All seasons plus slim no crypto

The chart shows the growth of an initial investment of $10,000 in All seasons plus slim no crypto, 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.

As of Jun 13, 2026, the All seasons plus slim no crypto returned 6.61% Year-To-Date and 7.82% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 8, 2012, All seasons plus slim no crypto's average daily return is +0.02%, while the average monthly return is +0.53%. At this rate, an investment would double in approximately 10.9 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +9.5%, while the worst month was Mar 2020 at -11.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, All seasons plus slim no crypto closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Mar 18, 2020 at -7.9%.

All seasons plus slim no crypto has an annualized alpha of 0.53%, beta of 0.39, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since November 08, 2012.

• This portfolio participated in 71.36% of S&P 500 Index downside but only 51.23% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.39 may look defensive, but with R2 of 0.47 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.47 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

All seasons plus slim no crypto has an expense ratio of 0.26%, 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.

All seasons plus slim no crypto ranks 27 for risk / return — below 27% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current All seasons plus slim no crypto Sharpe ratio is 1.73 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of All seasons plus slim no crypto compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

All seasons plus slim no crypto provided a 2.08% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the All seasons plus slim no crypto. 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 seasons plus slim no crypto was 24.28%, occurring on Oct 14, 2022. Recovery took 448 trading sessions.

The current All seasons plus slim no crypto drawdown is 2.32%.

The chart below shows the rolling one-month volatility.