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40/45/15
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VIPSX 45%GLD 15%VTSMX 25%DFSVX 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
Inflation-Protected Bonds

45%

GLD
SPDR Gold Trust
Precious Metals, Gold

15%

VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
Large Cap Blend Equities

25%

DFSVX
DFA U.S. Small Cap Value Portfolio I
Small Cap Value Equities

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 40/45/15, 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


220.00%240.00%260.00%280.00%300.00%320.00%340.00%NovemberDecember2024FebruaryMarchApril
272.44%
332.88%
40/45/15
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD

Returns By Period

As of Apr 13, 2024, the 40/45/15 returned 3.11% Year-To-Date and 6.44% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
40/45/153.11%1.27%12.02%11.05%8.40%6.41%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
6.96%0.07%19.32%25.12%12.94%11.96%
DFSVX
DFA U.S. Small Cap Value Portfolio I
-0.53%-0.04%17.58%19.56%10.63%8.01%
GLD
SPDR Gold Trust
13.45%8.60%21.28%16.38%12.51%5.70%
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
-1.25%-0.14%3.20%-0.88%2.13%1.82%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.24%1.31%3.21%
2023-3.43%-0.60%5.11%4.40%

Expense Ratio

The 40/45/15 has a high expense ratio of 0.23%, 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%

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.


40/45/15
Sharpe ratio
The chart of Sharpe ratio for 40/45/15, currently valued at 1.48, compared to the broader market0.002.004.001.48
Sortino ratio
The chart of Sortino ratio for 40/45/15, currently valued at 2.28, compared to the broader market-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for 40/45/15, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for 40/45/15, currently valued at 1.08, compared to the broader market0.002.004.006.008.0010.0012.001.08
Martin ratio
The chart of Martin ratio for 40/45/15, currently valued at 4.95, compared to the broader market0.0010.0020.0030.0040.0050.004.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
2.173.121.381.678.62
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.051.661.191.214.22
GLD
SPDR Gold Trust
1.312.011.241.233.49
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
-0.25-0.330.96-0.11-0.55

Sharpe Ratio

The current 40/45/15 Sharpe ratio is 1.48. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.48

The Sharpe ratio of 40/45/15 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
1.48
2.15
40/45/15
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

40/45/15 granted a 2.71% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
40/45/152.71%2.78%5.15%4.10%1.20%1.84%2.97%2.29%2.65%1.69%2.11%2.08%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
1.30%1.34%1.54%1.11%1.33%1.67%1.92%1.61%1.83%1.86%1.65%1.64%
DFSVX
DFA U.S. Small Cap Value Portfolio I
3.70%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%
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
4.08%4.20%8.34%5.03%1.28%2.22%3.02%2.32%3.38%0.77%2.25%2.01%

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
-1.37%
-2.49%
40/45/15
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 40/45/15. 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 40/45/15 was 28.54%, occurring on Nov 20, 2008. Recovery took 259 trading sessions.

The current 40/45/15 drawdown is 1.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.54%May 21, 2008129Nov 20, 2008259Dec 2, 2009388
-18.28%Feb 21, 202019Mar 18, 202055Jun 5, 202074
-16.68%Nov 15, 2021221Sep 30, 2022311Dec 27, 2023532
-9.2%Apr 16, 2015192Jan 19, 201695Jun 3, 2016287
-9.03%Aug 28, 201882Dec 24, 201859Mar 21, 2019141

Volatility

Volatility Chart

The current 40/45/15 volatility is 2.37%, 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.


1.00%2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
2.37%
3.24%
40/45/15
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.

GLDVIPSXVTSMXDFSVX
GLD1.000.280.060.06
VIPSX0.281.00-0.14-0.16
VTSMX0.06-0.141.000.87
DFSVX0.06-0.160.871.00