25s
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | Global Equities | 50% |
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
STIP iShares 0-5 Year TIPS Bond ETF | Inflation-Protected Bonds | 25% |
Performance
Performance Chart
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The earliest data available for this chart is Dec 3, 2010, corresponding to the inception date of STIP
Returns By Period
As of May 11, 2025, the 25s returned 7.29% Year-To-Date and 7.65% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| 25s | 7.29% | 5.77% | 3.82% | 13.93% | 11.04% | 7.65% |
| Portfolio components: | ||||||
DGEIX DFA Global Equity Portfolio Institutional Class | -0.15% | 8.87% | -5.45% | 5.08% | 12.46% | 7.76% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.47% | 0.82% | 3.61% | 7.11% | 3.92% | 2.84% |
Monthly Returns
The table below presents the monthly returns of 25s, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.37% | 0.41% | 0.80% | 1.33% | 1.21% | 7.29% | |||||||
| 2024 | -0.36% | 2.31% | 4.15% | -1.23% | 2.99% | 0.51% | 3.11% | 1.58% | 2.49% | -0.02% | 1.75% | -3.37% | 14.53% |
| 2023 | 5.36% | -2.81% | 2.98% | 0.74% | -1.55% | 2.75% | 2.64% | -1.59% | -3.28% | 0.25% | 5.05% | 2.59% | 13.42% |
| 2022 | -2.83% | 1.05% | 0.88% | -4.03% | -0.17% | -5.13% | 3.49% | -2.97% | -6.34% | 3.81% | 6.20% | -3.10% | -9.54% |
| 2021 | -0.66% | 0.81% | 2.03% | 3.14% | 3.05% | -1.66% | 1.33% | 1.06% | -2.76% | 2.95% | -1.27% | 2.06% | 10.32% |
| 2020 | 0.04% | -4.25% | -8.31% | 8.31% | 3.53% | 2.16% | 5.24% | 3.09% | -2.64% | -0.83% | 5.27% | 4.14% | 15.55% |
| 2019 | 5.36% | 1.45% | -0.06% | 1.84% | -3.02% | 5.58% | 0.20% | 0.60% | 0.41% | 1.95% | 0.70% | 2.56% | 18.72% |
| 2018 | 3.11% | -2.71% | -0.24% | -0.08% | 0.42% | -1.11% | 0.84% | 0.39% | -0.40% | -3.65% | 0.79% | -3.14% | -5.81% |
| 2017 | 2.68% | 2.08% | 0.26% | 1.04% | 0.36% | -0.04% | 1.81% | 1.06% | 0.41% | 1.03% | 1.35% | 1.21% | 14.05% |
| 2016 | -1.46% | 2.94% | 3.62% | 1.93% | -1.25% | 2.16% | 2.69% | -0.56% | 0.66% | -1.77% | -0.23% | 0.72% | 9.67% |
| 2015 | 1.31% | 1.24% | -1.07% | 1.00% | 0.43% | -1.28% | -1.86% | -2.25% | -2.12% | 4.04% | -1.57% | -1.63% | -3.87% |
| 2014 | -0.91% | 4.14% | -0.47% | 0.33% | 0.29% | 2.91% | -2.17% | 1.58% | -3.78% | -0.07% | 0.34% | -0.46% | 1.52% |
Expense Ratio
25s has an expense ratio of 0.24%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 90, 25s is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
DGEIX DFA Global Equity Portfolio Institutional Class | 0.30 | 0.60 | 1.09 | 0.33 | 1.22 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
STIP iShares 0-5 Year TIPS Bond ETF | 3.70 | 6.06 | 1.85 | 7.57 | 24.87 |
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Dividends
Dividend yield
25s provided a 2.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.66% | 2.48% | 2.62% | 3.97% | 3.19% | 1.54% | 1.62% | 1.92% | 1.47% | 1.17% | 0.99% | 1.13% |
| Portfolio components: | ||||||||||||
DGEIX DFA Global Equity Portfolio Institutional Class | 3.69% | 3.64% | 3.82% | 4.92% | 4.31% | 2.37% | 2.22% | 2.62% | 2.15% | 1.90% | 1.98% | 1.88% |
GLD SPDR Gold 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% |
STIP iShares 0-5 Year TIPS Bond ETF | 3.26% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% |
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 25s. 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 25s was 19.94%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
The current 25s drawdown is 0.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.94% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -16.88% | Nov 15, 2021 | 218 | Sep 27, 2022 | 309 | Dec 19, 2023 | 527 |
| -12.5% | Jul 7, 2014 | 389 | Jan 20, 2016 | 118 | Jul 8, 2016 | 507 |
| -12.11% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -12.1% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
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 3 assets, with an effective number of assets of 2.67, 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
| ^GSPC | STIP | GLD | DGEIX | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.03 | 0.94 | 0.81 |
| STIP | 0.06 | 1.00 | 0.36 | 0.08 | 0.27 |
| GLD | 0.03 | 0.36 | 1.00 | 0.08 | 0.49 |
| DGEIX | 0.94 | 0.08 | 0.08 | 1.00 | 0.87 |
| Portfolio | 0.81 | 0.27 | 0.49 | 0.87 | 1.00 |