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40/45/15

Last updated May 27, 2023

Asset Allocation


Performance

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%230.00%240.00%250.00%260.00%December2023FebruaryMarchAprilMay
230.88%
255.33%
40/45/15
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the 40/45/15 returned 3.34% Year-To-Date and 5.59% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
40/45/15-1.20%3.34%2.49%-2.24%6.28%5.69%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
1.00%9.32%5.98%1.72%9.87%11.36%
DFSVX
DFA U.S. Small Cap Value Portfolio I
-2.19%-4.05%-7.45%-6.20%4.55%7.70%
GLD
SPDR Gold Trust
-2.10%6.65%11.73%4.67%7.98%3.06%
VIPSX
Vanguard Inflation-Protected Securities Fund Investor Shares
-1.81%1.44%1.09%-5.77%2.31%1.45%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

GLDVIPSXVTSMXDFSVX
GLD1.000.280.060.05
VIPSX0.281.00-0.16-0.18
VTSMX0.06-0.161.000.87
DFSVX0.05-0.180.871.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current 40/45/15 Sharpe ratio is -0.03. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.03
0.27
40/45/15
Benchmark (^GSPC)
Portfolio components

Dividend yield

40/45/15 granted a 5.40% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
40/45/155.40%5.16%4.40%1.35%2.10%3.53%2.84%3.35%2.27%2.85%2.93%4.72%
VTSMX
Vanguard Total Stock Market Index Fund Investor Shares
1.76%1.54%1.13%1.37%1.75%2.05%1.75%2.02%2.10%1.89%1.91%2.40%
DFSVX
DFA U.S. Small Cap Value Portfolio I
7.49%6.79%11.14%2.33%3.44%9.43%7.54%6.42%8.66%7.11%8.37%12.61%
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
8.52%8.34%5.43%1.46%2.56%3.56%2.81%4.19%0.99%2.91%2.66%4.95%

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.


Risk-Adjusted Performance

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.


Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%December2023FebruaryMarchAprilMay
-8.71%
-12.32%
40/45/15
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 40/45/15. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 40/45/15 is 28.54%, recorded on Nov 20, 2008. It took 259 trading sessions for the portfolio to recover.


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, 2022
-9.2%Apr 16, 2015192Jan 19, 201695Jun 3, 2016287
-9.03%Aug 28, 201882Dec 24, 201859Mar 21, 2019141

Volatility Chart

The current 40/45/15 volatility is 1.61%, 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.


2.00%4.00%6.00%8.00%December2023FebruaryMarchAprilMay
1.61%
3.82%
40/45/15
Benchmark (^GSPC)
Portfolio components