SGOL + SWVXX + IXN
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGOL Aberdeen Standard Physical Gold Shares ETF | Precious Metals, Gold | 33.33% |
SWVXX Schwab Value Advantage Money Fund | 33.33% | |
IXN iShares Global Tech ETF | Technology Equities | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in SGOL + SWVXX + IXN, 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
As of Dec 7, 2023, the SGOL + SWVXX + IXN returned 19.60% Year-To-Date and 8.30% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| SGOL + SWVXX + IXN | 19.60% | 2.78% | 5.23% | 18.93% | 11.70% | 8.26% |
| Portfolio components: | ||||||
SGOL Aberdeen Standard Physical Gold Shares ETF | 10.99% | 2.54% | 4.42% | 14.26% | 10.01% | 4.85% |
SWVXX Schwab Value Advantage Money Fund | N/A | N/A | N/A | N/A | N/A | N/A |
IXN iShares Global Tech ETF | 44.81% | 5.82% | 10.27% | 38.34% | 22.10% | 18.06% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.73% | 1.38% | 1.54% | -1.03% | -3.61% | 2.53% | 5.42% |
Dividend yield
SGOL + SWVXX + IXN granted a 0.18% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SGOL + SWVXX + IXN | 0.18% | 0.27% | 0.19% | 0.21% | 0.35% | 0.31% | 0.31% | 0.34% | 0.37% | 0.38% | 0.34% | 0.36% |
| Portfolio components: | ||||||||||||
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% |
IXN iShares Global Tech ETF | 0.54% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% | 1.02% | 1.08% |
Expense Ratio
The SGOL + SWVXX + IXN has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SGOL Aberdeen Standard Physical Gold Shares ETF | 1.09 | ||||
SWVXX Schwab Value Advantage Money Fund | N/A | ||||
IXN iShares Global Tech ETF | 1.81 |
Asset Correlations Table
| SWVXX | SGOL | IXN | |
|---|---|---|---|
| SWVXX | 1.00 | 0.00 | 0.02 |
| SGOL | 0.00 | 1.00 | 0.05 |
| IXN | 0.02 | 0.05 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the SGOL + SWVXX + IXN. 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 SGOL + SWVXX + IXN was 15.95%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.95% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
| -13.17% | Feb 20, 2020 | 22 | Mar 20, 2020 | 40 | May 18, 2020 | 62 |
| -11.38% | Sep 17, 2012 | 195 | Jun 27, 2013 | 253 | Jun 30, 2014 | 448 |
| -7.6% | Jan 23, 2015 | 248 | Jan 15, 2016 | 41 | Mar 16, 2016 | 289 |
| -7.55% | Jan 29, 2018 | 229 | Dec 24, 2018 | 40 | Feb 22, 2019 | 269 |
Volatility Chart
The current SGOL + SWVXX + IXN volatility is 1.96%, 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.