Simpl Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | Long-Short | 10% |
GLD SPDR Gold Trust | Precious Metals, Gold | 5% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 60% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Simpl Portfolio, 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 Sep 13, 2011, corresponding to the inception date of BTAL
Returns By Period
As of Nov 13, 2024, the Simpl Portfolio returned 23.29% Year-To-Date and 11.20% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Simpl Portfolio | 23.18% | 1.90% | 11.70% | 29.07% | 13.01% | 11.19% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.21% | 2.78% | 13.59% | 35.35% | 15.16% | 12.89% |
BND Vanguard Total Bond Market ETF | 1.55% | -1.44% | 2.37% | 6.53% | -0.27% | 1.40% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 13.98% | -1.38% | 4.09% | -0.37% | -2.04% | 0.51% |
GLD SPDR Gold Trust | 24.30% | -3.04% | 7.58% | 30.48% | 11.49% | 7.59% |
VUG Vanguard Growth ETF | 31.99% | 4.25% | 16.62% | 39.79% | 19.32% | 15.83% |
Monthly Returns
The table below presents the monthly returns of Simpl Portfolio, 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 | 1.75% | 3.98% | 2.59% | -2.77% | 4.14% | 3.12% | 1.24% | 2.28% | 1.68% | -0.40% | 23.18% | ||
| 2023 | 5.70% | -2.26% | 3.78% | 1.17% | 0.31% | 4.49% | 2.33% | -0.98% | -3.70% | -1.02% | 7.36% | 3.33% | 21.83% |
| 2022 | -4.81% | -2.42% | 2.50% | -7.01% | -0.40% | -5.39% | 6.79% | -3.55% | -7.55% | 5.45% | 4.57% | -4.43% | -16.29% |
| 2021 | -0.46% | 0.44% | 2.29% | 4.20% | 0.28% | 2.30% | 1.95% | 2.17% | -3.80% | 5.17% | -0.61% | 3.03% | 17.98% |
| 2020 | 1.42% | -5.54% | -8.74% | 10.44% | 4.72% | 2.09% | 5.52% | 5.22% | -3.17% | -2.01% | 7.04% | 3.72% | 20.71% |
| 2019 | 6.37% | 2.63% | 1.67% | 2.91% | -3.99% | 5.37% | 1.37% | 0.21% | 0.60% | 1.76% | 2.47% | 2.09% | 25.70% |
| 2018 | 3.86% | -2.92% | -1.09% | 0.17% | 2.27% | 0.81% | 2.18% | 2.85% | 0.17% | -5.22% | 1.32% | -5.65% | -1.77% |
| 2017 | 1.72% | 3.14% | 0.40% | 1.27% | 1.48% | 0.02% | 1.64% | 0.60% | 0.99% | 1.76% | 2.10% | 1.07% | 17.43% |
| 2016 | -2.98% | 0.60% | 4.93% | 0.26% | 1.10% | 1.52% | 2.68% | -0.32% | 0.09% | -1.79% | 1.28% | 1.49% | 9.00% |
| 2015 | -0.87% | 3.25% | -1.34% | 0.33% | 0.94% | -1.59% | 1.81% | -4.21% | -1.65% | 5.74% | -0.02% | -1.42% | 0.59% |
| 2014 | -2.11% | 4.00% | 0.16% | 0.38% | 1.69% | 2.09% | -1.39% | 3.03% | -1.75% | 2.09% | 2.25% | 0.19% | 10.93% |
| 2013 | 3.37% | 1.03% | 2.97% | 1.10% | 0.75% | -1.73% | 4.43% | -2.06% | 2.65% | 3.32% | 1.65% | 1.69% | 20.71% |
Expense Ratio
Simpl Portfolio has an expense ratio of 0.26%, 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 risk-adjusted rank of Simpl Portfolio is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.05 | 4.06 | 1.57 | 4.47 | 19.77 |
BND Vanguard Total Bond Market ETF | 1.34 | 1.98 | 1.24 | 0.51 | 4.70 |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | -0.14 | -0.08 | 0.99 | -0.07 | -0.43 |
GLD SPDR Gold Trust | 2.14 | 2.86 | 1.37 | 4.10 | 13.62 |
VUG Vanguard Growth ETF | 2.54 | 3.26 | 1.46 | 3.28 | 12.99 |
Dividends
Dividend yield
Simpl Portfolio provided a 1.72% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.72% | 1.87% | 1.47% | 1.00% | 1.18% | 1.57% | 1.74% | 1.45% | 1.61% | 1.64% | 1.52% | 1.50% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BTAL AGFiQ US Market Neutral Anti-Beta Fund | 5.39% | 6.14% | 1.00% | 0.00% | 0.00% | 0.88% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Simpl Portfolio. 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 Simpl Portfolio was 25.36%, occurring on Mar 23, 2020. Recovery took 74 trading sessions.
The current Simpl Portfolio drawdown is 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.36% | Feb 20, 2020 | 23 | Mar 23, 2020 | 74 | Jul 8, 2020 | 97 |
| -21.13% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -13.76% | Sep 21, 2018 | 65 | Dec 24, 2018 | 57 | Mar 19, 2019 | 122 |
| -8.45% | May 22, 2015 | 183 | Feb 11, 2016 | 34 | Apr 1, 2016 | 217 |
| -7.67% | Sep 3, 2020 | 14 | Sep 23, 2020 | 46 | Nov 27, 2020 | 60 |
Volatility
Volatility Chart
The current Simpl Portfolio volatility is 2.87%, 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
| GLD | BND | BTAL | VUG | VTI | |
|---|---|---|---|---|---|
| GLD | 1.00 | 0.34 | 0.01 | 0.05 | 0.05 |
| BND | 0.34 | 1.00 | 0.13 | -0.04 | -0.09 |
| BTAL | 0.01 | 0.13 | 1.00 | -0.46 | -0.53 |
| VUG | 0.05 | -0.04 | -0.46 | 1.00 | 0.94 |
| VTI | 0.05 | -0.09 | -0.53 | 0.94 | 1.00 |