Performance

Desert Portfolio +2.16%

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RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Desert Portfolio	-0.31%	+1.63%	+2.16%	+4.10%	-5.68%	-0.28	2.77%

IEF	-0.16%	-2.36%	-2.87%	-1.73%	-6.81%	-1.47	4.08%
VTI	-0.50%	+11.86%	+11.81%	+10.61%	-8.92%	0.59	1.06%
GLD	-0.65%	-7.95%	-0.11%	+16.75%	-26.40%	-0.02	0.00%

Summary

Desert Portfolio at a glance

Desert Portfolio returned +2.16% over the past year and +4.10% a year over five years. Its worst drop in that year was -5.68%, smaller than 85% of portfolios on Redstone, and its Sharpe ratio of -0.28 beats 3% of portfolios on Redstone. It yields 2.77%.

Ranking

How Desert Portfolio ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-3.04%

Rolling Volatility

+0.35%

METRICS

Correlation Matrix

	GLD	IEF	VTI
GLD	1.00	0.24	0.39
IEF	0.24	1.00	0.34
VTI	0.39	0.34	1.00

Actions

Portfolio

Allocation

3 Assets

IEF

VTI

GLD

Metrics

Risk Indicators

Alpha-5.74%

Beta0.47x

Sharpe-0.28

Sortino-0.37

Omega0.96

Calmar0.38

Martin-1.13

Portfolios

Desert Portfolio: returns, risk and holdings

Desert Portfolio at a glance

How Desert Portfolio ranks

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