Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Claude Optimized Retire Portfolio w/ VSEQX, 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.
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The earliest data available for this chart is Nov 29, 2010, corresponding to the inception date of VTIAX
Returns By Period
As of Apr 3, 2026, the Claude Optimized Retire Portfolio w/ VSEQX returned 0.98% Year-To-Date and 8.98% of annualized return in the last 10 years.
| 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 Claude Optimized Retire Portfolio w/ VSEQX | 0.64% | -2.40% | 0.98% | 2.87% | 15.66% | 12.40% | 6.87% | 8.98% |
| Portfolio components: | ||||||||
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 1.65% | -2.29% | 3.43% | 7.20% | 28.80% | 15.89% | 7.55% | 8.98% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 0.72% | -3.44% | -3.66% | -1.51% | 17.36% | 18.55% | 11.91% | 14.12% |
HLIEX JPMorgan Equity Income Fund | 0.20% | -3.28% | 1.82% | 4.79% | 13.12% | 14.43% | 10.27% | 11.41% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 0.62% | -3.48% | 2.53% | 3.42% | 18.12% | 13.24% | 5.47% | 10.56% |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | -0.13% | -1.16% | 0.22% | 0.10% | 2.94% | 3.04% | 1.31% | 2.54% |
DODIX Dodge & Cox Income Fund | 0.08% | -1.41% | 0.12% | 0.94% | 5.09% | 5.01% | 1.40% | 3.06% |
VSEQX Vanguard Strategic Equity Fund | 1.07% | -2.01% | 2.83% | 5.01% | 24.33% | 16.92% | 10.38% | 11.93% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 30, 2010, Claude Optimized Retire Portfolio w/ VSEQX's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +9.5%, while the worst month was Mar 2020 at -12.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Claude Optimized Retire Portfolio w/ VSEQX closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +6.0%, while the worst single day was Mar 16, 2020 at -7.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.86% | 2.36% | -4.71% | 0.64% | 0.98% | ||||||||
| 2025 | 2.89% | 0.05% | -2.38% | -0.31% | 3.38% | 3.45% | 0.61% | 3.06% | 2.07% | 0.70% | 0.94% | 0.66% | 16.01% |
| 2024 | -0.43% | 2.61% | 2.94% | -3.40% | 3.26% | 0.31% | 3.45% | 1.65% | 1.91% | -1.97% | 3.98% | -3.24% | 11.23% |
| 2023 | 5.95% | -2.69% | 0.88% | 0.63% | -2.00% | 4.56% | 2.76% | -2.54% | -3.63% | -2.88% | 6.94% | 5.42% | 13.35% |
| 2022 | -3.47% | -1.17% | 0.52% | -5.69% | 0.67% | -6.74% | 6.06% | -3.06% | -8.11% | 5.52% | 6.32% | -3.29% | -12.96% |
| 2021 | 0.07% | 2.40% | 2.31% | 3.24% | 1.43% | 0.62% | 0.61% | 1.50% | -2.81% | 3.55% | -2.16% | 3.31% | 14.75% |
Benchmark Metrics
Claude Optimized Retire Portfolio w/ VSEQX has an annualized alpha of 0.74%, beta of 0.65, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since November 30, 2010.
- This portfolio participated in 75.58% of S&P 500 Index downside but only 68.83% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.65 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
- 0.74%
- Beta
- 0.65
- R²
- 0.92
- Upside Capture
- 68.83%
- Downside Capture
- 75.58%
Expense Ratio
Claude Optimized Retire Portfolio w/ VSEQX has an expense ratio of 0.21%, 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
Claude Optimized Retire Portfolio w/ VSEQX ranks 56 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.88 | +0.48 |
Sortino ratioReturn per unit of downside risk | 1.94 | 1.37 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 1.39 | +0.47 |
Martin ratioReturn relative to average drawdown | 8.33 | 6.43 | +1.89 |
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 | |
|---|---|---|---|---|---|---|
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 86 | 1.86 | 2.44 | 1.37 | 2.62 | 10.15 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 50 | 1.00 | 1.52 | 1.23 | 1.53 | 7.30 |
HLIEX JPMorgan Equity Income Fund | 36 | 0.91 | 1.32 | 1.20 | 1.20 | 5.10 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 41 | 0.92 | 1.42 | 1.19 | 1.43 | 6.14 |
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 20 | 0.68 | 0.95 | 1.12 | 1.00 | 3.00 |
DODIX Dodge & Cox Income Fund | 49 | 1.10 | 1.57 | 1.20 | 1.85 | 5.42 |
VSEQX Vanguard Strategic Equity Fund | 66 | 1.26 | 1.83 | 1.26 | 1.87 | 8.89 |
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Dividends
Dividend yield
Claude Optimized Retire Portfolio w/ VSEQX provided a 4.52% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.52% | 4.65% | 5.10% | 3.17% | 4.17% | 4.40% | 2.08% | 2.58% | 3.67% | 2.72% | 2.70% | 3.02% |
| Portfolio components: | ||||||||||||
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.90% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.17% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
HLIEX JPMorgan Equity Income Fund | 10.66% | 10.81% | 14.41% | 2.77% | 3.67% | 3.33% | 1.82% | 2.78% | 5.12% | 2.47% | 2.45% | 2.73% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
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% |
DODIX Dodge & Cox Income Fund | 4.27% | 4.23% | 4.24% | 3.86% | 2.19% | 3.23% | 4.66% | 3.63% | 3.43% | 3.03% | 3.25% | 3.09% |
VSEQX Vanguard Strategic Equity Fund | 10.85% | 11.16% | 11.36% | 6.11% | 11.77% | 21.36% | 1.77% | 2.92% | 10.34% | 7.05% | 3.13% | 12.28% |
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 Claude Optimized Retire Portfolio w/ VSEQX. 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 Claude Optimized Retire Portfolio w/ VSEQX was 26.78%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current Claude Optimized Retire Portfolio w/ VSEQX drawdown is 4.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.78% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -20.44% | Nov 9, 2021 | 225 | Sep 30, 2022 | 355 | Mar 1, 2024 | 580 |
| -15.33% | May 2, 2011 | 108 | Oct 3, 2011 | 94 | Feb 16, 2012 | 202 |
| -13.69% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -13.49% | Apr 27, 2015 | 202 | Feb 11, 2016 | 115 | Jul 27, 2016 | 317 |
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 7 assets, with an effective number of assets of 6.55, 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 | DODIX | VAIPX | VTIAX | HLIEX | VSMAX | VSEQX | VFIAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.01 | -0.09 | 0.81 | 0.89 | 0.87 | 0.89 | 1.00 | 0.94 |
| DODIX | -0.01 | 1.00 | 0.75 | 0.06 | -0.05 | -0.00 | -0.01 | -0.01 | 0.10 |
| VAIPX | -0.09 | 0.75 | 1.00 | -0.02 | -0.11 | -0.07 | -0.08 | -0.09 | 0.03 |
| VTIAX | 0.81 | 0.06 | -0.02 | 1.00 | 0.76 | 0.76 | 0.77 | 0.81 | 0.90 |
| HLIEX | 0.89 | -0.05 | -0.11 | 0.76 | 1.00 | 0.86 | 0.88 | 0.89 | 0.91 |
| VSMAX | 0.87 | -0.00 | -0.07 | 0.76 | 0.86 | 1.00 | 0.98 | 0.87 | 0.94 |
| VSEQX | 0.89 | -0.01 | -0.08 | 0.77 | 0.88 | 0.98 | 1.00 | 0.89 | 0.94 |
| VFIAX | 1.00 | -0.01 | -0.09 | 0.81 | 0.89 | 0.87 | 0.89 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.10 | 0.03 | 0.90 | 0.91 | 0.94 | 0.94 | 0.94 | 1.00 |