Sam Hale
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jun 14, 2021, corresponding to the inception date of DFAS
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Sam Hale | -4.51% | 5.69% | -9.04% | 16.53% | N/A | N/A |
| Portfolio components: | ||||||
NVDA NVIDIA Corporation | -13.13% | 8.44% | -20.97% | 29.82% | 71.04% | 72.60% |
DFREX DFA Real Estate Securities Portfolio Class I | 1.43% | 8.40% | -4.70% | 12.57% | 7.05% | 5.42% |
DFUSX DFA U.S. Large Company Portfolio | -3.38% | 7.50% | -5.04% | 9.69% | 12.39% | 10.40% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | -5.75% | 9.67% | -11.23% | 0.78% | 15.97% | 7.73% |
VVIAX Vanguard Value Index Fund Admiral Shares | -0.13% | 5.35% | -4.83% | 6.56% | 14.51% | 9.81% |
DFAS Dimensional U.S. Small Cap ETF | -7.35% | 10.16% | -12.74% | -0.91% | N/A | N/A |
DFSCX DFA U.S. Micro Cap Portfolio | -8.13% | 10.48% | -14.07% | -0.71% | 12.31% | 3.98% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 6.41% | 3.09% | 6.58% | 5.48% | 15.87% | N/A |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 4.22% | 10.60% | 0.30% | 9.16% | 7.99% | 3.52% |
DFWIX DFA World ex U.S. Core Equity Portfolio | 10.54% | 11.48% | 6.87% | 9.27% | 12.57% | 5.42% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | -6.66% | 10.12% | -11.06% | 1.84% | 12.35% | 7.93% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | -3.46% | 7.57% | -6.10% | 8.51% | 13.74% | 11.16% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 1.03% | 0.87% | 1.67% | 5.45% | -0.11% | 1.97% |
CMF iShares California Muni Bond ETF | -1.68% | 1.47% | -1.51% | 0.42% | 0.30% | 1.80% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 1.76% | -0.10% | 2.38% | 5.58% | 0.60% | 1.24% |
Monthly Returns
The table below presents the monthly returns of Sam Hale, 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 | -3.37% | 1.77% | -5.76% | -0.07% | 3.11% | -4.51% | |||||||
| 2024 | 9.02% | 13.34% | 7.94% | -3.07% | 11.52% | 5.89% | -0.42% | 1.56% | 1.68% | 2.60% | 3.20% | -2.50% | 62.07% |
| 2023 | 15.72% | 7.14% | 10.18% | 0.03% | 13.19% | 6.60% | 5.26% | 1.48% | -6.65% | -3.48% | 8.88% | 4.59% | 80.74% |
| 2022 | -8.17% | -0.50% | 4.12% | -14.45% | 0.72% | -8.89% | 10.05% | -8.54% | -11.04% | 5.98% | 13.13% | -7.62% | -25.93% |
| 2021 | 3.90% | -0.66% | 6.13% | -4.06% | 10.36% | 11.68% | -4.07% | 24.24% |
Expense Ratio
Sam Hale has an expense ratio of 0.11%, 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 Sam Hale is 58, indicating average performance compared to other portfolios on our website. Here’s 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.
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Dividends
Dividend yield
Sam Hale provided a 1.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.83% | 1.90% | 1.80% | 1.60% | 1.57% | 0.96% | 1.41% | 1.65% | 1.23% | 1.25% | 1.60% | 1.76% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
DFREX DFA Real Estate Securities Portfolio Class I | 2.96% | 2.97% | 3.17% | 2.60% | 1.59% | 3.22% | 2.09% | 4.88% | 2.98% | 3.16% | 2.86% | 2.60% |
DFUSX DFA U.S. Large Company Portfolio | 1.29% | 1.21% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.27% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.32% | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% |
DFAS Dimensional U.S. Small Cap ETF | 1.06% | 0.93% | 1.00% | 1.03% | 3.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSCX DFA U.S. Micro Cap Portfolio | 1.10% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.38% | 1.18% | 6.71% | 6.47% |
VCMDX Vanguard Commodity Strategy Fund Admiral Shares | 2.05% | 2.19% | 2.50% | 14.21% | 30.56% | 0.50% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 3.02% | 3.13% | 3.46% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% | 2.86% |
DFWIX DFA World ex U.S. Core Equity Portfolio | 3.06% | 3.32% | 3.36% | 3.11% | 2.88% | 1.81% | 2.36% | 2.97% | 2.36% | 2.59% | 2.31% | 2.41% |
VSCIX Vanguard Small-Cap Index Fund Institutional Shares | 1.52% | 1.31% | 1.56% | 1.55% | 1.25% | 1.15% | 1.40% | 1.68% | 1.36% | 1.50% | 1.49% | 1.44% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 1.38% | 1.28% | 1.49% | 1.75% | 1.30% | 1.60% | 1.93% | 2.14% | 1.84% | 2.09% | 2.47% | 1.90% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.26% | 4.15% | 4.39% | 1.48% | 3.04% | 0.93% | 3.38% | 2.99% | 2.24% | 1.90% | 1.64% | 1.54% |
CMF iShares California Muni Bond ETF | 2.93% | 2.78% | 2.29% | 1.91% | 1.58% | 1.80% | 2.03% | 2.17% | 2.09% | 2.21% | 2.55% | 2.80% |
VFIRX Vanguard Short-Term Treasury Fund Admiral Shares | 3.98% | 4.49% | 4.07% | 2.01% | 0.43% | 0.86% | 2.49% | 2.21% | 1.27% | 1.00% | 0.79% | 0.61% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Sam Hale. 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 Sam Hale was 38.62%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
The current Sam Hale drawdown is 9.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.62% | Nov 30, 2021 | 221 | Oct 14, 2022 | 148 | May 18, 2023 | 369 |
| -18.6% | Nov 8, 2024 | 102 | Apr 8, 2025 | — | — | — |
| -11.25% | Jun 20, 2024 | 34 | Aug 7, 2024 | 43 | Oct 8, 2024 | 77 |
| -10.48% | Sep 1, 2023 | 40 | Oct 27, 2023 | 16 | Nov 20, 2023 | 56 |
| -9.84% | Mar 26, 2024 | 18 | Apr 19, 2024 | 24 | May 23, 2024 | 42 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 4.58, 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 | VFIRX | VTABX | CMF | VCMDX | NVDA | VEMAX | DFREX | DFWIX | VVIAX | DFSCX | VSIAX | DFAS | DFUSX | VIIIX | VSCIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.11 | 0.14 | 0.23 | 0.71 | 0.60 | 0.63 | 0.75 | 0.83 | 0.79 | 0.81 | 0.83 | 0.99 | 1.00 | 0.86 | 0.78 |
| VFIRX | 0.05 | 1.00 | 0.60 | 0.55 | 0.09 | -0.01 | 0.03 | 0.20 | 0.10 | 0.04 | 0.04 | 0.04 | 0.04 | 0.05 | 0.04 | 0.06 | 0.04 |
| VTABX | 0.11 | 0.60 | 1.00 | 0.62 | 0.04 | 0.05 | 0.04 | 0.27 | 0.11 | 0.08 | 0.08 | 0.09 | 0.09 | 0.11 | 0.10 | 0.11 | 0.11 |
| CMF | 0.14 | 0.55 | 0.62 | 1.00 | 0.09 | 0.09 | 0.14 | 0.28 | 0.19 | 0.12 | 0.12 | 0.13 | 0.13 | 0.15 | 0.14 | 0.15 | 0.15 |
| VCMDX | 0.23 | 0.09 | 0.04 | 0.09 | 1.00 | 0.13 | 0.33 | 0.15 | 0.40 | 0.29 | 0.25 | 0.27 | 0.25 | 0.23 | 0.23 | 0.25 | 0.18 |
| NVDA | 0.71 | -0.01 | 0.05 | 0.09 | 0.13 | 1.00 | 0.49 | 0.28 | 0.52 | 0.40 | 0.47 | 0.46 | 0.50 | 0.71 | 0.71 | 0.54 | 0.99 |
| VEMAX | 0.60 | 0.03 | 0.04 | 0.14 | 0.33 | 0.49 | 1.00 | 0.39 | 0.85 | 0.52 | 0.55 | 0.56 | 0.57 | 0.60 | 0.60 | 0.60 | 0.54 |
| DFREX | 0.63 | 0.20 | 0.27 | 0.28 | 0.15 | 0.28 | 0.39 | 1.00 | 0.56 | 0.72 | 0.63 | 0.70 | 0.65 | 0.63 | 0.62 | 0.69 | 0.38 |
| DFWIX | 0.75 | 0.10 | 0.11 | 0.19 | 0.40 | 0.52 | 0.85 | 0.56 | 1.00 | 0.72 | 0.72 | 0.75 | 0.74 | 0.75 | 0.75 | 0.76 | 0.61 |
| VVIAX | 0.83 | 0.04 | 0.08 | 0.12 | 0.29 | 0.40 | 0.52 | 0.72 | 0.72 | 1.00 | 0.83 | 0.89 | 0.85 | 0.82 | 0.83 | 0.85 | 0.50 |
| DFSCX | 0.79 | 0.04 | 0.08 | 0.12 | 0.25 | 0.47 | 0.55 | 0.63 | 0.72 | 0.83 | 1.00 | 0.97 | 0.98 | 0.79 | 0.79 | 0.96 | 0.56 |
| VSIAX | 0.81 | 0.04 | 0.09 | 0.13 | 0.27 | 0.46 | 0.56 | 0.70 | 0.75 | 0.89 | 0.97 | 1.00 | 0.98 | 0.81 | 0.81 | 0.97 | 0.55 |
| DFAS | 0.83 | 0.04 | 0.09 | 0.13 | 0.25 | 0.50 | 0.57 | 0.65 | 0.74 | 0.85 | 0.98 | 0.98 | 1.00 | 0.82 | 0.82 | 0.98 | 0.59 |
| DFUSX | 0.99 | 0.05 | 0.11 | 0.15 | 0.23 | 0.71 | 0.60 | 0.63 | 0.75 | 0.82 | 0.79 | 0.81 | 0.82 | 1.00 | 0.99 | 0.85 | 0.78 |
| VIIIX | 1.00 | 0.04 | 0.10 | 0.14 | 0.23 | 0.71 | 0.60 | 0.62 | 0.75 | 0.83 | 0.79 | 0.81 | 0.82 | 0.99 | 1.00 | 0.86 | 0.77 |
| VSCIX | 0.86 | 0.06 | 0.11 | 0.15 | 0.25 | 0.54 | 0.60 | 0.69 | 0.76 | 0.85 | 0.96 | 0.97 | 0.98 | 0.85 | 0.86 | 1.00 | 0.63 |
| Portfolio | 0.78 | 0.04 | 0.11 | 0.15 | 0.18 | 0.99 | 0.54 | 0.38 | 0.61 | 0.50 | 0.56 | 0.55 | 0.59 | 0.78 | 0.77 | 0.63 | 1.00 |