HAA 4-2025
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 33.33% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 33.33% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 33.33% |
Performance
Performance Chart
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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 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| HAA 4-2025 | 16.32% | 2.25% | 14.05% | 22.01% | 11.26% | N/A |
| Portfolio components: | ||||||
GLDM SPDR Gold MiniShares Trust | 25.49% | 1.86% | 23.80% | 41.43% | 13.56% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 16.76% | 3.67% | 12.67% | 13.09% | 11.40% | 6.14% |
VWO Vanguard FTSE Emerging Markets ETF | 6.83% | 1.21% | 5.73% | 12.61% | 7.97% | 4.03% |
Monthly Returns
The table below presents the monthly returns of HAA 4-2025, 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 | 4.00% | 1.65% | 3.62% | 3.16% | 2.94% | 16.32% | |||||||
| 2024 | -2.01% | 2.23% | 4.72% | 0.22% | 2.77% | 0.09% | 3.20% | 2.00% | 4.48% | -1.16% | -1.67% | -1.96% | 13.33% |
| 2023 | 7.70% | -5.15% | 4.36% | 1.07% | -2.69% | 2.31% | 3.78% | -3.74% | -3.66% | 0.23% | 6.04% | 3.39% | 13.45% |
| 2022 | -1.48% | -0.06% | -0.41% | -4.88% | -0.43% | -4.85% | 0.67% | -3.12% | -7.69% | 0.49% | 11.77% | -0.55% | -11.14% |
| 2021 | -0.26% | -0.70% | 0.40% | 2.79% | 4.31% | -2.31% | -0.97% | 1.17% | -3.36% | 2.02% | -2.74% | 2.80% | 2.88% |
| 2020 | -1.33% | -3.84% | -10.07% | 7.32% | 3.81% | 4.31% | 7.37% | 2.43% | -2.39% | -0.89% | 5.78% | 6.20% | 18.52% |
| 2019 | 6.65% | 0.49% | 0.47% | 1.43% | -3.35% | 6.45% | -1.26% | 0.94% | 0.16% | 3.28% | -0.42% | 4.78% | 20.86% |
| 2018 | 0.01% | 1.37% | -2.68% | -0.44% | -4.69% | 1.89% | -1.15% | -5.70% |
Expense Ratio
HAA 4-2025 has an expense ratio of 0.10%, 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 88, HAA 4-2025 is among the top 12% 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 | |
|---|---|---|---|---|---|
GLDM SPDR Gold MiniShares Trust | 2.29 | 2.98 | 1.38 | 4.89 | 13.41 |
VEA Vanguard FTSE Developed Markets ETF | 0.83 | 1.18 | 1.16 | 0.98 | 2.96 |
VWO Vanguard FTSE Emerging Markets ETF | 0.63 | 0.89 | 1.12 | 0.52 | 1.72 |
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Dividends
Dividend yield
HAA 4-2025 provided a 1.94% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.94% | 2.19% | 2.23% | 2.34% | 1.93% | 1.32% | 2.09% | 2.08% | 1.69% | 1.85% | 2.06% | 2.18% |
| Portfolio components: | ||||||||||||
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% |
VEA Vanguard FTSE Developed Markets ETF | 2.81% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
VWO Vanguard FTSE Emerging Markets ETF | 3.01% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the HAA 4-2025. 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 HAA 4-2025 was 24.98%, occurring on Oct 14, 2022. Recovery took 352 trading sessions.
The current HAA 4-2025 drawdown is 0.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.98% | Jun 3, 2021 | 346 | Oct 14, 2022 | 352 | Mar 12, 2024 | 698 |
| -23.91% | Jan 21, 2020 | 42 | Mar 19, 2020 | 74 | Jul 6, 2020 | 116 |
| -10.01% | Mar 20, 2025 | 14 | Apr 8, 2025 | 8 | Apr 21, 2025 | 22 |
| -9.24% | Jul 26, 2018 | 105 | Dec 24, 2018 | 41 | Feb 25, 2019 | 146 |
| -6.71% | Sep 27, 2024 | 73 | Jan 13, 2025 | 19 | Feb 10, 2025 | 92 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | GLDM | VWO | VEA | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.66 | 0.81 | 0.65 |
| GLDM | 0.06 | 1.00 | 0.22 | 0.22 | 0.56 |
| VWO | 0.66 | 0.22 | 1.00 | 0.79 | 0.87 |
| VEA | 0.81 | 0.22 | 0.79 | 1.00 | 0.85 |
| Portfolio | 0.65 | 0.56 | 0.87 | 0.85 | 1.00 |