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Income Fun Fund in Retirement
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Income Fun Fund in Retirement

Last updated Aug 27, 2024

Looking to achieve a conservative inflation adjusted income stream in retirement. Placing this in a Roth IRA.

Asset Allocation

AGG 10%TIP 10%VGSH 5%VEA 15%VOO 10%BRK-B 5%VB 5%VSS 5%VWO 5%AMID 5%REMIX 15%VNQ 5%VNQI 5%BondBondEquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF		Total Bond Market
10%
AMID
Argent Mid Cap ETF		Mid Cap Growth Equities
5%
BRK-B
Berkshire Hathaway Inc.		Financial Services
5%
REMIX
Standpoint Multi-Asset Fund Investor Class		Macro Trading
15%
TIP
iShares TIPS Bond ETF		Inflation-Protected Bonds
10%
VB
Vanguard Small-Cap ETF		Small Cap Growth Equities
5%
VEA
Vanguard FTSE Developed Markets ETF		Foreign Large Cap Equities
15%
VGSH
Vanguard Short-Term Treasury ETF		Government Bonds
5%
VNQ
Vanguard Real Estate ETF		REIT
5%
VNQI
Vanguard Global ex-U.S. Real Estate ETF		REIT
5%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
10%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		Foreign Small & Mid Cap Equities
5%
VWO
Vanguard FTSE Emerging Markets ETF		Emerging Markets Equities
5%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Income Fun Fund in Retirement, 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

10.00%15.00%20.00%25.00%30.00%MarchAprilMayJuneJulyAugust
19.21%
31.42%
Income Fun Fund in Retirement
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 17, 2022, corresponding to the inception date of AMID

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.76%2.89%10.80%27.49%14.28%10.89%
Income Fun Fund in Retirement11.04%2.69%8.18%18.47%N/AN/A
Portfolio components:
VOO
Vanguard S&P 500 ETF		18.79%3.01%11.57%29.39%16.13%12.93%
BRK-B
Berkshire Hathaway Inc.		27.43%3.85%11.08%27.69%17.85%12.76%
VB
Vanguard Small-Cap ETF		9.90%0.32%8.07%21.02%10.89%8.84%
VNQ
Vanguard Real Estate ETF		9.48%5.77%15.33%22.17%4.61%6.29%
VNQI
Vanguard Global ex-U.S. Real Estate ETF		5.12%6.17%10.76%16.88%-1.37%1.16%
VEA
Vanguard FTSE Developed Markets ETF		10.50%3.74%8.60%20.35%8.91%5.33%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		7.76%2.68%9.47%16.12%7.30%3.99%
VWO
Vanguard FTSE Emerging Markets ETF		9.48%2.42%8.58%15.18%5.64%2.73%
REMIX
Standpoint Multi-Asset Fund Investor Class		15.84%1.25%5.83%18.53%N/AN/A
AGG
iShares Core U.S. Aggregate Bond ETF		3.63%2.72%5.57%8.81%0.02%1.68%
TIP
iShares TIPS Bond ETF		3.79%2.01%5.07%7.04%1.90%2.01%
VGSH
Vanguard Short-Term Treasury ETF		3.21%1.13%3.48%6.21%1.26%1.27%
AMID
Argent Mid Cap ETF		14.75%0.70%6.97%31.55%N/AN/A

Monthly Returns

The table below presents the monthly returns of Income Fun Fund in Retirement, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.18%3.03%2.99%-3.28%3.10%0.19%3.13%11.04%
20235.66%-2.65%1.05%1.26%-1.83%3.62%2.29%-2.01%-2.87%-2.53%6.25%4.47%12.78%
2022-4.35%-7.06%3.78%6.05%-2.71%-4.81%

Expense Ratio

Income Fun Fund in Retirement features an expense ratio of 0.32%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
REMIX
Standpoint Multi-Asset Fund Investor Class
Expense ratio chart for REMIX: current value at 1.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.55%
AMID
Argent Mid Cap ETF
Expense ratio chart for AMID: current value at 0.52% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.52%
TIP
iShares TIPS Bond ETF
Expense ratio chart for TIP: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VNQI
Vanguard Global ex-U.S. Real Estate ETF
Expense ratio chart for VNQI: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
VWO
Vanguard FTSE Emerging Markets ETF
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
Expense ratio chart for VSS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VB
Vanguard Small-Cap ETF
Expense ratio chart for VB: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
VEA
Vanguard FTSE Developed Markets ETF
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
AGG
iShares Core U.S. Aggregate Bond ETF
Expense ratio chart for AGG: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
VGSH
Vanguard Short-Term Treasury ETF
Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Income Fun Fund in Retirement is 54, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Income Fun Fund in Retirement is 5454
Income Fun Fund in Retirement
The Sharpe Ratio Rank of Income Fun Fund in Retirement is 4949Sharpe Ratio Rank
The Sortino Ratio Rank of Income Fun Fund in Retirement is 5656Sortino Ratio Rank
The Omega Ratio Rank of Income Fun Fund in Retirement is 5151Omega Ratio Rank
The Calmar Ratio Rank of Income Fun Fund in Retirement is 6464Calmar Ratio Rank
The Martin Ratio Rank of Income Fun Fund in Retirement is 4949Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Income Fun Fund in Retirement
Sharpe ratio
The chart of Sharpe ratio for Income Fun Fund in Retirement, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for Income Fun Fund in Retirement, currently valued at 2.94, compared to the broader market-2.000.002.004.002.94
Omega ratio
The chart of Omega ratio for Income Fun Fund in Retirement, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for Income Fun Fund in Retirement, currently valued at 2.32, compared to the broader market0.002.004.006.008.002.32
Martin ratio
The chart of Martin ratio for Income Fun Fund in Retirement, currently valued at 9.24, compared to the broader market0.005.0010.0015.0020.0025.0030.009.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF		2.433.291.443.0411.51
BRK-B
Berkshire Hathaway Inc.		2.213.001.382.707.96
VB
Vanguard Small-Cap ETF		1.201.751.211.374.47
VNQ
Vanguard Real Estate ETF		1.191.771.220.863.89
VNQI
Vanguard Global ex-U.S. Real Estate ETF		1.141.731.210.934.43
VEA
Vanguard FTSE Developed Markets ETF		1.612.281.281.747.53
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		1.221.761.221.215.09
VWO
Vanguard FTSE Emerging Markets ETF		1.121.631.191.295.21
REMIX
Standpoint Multi-Asset Fund Investor Class		1.682.301.311.969.01
AGG
iShares Core U.S. Aggregate Bond ETF		1.341.961.231.154.66
TIP
iShares TIPS Bond ETF		1.281.931.230.845.67
VGSH
Vanguard Short-Term Treasury ETF		3.165.381.705.8122.85
AMID
Argent Mid Cap ETF		1.872.651.312.607.06

Sharpe Ratio

The current Income Fun Fund in Retirement Sharpe ratio is 2.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.79 to 2.39, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Income Fun Fund in Retirement with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00MarchAprilMayJuneJulyAugust
2.06
2.28
Income Fun Fund in Retirement
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Income Fun Fund in Retirement granted a 2.65% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Income Fun Fund in Retirement2.65%2.71%2.61%2.93%1.53%2.15%2.20%1.82%1.93%1.67%1.90%1.65%
Portfolio components:
VOO
Vanguard S&P 500 ETF		1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BRK-B
Berkshire Hathaway Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VB
Vanguard Small-Cap ETF		1.43%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VNQ
Vanguard Real Estate ETF		3.76%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
VNQI
Vanguard Global ex-U.S. Real Estate ETF		3.55%3.74%0.57%6.48%0.93%7.58%4.62%3.86%5.18%2.86%4.11%3.27%
VEA
Vanguard FTSE Developed Markets ETF		3.20%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF		2.81%3.14%2.30%2.74%1.90%3.25%2.80%2.83%2.93%2.66%2.67%2.71%
VWO
Vanguard FTSE Emerging Markets ETF		3.13%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
REMIX
Standpoint Multi-Asset Fund Investor Class		2.99%3.46%2.48%6.04%1.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF		3.40%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
TIP
iShares TIPS Bond ETF		3.01%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%
VGSH
Vanguard Short-Term Treasury ETF		3.96%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
AMID
Argent Mid Cap ETF		0.37%0.43%0.25%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MarchAprilMayJuneJulyAugust
-0.18%
-0.89%
Income Fun Fund in Retirement
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Income Fun Fund in Retirement. 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 Income Fun Fund in Retirement was 11.50%, occurring on Oct 14, 2022. Recovery took 70 trading sessions.

The current Income Fun Fund in Retirement drawdown is 0.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.5%Aug 19, 202240Oct 14, 202270Jan 26, 2023110
-8.15%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-6.2%Feb 3, 202330Mar 17, 202362Jun 15, 202392
-5.19%Jul 17, 202414Aug 5, 202412Aug 21, 202426
-3.91%Apr 1, 202415Apr 19, 202418May 15, 202433

Volatility

Volatility Chart

The current Income Fun Fund in Retirement volatility is 3.87%, 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.

2.00%3.00%4.00%5.00%6.00%MarchAprilMayJuneJulyAugust
3.87%
5.88%
Income Fun Fund in Retirement
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
VGSHTIPAGGREMIXBRK-BVWOVNQVNQIAMIDVOOVBVEAVSS
VGSH1.000.760.83-0.130.010.180.250.280.140.130.130.230.26
TIP0.761.000.88-0.050.120.260.350.330.250.260.260.330.35
AGG0.830.881.00-0.080.110.270.380.390.270.270.270.360.37
REMIX-0.13-0.05-0.081.000.410.520.360.430.570.660.560.600.57
BRK-B0.010.120.110.411.000.420.550.480.620.660.640.590.56
VWO0.180.260.270.520.421.000.510.750.590.650.630.790.84
VNQ0.250.350.380.360.550.511.000.710.700.680.770.650.67
VNQI0.280.330.390.430.480.750.711.000.620.610.680.820.84
AMID0.140.250.270.570.620.590.700.621.000.860.930.790.78
VOO0.130.260.270.660.660.650.680.610.861.000.840.800.78
VB0.130.260.270.560.640.630.770.680.930.841.000.810.82
VEA0.230.330.360.600.590.790.650.820.790.800.811.000.96
VSS0.260.350.370.570.560.840.670.840.780.780.820.961.00
The correlation results are calculated based on daily price changes starting from Aug 18, 2022