Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Claude_Retirement-5-Funds-Benchmark, 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.
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The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Apr 3, 2026, the Claude_Retirement-5-Funds-Benchmark returned -0.03% Year-To-Date and 9.56% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Claude_Retirement-5-Funds-Benchmark | 0.69% | -2.59% | -0.03% | 1.74% | 15.99% | 13.14% | 7.08% | 9.56% |
| Portfolio components: | ||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 0.72% | -3.44% | -3.66% | -1.51% | 17.36% | 18.55% | 11.91% | 14.12% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.65% | -2.29% | 3.43% | 7.20% | 28.80% | 15.89% | 7.55% | 8.98% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 0.62% | -3.48% | 2.53% | 3.42% | 18.12% | 13.24% | 5.47% | 10.56% |
DODIX Dodge & Cox Income Fund | 0.08% | -1.41% | 0.12% | 0.94% | 5.09% | 5.01% | 1.40% | 3.06% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | -0.13% | -1.16% | 0.22% | 0.10% | 2.94% | 3.04% | 1.31% | 2.54% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 30, 2010, Claude_Retirement-5-Funds-Benchmark's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +9.7%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Claude_Retirement-5-Funds-Benchmark closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.1%, while the worst single day was Mar 16, 2020 at -8.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.57% | 1.79% | -4.90% | 0.69% | -0.03% | ||||||||
| 2025 | 2.55% | -0.32% | -2.87% | 0.00% | 3.87% | 3.71% | 0.92% | 2.72% | 2.41% | 1.32% | 0.52% | 0.49% | 16.21% |
| 2024 | -0.21% | 3.14% | 2.75% | -3.61% | 3.72% | 1.08% | 2.82% | 1.67% | 2.00% | -2.03% | 4.13% | -3.21% | 12.55% |
| 2023 | 6.49% | -2.62% | 1.71% | 0.77% | -1.16% | 4.70% | 2.81% | -2.31% | -3.92% | -2.83% | 7.53% | 5.34% | 16.81% |
| 2022 | -4.28% | -1.59% | 0.88% | -6.48% | 0.35% | -6.93% | 6.67% | -3.35% | -8.34% | 5.19% | 6.26% | -3.74% | -15.61% |
| 2021 | 0.01% | 2.14% | 1.96% | 3.42% | 1.03% | 1.16% | 0.73% | 1.70% | -3.03% | 3.86% | -1.83% | 3.02% | 14.89% |
Benchmark Metrics
Claude_Retirement-5-Funds-Benchmark has an annualized alpha of 0.70%, beta of 0.69, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since November 30, 2010.
- This portfolio participated in 79.25% of S&P 500 Index downside but only 73.04% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.69 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
- 0.70%
- Beta
- 0.69
- R²
- 0.94
- Upside Capture
- 73.04%
- Downside Capture
- 79.25%
Expense Ratio
Claude_Retirement-5-Funds-Benchmark has an expense ratio of 0.12%, 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
Claude_Retirement-5-Funds-Benchmark ranks 53 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 0.88 | +0.42 |
Sortino ratioReturn per unit of downside risk | 1.89 | 1.37 | +0.52 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.85 | 1.39 | +0.46 |
Martin ratioReturn relative to average drawdown | 8.37 | 6.43 | +1.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VFIAX Vanguard 500 Index Fund Admiral Shares | 50 | 1.00 | 1.52 | 1.23 | 1.53 | 7.30 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 86 | 1.86 | 2.44 | 1.37 | 2.62 | 10.15 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 41 | 0.92 | 1.42 | 1.19 | 1.43 | 6.14 |
DODIX Dodge & Cox Income Fund | 49 | 1.10 | 1.57 | 1.20 | 1.85 | 5.42 |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 20 | 0.68 | 0.95 | 1.12 | 1.00 | 3.00 |
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Dividends
Dividend yield
Claude_Retirement-5-Funds-Benchmark provided a 2.44% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.44% | 2.50% | 2.50% | 2.55% | 2.82% | 2.39% | 2.06% | 2.35% | 2.55% | 2.17% | 2.48% | 2.15% |
| Portfolio components: | ||||||||||||
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.17% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.90% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
DODIX Dodge & Cox Income Fund | 4.27% | 4.23% | 4.24% | 3.86% | 2.19% | 3.23% | 4.66% | 3.63% | 3.43% | 3.03% | 3.25% | 3.09% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.46% | 4.74% | 4.17% | 4.31% | 8.45% | 5.13% | 1.38% | 2.29% | 3.12% | 2.41% | 3.49% | 0.88% |
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 Claude_Retirement-5-Funds-Benchmark. 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 Claude_Retirement-5-Funds-Benchmark was 26.91%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Claude_Retirement-5-Funds-Benchmark drawdown is 4.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -22.33% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -16.3% | May 2, 2011 | 108 | Oct 3, 2011 | 98 | Feb 23, 2012 | 206 |
| -14.09% | Aug 30, 2018 | 80 | Dec 24, 2018 | 70 | Apr 5, 2019 | 150 |
| -13.66% | May 22, 2015 | 183 | Feb 11, 2016 | 106 | Jul 14, 2016 | 289 |
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 5 assets, with an effective number of assets of 4.39, 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
| Benchmark | DODIX | VAIPX | VTIAX | VSMAX | VFIAX | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.01 | -0.09 | 0.81 | 0.87 | 1.00 | 0.96 |
| DODIX | -0.01 | 1.00 | 0.75 | 0.06 | -0.00 | -0.01 | 0.10 |
| VAIPX | -0.09 | 0.75 | 1.00 | -0.02 | -0.07 | -0.09 | 0.02 |
| VTIAX | 0.81 | 0.06 | -0.02 | 1.00 | 0.76 | 0.81 | 0.90 |
| VSMAX | 0.87 | -0.00 | -0.07 | 0.76 | 1.00 | 0.87 | 0.93 |
| VFIAX | 1.00 | -0.01 | -0.09 | 0.81 | 0.87 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.10 | 0.02 | 0.90 | 0.93 | 0.96 | 1.00 |