40/60
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 40/60, 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
The earliest data available for this chart is Apr 11, 2012, corresponding to the inception date of ANGL
Returns By Period
As of Jul 25, 2024, the 40/60 returned 6.25% Year-To-Date and 7.95% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 40/60 | 6.49% | 2.40% | 5.78% | 11.00% | 8.24% | 8.01% |
| Portfolio components: | ||||||
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 2.54% | 1.17% | 1.44% | 9.84% | 4.49% | 5.67% |
RSP Invesco S&P 500® Equal Weight ETF | 6.92% | 2.07% | 7.12% | 10.72% | 10.72% | 10.03% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 2.69% | 0.99% | 2.48% | 6.30% | 2.02% | 1.96% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.28% |
VTV Vanguard Value ETF | 11.64% | 2.93% | 10.46% | 15.67% | 10.70% | 10.10% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.32% | 1.64% | 3.30% | -3.11% | 2.02% | -0.03% | 6.49% | ||||||
| 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% | 3.32% | 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% | 1.32% | -1.20% | 2.65% | -1.20% | 1.40% | 1.58% | -0.71% | 8.45% |
| 2013 | 3.84% | 1.08% | 3.08% | 1.78% | 1.28% | -1.43% | 3.76% | -2.43% | 2.14% | 3.27% | 1.76% | 1.65% | 21.42% |
Expense Ratio
40/60 has an expense ratio of 0.14%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 40/60 is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 1.63 | 2.52 | 1.30 | 0.71 | 7.40 |
RSP Invesco S&P 500® Equal Weight ETF | 0.84 | 1.28 | 1.15 | 0.63 | 2.18 |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 3.34 | 5.76 | 1.74 | 3.18 | 32.32 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
VTV Vanguard Value ETF | 1.53 | 2.22 | 1.26 | 1.53 | 4.82 |
Dividends
Dividend yield
40/60 granted a 3.60% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 40/60 | 3.60% | 3.38% | 2.87% | 2.26% | 2.79% | 3.03% | 3.23% | 2.73% | 2.79% | 2.91% | 2.87% | 2.69% |
| Portfolio components: | ||||||||||||
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.91% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.76% | 5.81% | 6.80% | 6.10% |
RSP Invesco S&P 500® Equal Weight ETF | 1.55% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
SPSB SPDR Portfolio Short Term Corporate Bond ETF | 4.64% | 4.05% | 1.92% | 1.19% | 1.94% | 2.77% | 2.36% | 1.94% | 1.65% | 1.43% | 1.24% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VTV Vanguard Value ETF | 2.40% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 1.38%.
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 |
| -10.08% | May 22, 2015 | 167 | Jan 20, 2016 | 58 | Apr 13, 2016 | 225 |
Volatility
Volatility Chart
The current 40/60 volatility is 1.94%, 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
Asset Correlations Table
| SPSB | ANGL | SCHD | VTV | RSP | |
|---|---|---|---|---|---|
| SPSB | 1.00 | 0.26 | 0.07 | 0.06 | 0.09 |
| ANGL | 0.26 | 1.00 | 0.45 | 0.46 | 0.50 |
| SCHD | 0.07 | 0.45 | 1.00 | 0.95 | 0.92 |
| VTV | 0.06 | 0.46 | 0.95 | 1.00 | 0.95 |
| RSP | 0.09 | 0.50 | 0.92 | 0.95 | 1.00 |