PortfoliosLab logoPortfoliosLab logo
HAA 4-2025 Gldm VEA VWO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLDM 33.33%VEA 33.33%VWO 33.33%CommodityCommodityEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in HAA 4-2025 Gldm VEA VWO, 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.


Loading graphics...

The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
HAA 4-2025 Gldm VEA VWO
-1.14%-4.71%4.02%9.95%33.70%20.74%11.42%
GLDM
SPDR Gold MiniShares Trust
-1.93%-8.33%8.33%21.17%49.47%32.89%21.86%
VEA
Vanguard FTSE Developed Markets ETF
-0.77%-2.79%3.65%8.84%30.37%16.09%8.76%9.49%
VWO
Vanguard FTSE Emerging Markets ETF
-0.72%-2.55%0.11%0.38%21.72%13.41%3.75%7.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 27, 2018, HAA 4-2025 Gldm VEA VWO's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2022 with a return of +11.8%, while the worst month was Mar 2020 at -10.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, HAA 4-2025 Gldm VEA VWO closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.4%, while the worst single day was Mar 12, 2020 at -8.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.82%5.88%-8.95%0.07%4.02%
20254.00%1.65%3.62%3.16%2.94%3.10%-0.42%4.30%6.69%2.27%1.74%2.16%41.27%
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%
20237.70%-5.15%4.36%1.07%-2.69%2.29%3.78%-3.74%-3.66%0.23%6.04%3.39%13.44%
2022-1.70%-0.06%-0.41%-4.88%-0.43%-4.85%0.67%-3.12%-7.69%0.49%11.77%-0.55%-11.34%
2021-0.26%-0.70%0.40%2.79%4.31%-2.31%-0.97%1.17%-3.36%2.02%-2.74%3.03%3.11%

Benchmark Metrics

HAA 4-2025 Gldm VEA VWO has an annualized alpha of 5.01%, beta of 0.53, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 27, 2018.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (60.42%) than losses (53.08%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 5.01% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.53 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
5.01%
Beta
0.53
0.52
Upside Capture
60.42%
Downside Capture
53.08%

Expense Ratio

HAA 4-2025 Gldm VEA VWO has an expense ratio of 0.07%, 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.


Return for Risk

Risk / Return Rank

HAA 4-2025 Gldm VEA VWO ranks 85 for risk / return — in the top 85% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


HAA 4-2025 Gldm VEA VWO Risk / Return Rank: 8585
Overall Rank
HAA 4-2025 Gldm VEA VWO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
HAA 4-2025 Gldm VEA VWO Sortino Ratio Rank: 8787
Sortino Ratio Rank
HAA 4-2025 Gldm VEA VWO Omega Ratio Rank: 9090
Omega Ratio Rank
HAA 4-2025 Gldm VEA VWO Calmar Ratio Rank: 7878
Calmar Ratio Rank
HAA 4-2025 Gldm VEA VWO Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.96

0.88

+1.08

Sortino ratio

Return per unit of downside risk

2.52

1.37

+1.15

Omega ratio

Gain probability vs. loss probability

1.39

1.21

+0.18

Calmar ratio

Return relative to maximum drawdown

2.71

1.39

+1.32

Martin ratio

Return relative to average drawdown

11.05

6.43

+4.61


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLDM
SPDR Gold MiniShares Trust
811.802.231.332.599.40
VEA
Vanguard FTSE Developed Markets ETF
831.732.361.352.6410.14
VWO
Vanguard FTSE Emerging Markets ETF
621.221.741.251.786.68

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

HAA 4-2025 Gldm VEA VWO Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.96
  • 5-Year: 0.84
  • All Time: 0.80

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of HAA 4-2025 Gldm VEA VWO compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading graphics...

Dividends

Dividend yield

HAA 4-2025 Gldm VEA VWO provided a 1.87% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.87%2.00%2.18%2.23%2.34%1.93%1.32%2.09%2.08%1.69%1.85%2.06%
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
2.90%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
VWO
Vanguard FTSE Emerging Markets ETF
2.70%2.79%3.20%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%

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.


Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the HAA 4-2025 Gldm VEA VWO. 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 Gldm VEA VWO was 24.98%, occurring on Oct 14, 2022. Recovery took 353 trading sessions.

The current HAA 4-2025 Gldm VEA VWO drawdown is 7.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.98%Jun 3, 2021346Oct 14, 2022353Mar 13, 2024699
-23.91%Jan 21, 202042Mar 19, 202074Jul 6, 2020116
-12.51%Mar 2, 202619Mar 26, 2026
-10.01%Mar 20, 202514Apr 8, 20258Apr 21, 202522
-9.24%Jul 26, 2018105Dec 24, 201841Feb 25, 2019146

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading graphics...

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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkGLDMVWOVEAPortfolio
Benchmark1.000.070.660.800.64
GLDM0.071.000.230.230.58
VWO0.660.231.000.790.86
VEA0.800.230.791.000.85
Portfolio0.640.580.860.851.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2018