3 Scratch 4 tweak 6
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 2.24% |
AVGO Broadcom Inc. | Technology | 3% |
AXP American Express Company | Financial Services | 3.96% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 7.29% |
COST Costco Wholesale Corporation | Consumer Defensive | 4.65% |
CTRE CareTrust REIT, Inc. | Real Estate | 7.37% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 4.39% |
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 10% |
LLY Eli Lilly and Company | Healthcare | 8.62% |
LOW Lowe's Companies, Inc. | Consumer Cyclical | 5.03% |
MSFT Microsoft Corporation | Technology | 12% |
NVDA NVIDIA Corporation | Technology | 4.88% |
PANW Palo Alto Networks, Inc. | Technology | 3.50% |
TOL Toll Brothers, Inc. | Consumer Cyclical | 3.94% |
UNH UnitedHealth Group Incorporated | Healthcare | 5.80% |
WMT Walmart Inc. | Consumer Defensive | 8.45% |
XOM Exxon Mobil Corporation | Energy | 4.88% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3 Scratch 4 tweak 6, 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 Jun 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -6.06% | -2.95% | -4.87% | 8.34% | 13.98% | 10.15% |
| 3 Scratch 4 tweak 6 | -2.24% | 2.34% | -5.22% | 19.42% | 29.69% | N/A |
| Portfolio components: | ||||||
LLY Eli Lilly and Company | 14.78% | 7.65% | -0.58% | 21.37% | 42.44% | 30.96% |
WMT Walmart Inc. | 5.54% | 11.05% | 15.82% | 59.85% | 19.13% | 16.18% |
AMZN Amazon.com, Inc. | -13.86% | -6.14% | 0.62% | 5.22% | 9.76% | 24.37% |
LOW Lowe's Companies, Inc. | -9.62% | -4.35% | -16.66% | -2.08% | 18.88% | 14.21% |
CTRE CareTrust REIT, Inc. | 5.10% | -0.46% | -7.08% | 20.75% | 19.01% | 13.75% |
MSFT Microsoft Corporation | -6.85% | 0.33% | -8.11% | -2.82% | 18.72% | 25.00% |
BRK-B Berkshire Hathaway Inc. | 17.14% | -0.67% | 16.95% | 32.05% | 23.23% | 14.11% |
UNH UnitedHealth Group Incorporated | -16.89% | -18.82% | -25.24% | -14.13% | 8.94% | 15.73% |
PANW Palo Alto Networks, Inc. | -1.64% | 2.60% | -2.31% | 22.83% | 40.55% | 21.66% |
AVGO Broadcom Inc. | -16.80% | 11.81% | 11.80% | 44.83% | 52.30% | 35.87% |
TOL Toll Brothers, Inc. | -20.18% | -7.77% | -32.53% | -16.07% | 35.16% | 11.80% |
AXP American Express Company | -10.27% | -2.33% | -0.39% | 13.65% | 27.25% | 14.83% |
DPZ Domino's Pizza, Inc. | 16.63% | 3.46% | 18.69% | -0.93% | 7.39% | 17.42% |
NVDA NVIDIA Corporation | -17.33% | -0.38% | -21.56% | 26.56% | 72.18% | 70.80% |
GLDM SPDR Gold MiniShares Trust | 25.87% | 8.06% | 20.40% | 41.10% | 13.84% | N/A |
COST Costco Wholesale Corporation | 6.76% | 4.09% | 9.91% | 34.53% | 28.13% | 23.26% |
XOM Exxon Mobil Corporation | 1.83% | -7.91% | -7.57% | -4.85% | 25.75% | 6.72% |
Monthly Returns
The table below presents the monthly returns of 3 Scratch 4 tweak 6, 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 | 0.25% | 2.00% | -7.41% | 3.26% | -2.24% | ||||||||
| 2024 | 7.44% | 10.91% | 5.16% | -2.36% | 8.38% | 7.43% | -2.57% | 6.71% | 0.23% | -0.01% | 3.18% | -2.51% | 49.31% |
| 2023 | 5.06% | -1.48% | 7.23% | 4.37% | 6.83% | 7.56% | 2.09% | 3.90% | -4.09% | 0.87% | 8.70% | 3.00% | 52.92% |
| 2022 | -7.66% | -0.54% | 5.82% | -8.07% | -0.63% | -4.93% | 7.82% | -4.61% | -6.28% | 6.92% | 7.22% | -5.21% | -11.59% |
| 2021 | 2.74% | -0.26% | 2.08% | 5.51% | 2.89% | 4.45% | 3.18% | 4.32% | -5.37% | 10.86% | 2.48% | 4.76% | 43.81% |
| 2020 | 2.33% | -6.01% | -6.59% | 11.79% | 5.73% | 2.66% | 4.52% | 7.22% | -1.74% | -4.98% | 8.54% | 4.33% | 29.15% |
| 2019 | 6.58% | 2.39% | 3.29% | 2.53% | -5.17% | 5.55% | -0.21% | 1.31% | 0.41% | 3.27% | 1.84% | 3.23% | 27.49% |
| 2018 | -0.33% | 2.98% | 6.64% | 0.57% | -4.84% | 3.03% | -5.72% | 1.74% |
Expense Ratio
3 Scratch 4 tweak 6 has an expense ratio of 0.02%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, 3 Scratch 4 tweak 6 is among the top 23% 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 | |
|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.54 | 1.01 | 1.13 | 0.79 | 1.61 |
WMT Walmart Inc. | 2.52 | 3.38 | 1.47 | 2.86 | 9.79 |
AMZN Amazon.com, Inc. | 0.16 | 0.46 | 1.06 | 0.17 | 0.49 |
LOW Lowe's Companies, Inc. | -0.15 | -0.04 | 0.99 | -0.15 | -0.37 |
CTRE CareTrust REIT, Inc. | 1.06 | 1.52 | 1.20 | 0.98 | 2.20 |
MSFT Microsoft Corporation | -0.13 | -0.01 | 1.00 | -0.13 | -0.30 |
BRK-B Berkshire Hathaway Inc. | 1.58 | 2.22 | 1.31 | 3.40 | 8.72 |
UNH UnitedHealth Group Incorporated | -0.34 | -0.19 | 0.97 | -0.39 | -1.06 |
PANW Palo Alto Networks, Inc. | 0.61 | 1.08 | 1.13 | 0.82 | 2.55 |
AVGO Broadcom Inc. | 0.89 | 1.62 | 1.21 | 1.36 | 3.89 |
TOL Toll Brothers, Inc. | -0.41 | -0.35 | 0.96 | -0.34 | -0.78 |
AXP American Express Company | 0.38 | 0.75 | 1.10 | 0.42 | 1.43 |
DPZ Domino's Pizza, Inc. | 0.09 | 0.34 | 1.05 | 0.11 | 0.18 |
NVDA NVIDIA Corporation | 0.58 | 1.16 | 1.14 | 0.94 | 2.47 |
GLDM SPDR Gold MiniShares Trust | 2.52 | 3.33 | 1.43 | 5.21 | 14.33 |
COST Costco Wholesale Corporation | 1.63 | 2.19 | 1.30 | 2.08 | 6.27 |
XOM Exxon Mobil Corporation | -0.31 | -0.26 | 0.97 | -0.38 | -0.89 |
Dividends
Dividend yield
3 Scratch 4 tweak 6 provided a 1.13% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.13% | 1.08% | 1.32% | 1.41% | 1.26% | 1.67% | 1.49% | 1.69% | 1.76% | 1.65% | 1.92% | 4.86% |
| Portfolio components: | ||||||||||||
LLY Eli Lilly and Company | 0.61% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
WMT Walmart Inc. | 0.90% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LOW Lowe's Companies, Inc. | 2.08% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% | 1.19% |
CTRE CareTrust REIT, Inc. | 4.29% | 4.29% | 5.00% | 5.92% | 4.64% | 4.51% | 4.36% | 5.55% | 5.52% | 4.44% | 5.84% | 48.70% |
MSFT Microsoft Corporation | 0.81% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UNH UnitedHealth Group Incorporated | 2.01% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
PANW Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.16% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% |
TOL Toll Brothers, Inc. | 0.94% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% | 0.00% | 0.00% | 0.00% |
AXP American Express Company | 1.10% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
DPZ Domino's Pizza, Inc. | 1.29% | 1.44% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
GLDM SPDR Gold MiniShares 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% |
COST Costco Wholesale Corporation | 0.36% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
XOM Exxon Mobil Corporation | 3.57% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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 3 Scratch 4 tweak 6. 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 3 Scratch 4 tweak 6 was 26.71%, occurring on Mar 16, 2020. Recovery took 60 trading sessions.
The current 3 Scratch 4 tweak 6 drawdown is 7.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.71% | Feb 21, 2020 | 17 | Mar 16, 2020 | 60 | Jun 10, 2020 | 77 |
| -19.73% | Dec 30, 2021 | 198 | Oct 12, 2022 | 128 | Apr 18, 2023 | 326 |
| -18.3% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.67% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -13.17% | Jul 11, 2024 | 20 | Aug 7, 2024 | 9 | Aug 20, 2024 | 29 |
Volatility
Volatility Chart
The current 3 Scratch 4 tweak 6 volatility is 13.63%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 17 assets, with an effective number of assets of 14.24, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | GLDM | XOM | CTRE | LLY | DPZ | UNH | WMT | TOL | PANW | BRK-B | LOW | AXP | COST | NVDA | AMZN | AVGO | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.41 | 0.39 | 0.37 | 0.37 | 0.40 | 0.40 | 0.53 | 0.55 | 0.66 | 0.61 | 0.68 | 0.59 | 0.68 | 0.68 | 0.70 | 0.77 | 0.88 |
| GLDM | 0.07 | 1.00 | 0.07 | 0.09 | 0.01 | 0.05 | 0.01 | 0.06 | 0.10 | 0.05 | 0.00 | 0.02 | 0.03 | 0.07 | 0.04 | 0.07 | 0.05 | 0.04 | 0.11 |
| XOM | 0.41 | 0.07 | 1.00 | 0.18 | 0.15 | 0.10 | 0.25 | 0.18 | 0.23 | 0.13 | 0.49 | 0.29 | 0.45 | 0.15 | 0.16 | 0.14 | 0.23 | 0.15 | 0.28 |
| CTRE | 0.39 | 0.09 | 0.18 | 1.00 | 0.19 | 0.16 | 0.23 | 0.20 | 0.30 | 0.20 | 0.31 | 0.28 | 0.33 | 0.23 | 0.15 | 0.19 | 0.20 | 0.23 | 0.38 |
| LLY | 0.37 | 0.01 | 0.15 | 0.19 | 1.00 | 0.18 | 0.30 | 0.26 | 0.15 | 0.22 | 0.27 | 0.22 | 0.21 | 0.31 | 0.23 | 0.24 | 0.25 | 0.32 | 0.54 |
| DPZ | 0.37 | 0.05 | 0.10 | 0.16 | 0.18 | 1.00 | 0.17 | 0.24 | 0.26 | 0.29 | 0.19 | 0.32 | 0.20 | 0.32 | 0.32 | 0.33 | 0.27 | 0.31 | 0.42 |
| UNH | 0.40 | 0.01 | 0.25 | 0.23 | 0.30 | 0.17 | 1.00 | 0.27 | 0.18 | 0.18 | 0.40 | 0.31 | 0.31 | 0.30 | 0.18 | 0.19 | 0.21 | 0.29 | 0.39 |
| WMT | 0.40 | 0.06 | 0.18 | 0.20 | 0.26 | 0.24 | 0.27 | 1.00 | 0.19 | 0.20 | 0.36 | 0.35 | 0.24 | 0.59 | 0.21 | 0.29 | 0.23 | 0.31 | 0.44 |
| TOL | 0.53 | 0.10 | 0.23 | 0.30 | 0.15 | 0.26 | 0.18 | 0.19 | 1.00 | 0.27 | 0.37 | 0.56 | 0.40 | 0.30 | 0.35 | 0.33 | 0.36 | 0.33 | 0.49 |
| PANW | 0.55 | 0.05 | 0.13 | 0.20 | 0.22 | 0.29 | 0.18 | 0.20 | 0.27 | 1.00 | 0.25 | 0.33 | 0.33 | 0.37 | 0.51 | 0.51 | 0.46 | 0.52 | 0.59 |
| BRK-B | 0.66 | 0.00 | 0.49 | 0.31 | 0.27 | 0.19 | 0.40 | 0.36 | 0.37 | 0.25 | 1.00 | 0.45 | 0.66 | 0.37 | 0.31 | 0.32 | 0.36 | 0.39 | 0.52 |
| LOW | 0.61 | 0.02 | 0.29 | 0.28 | 0.22 | 0.32 | 0.31 | 0.35 | 0.56 | 0.33 | 0.45 | 1.00 | 0.44 | 0.43 | 0.38 | 0.37 | 0.41 | 0.42 | 0.56 |
| AXP | 0.68 | 0.03 | 0.45 | 0.33 | 0.21 | 0.20 | 0.31 | 0.24 | 0.40 | 0.33 | 0.66 | 0.44 | 1.00 | 0.33 | 0.39 | 0.39 | 0.44 | 0.42 | 0.55 |
| COST | 0.59 | 0.07 | 0.15 | 0.23 | 0.31 | 0.32 | 0.30 | 0.59 | 0.30 | 0.37 | 0.37 | 0.43 | 0.33 | 1.00 | 0.43 | 0.46 | 0.43 | 0.51 | 0.62 |
| NVDA | 0.68 | 0.04 | 0.16 | 0.15 | 0.23 | 0.32 | 0.18 | 0.21 | 0.35 | 0.51 | 0.31 | 0.38 | 0.39 | 0.43 | 1.00 | 0.61 | 0.66 | 0.64 | 0.75 |
| AMZN | 0.68 | 0.07 | 0.14 | 0.19 | 0.24 | 0.33 | 0.19 | 0.29 | 0.33 | 0.51 | 0.32 | 0.37 | 0.39 | 0.46 | 0.61 | 1.00 | 0.53 | 0.71 | 0.66 |
| AVGO | 0.70 | 0.05 | 0.23 | 0.20 | 0.25 | 0.27 | 0.21 | 0.23 | 0.36 | 0.46 | 0.36 | 0.41 | 0.44 | 0.43 | 0.66 | 0.53 | 1.00 | 0.59 | 0.70 |
| MSFT | 0.77 | 0.04 | 0.15 | 0.23 | 0.32 | 0.31 | 0.29 | 0.31 | 0.33 | 0.52 | 0.39 | 0.42 | 0.42 | 0.51 | 0.64 | 0.71 | 0.59 | 1.00 | 0.78 |
| Portfolio | 0.88 | 0.11 | 0.28 | 0.38 | 0.54 | 0.42 | 0.39 | 0.44 | 0.49 | 0.59 | 0.52 | 0.56 | 0.55 | 0.62 | 0.75 | 0.66 | 0.70 | 0.78 | 1.00 |