Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DIY - TargetDate, 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 Every year.
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The earliest data available for this chart is Aug 17, 2015, corresponding to the inception date of SSMHX
Returns By Period
As of Apr 7, 2026, the DIY - TargetDate returned -0.66% Year-To-Date and 6.59% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio DIY - TargetDate | -0.07% | -1.96% | -0.66% | 1.21% | 32.23% | 16.25% | 8.71% | 6.59% |
| Portfolio components: | ||||||||
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 0.51% | -0.28% | 0.02% | -0.87% | 36.56% | 14.03% | 3.87% | 10.96% |
SSFDX State Street Aggregate Bond Index Fund | 0.23% | -0.60% | 0.27% | 1.22% | 3.65% | 3.38% | 0.07% | -19.34% |
SVSPX State Street S&P 500 Index Fund Class N | 0.12% | -3.54% | -3.57% | -1.71% | 29.99% | 18.47% | 11.86% | 14.05% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | -0.55% | -0.88% | 2.57% | 5.59% | 37.95% | 15.41% | 7.22% | -13.60% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 18, 2015, DIY - TargetDate's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, your investment would double in approximately 9.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.6%, while the worst month was Apr 2020 at -28.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DIY - TargetDate closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.5%, while the worst single day was Apr 17, 2020 at -34.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.39% | 1.82% | -6.59% | 1.03% | -0.66% | ||||||||
| 2025 | 3.88% | -2.54% | -2.23% | 0.89% | 5.46% | 4.40% | 0.97% | 3.38% | 2.95% | 1.73% | 0.04% | 1.32% | 21.87% |
| 2024 | -0.12% | 4.18% | 3.04% | -3.65% | 4.24% | 1.46% | 2.35% | 2.18% | 2.21% | -2.33% | 4.31% | -3.64% | 14.65% |
| 2023 | 7.53% | -2.82% | 2.22% | 1.07% | -1.15% | 5.79% | 3.68% | -2.86% | -4.18% | -3.31% | 9.02% | 5.56% | 21.23% |
| 2022 | -4.94% | -2.48% | 1.56% | -7.95% | 0.42% | -8.24% | 7.09% | -3.70% | -9.37% | 5.99% | 7.58% | -4.15% | -18.42% |
| 2021 | -0.18% | 2.67% | 2.39% | 4.19% | 1.28% | 1.34% | 0.50% | 2.36% | -4.02% | 5.03% | -2.70% | 3.80% | 17.53% |
Benchmark Metrics
DIY - TargetDate has an annualized alpha of -2.64%, beta of 0.83, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since August 18, 2015.
- This portfolio participated in 94.71% of S&P 500 Index downside but only 72.98% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -2.64% versus S&P 500 Index — delivering less than market exposure alone would predict.
- Alpha
- -2.64%
- Beta
- 0.83
- R²
- 0.61
- Upside Capture
- 72.98%
- Downside Capture
- 94.71%
Expense Ratio
DIY - TargetDate has an expense ratio of 0.18%, 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.
Return for Risk
Risk / Return Rank
DIY - TargetDate ranks 49 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.84 | -0.46 |
Sortino ratioReturn per unit of downside risk | 2.08 | 2.97 | -0.90 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.40 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.82 | +0.10 |
Martin ratioReturn relative to average drawdown | 8.79 | 7.76 | +1.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 43 | 0.91 | 1.41 | 1.19 | 1.56 | 6.49 |
SSFDX State Street Aggregate Bond Index Fund | 43 | 1.05 | 1.50 | 1.19 | 1.70 | 4.62 |
SVSPX State Street S&P 500 Index Fund Class N | 36 | 1.04 | 1.69 | 1.24 | 0.58 | 2.20 |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 85 | 1.81 | 2.44 | 1.37 | 2.52 | 9.58 |
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Dividends
Dividend yield
DIY - TargetDate provided a 6.59% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.59% | 6.47% | 6.00% | 6.99% | 6.16% | 9.14% | 8.60% | 5.24% | 9.91% | 4.34% | 4.78% | 2.91% |
| Portfolio components: | ||||||||||||
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 7.12% | 7.12% | 0.00% | 1.56% | 2.31% | 16.30% | 2.91% | 3.65% | 6.43% | 4.01% | 1.71% | 0.73% |
SSFDX State Street Aggregate Bond Index Fund | 4.03% | 3.64% | 3.59% | 2.95% | 2.27% | 3.12% | 8.84% | 3.15% | 2.79% | 2.43% | 2.19% | 4.63% |
SVSPX State Street S&P 500 Index Fund Class N | 8.60% | 8.28% | 9.39% | 12.38% | 10.53% | 11.65% | 15.98% | 6.40% | 13.29% | 4.94% | 8.63% | 4.05% |
SSGJX State Street Global All Cap Equity ex-U.S. Index Fund | 4.23% | 4.34% | 4.43% | 2.93% | 2.73% | 4.07% | 1.57% | 4.69% | 8.03% | 3.98% | 1.52% | 2.09% |
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 DIY - TargetDate. 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 DIY - TargetDate was 49.15%, occurring on Apr 21, 2020. Recovery took 1116 trading sessions.
The current DIY - TargetDate drawdown is 5.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.15% | Feb 13, 2020 | 47 | Apr 21, 2020 | 1116 | Sep 26, 2024 | 1163 |
| -18.52% | Jan 29, 2018 | 229 | Dec 24, 2018 | 129 | Jul 1, 2019 | 358 |
| -16.02% | Feb 19, 2025 | 35 | Apr 8, 2025 | 28 | May 19, 2025 | 63 |
| -14.98% | Aug 18, 2015 | 123 | Feb 11, 2016 | 105 | Jul 13, 2016 | 228 |
| -9.05% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
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 4 assets, with an effective number of assets of 2.82, 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
| Benchmark | SSFDX | SSGJX | SSMHX | SVSPX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.04 | 0.70 | 0.86 | 0.96 | 0.93 |
| SSFDX | -0.04 | 1.00 | 0.01 | -0.02 | -0.04 | 0.00 |
| SSGJX | 0.70 | 0.01 | 1.00 | 0.67 | 0.68 | 0.86 |
| SSMHX | 0.86 | -0.02 | 0.67 | 1.00 | 0.83 | 0.88 |
| SVSPX | 0.96 | -0.04 | 0.68 | 0.83 | 1.00 | 0.94 |
| Portfolio | 0.93 | 0.00 | 0.86 | 0.88 | 0.94 | 1.00 |