All-Weather Public
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All-Weather Public, 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.
The earliest data available for this chart is May 11, 2021, corresponding to the inception date of PFIX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| All-Weather Public | -0.61% | -1.22% | -0.45% | 9.88% | N/A | N/A |
| Portfolio components: | ||||||
PFIX Simplify Interest Rate Hedge ETF | 5.53% | 14.36% | 20.49% | 8.18% | N/A | N/A |
SSO ProShares Ultra S&P 500 | -22.19% | -14.90% | -22.53% | 4.88% | 24.49% | 16.21% |
XYLD Global X S&P 500 Covered Call ETF | -7.28% | -4.32% | -2.89% | 7.41% | 10.54% | 6.23% |
GNR SPDR S&P Global Natural Resources ETF | 1.73% | -5.44% | -8.36% | -9.08% | 13.75% | 4.67% |
GLD SPDR Gold Trust | 26.43% | 9.92% | 21.83% | 38.50% | 14.11% | 10.35% |
VWOB Vanguard Emerging Markets Government Bond ETF | 1.30% | -1.79% | -0.62% | 7.44% | 2.98% | 2.66% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.20% | 0.50% | 1.65% | 7.46% | -1.01% | 1.21% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 1.09% | -0.08% | 2.18% | 5.16% | 3.63% | 2.51% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.18% | 0.68% | 3.22% | 7.26% | 4.12% | 2.80% |
Monthly Returns
The table below presents the monthly returns of All-Weather Public, 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 | 2.93% | -0.99% | -1.03% | -1.46% | -0.61% | ||||||||
| 2024 | 0.62% | 2.47% | 3.17% | -0.28% | 2.06% | 0.97% | 1.49% | 1.50% | 2.03% | 0.36% | 2.26% | -0.72% | 17.04% |
| 2023 | 3.23% | -2.07% | 2.35% | 1.02% | -0.61% | 2.09% | 2.81% | -0.62% | -1.17% | 0.74% | 2.64% | 1.35% | 12.22% |
| 2022 | -2.58% | -0.52% | 2.64% | -4.57% | -0.80% | -5.28% | 3.34% | -2.59% | -4.71% | 4.52% | 3.83% | -1.60% | -8.65% |
| 2021 | 1.04% | -0.71% | 1.32% | 1.25% | -2.68% | 3.47% | -1.18% | 3.06% | 5.54% |
Expense Ratio
All-Weather Public has an expense ratio of 0.38%, placing it in the medium range. 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
With an overall rank of 81, All-Weather Public is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
PFIX Simplify Interest Rate Hedge ETF | 0.10 | 0.45 | 1.05 | 0.10 | 0.26 |
SSO ProShares Ultra S&P 500 | 0.03 | 0.31 | 1.05 | 0.04 | 0.15 |
XYLD Global X S&P 500 Covered Call ETF | 0.38 | 0.67 | 1.12 | 0.37 | 1.91 |
GNR SPDR S&P Global Natural Resources ETF | -0.41 | -0.44 | 0.94 | -0.38 | -1.00 |
GLD SPDR Gold Trust | 2.34 | 3.10 | 1.41 | 4.73 | 12.68 |
VWOB Vanguard Emerging Markets Government Bond ETF | 1.20 | 1.71 | 1.23 | 0.74 | 5.89 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.69 | 2.59 | 1.31 | 0.67 | 4.02 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 2.85 | 3.60 | 2.31 | 3.70 | 30.60 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.91 | 6.42 | 1.91 | 7.51 | 26.27 |
Dividends
Dividend yield
All-Weather Public provided a 4.80% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.80% | 4.51% | 7.90% | 4.11% | 2.78% | 2.47% | 2.57% | 2.75% | 2.12% | 1.70% | 2.03% | 1.74% |
| Portfolio components: | ||||||||||||
PFIX Simplify Interest Rate Hedge ETF | 3.39% | 3.40% | 80.99% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SSO ProShares Ultra S&P 500 | 1.08% | 0.85% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.51% | 0.63% | 0.32% |
XYLD Global X S&P 500 Covered Call ETF | 13.11% | 11.54% | 10.51% | 13.43% | 9.07% | 7.93% | 5.76% | 7.12% | 5.18% | 3.23% | 4.65% | 4.15% |
GNR SPDR S&P Global Natural Resources ETF | 4.65% | 4.73% | 3.37% | 4.37% | 3.44% | 2.78% | 3.84% | 3.51% | 2.40% | 2.06% | 4.59% | 2.59% |
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% |
VWOB Vanguard Emerging Markets Government Bond ETF | 6.37% | 6.08% | 5.50% | 5.31% | 4.04% | 4.18% | 4.58% | 4.53% | 4.61% | 4.71% | 4.93% | 4.49% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.71% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 5.51% | 5.67% | 5.68% | 1.95% | 0.39% | 1.22% | 2.76% | 2.39% | 1.64% | 1.06% | 0.63% | 0.53% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 2.77% | 2.70% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% |
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 All-Weather Public. 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 All-Weather Public was 14.72%, occurring on Sep 26, 2022. Recovery took 287 trading sessions.
The current All-Weather Public drawdown is 4.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.72% | Jan 5, 2022 | 182 | Sep 26, 2022 | 287 | Nov 15, 2023 | 469 |
| -10.49% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -5.56% | Jul 17, 2024 | 14 | Aug 5, 2024 | 16 | Aug 27, 2024 | 30 |
| -3.07% | Sep 7, 2021 | 18 | Sep 30, 2021 | 14 | Oct 20, 2021 | 32 |
| -2.98% | Nov 16, 2021 | 11 | Dec 1, 2021 | 17 | Dec 27, 2021 | 28 |
Volatility
Volatility Chart
The current All-Weather Public volatility is 8.19%, 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
| FLRN | GLD | PFIX | XYLD | GNR | VTIP | VGIT | SSO | VWOB | |
|---|---|---|---|---|---|---|---|---|---|
| FLRN | 1.00 | 0.02 | 0.03 | 0.18 | 0.15 | 0.02 | -0.04 | 0.18 | 0.12 |
| GLD | 0.02 | 1.00 | -0.24 | 0.09 | 0.37 | 0.43 | 0.38 | 0.14 | 0.35 |
| PFIX | 0.03 | -0.24 | 1.00 | -0.04 | -0.03 | -0.40 | -0.73 | -0.07 | -0.57 |
| XYLD | 0.18 | 0.09 | -0.04 | 1.00 | 0.50 | 0.13 | 0.02 | 0.86 | 0.41 |
| GNR | 0.15 | 0.37 | -0.03 | 0.50 | 1.00 | 0.23 | 0.00 | 0.58 | 0.37 |
| VTIP | 0.02 | 0.43 | -0.40 | 0.13 | 0.23 | 1.00 | 0.65 | 0.18 | 0.48 |
| VGIT | -0.04 | 0.38 | -0.73 | 0.02 | 0.00 | 0.65 | 1.00 | 0.07 | 0.63 |
| SSO | 0.18 | 0.14 | -0.07 | 0.86 | 0.58 | 0.18 | 0.07 | 1.00 | 0.50 |
| VWOB | 0.12 | 0.35 | -0.57 | 0.41 | 0.37 | 0.48 | 0.63 | 0.50 | 1.00 |