Safe and Sane
yea
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Safe and Sane, 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 Every 3 months.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 9, 2025, the Safe and Sane returned -4.77% Year-To-Date and 16.76% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| Safe and Sane | -4.77% | 16.94% | -7.07% | 8.61% | 19.50% | 16.76% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.57% | 17.21% |
SMH VanEck Vectors Semiconductor ETF | -8.35% | 23.34% | -14.59% | 0.69% | 27.53% | 24.32% |
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.89% | 12.40% |
Monthly Returns
The table below presents the monthly returns of Safe and Sane, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.04% | -2.41% | -6.97% | -0.08% | 2.88% | -4.77% | |||||||
| 2024 | 2.83% | 7.50% | 3.58% | -4.31% | 7.12% | 5.53% | -1.17% | 1.15% | 1.95% | -1.07% | 4.35% | -0.97% | 29.05% |
| 2023 | 10.01% | -1.04% | 6.88% | -0.58% | 6.18% | 6.19% | 3.99% | -1.87% | -5.44% | -2.64% | 11.15% | 6.13% | 44.52% |
| 2022 | -7.51% | -3.26% | 3.23% | -11.49% | 1.28% | -10.55% | 11.83% | -5.78% | -10.66% | 5.61% | 9.11% | -7.61% | -25.79% |
| 2021 | 0.49% | 2.96% | 2.95% | 4.04% | 0.65% | 4.00% | 2.02% | 3.26% | -5.09% | 7.18% | 3.00% | 2.96% | 31.86% |
| 2020 | 0.06% | -6.60% | -10.82% | 13.68% | 5.39% | 4.60% | 6.98% | 7.59% | -3.46% | -1.93% | 13.12% | 4.48% | 34.54% |
| 2019 | 8.88% | 4.13% | 2.67% | 5.73% | -9.20% | 8.40% | 2.88% | -1.87% | 2.26% | 3.95% | 3.90% | 4.51% | 41.14% |
| 2018 | 7.20% | -2.16% | -2.80% | -1.41% | 5.12% | -0.38% | 3.26% | 3.77% | -0.35% | -8.62% | 1.74% | -8.61% | -4.49% |
| 2017 | 3.15% | 3.69% | 1.66% | 1.20% | 3.64% | -1.52% | 3.26% | 1.47% | 2.29% | 4.54% | 1.64% | 0.52% | 28.57% |
| 2016 | -5.85% | -0.14% | 7.46% | -1.81% | 4.02% | -0.36% | 6.48% | 1.44% | 1.87% | -1.69% | 2.99% | 1.73% | 16.55% |
| 2015 | -2.82% | 6.61% | -2.11% | 1.05% | 3.14% | -3.85% | 1.12% | -6.04% | -1.64% | 9.24% | 1.10% | -1.88% | 2.91% |
| 2014 | -2.99% | 5.08% | 0.87% | -0.24% | 3.20% | 3.52% | -0.76% | 4.74% | -1.16% | 2.03% | 4.51% | -0.85% | 19.00% |
Expense Ratio
Safe and Sane has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Safe and Sane is 21, meaning it’s performing worse than 79% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.47 | 0.81 | 1.11 | 0.51 | 1.67 |
SMH VanEck Vectors Semiconductor ETF | 0.02 | 0.30 | 1.04 | 0.00 | 0.01 |
VOO Vanguard S&P 500 ETF | 0.56 | 0.92 | 1.13 | 0.58 | 2.25 |
Dividends
Dividend yield
Safe and Sane provided a 0.94% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.94% | 0.87% | 1.03% | 1.34% | 0.86% | 1.08% | 1.50% | 1.73% | 1.46% | 1.47% | 1.83% | 1.57% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SMH VanEck Vectors Semiconductor ETF | 0.48% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 Safe and Sane. 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 Safe and Sane was 32.66%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Safe and Sane drawdown is 9.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.66% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -31.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -22.9% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -21.34% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -18.49% | May 2, 2011 | 78 | Aug 19, 2011 | 103 | Jan 18, 2012 | 181 |
Volatility
Volatility Chart
The current Safe and Sane volatility is 13.82%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SMH | QQQ | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.77 | 0.90 | 1.00 | 0.94 |
| SMH | 0.77 | 1.00 | 0.83 | 0.77 | 0.92 |
| QQQ | 0.90 | 0.83 | 1.00 | 0.90 | 0.95 |
| VOO | 1.00 | 0.77 | 0.90 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.92 | 0.95 | 0.94 | 1.00 |