25a
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Dec 3, 2010, corresponding to the inception date of STIP
Returns By Period
As of Nov 15, 2024, the 25a returned 17.21% Year-To-Date and 8.84% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| 25a | 17.21% | 0.97% | 8.46% | 24.76% | 12.14% | 8.84% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 25.21% | 2.68% | 13.00% | 33.95% | 14.97% | 12.80% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 15.42% | 5.17% | 9.94% | 28.96% | 14.55% | 9.48% |
GLD SPDR Gold Trust | 23.98% | -3.62% | 7.72% | 30.48% | 11.42% | 7.60% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.29% | -0.37% | 2.79% | 6.06% | 3.47% | 2.37% |
Monthly Returns
The table below presents the monthly returns of 25a, 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 | -0.66% | 2.05% | 4.41% | -1.83% | 3.14% | 0.29% | 4.59% | 0.66% | 1.96% | 0.40% | 17.21% | ||
| 2023 | 5.53% | -2.31% | 1.27% | 0.05% | -1.26% | 3.66% | 3.30% | -1.56% | -3.52% | 0.05% | 5.26% | 4.72% | 15.68% |
| 2022 | -2.84% | 1.76% | 1.08% | -4.24% | 0.19% | -5.47% | 4.62% | -2.61% | -6.27% | 5.51% | 4.81% | -2.46% | -6.64% |
| 2021 | 0.63% | 2.50% | 2.82% | 2.94% | 3.39% | -1.95% | 0.87% | 1.24% | -2.15% | 3.15% | -1.09% | 3.33% | 16.59% |
| 2020 | -0.49% | -4.62% | -9.53% | 9.40% | 2.97% | 2.09% | 5.11% | 3.36% | -3.33% | 0.33% | 6.35% | 5.33% | 16.57% |
| 2019 | 6.07% | 1.66% | -0.82% | 1.94% | -4.02% | 5.82% | 0.47% | -0.45% | 0.91% | 1.68% | 0.99% | 2.78% | 17.95% |
| 2018 | 2.43% | -2.65% | 0.04% | 0.19% | 2.07% | -0.61% | 0.62% | 1.20% | -0.96% | -3.79% | 0.79% | -3.87% | -4.66% |
| 2017 | 1.81% | 1.84% | -0.33% | 0.79% | -0.67% | 0.20% | 1.31% | 0.52% | 1.62% | 0.65% | 1.35% | 0.89% | 10.41% |
| 2016 | -1.72% | 3.28% | 3.66% | 1.90% | -1.07% | 2.22% | 2.69% | -0.39% | 0.69% | -2.07% | 2.65% | 1.13% | 13.53% |
| 2015 | 0.46% | 1.14% | -0.46% | -0.06% | 0.78% | -0.80% | -2.19% | -1.79% | -2.26% | 3.90% | -0.72% | -2.31% | -4.40% |
| 2014 | -1.15% | 4.22% | -0.50% | -0.22% | 0.15% | 3.39% | -2.92% | 2.53% | -4.06% | 1.08% | 0.39% | 0.57% | 3.20% |
| 2013 | 2.95% | -0.45% | 2.61% | -1.91% | 0.31% | -3.08% | 5.31% | -0.57% | 0.98% | 1.92% | 0.64% | 0.48% | 9.28% |
Expense Ratio
25a has an expense ratio of 0.20%, 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 25a is 73, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.76 | 3.68 | 1.51 | 4.00 | 17.66 |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.46 | 2.19 | 1.27 | 2.93 | 8.06 |
GLD SPDR Gold Trust | 2.04 | 2.74 | 1.36 | 3.79 | 12.68 |
STIP iShares 0-5 Year TIPS Bond ETF | 2.88 | 4.78 | 1.62 | 3.92 | 22.15 |
Dividends
Dividend yield
25a provided a 1.75% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.75% | 1.99% | 3.62% | 3.94% | 1.20% | 1.66% | 3.00% | 2.23% | 1.83% | 1.95% | 1.76% | 1.78% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 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 | 3.25% | 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 | 2.46% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.43% | 1.59% | 0.89% | 0.00% | 0.75% | 0.31% |
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.
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 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.7% | Feb 21, 2020 | 19 | Mar 18, 2020 | 56 | Jun 8, 2020 | 75 |
| -14.56% | Nov 16, 2021 | 216 | Sep 26, 2022 | 199 | Jul 13, 2023 | 415 |
| -12.27% | May 2, 2011 | 108 | Oct 3, 2011 | 78 | Jan 25, 2012 | 186 |
| -11.59% | May 19, 2015 | 169 | Jan 19, 2016 | 98 | Jun 8, 2016 | 267 |
| -10.83% | Jan 29, 2018 | 229 | Dec 24, 2018 | 38 | Feb 20, 2019 | 267 |
Volatility
Volatility Chart
The current 25a volatility is 2.79%, 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
| GLD | STIP | DFSVX | VTI | |
|---|---|---|---|---|
| GLD | 1.00 | 0.37 | 0.02 | 0.04 |
| STIP | 0.37 | 1.00 | 0.05 | 0.06 |
| DFSVX | 0.02 | 0.05 | 1.00 | 0.83 |
| VTI | 0.04 | 0.06 | 0.83 | 1.00 |