Gold + Cash + Tech
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 34% |
SGOL Aberdeen Standard Physical Gold Shares ETF | Precious Metals, Gold | 33% |
SWVXX Schwab Value Advantage Money Fund | 33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gold + Cash + Tech, 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
The earliest data available for this chart is Sep 9, 2009, corresponding to the inception date of SGOL
Returns By Period
As of Oct 17, 2024, the Gold + Cash + Tech returned 17.50% Year-To-Date and 9.93% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| Gold + Cash + Tech | 17.50% | 2.69% | 10.22% | 25.41% | 12.50% | 9.86% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 20.39% | 3.82% | 16.29% | 36.03% | 21.43% | 18.88% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 29.43% | 4.16% | 12.31% | 36.92% | 12.18% | 7.65% |
SWVXX Schwab Value Advantage Money Fund | 3.30% | 0.00% | 2.20% | 4.45% | 2.12% | 1.45% |
Monthly Returns
The table below presents the monthly returns of Gold + Cash + Tech, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.20% | 1.95% | 3.39% | -0.32% | 2.67% | 2.31% | 1.33% | 1.24% | 2.80% | 17.50% | |||
| 2023 | 5.58% | -1.79% | 6.00% | 0.62% | 2.38% | 1.67% | 2.24% | -0.79% | -3.16% | 1.82% | 4.58% | 2.65% | 23.61% |
| 2022 | -3.50% | 0.65% | 1.87% | -5.29% | -1.57% | -3.29% | 3.42% | -2.76% | -4.59% | 0.82% | 4.74% | -1.96% | -11.40% |
| 2021 | -0.96% | -2.06% | 0.25% | 3.19% | 2.16% | -0.38% | 1.81% | 1.46% | -3.08% | 3.17% | 0.49% | 1.50% | 7.60% |
| 2020 | 2.52% | -2.22% | -2.38% | 7.49% | 3.28% | 3.18% | 6.08% | 3.72% | -3.49% | -1.22% | 2.00% | 3.95% | 24.64% |
| 2019 | 4.07% | 0.94% | 0.96% | 1.72% | -2.35% | 5.21% | 0.87% | 2.00% | -0.77% | 2.39% | 0.59% | 2.49% | 19.45% |
| 2018 | 3.92% | -0.98% | -1.19% | 0.06% | 1.52% | -0.75% | 0.33% | 1.32% | -0.23% | -2.17% | 0.10% | -0.90% | 0.88% |
| 2017 | 3.51% | 2.62% | 0.58% | 1.50% | 1.34% | -1.51% | 2.15% | 2.28% | -1.36% | 1.60% | 0.70% | 0.85% | 15.08% |
| 2016 | -0.54% | 3.35% | 1.75% | 0.56% | -0.67% | 2.14% | 3.13% | -0.68% | 0.98% | -1.48% | -2.52% | -0.21% | 5.76% |
| 2015 | 2.11% | 0.35% | -1.57% | 0.62% | 0.94% | -1.36% | -0.62% | -1.31% | -1.29% | 4.65% | -1.91% | -0.69% | -0.27% |
| 2014 | 0.47% | 3.86% | -1.98% | 0.05% | 0.52% | 3.09% | -0.78% | 1.86% | -2.26% | -0.11% | 1.45% | -0.39% | 5.74% |
| 2013 | 0.74% | -1.52% | 1.36% | -1.63% | -0.65% | -3.93% | 4.61% | 1.68% | -0.07% | 1.56% | -0.53% | -0.10% | 1.29% |
Expense Ratio
Gold + Cash + Tech has an expense ratio of 0.12%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Gold + Cash + Tech is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.27 | 2.95 | 1.40 | 2.85 | 10.57 |
SGOL Aberdeen Standard Physical Gold Shares ETF | 2.51 | 3.41 | 1.44 | 5.21 | 15.88 |
SWVXX Schwab Value Advantage Money Fund | 3.19 | — | — | — | — |
Dividends
Dividend yield
Gold + Cash + Tech granted a 0.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Gold + Cash + Tech | 0.21% | 0.21% | 0.27% | 0.14% | 0.19% | 0.25% | 0.31% | 0.28% | 0.36% | 0.34% | 0.48% | 0.34% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.62% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SGOL Aberdeen Standard Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWVXX Schwab Value Advantage Money Fund | 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 Gold + Cash + Tech. 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 Gold + Cash + Tech was 16.34%, occurring on Nov 3, 2022. Recovery took 144 trading sessions.
The current Gold + Cash + Tech drawdown is 0.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.34% | Nov 19, 2021 | 241 | Nov 3, 2022 | 144 | Jun 1, 2023 | 385 |
| -12.5% | Feb 20, 2020 | 22 | Mar 20, 2020 | 33 | May 7, 2020 | 55 |
| -10.37% | Sep 24, 2012 | 190 | Jun 27, 2013 | 159 | Feb 13, 2014 | 349 |
| -6.63% | Nov 9, 2011 | 26 | Dec 15, 2011 | 28 | Jan 27, 2012 | 54 |
| -6.39% | Sep 19, 2011 | 12 | Oct 4, 2011 | 18 | Oct 28, 2011 | 30 |
Volatility
Volatility Chart
The current Gold + Cash + Tech volatility is 1.90%, 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
| SWVXX | SGOL | QQQ | |
|---|---|---|---|
| SWVXX | 1.00 | -0.01 | 0.02 |
| SGOL | -0.01 | 1.00 | 0.04 |
| QQQ | 0.02 | 0.04 | 1.00 |