Performance

Real Assets +14.20%

Watchlist

Select an item

RETURNS	1D	YTD	1Y	5Y Ann.	Max DD	Sharpe	Div. Yield
Real Assets	+0.24%	+12.66%	+14.20%	+8.21%	-7.81%	0.89	2.57%

TIP	-0.08%	+0.01%	-0.93%	-0.16%	-3.95%	-1.49	4.43%
GLD	-0.65%	-7.95%	-0.11%	+16.75%	-26.40%	-0.02	0.00%
DBC	+1.58%	+52.30%	+54.60%	+13.19%	-16.54%	2.03	2.18%
VNQ	+0.04%	+7.69%	+3.78%	+0.48%	-11.38%	0.02	3.67%

Summary

Real Assets at a glance

Real Assets returned +14.20% over the past year and +8.21% a year over five years. Its worst drop in that year was -7.81%, smaller than 53% of portfolios on Redstone, and its Sharpe ratio of 0.89 beats 75% of portfolios on Redstone. It yields 2.57%.

Ranking

How Real Assets ranks

1Y Return Rank

5Y Return Rank

Sharpe Ratio Rank

Max Drawdown Rank

Volatility Rank

Dividend Yield Rank

Current Drawdown

-2.59%

Rolling Volatility

+0.56%

METRICS

Correlation Matrix

	DBC	GLD	TIP	VNQ
DBC	1.00	0.22	-0.11	-0.22
GLD	0.22	1.00	0.21	0.14
TIP	-0.11	0.21	1.00	0.41
VNQ	-0.22	0.14	0.41	1.00

Actions

Portfolio

Allocation

4 Assets

TIP

GLD

DBC

VNQ

Metrics

Risk Indicators

Alpha8.09%

Beta0.18x

Sharpe0.89

Sortino1.20

Omega1.16

Calmar1.82

Martin3.24

Portfolios

Real Assets: returns, risk and holdings

Real Assets at a glance

How Real Assets ranks

More portfolios