Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio, 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 Dec 22, 2011, corresponding to the inception date of PMFYX
Returns By Period
As of May 10, 2025, the Portfolio returned 0.36% Year-To-Date and 4.38% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 3.72% | -5.60% | 8.55% | 14.11% | 10.45% |
| Portfolio | 0.36% | 1.56% | -0.38% | 5.27% | 5.57% | 4.38% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -3.42% | 2.87% | -5.06% | 9.87% | 15.75% | 12.34% |
JABLX Janus Henderson VIT Balanced Portfolio | -0.25% | 3.21% | -1.92% | 8.31% | 8.17% | 6.61% |
FPURX Fidelity Puritan Fund | -3.40% | 2.97% | -6.18% | -3.57% | 2.98% | 3.01% |
AAFTX American Funds 2035 Target Date Retirement Fund | 1.85% | 4.10% | -2.68% | 6.00% | 7.03% | 4.96% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.48% | 0.36% | 2.11% | 4.76% | 2.57% | 1.77% |
VBIIX Vanguard Intermediate-Term Bond Index Fund | 2.48% | 0.29% | 1.64% | 5.80% | -0.99% | 1.55% |
PMFYX Pioneer Multi-Asset Income Fund | 6.35% | 6.17% | 4.37% | 8.61% | 11.42% | 6.67% |
SCHD Schwab US Dividend Equity ETF | -4.97% | -0.54% | -9.89% | 1.26% | 12.60% | 10.39% |
TLYIX TIAA-CREF Lifecycle Index 2035 Fund | 1.87% | 9.78% | -0.81% | 7.80% | 9.11% | 7.21% |
Monthly Returns
The table below presents the monthly returns of Portfolio, 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 | 1.30% | 0.01% | -1.45% | -0.03% | 0.55% | 0.36% | |||||||
| 2024 | 0.77% | 1.77% | 1.46% | -1.29% | 1.88% | 1.26% | 0.93% | 1.17% | 1.03% | -0.94% | 2.00% | -1.11% | 9.21% |
| 2023 | 2.47% | -0.96% | 1.39% | 0.75% | 0.05% | 2.11% | 1.34% | -0.32% | -1.52% | -0.90% | 3.48% | 2.08% | 10.28% |
| 2022 | -1.94% | -0.96% | 0.68% | -3.04% | 0.27% | -2.94% | 2.82% | -1.41% | -3.26% | 1.88% | 2.54% | -1.82% | -7.21% |
| 2021 | -0.35% | 1.00% | 1.23% | 1.76% | 0.38% | 0.64% | 0.65% | 0.86% | -1.50% | 1.27% | -0.42% | 1.04% | 6.72% |
| 2020 | 0.21% | -2.31% | -4.06% | 4.06% | 1.86% | 0.76% | 2.02% | 2.28% | -1.20% | -0.99% | 3.73% | 1.00% | 7.26% |
| 2019 | 2.72% | 1.21% | 0.82% | 1.39% | -1.84% | 2.14% | 0.53% | -0.15% | 0.54% | 0.66% | 1.24% | 0.82% | 10.49% |
| 2018 | 1.92% | -1.26% | -0.67% | -0.07% | 0.94% | 0.20% | 1.22% | 1.04% | 0.21% | -2.84% | 0.74% | -2.95% | -1.64% |
| 2017 | 0.89% | 1.33% | 0.10% | 0.57% | 0.66% | 0.22% | 0.86% | 0.29% | 0.76% | 0.75% | 0.96% | 0.37% | 8.03% |
| 2016 | -1.68% | -0.12% | 2.18% | 0.28% | 0.47% | 0.04% | 1.42% | 0.01% | 0.06% | -0.67% | 0.76% | 0.39% | 3.15% |
| 2015 | -0.58% | 1.76% | -0.44% | 0.33% | 0.36% | -1.06% | 0.64% | -2.12% | -0.89% | 2.80% | 0.14% | -0.99% | -0.13% |
| 2014 | -0.92% | 1.70% | 0.01% | 0.20% | 0.96% | 0.47% | -0.58% | 1.34% | -0.62% | 0.82% | 0.89% | -0.18% | 4.15% |
Expense Ratio
Portfolio has an expense ratio of 0.22%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, Portfolio is among the top 24% 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
JABLX Janus Henderson VIT Balanced Portfolio | 0.66 | 1.05 | 1.15 | 0.73 | 2.86 |
FPURX Fidelity Puritan Fund | -0.23 | -0.17 | 0.97 | -0.15 | -0.49 |
AAFTX American Funds 2035 Target Date Retirement Fund | 0.52 | 0.83 | 1.12 | 0.56 | 2.12 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.66 | 249.02 | 144.77 | 439.34 | 4,046.95 |
VBIIX Vanguard Intermediate-Term Bond Index Fund | 1.05 | 1.64 | 1.19 | 0.41 | 2.70 |
PMFYX Pioneer Multi-Asset Income Fund | 1.18 | 1.58 | 1.25 | 1.05 | 4.52 |
SCHD Schwab US Dividend Equity ETF | 0.08 | 0.29 | 1.04 | 0.13 | 0.42 |
TLYIX TIAA-CREF Lifecycle Index 2035 Fund | 0.72 | 1.08 | 1.15 | 0.76 | 3.19 |
Dividends
Dividend yield
Portfolio provided a 3.54% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.54% | 3.73% | 3.68% | 1.58% | 0.61% | 0.91% | 2.00% | 1.90% | 1.20% | 0.96% | 1.37% | 1.78% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
JABLX Janus Henderson VIT Balanced Portfolio | 2.02% | 2.02% | 2.01% | 1.34% | 0.85% | 1.67% | 1.83% | 2.30% | 1.52% | 2.20% | 1.67% | 1.74% |
FPURX Fidelity Puritan Fund | 1.85% | 1.75% | 1.71% | 1.62% | 1.01% | 1.09% | 1.52% | 1.83% | 1.33% | 1.75% | 7.94% | 9.74% |
AAFTX American Funds 2035 Target Date Retirement Fund | 1.69% | 1.72% | 1.72% | 1.44% | 0.87% | 0.98% | 1.11% | 1.20% | 0.93% | 1.04% | 0.74% | 4.70% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.69% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
VBIIX Vanguard Intermediate-Term Bond Index Fund | 3.47% | 3.71% | 3.00% | 2.28% | 1.85% | 2.17% | 2.65% | 2.79% | 2.57% | 2.57% | 2.69% | 2.75% |
PMFYX Pioneer Multi-Asset Income Fund | 5.74% | 6.55% | 6.85% | 5.87% | 5.76% | 5.60% | 6.01% | 6.07% | 6.90% | 5.76% | 6.16% | 6.47% |
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
TLYIX TIAA-CREF Lifecycle Index 2035 Fund | 2.42% | 2.46% | 2.19% | 2.11% | 1.88% | 1.68% | 2.15% | 2.41% | 1.91% | 2.07% | 2.16% | 2.17% |
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 Portfolio. 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 Portfolio was 11.55%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Portfolio drawdown is 1.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -10.21% | Dec 28, 2021 | 202 | Oct 14, 2022 | 283 | Nov 30, 2023 | 485 |
| -6.65% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -5.56% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -5.37% | May 22, 2015 | 183 | Feb 11, 2016 | 104 | Jul 12, 2016 | 287 |
Volatility
Volatility Chart
The current Portfolio volatility is 2.04%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 2.86, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BIL | VBIIX | PMFYX | SCHD | JABLX | FPURX | AAFTX | TLYIX | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.00 | -0.15 | 0.58 | 0.85 | 0.95 | 0.94 | 0.95 | 0.96 | 1.00 | 0.98 |
| BIL | -0.00 | 1.00 | 0.02 | -0.00 | 0.00 | -0.00 | -0.01 | -0.01 | 0.00 | -0.00 | 0.03 |
| VBIIX | -0.15 | 0.02 | 1.00 | -0.04 | -0.14 | -0.01 | -0.05 | -0.08 | -0.06 | -0.15 | -0.06 |
| PMFYX | 0.58 | -0.00 | -0.04 | 1.00 | 0.64 | 0.54 | 0.56 | 0.66 | 0.65 | 0.58 | 0.61 |
| SCHD | 0.85 | 0.00 | -0.14 | 0.64 | 1.00 | 0.78 | 0.76 | 0.82 | 0.83 | 0.85 | 0.84 |
| JABLX | 0.95 | -0.00 | -0.01 | 0.54 | 0.78 | 1.00 | 0.93 | 0.92 | 0.93 | 0.94 | 0.96 |
| FPURX | 0.94 | -0.01 | -0.05 | 0.56 | 0.76 | 0.93 | 1.00 | 0.93 | 0.93 | 0.94 | 0.97 |
| AAFTX | 0.95 | -0.01 | -0.08 | 0.66 | 0.82 | 0.92 | 0.93 | 1.00 | 0.97 | 0.95 | 0.97 |
| TLYIX | 0.96 | 0.00 | -0.06 | 0.65 | 0.83 | 0.93 | 0.93 | 0.97 | 1.00 | 0.96 | 0.97 |
| SPY | 1.00 | -0.00 | -0.15 | 0.58 | 0.85 | 0.94 | 0.94 | 0.95 | 0.96 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.03 | -0.06 | 0.61 | 0.84 | 0.96 | 0.97 | 0.97 | 0.97 | 0.98 | 1.00 |