All Weather Portfolio inflation protected

The chart shows the growth of an initial investment of $10,000 in All Weather Portfolio inflation protected, 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.

As of Jun 13, 2026, the All Weather Portfolio inflation protected returned 5.59% Year-To-Date and 6.88% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 6, 2006, All Weather Portfolio inflation protected's average daily return is +0.03%, while the average monthly return is +0.57%. At this rate, an investment would double in approximately 10.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Dec 2008 with a return of +6.8%, while the worst month was Oct 2008 at -10.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, All Weather Portfolio inflation protected closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Mar 18, 2020 at -3.6%.

All Weather Portfolio inflation protected has an annualized alpha of 4.25%, beta of 0.25, and R2 of 0.42 versus S&P 500 Index. Calculated based on daily prices since February 06, 2006.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (39.28%) than losses (32.49%) - typical of diversified or defensive assets.
• Beta of 0.25 may look defensive, but with R2 of 0.42 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.42 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

All Weather Portfolio inflation protected has an expense ratio of 0.19%, 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.

All Weather Portfolio inflation protected ranks 74 for risk / return — better than 74% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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. Learn how to interpret the Sharpe ratio.

The current All Weather Portfolio inflation protected Sharpe ratio is 2.25 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of All Weather Portfolio inflation protected compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All Weather Portfolio inflation protected provided a 2.75% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the All Weather Portfolio inflation protected. 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 All Weather Portfolio inflation protected was 19.66%, occurring on Mar 9, 2009. Recovery took 183 trading sessions.

The current All Weather Portfolio inflation protected drawdown is 1.59%.

The chart below shows the rolling one-month volatility.