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25a
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


STIP 25%GLD 25%VTI 25%DFSVX 25%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
DFSVX
DFA U.S. Small Cap Value Portfolio I
Small Cap Value Equities

25%

GLD
SPDR Gold Trust
Precious Metals, Gold

25%

STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds

25%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 25a, 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


150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
173.51%
305.58%
25a
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 3, 2010, corresponding to the inception date of STIP

Returns By Period

As of Apr 20, 2024, the 25a returned 4.65% Year-To-Date and 7.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
25a4.65%0.36%15.10%16.09%10.76%7.62%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.17%11.64%
DFSVX
DFA U.S. Small Cap Value Portfolio I
-1.58%-3.57%18.43%18.82%10.39%7.81%
GLD
SPDR Gold Trust
15.62%10.32%20.39%19.96%13.00%5.92%
STIP
iShares 0-5 Year TIPS Bond ETF
0.72%-0.16%2.88%3.06%3.17%1.98%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.66%2.05%4.41%
2023-3.52%0.05%5.26%4.72%

Expense Ratio

The 25a has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.30%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


25a
Sharpe ratio
The chart of Sharpe ratio for 25a, currently valued at 1.83, compared to the broader market-1.000.001.002.003.004.001.83
Sortino ratio
The chart of Sortino ratio for 25a, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for 25a, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for 25a, currently valued at 2.37, compared to the broader market0.002.004.006.008.002.37
Martin ratio
The chart of Martin ratio for 25a, currently valued at 7.09, compared to the broader market0.0010.0020.0030.0040.007.09
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
DFSVX
DFA U.S. Small Cap Value Portfolio I
0.931.501.171.073.69
GLD
SPDR Gold Trust
1.602.441.291.494.26
STIP
iShares 0-5 Year TIPS Bond ETF
1.302.081.241.085.53

Sharpe Ratio

The current 25a Sharpe ratio is 1.83. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.83

The Sharpe ratio of 25a lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.83
1.66
25a
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

25a granted a 1.97% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
25a1.97%1.99%3.62%3.94%1.20%1.67%3.00%2.23%1.83%1.95%1.76%1.78%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
DFSVX
DFA U.S. Small Cap Value Portfolio I
3.74%3.67%6.77%10.40%1.96%2.83%7.54%5.62%4.53%5.83%4.53%5.09%
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
2.70%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.99%
-5.46%
25a
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 25a. 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 25a was 21.70%, occurring on Mar 18, 2020. Recovery took 56 trading sessions.

The current 25a drawdown is 1.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.7%Feb 21, 202019Mar 18, 202056Jun 8, 202075
-14.56%Nov 16, 2021216Sep 26, 2022199Jul 13, 2023415
-12.27%May 2, 2011108Oct 3, 201178Jan 25, 2012186
-11.59%May 19, 2015169Jan 19, 201698Jun 8, 2016267
-10.83%Jan 29, 2018229Dec 24, 201838Feb 20, 2019267

Volatility

Volatility Chart

The current 25a volatility is 2.62%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.62%
3.15%
25a
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GLDSTIPDFSVXVTI
GLD1.000.370.020.03
STIP0.371.000.040.06
DFSVX0.020.041.000.83
VTI0.030.060.831.00