All-Weather Public

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

All-Weather Public

Currency in USD · Last updated May 18, 2025

Asset Allocation

Position	Category/Sector	Target Weight
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	Corporate Bonds	10%
GLD SPDR Gold Trust	Precious Metals, Gold	12%
GNR SPDR S&P Global Natural Resources ETF	Commodity Producers Equities	5%
PFIX Simplify Interest Rate Hedge ETF	Hedge Fund, Actively Managed	10%
SSO ProShares Ultra S&P 500	Leveraged Equities, Leveraged	0%
SVOL Simplify Volatility Premium ETF	Volatility, Actively Managed	5%
UPRO ProShares UltraPro S&P 500	Leveraged Equities, Leveraged	15%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	9%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	9%
VWOB Vanguard Emerging Markets Government Bond ETF	Emerging Markets Bonds	10%
XYLD Global X S&P 500 Covered Call ETF	Long-Short	15%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 13, 2021, corresponding to the inception date of SVOL

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.79%	1.49%	12.35%	15.12%	10.89%
All-Weather Public	4.05%	7.62%	5.15%	13.03%	N/A	N/A
Portfolio components:
PFIX Simplify Interest Rate Hedge ETF	12.12%	6.25%	17.97%	25.61%	N/A	N/A
SSO ProShares Ultra S&P 500	-1.65%	26.39%	-1.84%	16.62%	26.60%	18.80%
XYLD Global X S&P 500 Covered Call ETF	-4.32%	3.19%	-0.81%	8.34%	9.72%	6.42%
GNR SPDR S&P Global Natural Resources ETF	7.32%	5.49%	1.84%	-7.66%	12.37%	5.04%
GLD SPDR Gold Trust	21.52%	-3.88%	24.37%	31.56%	12.62%	9.78%
VWOB Vanguard Emerging Markets Government Bond ETF	3.51%	2.19%	3.00%	6.99%	2.18%	2.92%
VGIT Vanguard Intermediate-Term Treasury ETF	2.86%	-0.33%	3.00%	5.58%	-1.02%	1.28%
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	1.70%	0.60%	2.41%	5.32%	3.58%	2.55%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.22%	0.04%	3.54%	6.55%	3.89%	2.83%
UPRO ProShares UltraPro S&P 500	-6.95%	41.20%	-7.71%	16.41%	33.99%	21.71%
SVOL Simplify Volatility Premium ETF	1.64%	30.29%	0.20%	2.17%	N/A	N/A

*Annualized

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	3.01%	-1.55%	-1.84%	-0.34%	4.89%								4.05%
2024	1.27%	3.41%	3.13%	-0.08%	2.05%	1.30%	1.24%	1.40%	1.89%	0.72%	2.65%	-0.34%	20.23%
2023	3.79%	-2.34%	2.65%	1.34%	0.02%	3.17%	3.32%	-0.33%	-0.83%	0.44%	3.96%	2.07%	18.45%
2022	-2.59%	-0.54%	3.89%	-4.40%	-1.31%	-4.99%	4.81%	-3.24%	-5.68%	6.20%	4.24%	-2.85%	-7.18%
2021					2.08%	-0.86%	1.40%	1.76%	-3.30%	4.45%	-1.50%	3.46%	7.48%

Expense Ratio

All-Weather Public has an expense ratio of 0.41%, 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.

UPRO

ProShares UltraPro S&P 500

SSO

ProShares Ultra S&P 500

XYLD

Global X S&P 500 Covered Call ETF

PFIX

Simplify Interest Rate Hedge ETF

SVOL

Simplify Volatility Premium ETF

GNR

SPDR S&P Global Natural Resources ETF

GLD

SPDR Gold Trust

VWOB

Vanguard Emerging Markets Government Bond ETF

FLRN

SPDR Bloomberg Barclays Investment Grade Floating Rate ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of All-Weather Public is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
PFIX Simplify Interest Rate Hedge ETF	0.71	1.14	1.12	0.60	2.03
SSO ProShares Ultra S&P 500	0.44	0.94	1.14	0.55	1.91
XYLD Global X S&P 500 Covered Call ETF	0.53	0.88	1.17	0.52	2.12
GNR SPDR S&P Global Natural Resources ETF	-0.33	-0.34	0.95	-0.32	-0.78
GLD SPDR Gold Trust	1.90	2.66	1.34	4.30	11.04
VWOB Vanguard Emerging Markets Government Bond ETF	0.95	1.50	1.20	0.73	5.02
VGIT Vanguard Intermediate-Term Treasury ETF	1.17	1.88	1.22	0.54	2.97
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	2.86	3.64	2.25	3.77	30.83
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.24	4.99	1.74	6.85	21.36
UPRO ProShares UltraPro S&P 500	0.29	0.88	1.13	0.42	1.35
SVOL Simplify Volatility Premium ETF	0.07	0.40	1.07	0.09	0.34

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.

All-Weather Public Sharpe ratios as of May 18, 2025 (values are recalculated daily):

1-Year: 0.98
All Time: 0.86

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, 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-Weather Public compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

All-Weather Public provided a 5.25% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	5.25%	5.04%	12.44%	4.79%	2.79%	2.19%	2.23%	2.43%	1.81%	1.40%	1.69%	1.50%
Portfolio components:
PFIX Simplify Interest Rate Hedge ETF	3.25%	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	0.85%	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	12.93%	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	4.41%	4.73%	3.37%	4.37%	3.44%	2.78%	3.84%	3.51%	2.40%	2.06%	4.60%	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	6.29%	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	3.75%	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	5.42%	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	2.76%	2.70%	3.36%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%	0.82%
UPRO ProShares UltraPro S&P 500	1.08%	0.93%	0.74%	0.52%	0.06%	0.11%	0.41%	0.63%	0.00%	0.12%	0.34%	0.22%
SVOL Simplify Volatility Premium ETF	16.87%	16.79%	16.37%	18.32%	4.65%	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.

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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 15.17%, occurring on Sep 30, 2022. Recovery took 193 trading sessions.

The current All-Weather Public drawdown is 0.95%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-15.17%	Mar 30, 2022	128	Sep 30, 2022	193	Jul 11, 2023	321
-13.13%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-6.83%	Jul 17, 2024	14	Aug 5, 2024	32	Sep 19, 2024	46
-5.57%	Jan 5, 2022	16	Jan 27, 2022	40	Mar 25, 2022	56
-4.02%	Nov 17, 2021	10	Dec 1, 2021	17	Dec 27, 2021	27

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 9.04, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	FLRN	GLD	PFIX	VGIT	VTIP	GNR	SVOL	VWOB	XYLD	UPRO	SSO	Portfolio
^GSPC	1.00	0.19	0.11	-0.07	0.06	0.17	0.58	0.71	0.50	0.86	1.00	1.00	0.91
FLRN	0.19	1.00	0.02	0.02	-0.03	0.03	0.15	0.15	0.13	0.18	0.19	0.19	0.19
GLD	0.11	0.02	1.00	-0.23	0.38	0.42	0.36	0.09	0.33	0.07	0.11	0.11	0.26
PFIX	-0.07	0.02	-0.23	1.00	-0.73	-0.40	-0.03	-0.10	-0.57	-0.04	-0.07	-0.07	0.19
VGIT	0.06	-0.03	0.38	-0.73	1.00	0.66	-0.00	0.07	0.63	0.02	0.06	0.06	-0.06
VTIP	0.17	0.03	0.42	-0.40	0.66	1.00	0.23	0.15	0.49	0.13	0.18	0.18	0.18
GNR	0.58	0.15	0.36	-0.03	-0.00	0.23	1.00	0.48	0.37	0.50	0.58	0.58	0.67
SVOL	0.71	0.15	0.09	-0.10	0.07	0.15	0.48	1.00	0.41	0.68	0.71	0.71	0.67
VWOB	0.50	0.13	0.33	-0.57	0.63	0.49	0.37	0.41	1.00	0.41	0.50	0.50	0.39
XYLD	0.86	0.18	0.07	-0.04	0.02	0.13	0.50	0.68	0.41	1.00	0.86	0.86	0.80
UPRO	1.00	0.19	0.11	-0.07	0.06	0.18	0.58	0.71	0.50	0.86	1.00	1.00	0.91
SSO	1.00	0.19	0.11	-0.07	0.06	0.18	0.58	0.71	0.50	0.86	1.00	1.00	0.91
Portfolio	0.91	0.19	0.26	0.19	-0.06	0.18	0.67	0.67	0.39	0.80	0.91	0.91	1.00

The correlation results are calculated based on daily price changes starting from May 14, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

All-Weather Public

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community