PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Sam Hale

Last updated Sep 21, 2023

Asset Allocation


VFIRX 18%CMF 16%VTABX 1.4%NVDA 39%DFWIX 5%DFUSX 2%VSIAX 2%VVIAX 2%DFAS 2%VCMDX 2%VSCIX 2%VIIIX 1.4%DFSCX 1%VEMAX 1%DFREX 5.2%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
Government Bonds18%
CMF
iShares California Muni Bond ETF
Municipal Bonds16%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
Total Bond Market1.4%
NVDA
NVIDIA Corporation
Technology39%
DFWIX
DFA World ex U.S. Core Equity Portfolio
Foreign Large Cap Equities5%
DFUSX
DFA U.S. Large Company Portfolio
Large Cap Blend Equities2%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
Small Cap Value Equities2%
VVIAX
Vanguard Value Index Fund Admiral Shares
Large Cap Value Equities2%
DFAS
Dimensional U.S. Small Cap ETF
Small Cap Blend Equities, Actively Managed2%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
Commodities2%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
Small Cap Blend Equities2%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
Large Cap Blend Equities1.4%
DFSCX
DFA U.S. Micro Cap Portfolio
Small Cap Blend Equities1%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
Emerging Markets Equities1%
DFREX
DFA Real Estate Securities Portfolio Class I
REIT5.2%

Performance

The chart shows the growth of an initial investment of $10,000 in Sam Hale, 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


0.00%10.00%20.00%30.00%AprilMayJuneJulyAugustSeptember
24.05%
10.87%
Sam Hale
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%1.51%N/A
Sam Hale-2.36%23.24%65.01%74.18%20.56%N/A
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%45.74%N/A
DFREX
DFA Real Estate Securities Portfolio Class I
1.40%6.23%-0.17%-2.74%-7.02%N/A
DFUSX
DFA U.S. Large Company Portfolio
0.50%12.39%16.05%18.15%3.06%N/A
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
-0.39%9.06%3.77%8.50%-1.69%N/A
VVIAX
Vanguard Value Index Fund Admiral Shares
1.10%8.79%3.05%12.39%3.53%N/A
DFAS
Dimensional U.S. Small Cap ETF
-1.87%5.95%4.51%9.05%-2.31%N/A
DFSCX
DFA U.S. Micro Cap Portfolio
-2.03%5.23%3.81%8.45%-2.24%N/A
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
2.98%3.46%-2.71%-4.07%8.57%N/A
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
0.46%1.64%3.61%6.27%-10.20%N/A
DFWIX
DFA World ex U.S. Core Equity Portfolio
1.66%5.14%9.09%18.60%-3.80%N/A
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
-0.83%7.87%6.03%7.86%-5.44%N/A
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
0.47%12.35%16.03%18.09%3.10%N/A
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
0.21%-0.88%2.98%1.32%-4.81%N/A
CMF
iShares California Muni Bond ETF
0.00%-0.94%0.98%3.10%-3.28%N/A
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
0.05%-1.16%0.38%0.61%-2.25%N/A

Asset Correlations Table

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

VFIRXVTABXCMFVCMDXNVDAVEMAXDFREXDFWIXVVIAXDFSCXDFASVSIAXVIIIXDFUSXVSCIX
VFIRX1.000.610.510.140.050.030.140.090.010.020.020.010.060.060.05
VTABX0.611.000.580.070.100.030.240.090.040.040.050.040.100.110.07
CMF0.510.581.000.090.140.150.230.180.080.090.100.090.150.150.12
VCMDX0.140.070.091.000.140.320.190.410.340.290.290.320.260.270.28
NVDA0.050.100.140.141.000.520.410.590.490.580.610.560.740.740.65
VEMAX0.030.030.150.320.521.000.420.850.540.580.590.590.610.610.63
DFREX0.140.240.230.190.410.421.000.580.730.650.660.700.700.700.71
DFWIX0.090.090.180.410.590.850.581.000.750.750.760.770.780.780.79
VVIAX0.010.040.080.340.490.540.730.751.000.840.860.900.870.870.85
DFSCX0.020.040.090.290.580.580.650.750.841.000.990.980.830.830.97
DFAS0.020.050.100.290.610.590.660.760.860.991.000.980.860.860.98
VSIAX0.010.040.090.320.560.590.700.770.900.980.981.000.850.850.97
VIIIX0.060.100.150.260.740.610.700.780.870.830.860.851.001.000.89
DFUSX0.060.110.150.270.740.610.700.780.870.830.860.851.001.000.89
VSCIX0.050.070.120.280.650.630.710.790.850.970.980.970.890.891.00

Sharpe Ratio

The current Sam Hale Sharpe ratio is 2.74. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.74

The Sharpe ratio of Sam Hale is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.74
0.74
Sam Hale
Benchmark (^GSPC)
Portfolio components

Dividend yield

Sam Hale granted a 2.27% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Sam Hale2.27%1.93%1.97%1.39%1.57%1.89%1.43%1.59%1.91%2.07%2.17%1.78%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
DFREX
DFA Real Estate Securities Portfolio Class I
6.81%6.30%2.74%3.69%2.54%5.68%4.02%5.11%3.75%3.51%4.21%4.19%
DFUSX
DFA U.S. Large Company Portfolio
5.44%6.28%7.00%4.36%2.68%3.21%2.66%3.39%3.77%2.44%2.46%2.99%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
2.80%2.07%1.82%1.78%2.22%2.59%2.01%2.03%2.32%2.11%2.27%3.24%
VVIAX
Vanguard Value Index Fund Admiral Shares
3.19%2.55%2.23%2.72%2.75%3.08%2.67%2.91%3.18%2.78%2.83%3.59%
DFAS
Dimensional U.S. Small Cap ETF
1.14%1.04%3.30%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFSCX
DFA U.S. Micro Cap Portfolio
5.16%5.19%11.37%1.02%3.32%6.72%6.92%1.61%9.24%9.50%7.85%11.20%
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
14.60%14.21%34.91%0.75%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
3.00%4.11%2.71%2.02%3.53%3.25%2.70%3.01%4.00%3.62%3.60%2.94%
DFWIX
DFA World ex U.S. Core Equity Portfolio
3.31%3.16%3.02%1.95%2.60%3.96%2.75%3.11%2.84%3.03%1.48%0.00%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
2.05%1.57%1.28%1.20%1.48%1.80%1.48%1.66%1.67%1.64%1.52%2.19%
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
2.81%3.43%5.00%3.38%3.26%2.88%2.21%2.92%3.10%2.45%1.98%2.92%
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
1.94%1.49%3.79%1.15%3.63%3.33%2.56%2.23%1.95%1.86%1.07%0.00%
CMF
iShares California Muni Bond ETF
2.23%1.94%1.63%1.89%2.17%2.37%2.34%2.52%2.98%3.35%3.83%3.91%
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
3.61%2.08%0.67%2.44%2.69%2.44%1.44%1.48%1.09%0.80%0.67%1.43%

Expense Ratio

The Sam Hale features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.41%
0.00%2.15%
0.34%
0.00%2.15%
0.31%
0.00%2.15%
0.25%
0.00%2.15%
0.20%
0.00%2.15%
0.18%
0.00%2.15%
0.14%
0.00%2.15%
0.11%
0.00%2.15%
0.10%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%
0.04%
0.00%2.15%
0.02%
0.00%2.15%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
NVDA
NVIDIA Corporation
3.98
DFREX
DFA Real Estate Securities Portfolio Class I
-0.30
DFUSX
DFA U.S. Large Company Portfolio
0.85
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
0.25
VVIAX
Vanguard Value Index Fund Admiral Shares
0.62
DFAS
Dimensional U.S. Small Cap ETF
0.30
DFSCX
DFA U.S. Micro Cap Portfolio
0.29
VCMDX
Vanguard Commodity Strategy Fund Admiral Shares
-0.18
VEMAX
Vanguard Emerging Markets Stock Index Fund Admiral Shares
0.29
DFWIX
DFA World ex U.S. Core Equity Portfolio
1.02
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
0.21
VIIIX
Vanguard Institutional Index Fund Institutional Plus Shares
0.85
VTABX
Vanguard Total International Bond Index Fund Admiral Shares
0.15
CMF
iShares California Muni Bond ETF
0.66
VFIRX
Vanguard Short-Term Treasury Fund Admiral Shares
0.06

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.31%
-8.22%
Sam Hale
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Sam Hale. 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 Sam Hale is 38.45%, recorded on Oct 14, 2022. It took 148 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.45%Nov 30, 2021221Oct 14, 2022148May 18, 2023369
-6.71%Sep 7, 202120Oct 4, 202115Oct 25, 202135
-6.44%Jul 19, 202318Aug 11, 202312Aug 29, 202330
-6.31%Sep 1, 202313Sep 20, 2023
-4.94%Jul 7, 20218Jul 16, 202114Aug 5, 202122

Volatility Chart

The current Sam Hale volatility is 4.32%, 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%10.00%12.00%AprilMayJuneJulyAugustSeptember
4.32%
3.47%
Sam Hale
Benchmark (^GSPC)
Portfolio components