5.56% | -1.48% | 2.36% | 0.74% | 2.23% | -0.11% | 2.60% | 3.11% | 5.38% | -0.87% | 29.59% |
| 2023 | 6.83% | -1.26% | 5.34% | 0.46% | -0.04% | 2.14% | 1.27% | -1.09% | -1.54% | 4.13% | 3.61% | 3.21% | 25.16% |
| 2022 | -3.28% | 1.66% | 2.24% | -3.28% | -1.99% | -5.05% | 4.00% | -2.84% | -2.77% | 2.72% | 1.09% | -1.85% | -9.38% |
| 2021 | 0.61% | 3.89% | 6.98% | 1.31% | -1.40% | -1.14% | 2.87% | 2.49% | -2.60% | 6.20% | -0.97% | -0.10% | 19.15% |
| 2020 | 4.42% | -3.38% | -6.06% | 9.33% | 3.13% | 0.40% | 5.91% | 2.00% | -2.72% | 2.27% | 7.00% | 9.89% | 35.60% |
| 2019 | 2.31% | 2.44% | 1.45% | 4.30% | 5.80% | 9.87% | 0.90% | 1.24% | -0.80% | 1.82% | -1.36% | 0.92% | 32.42% |
| 2018 | -1.44% | -1.14% | -3.51% | 3.66% | -1.13% | -1.96% | 2.93% | -0.27% | -0.43% | -1.42% | -2.74% | -2.05% | -9.32% |
| 2017 | 0.92% | 4.67% | -1.17% | 2.96% | 8.89% | 1.08% | 2.04% | 8.22% | -1.50% | 6.54% | 9.01% | 7.32% | 60.43% |
| 2016 | -1.08% | 4.28% | 0.14% | 1.50% | 1.91% | 5.66% | 0.80% | -1.22% | 0.76% | 1.22% | 0.50% | 4.09% | 19.93% |
| 2015 | -0.67% | 1.56% | -0.82% | -1.06% | 0.89% | -0.52% | 0.22% | -3.52% | -0.70% | 7.04% | 1.86% | 0.94% | 4.98% |
| 2014 | 1.12% | -1.35% | -1.64% | 0.00% | 4.02% | 1.88% | -1.51% | -0.14% | -2.01% | -1.17% | 2.35% | -0.82% | 0.52% |
Expense Ratio
sp500 hedge complex has an expense ratio of 0.36%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 89, sp500 hedge complex is among the top 11% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
OEF iShares S&P 100 ETF | -0.00 | 0.16 | 1.02 | 0.36 | -0.01 |
UUP Invesco DB US Dollar Index Bullish Fund | -0.02 | 0.02 | 1.00 | -0.16 | -0.07 |
IAU iShares Gold Trust | 3.54 | 4.65 | 1.62 | 2.86 | 18.66 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.88 | 1.31 | 1.19 | 0.18 | 5.56 |
SCHD Schwab US Dividend Equity ETF | -0.19 | -0.15 | 0.98 | 0.27 | -0.69 |
IGM iShares Expanded Tech Sector ETF | -0.15 | -0.00 | 1.00 | 0.06 | -0.58 |
BTC-USD Bitcoin | 1.20 | 1.85 | 1.19 | 0.90 | 5.47 |
Dividends
Dividend yield
sp500 hedge complex provided a 2.48% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.48% | 2.30% | 2.89% | 1.22% | 0.73% | 0.88% | 1.52% | 1.30% | 0.89% | 0.95% | 0.99% | 0.91% |
| Portfolio components: | ||||||||||||
OEF iShares S&P 100 ETF | 1.10% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.82% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 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% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.95% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the sp500 hedge complex. 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 sp500 hedge complex was 26.38%, occurring on Dec 18, 2013. Recovery took 911 trading sessions.
The current sp500 hedge complex drawdown is 4.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.38% | Dec 5, 2013 | 14 | Dec 18, 2013 | 911 | Jun 16, 2016 | 925 |
| -19.95% | Dec 17, 2017 | 374 | Dec 25, 2018 | 177 | Jun 20, 2019 | 551 |
| -18.67% | Apr 11, 2013 | 86 | Jul 5, 2013 | 125 | Nov 7, 2013 | 211 |
| -17.04% | Feb 24, 2020 | 22 | Mar 16, 2020 | 77 | Jun 1, 2020 | 99 |
| -14.75% | Nov 15, 2021 | 322 | Oct 2, 2022 | 290 | Jul 19, 2023 | 612 |
Volatility
Volatility Chart
The current sp500 hedge complex volatility is 5.93%, 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
| BTC-USD | IAU | UUP | SCHD | HYG | IGM | OEF | |
|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.06 | -0.07 | 0.08 | 0.11 | 0.12 | 0.11 |
| IAU | 0.06 | 1.00 | -0.43 | 0.04 | 0.13 | 0.04 | 0.03 |
| UUP | -0.07 | -0.43 | 1.00 | -0.15 | -0.23 | -0.12 | -0.13 |
| SCHD | 0.08 | 0.04 | -0.15 | 1.00 | 0.59 | 0.59 | 0.76 |
| HYG | 0.11 | 0.13 | -0.23 | 0.59 | 1.00 | 0.59 | 0.64 |
| IGM | 0.12 | 0.04 | -0.12 | 0.59 | 0.59 | 1.00 | 0.84 |
| OEF | 0.11 | 0.03 | -0.13 | 0.76 | 0.64 | 0.84 | 1.00 |