40/60
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | High Yield Bonds | 20% |
RSP Invesco S&P 500® Equal Weight ETF | Large Cap Blend Equities | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | Corporate Bonds | 20% |
VTV Vanguard Value ETF | Large Cap Value Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 11, 2012, corresponding to the inception date of ANGL
Returns By Period
As of May 11, 2025, the 40/60 returned -0.70% Year-To-Date and 7.79% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| 40/60 | -0.70% | 4.01% | -3.63% | 5.06% | 10.24% | 7.79% |
| Portfolio components: | ||||||
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.65% | 3.09% | 0.00% | 5.48% | 6.39% | 5.77% |
RSP Invesco S&P 500® Equal Weight ETF | -1.04% | 8.13% | -5.48% | 5.59% | 14.63% | 9.62% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 1.94% | 0.73% | 2.44% | 6.22% | 2.39% | 2.31% |
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
VTV Vanguard Value ETF | -0.17% | 5.29% | -4.89% | 6.55% | 14.52% | 9.82% |
Monthly Returns
The table below presents the monthly returns of 40/60, 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 | 2.30% | 0.81% | -1.39% | -2.91% | 0.56% | -0.70% | |||||||
| 2024 | 0.32% | 1.64% | 3.30% | -3.11% | 2.02% | -0.03% | 3.88% | 2.05% | 1.40% | -0.93% | 3.81% | -4.07% | 10.37% |
| 2023 | 3.45% | -2.54% | 0.28% | 0.25% | -2.66% | 4.20% | 2.52% | -1.40% | -2.94% | -2.22% | 5.91% | 4.53% | 9.18% |
| 2022 | -2.63% | -1.28% | 1.29% | -4.31% | 1.98% | -6.54% | 4.79% | -2.47% | -6.05% | 6.79% | 5.04% | -2.50% | -6.76% |
| 2021 | -0.52% | 3.50% | 4.41% | 2.34% | 1.72% | 0.03% | 0.80% | 1.49% | -2.39% | 3.01% | -1.94% | 4.62% | 18.13% |
| 2020 | -1.11% | -5.63% | -12.07% | 9.61% | 3.33% | 0.54% | 4.36% | 2.73% | -1.90% | -0.20% | 9.27% | 2.78% | 10.14% |
| 2019 | 5.90% | 2.58% | 0.90% | 2.42% | -4.52% | 5.23% | 0.81% | -1.30% | 2.20% | 1.02% | 2.16% | 2.08% | 20.85% |
| 2018 | 2.79% | -3.35% | -1.30% | 0.07% | 0.76% | 0.33% | 2.84% | 1.44% | 0.53% | -4.16% | 1.42% | -5.55% | -4.49% |
| 2017 | 0.83% | 2.30% | -0.05% | 0.40% | 0.63% | 0.60% | 1.32% | -0.11% | 2.02% | 1.36% | 2.25% | 1.16% | 13.44% |
| 2016 | -2.87% | 0.94% | 5.50% | 1.87% | 0.68% | 1.67% | 2.36% | 0.58% | 0.22% | -1.07% | 2.84% | 1.61% | 15.05% |
| 2015 | -1.45% | 3.85% | -0.78% | 0.86% | 0.49% | -1.86% | 0.52% | -3.90% | -1.55% | 5.19% | -0.16% | -1.55% | -0.67% |
| 2014 | -2.22% | 3.28% | 0.97% | 0.92% | 1.50% | 1.31% | -1.20% | 2.65% | -1.20% | 1.40% | 1.58% | -0.70% | 8.45% |
Expense Ratio
40/60 has an expense ratio of 0.14%, 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 40/60 is 36, 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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 0.80 | 1.12 | 1.17 | 0.94 | 4.50 |
RSP Invesco S&P 500® Equal Weight ETF | 0.34 | 0.67 | 1.09 | 0.37 | 1.37 |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 3.74 | 6.05 | 1.84 | 8.12 | 26.46 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
VTV Vanguard Value ETF | 0.45 | 0.82 | 1.11 | 0.55 | 2.00 |
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Dividends
Dividend yield
40/60 provided a 3.86% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.86% | 3.72% | 3.38% | 2.87% | 2.26% | 2.79% | 3.03% | 3.23% | 2.73% | 2.79% | 2.91% | 2.87% |
| Portfolio components: | ||||||||||||
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 6.43% | 6.29% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.79% | 5.81% | 6.80% |
RSP Invesco S&P 500® Equal Weight ETF | 1.63% | 1.52% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.85% | 4.85% | 4.05% | 1.92% | 1.19% | 1.94% | 2.77% | 2.36% | 1.94% | 1.65% | 1.43% | 1.26% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VTV Vanguard Value ETF | 2.33% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
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 40/60. 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 40/60 was 28.34%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current 40/60 drawdown is 4.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.34% | Feb 13, 2020 | 27 | Mar 23, 2020 | 141 | Oct 12, 2020 | 168 |
| -15.26% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -12.43% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
| -12.06% | Aug 5, 2013 | 17 | Aug 27, 2013 | 189 | May 29, 2014 | 206 |
| -10.49% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SPSB | ANGL | SCHD | VTV | RSP | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.10 | 0.52 | 0.84 | 0.89 | 0.93 | 0.90 |
| SPSB | 0.10 | 1.00 | 0.27 | 0.07 | 0.06 | 0.09 | 0.14 |
| ANGL | 0.52 | 0.27 | 1.00 | 0.46 | 0.47 | 0.51 | 0.61 |
| SCHD | 0.84 | 0.07 | 0.46 | 1.00 | 0.94 | 0.91 | 0.95 |
| VTV | 0.89 | 0.06 | 0.47 | 0.94 | 1.00 | 0.95 | 0.97 |
| RSP | 0.93 | 0.09 | 0.51 | 0.91 | 0.95 | 1.00 | 0.97 |
| Portfolio | 0.90 | 0.14 | 0.61 | 0.95 | 0.97 | 0.97 | 1.00 |