25s
Asset Allocation
| Position | Category/Sector | 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
The chart shows the growth of an initial investment of $10,000 in 25s, 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 Quarterly
The earliest data available for this chart is Dec 3, 2010, corresponding to the inception date of STIP
Returns By Period
As of Jul 25, 2024, the 25s returned 9.99% Year-To-Date and 6.92% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 25s | 9.50% | 1.27% | 9.75% | 14.76% | 9.64% | 6.91% |
| Portfolio components: | ||||||
DGEIX DFA Global Equity Portfolio Institutional Class | 10.59% | 0.86% | 9.98% | 16.28% | 11.28% | 8.96% |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.73% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.72% | 0.61% | 2.56% | 5.56% | 3.29% | 2.09% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.36% | 2.31% | 4.15% | -1.23% | 2.99% | 0.51% | 9.50% | ||||||
| 2023 | 5.36% | -2.81% | 2.98% | 0.74% | -1.55% | 2.75% | 2.64% | -1.59% | -3.28% | 0.25% | 5.05% | 3.58% | 14.52% |
| 2022 | -2.83% | 1.05% | 0.88% | -4.03% | -0.17% | -5.13% | 3.49% | -2.97% | -6.34% | 3.81% | 6.20% | -1.66% | -8.19% |
| 2021 | -0.66% | 0.81% | 2.03% | 3.14% | 3.05% | -1.66% | 1.33% | 1.06% | -2.76% | 2.95% | -1.27% | 3.45% | 11.82% |
| 2020 | 0.04% | -4.25% | -8.31% | 8.31% | 3.53% | 2.16% | 5.24% | 3.09% | -2.64% | -0.83% | 5.27% | 4.67% | 16.14% |
| 2019 | 5.36% | 1.44% | -0.06% | 1.84% | -3.02% | 5.58% | 0.20% | 0.60% | 0.41% | 1.95% | 0.70% | 2.83% | 19.02% |
| 2018 | 3.11% | -2.71% | -0.24% | -0.08% | 0.42% | -1.11% | 0.84% | 0.39% | -0.40% | -3.65% | 0.79% | -2.87% | -5.55% |
| 2017 | 2.68% | 2.08% | 0.26% | 1.04% | 0.36% | -0.04% | 1.81% | 1.06% | 0.41% | 1.03% | 1.35% | 1.38% | 14.24% |
| 2016 | -1.46% | 2.94% | 3.62% | 1.93% | -1.26% | 2.16% | 2.69% | -0.56% | 0.66% | -1.77% | -0.23% | 0.72% | 9.66% |
| 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% |
| 2013 | 2.56% | -1.01% | 1.75% | -1.15% | -0.97% | -3.64% | 4.84% | -0.01% | 1.40% | 1.93% | -0.32% | 0.22% | 5.46% |
Expense Ratio
25s has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 25s is 74, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 1.41 | 2.05 | 1.24 | 1.23 | 4.53 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
STIP iShares 0-5 Year TIPS Bond ETF | 2.43 | 4.12 | 1.50 | 1.99 | 21.08 |
Dividends
Dividend yield
25s granted a 2.50% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 25s | 2.50% | 2.62% | 3.97% | 3.19% | 1.54% | 1.62% | 1.92% | 1.47% | 1.17% | 0.99% | 1.13% | 0.93% |
| Portfolio components: | ||||||||||||
DGEIX DFA Global Equity Portfolio Institutional Class | 3.45% | 3.82% | 4.92% | 4.31% | 2.37% | 2.22% | 2.62% | 2.15% | 1.90% | 1.98% | 1.88% | 1.70% |
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 | 3.10% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% | 0.74% | 0.31% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 2.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.94% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -15.75% | Nov 15, 2021 | 218 | Sep 27, 2022 | 201 | Jul 18, 2023 | 419 |
| -12.51% | Jul 7, 2014 | 389 | Jan 20, 2016 | 118 | Jul 8, 2016 | 507 |
| -12.1% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -11.87% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
Volatility
Volatility Chart
The current 25s volatility is 2.50%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| DGEIX | GLD | STIP | |
|---|---|---|---|
| DGEIX | 1.00 | 0.08 | 0.09 |
| GLD | 0.08 | 1.00 | 0.37 |
| STIP | 0.09 | 0.37 | 1.00 |