Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AI#1, 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 3 months.
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The earliest data available for this chart is Apr 2, 2007, corresponding to the inception date of PIMIX
Returns By Period
As of Apr 3, 2026, the AI#1 returned -0.17% Year-To-Date and 8.10% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio AI#1 | 0.55% | -2.82% | -0.17% | 1.03% | 12.52% | 11.30% | 5.76% | 8.10% |
| Portfolio components: | ||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.72% | -3.42% | -3.29% | -1.39% | 17.61% | 18.12% | 10.64% | 13.68% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 0.57% | -3.90% | -0.07% | -1.15% | 11.87% | 12.81% | 6.78% | 10.72% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 0.62% | -3.48% | 2.53% | 3.42% | 18.12% | 13.24% | 5.47% | 10.56% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 1.90% | -2.26% | 4.41% | 9.61% | 31.26% | 16.68% | 8.91% | 9.51% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 0.92% | -2.37% | 0.69% | 0.98% | 22.36% | 13.68% | 3.77% | 7.63% |
DODFX Dodge & Cox International Stock Fund | 1.27% | -2.16% | 2.00% | 6.79% | 28.45% | 17.31% | 10.42% | 10.23% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.37% | -5.68% | 1.69% | -0.29% | 1.58% | 6.53% | 2.85% | 4.67% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.00% | -1.53% | -0.28% | 0.29% | 3.77% | 3.51% | 0.19% | 1.62% |
PIMIX PIMCO Income Fund Institutional Class | 0.19% | -1.73% | -0.81% | 1.44% | 6.56% | 7.40% | 3.46% | 4.72% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | -0.13% | -1.16% | 0.22% | 0.10% | 2.94% | 3.04% | 1.31% | 2.54% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 3, 2007, AI#1's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, your investment would double in approximately 9.2 years.
Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +10.8%, while the worst month was Oct 2008 at -16.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, AI#1 closed higher 55% of trading days. The best single day was Oct 28, 2008 with a return of +6.2%, while the worst single day was Mar 16, 2020 at -7.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.11% | 2.16% | -4.82% | 0.55% | -0.17% | ||||||||
| 2025 | 2.40% | 0.55% | -2.26% | -0.11% | 3.08% | 3.12% | 0.74% | 2.43% | 1.99% | 0.67% | 0.74% | 0.17% | 14.26% |
| 2024 | -1.08% | 2.33% | 2.50% | -3.68% | 3.37% | 0.88% | 3.20% | 2.08% | 2.17% | -2.05% | 3.71% | -3.55% | 9.92% |
| 2023 | 6.44% | -2.96% | 1.24% | 0.60% | -1.54% | 4.30% | 2.50% | -2.21% | -3.87% | -2.85% | 7.57% | 5.71% | 14.99% |
| 2022 | -4.16% | -2.04% | 0.91% | -5.87% | -0.04% | -6.19% | 5.97% | -3.30% | -8.13% | 4.01% | 5.96% | -3.35% | -16.16% |
| 2021 | -0.13% | 2.02% | 1.69% | 3.47% | 0.95% | 1.27% | 0.98% | 1.55% | -2.96% | 3.67% | -1.79% | 3.17% | 14.56% |
Benchmark Metrics
AI#1 has an annualized alpha of 1.34%, beta of 0.64, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since April 03, 2007.
- This portfolio participated in 73.28% of S&P 500 Index downside but only 69.70% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.34%
- Beta
- 0.64
- R²
- 0.92
- Upside Capture
- 69.70%
- Downside Capture
- 73.28%
Expense Ratio
AI#1 has an expense ratio of 0.15%, 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
AI#1 ranks 41 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 | 1.20 | 0.88 | +0.32 |
Sortino ratioReturn per unit of downside risk | 1.72 | 1.37 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.58 | 1.39 | +0.19 |
Martin ratioReturn relative to average drawdown | 7.17 | 6.43 | +0.74 |
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 | |
|---|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 50 | 1.00 | 1.53 | 1.23 | 1.53 | 7.29 |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 27 | 0.74 | 1.14 | 1.16 | 1.05 | 4.79 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 41 | 0.92 | 1.42 | 1.19 | 1.43 | 6.14 |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 88 | 1.90 | 2.49 | 1.37 | 2.75 | 10.66 |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 70 | 1.47 | 2.00 | 1.28 | 2.08 | 7.48 |
DODFX Dodge & Cox International Stock Fund | 86 | 1.89 | 2.42 | 1.38 | 2.54 | 9.52 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 5 | 0.13 | 0.29 | 1.04 | 0.18 | 0.69 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 31 | 0.85 | 1.23 | 1.15 | 1.46 | 4.08 |
PIMIX PIMCO Income Fund Institutional Class | 72 | 1.53 | 2.20 | 1.29 | 1.95 | 7.60 |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 20 | 0.68 | 0.95 | 1.12 | 1.00 | 3.00 |
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Dividends
Dividend yield
AI#1 provided a 2.93% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.93% | 3.07% | 2.94% | 2.89% | 2.94% | 2.22% | 2.39% | 2.76% | 2.96% | 2.59% | 2.90% | 2.94% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.49% | 1.51% | 1.48% | 1.50% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.86% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.64% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
DODFX Dodge & Cox International Stock Fund | 4.96% | 5.05% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.92% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.61% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
PIMIX PIMCO Income Fund Institutional Class | 5.54% | 6.01% | 6.27% | 6.21% | 4.98% | 4.02% | 4.88% | 5.83% | 5.66% | 5.37% | 5.52% | 7.88% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.46% | 4.74% | 4.17% | 4.31% | 8.45% | 5.13% | 1.38% | 2.29% | 3.12% | 2.41% | 3.49% | 0.88% |
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 AI#1. 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 AI#1 was 42.55%, occurring on Mar 9, 2009. Recovery took 398 trading sessions.
The current AI#1 drawdown is 4.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.55% | Oct 10, 2007 | 355 | Mar 9, 2009 | 398 | Oct 5, 2010 | 753 |
| -25.82% | Feb 18, 2020 | 25 | Mar 23, 2020 | 109 | Aug 26, 2020 | 134 |
| -22.22% | Nov 10, 2021 | 234 | Oct 14, 2022 | 397 | May 15, 2024 | 631 |
| -14.38% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -12.12% | Apr 27, 2015 | 202 | Feb 11, 2016 | 102 | Jul 8, 2016 | 304 |
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 10 assets, with an effective number of assets of 6.94, 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
| Benchmark | VAIPX | PIMIX | VBTLX | VGSLX | VEMAX | DODFX | VTMGX | VSMAX | VIMAX | VTSAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.14 | 0.13 | -0.20 | 0.67 | 0.72 | 0.78 | 0.82 | 0.89 | 0.93 | 0.99 | 0.94 |
| VAIPX | -0.14 | 1.00 | 0.50 | 0.77 | 0.01 | -0.09 | -0.09 | -0.06 | -0.12 | -0.12 | -0.13 | -0.00 |
| PIMIX | 0.13 | 0.50 | 1.00 | 0.62 | 0.17 | 0.18 | 0.20 | 0.21 | 0.14 | 0.14 | 0.13 | 0.26 |
| VBTLX | -0.20 | 0.77 | 0.62 | 1.00 | -0.01 | -0.16 | -0.17 | -0.13 | -0.19 | -0.18 | -0.20 | -0.05 |
| VGSLX | 0.67 | 0.01 | 0.17 | -0.01 | 1.00 | 0.49 | 0.54 | 0.57 | 0.71 | 0.72 | 0.68 | 0.79 |
| VEMAX | 0.72 | -0.09 | 0.18 | -0.16 | 0.49 | 1.00 | 0.82 | 0.80 | 0.68 | 0.71 | 0.73 | 0.77 |
| DODFX | 0.78 | -0.09 | 0.20 | -0.17 | 0.54 | 0.82 | 1.00 | 0.94 | 0.75 | 0.78 | 0.78 | 0.84 |
| VTMGX | 0.82 | -0.06 | 0.21 | -0.13 | 0.57 | 0.80 | 0.94 | 1.00 | 0.77 | 0.80 | 0.82 | 0.87 |
| VSMAX | 0.89 | -0.12 | 0.14 | -0.19 | 0.71 | 0.68 | 0.75 | 0.77 | 1.00 | 0.96 | 0.92 | 0.93 |
| VIMAX | 0.93 | -0.12 | 0.14 | -0.18 | 0.72 | 0.71 | 0.78 | 0.80 | 0.96 | 1.00 | 0.96 | 0.95 |
| VTSAX | 0.99 | -0.13 | 0.13 | -0.20 | 0.68 | 0.73 | 0.78 | 0.82 | 0.92 | 0.96 | 1.00 | 0.95 |
| Portfolio | 0.94 | -0.00 | 0.26 | -0.05 | 0.79 | 0.77 | 0.84 | 0.87 | 0.93 | 0.95 | 0.95 | 1.00 |