Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs, 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.
Loading graphics...
The earliest data available for this chart is May 25, 2021, corresponding to the inception date of VMFXX
Returns By Period
| 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 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs | 0.36% | -1.90% | 0.73% | 2.32% | 11.17% | 8.91% | — | — |
| Portfolio components: | ||||||||
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.93% | -3.82% | -6.67% | -4.98% | 15.27% | 18.26% | 10.64% | — |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 1.59% | -2.18% | 3.43% | 7.36% | 28.45% | 16.03% | 7.69% | 9.12% |
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% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.00% | -1.54% | -0.45% | -0.09% | 2.39% | 3.81% | 0.15% | 1.79% |
VMFXX Vanguard Federal Money Market Fund | 0.00% | 0.00% | 0.59% | 1.58% | 3.75% | 3.32% | — | — |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | -0.11% | -2.90% | 3.69% | 6.32% | 17.17% | 15.13% | 10.98% | — |
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 May 26, 2021, 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, your investment would double in approximately 16.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +5.8%, while the worst month was Sep 2022 at -6.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.8%, while the worst single day was Apr 4, 2025 at -2.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.05% | 2.25% | -3.81% | 0.36% | 0.73% | ||||||||
| 2025 | 1.83% | 1.34% | -1.02% | 0.44% | 1.74% | 2.41% | -0.01% | 2.02% | 1.79% | 0.86% | 0.75% | 0.31% | 13.15% |
| 2024 | -0.21% | 0.92% | 2.12% | -2.42% | 2.29% | 0.54% | 2.48% | 1.61% | 1.60% | -1.99% | 1.87% | -2.04% | 6.79% |
| 2023 | 4.08% | -2.60% | 2.10% | 0.87% | -1.75% | 2.10% | 1.66% | -1.62% | -2.62% | -1.75% | 5.39% | 4.01% | 9.86% |
| 2022 | -2.03% | -1.65% | -0.70% | -4.26% | 0.76% | -4.30% | 3.54% | -3.07% | -5.97% | 2.79% | 5.79% | -2.21% | -11.35% |
| 2021 | 0.28% | 0.26% | 0.73% | 0.78% | -2.03% | 1.78% | -0.98% | 1.93% | 2.73% |
Benchmark Metrics
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs has an annualized alpha of 0.53%, beta of 0.35, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participated in 55.51% of S&P 500 Index downside but only 42.47% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.35 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
- 0.53%
- Beta
- 0.35
- R²
- 0.73
- Upside Capture
- 42.47%
- Downside Capture
- 55.51%
Expense Ratio
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs has an expense ratio of 0.08%, 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
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs ranks 70 for risk / return — better than 70% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.63 | 0.88 | +0.75 |
Sortino ratioReturn per unit of downside risk | 2.27 | 1.37 | +0.90 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.21 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.25 | 1.39 | +0.86 |
Martin ratioReturn relative to average drawdown | 8.79 | 6.43 | +2.35 |
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 | |
|---|---|---|---|---|---|---|
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 35 | 0.83 | 1.31 | 1.19 | 1.37 | 5.28 |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 85 | 1.80 | 2.39 | 1.36 | 2.58 | 9.94 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 31 | 0.85 | 1.23 | 1.15 | 1.46 | 4.08 |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 24 | 0.80 | 1.12 | 1.15 | 0.93 | 3.79 |
VMFXX Vanguard Federal Money Market Fund | — | 3.51 | — | — | — | — |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 56 | 1.18 | 1.69 | 1.26 | 1.56 | 6.86 |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 20 | 0.68 | 0.95 | 1.12 | 1.00 | 3.00 |
Loading graphics...
Dividends
Dividend yield
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs provided a 3.21% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.21% | 3.40% | 3.25% | 3.35% | 2.69% | 2.56% | 1.94% | 2.79% | 2.06% | 1.78% | 1.83% | 1.74% |
| Portfolio components: | ||||||||||||
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.95% | 0.85% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.85% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
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% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.21% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
VMFXX Vanguard Federal Money Market Fund | 3.68% | 4.14% | 1.63% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.35% | 2.42% | 2.72% | 3.09% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs. 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 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs was 17.18%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.
The current 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs drawdown is 3.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.18% | Nov 10, 2021 | 234 | Oct 14, 2022 | 397 | May 15, 2024 | 631 |
| -5.76% | Mar 3, 2025 | 27 | Apr 8, 2025 | 23 | May 12, 2025 | 50 |
| -5.12% | Mar 2, 2026 | 20 | Mar 27, 2026 | — | — | — |
| -3.32% | Dec 9, 2024 | 23 | Jan 13, 2025 | 16 | Feb 5, 2025 | 39 |
| -2.37% | Sep 3, 2021 | 19 | Sep 30, 2021 | 25 | Nov 4, 2021 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 5.26, 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 | VMFXX | VTABX | VAIPX | VBTLX | VHYAX | VFWAX | VFTAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.03 | 0.12 | 0.16 | 0.12 | 0.80 | 0.77 | 0.99 | 0.82 |
| VMFXX | 0.03 | 1.00 | 0.08 | 0.04 | 0.17 | 0.05 | -0.03 | 0.03 | 0.07 |
| VTABX | 0.12 | 0.08 | 1.00 | 0.65 | 0.79 | 0.10 | 0.14 | 0.13 | 0.43 |
| VAIPX | 0.16 | 0.04 | 0.65 | 1.00 | 0.81 | 0.15 | 0.19 | 0.16 | 0.47 |
| VBTLX | 0.12 | 0.17 | 0.79 | 0.81 | 1.00 | 0.10 | 0.16 | 0.13 | 0.48 |
| VHYAX | 0.80 | 0.05 | 0.10 | 0.15 | 0.10 | 1.00 | 0.71 | 0.73 | 0.81 |
| VFWAX | 0.77 | -0.03 | 0.14 | 0.19 | 0.16 | 0.71 | 1.00 | 0.75 | 0.87 |
| VFTAX | 0.99 | 0.03 | 0.13 | 0.16 | 0.13 | 0.73 | 0.75 | 1.00 | 0.80 |
| Portfolio | 0.82 | 0.07 | 0.43 | 0.47 | 0.48 | 0.81 | 0.87 | 0.80 | 1.00 |