Rick's Black Swan
This portfolio performs similar to SP500 while protecting against Wars ($XAR), Diseases ($XLV), and Disasters ($IAK) with US Dollars ($UUP), TBills ($GOVT), Cash ($BIL), Gold ($IAU), commodities ($DBC) and mom and pop consumer stores ($PSCC).
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Rick's Black Swan, 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 Feb 24, 2012, corresponding to the inception date of GOVT
Returns By Period
As of Feb 5, 2025, the Rick's Black Swan returned 0.70% Year-To-Date and 12.19% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.66% | 1.61% | 15.23% | 22.15% | 12.59% | 11.41% |
| Rick's Black Swan | -11.93% | -18.60% | 14.80% | 39.70% | 28.78% | 22.29% |
| Portfolio components: | ||||||
XAR SPDR S&P Aerospace & Defense ETF | 5.39% | 3.09% | 23.88% | 36.31% | 9.15% | 13.12% |
XLV Health Care Select Sector SPDR Fund | 6.88% | 5.81% | 0.51% | 4.88% | 8.96% | 9.54% |
IAK iShares U.S. Insurance ETF | 1.66% | 1.89% | 12.21% | 22.70% | 13.71% | 12.45% |
IAU iShares Gold Trust | 8.44% | 7.83% | 19.05% | 40.18% | 12.44% | 8.45% |
UUP Invesco DB US Dollar Index Bullish Fund | -0.17% | -0.71% | 7.70% | 9.28% | 4.39% | 3.11% |
GOVT iShares U.S. Treasury Bond ETF | -1.51% | 0.86% | -1.01% | 2.72% | -0.94% | 0.72% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.38% | 0.35% | 2.35% | 5.07% | 2.40% | 1.66% |
DBC Invesco DB Commodity Index Tracking Fund | 3.84% | 3.35% | 7.87% | 6.78% | 11.10% | 3.50% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | -2.16% | -2.47% | 4.41% | 1.69% | 10.23% | 9.36% |
USD ProShares Ultra Semiconductors | -16.26% | -24.13% | 16.62% | 50.72% | 45.77% | 43.03% |
Monthly Returns
The table below presents the monthly returns of Rick's Black Swan, 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 | -11.01% | -11.93% | |||||||||||
| 2024 | 11.07% | 24.22% | 11.01% | -9.37% | 25.22% | 14.00% | -8.81% | -1.65% | 1.10% | 1.99% | 2.92% | 1.53% | 91.48% |
| 2023 | 13.31% | 2.11% | 9.88% | -4.70% | 17.35% | 10.15% | 8.77% | -2.15% | -11.46% | -6.87% | 18.94% | 14.85% | 87.73% |
| 2022 | -17.34% | -0.11% | 3.17% | -21.25% | 4.07% | -17.69% | 14.88% | -11.28% | -14.47% | 8.96% | 14.31% | -9.70% | -43.65% |
| 2021 | 2.60% | 6.39% | 1.96% | 0.76% | 4.16% | 7.84% | -1.08% | 3.91% | -6.66% | 11.49% | 17.68% | 0.44% | 59.26% |
| 2020 | -1.88% | -8.16% | -16.53% | 12.15% | 7.88% | 3.80% | 3.87% | 9.35% | -2.01% | -2.74% | 20.71% | 5.31% | 29.98% |
| 2019 | 8.61% | 6.22% | 1.33% | 6.12% | -11.85% | 10.41% | 3.72% | -2.30% | 2.61% | 3.65% | 4.82% | 5.68% | 44.15% |
| 2018 | 5.99% | -1.50% | -1.73% | -3.25% | 8.28% | -4.01% | 3.74% | 3.11% | -0.57% | -11.09% | 0.93% | -8.90% | -10.30% |
| 2017 | 0.80% | 3.48% | 1.66% | 0.25% | 3.83% | -2.46% | 3.74% | 1.49% | 4.98% | 7.10% | 1.43% | -0.43% | 28.71% |
| 2016 | -5.75% | 0.95% | 6.75% | 0.37% | 3.95% | 1.22% | 5.17% | 1.38% | 1.21% | -2.43% | 5.11% | 2.14% | 21.25% |
| 2015 | -2.55% | 4.95% | -0.81% | -1.57% | 4.86% | -3.18% | -1.92% | -3.92% | -2.12% | 6.76% | 1.33% | -1.88% | -0.74% |
| 2014 | -1.86% | 4.02% | 1.14% | -0.68% | 1.32% | 3.47% | -2.33% | 4.92% | -1.18% | 1.75% | 3.38% | 0.41% | 14.98% |
Expense Ratio
Rick's Black Swan features an expense ratio of 0.43%, falling within the medium range. 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 Rick's Black Swan is 71, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
XAR SPDR S&P Aerospace & Defense ETF | 1.89 | 2.60 | 1.33 | 4.38 | 12.13 |
XLV Health Care Select Sector SPDR Fund | 0.44 | 0.69 | 1.08 | 0.39 | 1.04 |
IAK iShares U.S. Insurance ETF | 1.53 | 2.11 | 1.28 | 2.11 | 6.38 |
IAU iShares Gold Trust | 2.51 | 3.23 | 1.43 | 4.68 | 12.79 |
UUP Invesco DB US Dollar Index Bullish Fund | 1.75 | 2.57 | 1.32 | 2.55 | 7.02 |
GOVT iShares U.S. Treasury Bond ETF | 0.16 | 0.27 | 1.04 | 0.06 | 0.46 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.46 | 262.63 | 152.63 | 464.00 | 4,273.64 |
DBC Invesco DB Commodity Index Tracking Fund | 0.43 | 0.71 | 1.08 | 0.22 | 1.17 |
PSCC Invesco S&P SmallCap Consumer Staples ETF | -0.04 | 0.06 | 1.01 | -0.06 | -0.12 |
USD ProShares Ultra Semiconductors | 0.77 | 1.46 | 1.19 | 1.39 | 3.26 |
Dividends
Dividend yield
Rick's Black Swan provided a 2.34% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.34% | 2.37% | 2.41% | 1.01% | 0.66% | 0.85% | 1.52% | 1.37% | 0.79% | 1.46% | 0.85% | 0.97% |
| Portfolio components: | ||||||||||||
XAR SPDR S&P Aerospace & Defense ETF | 0.63% | 0.66% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.10% | 2.31% | 1.07% |
XLV Health Care Select Sector SPDR Fund | 1.56% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
IAK iShares U.S. Insurance ETF | 1.47% | 1.49% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% |
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% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.48% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
GOVT iShares U.S. Treasury Bond ETF | 3.26% | 3.14% | 2.66% | 1.76% | 0.96% | 2.17% | 1.98% | 1.97% | 1.57% | 1.40% | 1.25% | 1.17% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.94% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 5.03% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% |
PSCC Invesco S&P SmallCap Consumer Staples ETF | 1.92% | 1.88% | 1.49% | 1.29% | 1.21% | 1.59% | 1.77% | 0.94% | 1.25% | 1.48% | 1.34% | 1.60% |
USD ProShares Ultra Semiconductors | 0.12% | 0.10% | 0.10% | 0.59% | 0.00% | 0.22% | 1.08% | 1.66% | 0.41% | 7.33% | 0.54% | 2.94% |
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 Rick's Black Swan. 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 Rick's Black Swan was 53.26%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.
The current Rick's Black Swan drawdown is 2.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.26% | Dec 28, 2021 | 202 | Oct 14, 2022 | 295 | Dec 18, 2023 | 497 |
| -40.01% | Feb 20, 2020 | 22 | Mar 20, 2020 | 114 | Sep 1, 2020 | 136 |
| -39.22% | Jun 20, 2024 | 34 | Aug 7, 2024 | — | — | — |
| -24.84% | Mar 8, 2024 | 30 | Apr 19, 2024 | 24 | May 23, 2024 | 54 |
| -24.62% | Jun 7, 2018 | 139 | Dec 24, 2018 | 78 | Apr 17, 2019 | 217 |
Volatility
Volatility Chart
The current Rick's Black Swan volatility is 29.94%, 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 | IAU | UUP | GOVT | DBC | USD | PSCC | XLV | XAR | IAK | |
|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.03 | 0.01 | 0.03 | -0.01 | 0.02 | -0.01 | -0.02 | 0.01 | 0.00 |
| IAU | 0.03 | 1.00 | -0.46 | 0.34 | 0.27 | 0.01 | 0.02 | 0.01 | 0.03 | -0.06 |
| UUP | 0.01 | -0.46 | 1.00 | -0.22 | -0.22 | -0.11 | -0.10 | -0.11 | -0.09 | -0.07 |
| GOVT | 0.03 | 0.34 | -0.22 | 1.00 | -0.15 | -0.17 | -0.11 | -0.13 | -0.16 | -0.30 |
| DBC | -0.01 | 0.27 | -0.22 | -0.15 | 1.00 | 0.22 | 0.17 | 0.16 | 0.24 | 0.25 |
| USD | 0.02 | 0.01 | -0.11 | -0.17 | 0.22 | 1.00 | 0.37 | 0.47 | 0.50 | 0.42 |
| PSCC | -0.01 | 0.02 | -0.10 | -0.11 | 0.17 | 0.37 | 1.00 | 0.46 | 0.54 | 0.53 |
| XLV | -0.02 | 0.01 | -0.11 | -0.13 | 0.16 | 0.47 | 0.46 | 1.00 | 0.50 | 0.56 |
| XAR | 0.01 | 0.03 | -0.09 | -0.16 | 0.24 | 0.50 | 0.54 | 0.50 | 1.00 | 0.64 |
| IAK | 0.00 | -0.06 | -0.07 | -0.30 | 0.25 | 0.42 | 0.53 | 0.56 | 0.64 | 1.00 |