Sam Hale
Last updated Sep 21, 2023
Asset Allocation
Quarterly
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
Sam Hale
Benchmark (^GSPC)
Portfolio components
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 1.51% | N/A |
| Sam Hale | -2.36% | 23.24% | 65.01% | 74.18% | 20.56% | N/A |
| Portfolio components: | ||||||
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 |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
The table below shows the correlation coefficients between the assets in the portfolio.
| VFIRX | VTABX | CMF | VCMDX | NVDA | VEMAX | DFREX | DFWIX | VVIAX | DFSCX | DFAS | VSIAX | VIIIX | DFUSX | VSCIX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VFIRX | 1.00 | 0.61 | 0.51 | 0.14 | 0.05 | 0.03 | 0.14 | 0.09 | 0.01 | 0.02 | 0.02 | 0.01 | 0.06 | 0.06 | 0.05 |
| VTABX | 0.61 | 1.00 | 0.58 | 0.07 | 0.10 | 0.03 | 0.24 | 0.09 | 0.04 | 0.04 | 0.05 | 0.04 | 0.10 | 0.11 | 0.07 |
| CMF | 0.51 | 0.58 | 1.00 | 0.09 | 0.14 | 0.15 | 0.23 | 0.18 | 0.08 | 0.09 | 0.10 | 0.09 | 0.15 | 0.15 | 0.12 |
| VCMDX | 0.14 | 0.07 | 0.09 | 1.00 | 0.14 | 0.32 | 0.19 | 0.41 | 0.34 | 0.29 | 0.29 | 0.32 | 0.26 | 0.27 | 0.28 |
| NVDA | 0.05 | 0.10 | 0.14 | 0.14 | 1.00 | 0.52 | 0.41 | 0.59 | 0.49 | 0.58 | 0.61 | 0.56 | 0.74 | 0.74 | 0.65 |
| VEMAX | 0.03 | 0.03 | 0.15 | 0.32 | 0.52 | 1.00 | 0.42 | 0.85 | 0.54 | 0.58 | 0.59 | 0.59 | 0.61 | 0.61 | 0.63 |
| DFREX | 0.14 | 0.24 | 0.23 | 0.19 | 0.41 | 0.42 | 1.00 | 0.58 | 0.73 | 0.65 | 0.66 | 0.70 | 0.70 | 0.70 | 0.71 |
| DFWIX | 0.09 | 0.09 | 0.18 | 0.41 | 0.59 | 0.85 | 0.58 | 1.00 | 0.75 | 0.75 | 0.76 | 0.77 | 0.78 | 0.78 | 0.79 |
| VVIAX | 0.01 | 0.04 | 0.08 | 0.34 | 0.49 | 0.54 | 0.73 | 0.75 | 1.00 | 0.84 | 0.86 | 0.90 | 0.87 | 0.87 | 0.85 |
| DFSCX | 0.02 | 0.04 | 0.09 | 0.29 | 0.58 | 0.58 | 0.65 | 0.75 | 0.84 | 1.00 | 0.99 | 0.98 | 0.83 | 0.83 | 0.97 |
| DFAS | 0.02 | 0.05 | 0.10 | 0.29 | 0.61 | 0.59 | 0.66 | 0.76 | 0.86 | 0.99 | 1.00 | 0.98 | 0.86 | 0.86 | 0.98 |
| VSIAX | 0.01 | 0.04 | 0.09 | 0.32 | 0.56 | 0.59 | 0.70 | 0.77 | 0.90 | 0.98 | 0.98 | 1.00 | 0.85 | 0.85 | 0.97 |
| VIIIX | 0.06 | 0.10 | 0.15 | 0.26 | 0.74 | 0.61 | 0.70 | 0.78 | 0.87 | 0.83 | 0.86 | 0.85 | 1.00 | 1.00 | 0.89 |
| DFUSX | 0.06 | 0.11 | 0.15 | 0.27 | 0.74 | 0.61 | 0.70 | 0.78 | 0.87 | 0.83 | 0.86 | 0.85 | 1.00 | 1.00 | 0.89 |
| VSCIX | 0.05 | 0.07 | 0.12 | 0.28 | 0.65 | 0.63 | 0.71 | 0.79 | 0.85 | 0.97 | 0.98 | 0.97 | 0.89 | 0.89 | 1.00 |
Sam Hale
Benchmark (^GSPC)
Portfolio components
Dividend yield
Sam Hale granted a 2.27% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Sam Hale | 2.27% | 1.93% | 1.97% | 1.39% | 1.57% | 1.89% | 1.43% | 1.59% | 1.91% | 2.07% | 2.17% | 1.78% |
| Portfolio components: | ||||||||||||
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 221 | Oct 14, 2022 | 148 | May 18, 2023 | 369 |
| -6.71% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -6.44% | Jul 19, 2023 | 18 | Aug 11, 2023 | 12 | Aug 29, 2023 | 30 |
| -6.31% | Sep 1, 2023 | 13 | Sep 20, 2023 | — | — | — |
| -4.94% | Jul 7, 2021 | 8 | Jul 16, 2021 | 14 | Aug 5, 2021 | 22 |
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.
Sam Hale
Benchmark (^GSPC)
Portfolio components