CRASH PROOF IRA

Asset Allocation

Position	Category/Sector	Target Weight
VWINX Vanguard Wellesley Income Fund Investor Shares	Diversified Portfolio	55%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	45%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CRASH PROOF IRA, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio CRASH PROOF IRA	0.01%	1.02%	2.65%	2.71%	7.56%	6.93%	3.86%	—
Portfolio components:
SGOV iShares 0-3 Month Treasury Bond ETF	0.02%	0.29%	1.61%	1.78%	3.91%	4.71%	3.56%	—
VWINX Vanguard Wellesley Income Fund Investor Shares	0.77%	0.85%	3.48%	3.45%	10.58%	8.70%	4.00%	5.79%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, CRASH PROOF IRA's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +3.3%, while the worst month was Sep 2022 at -3.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CRASH PROOF IRA closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +1.5%, while the worst single day was Jun 11, 2020 at -1.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.93%	1.24%	-1.61%	1.51%	0.50%	0.08%							2.65%
2025	1.16%	1.14%	-0.27%	-0.25%	0.64%	1.53%	0.15%	1.33%	0.72%	0.27%	1.12%	0.12%	7.91%
2024	-0.09%	0.14%	1.59%	-1.11%	1.54%	0.19%	1.87%	1.33%	0.99%	-0.84%	1.42%	-1.46%	5.65%
2023	1.94%	-1.67%	0.98%	0.80%	-1.17%	1.35%	1.10%	-0.63%	-1.44%	-0.96%	3.26%	2.62%	6.21%
2022	-0.82%	-0.76%	-0.40%	-2.32%	1.01%	-2.30%	1.91%	-1.40%	-3.13%	1.63%	3.15%	-0.75%	-4.29%
2021	-0.70%	0.35%	0.93%	1.11%	0.79%	0.28%	0.71%	0.52%	-1.08%	1.05%	-0.63%	1.23%	4.62%

Benchmark Metrics

CRASH PROOF IRA has an annualized alpha of 1.84%, beta of 0.16, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

This portfolio participated in 27.93% of S&P 500 Index downside but only 22.30% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.16 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: 1.84%

Beta: 0.16

R²: 0.55

Upside Capture: 22.30%

Downside Capture: 27.93%

See how alpha, beta & R² have trended over time →

Expense Ratio

CRASH PROOF IRA has an expense ratio of 0.16%, 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.

VWINX

Vanguard Wellesley Income Fund Investor Shares

SGOV

iShares 0-3 Month Treasury Bond ETF

Return for Risk

Risk / Return Rank

CRASH PROOF IRA ranks 79 for risk / return — better than 79% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for CRASH PROOF IRA and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.54	1.86	+0.68
Sortino ratioReturn per unit of downside risk	3.80	2.53	+1.26
Omega ratioGain probability vs. loss probability	1.49	1.34	+0.15
Calmar ratioReturn relative to maximum drawdown	3.30	2.53	+0.77
Martin ratioReturn relative to average drawdown	13.19	11.37	+1.82

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.28	275.69	195.55	398.20	4,461.98
VWINX Vanguard Wellesley Income Fund Investor Shares	62	2.03	2.94	1.37	2.54	9.54

Sharpe Ratio

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 CRASH PROOF IRA Sharpe ratio is 2.54 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 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of CRASH PROOF IRA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

CRASH PROOF IRA provided a 5.96% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.96%	6.17%	5.93%	4.79%	4.87%	3.33%	2.38%	2.16%	4.16%	1.76%	2.20%	3.08%
Portfolio components:
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
VWINX Vanguard Wellesley Income Fund Investor Shares	7.69%	7.86%	6.61%	4.73%	7.67%	6.03%	4.30%	3.94%	7.56%	3.20%	4.00%	5.60%

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 CRASH PROOF IRA. 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 CRASH PROOF IRA was 8.28%, occurring on Oct 20, 2022. Recovery took 288 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-8.28%Oct 2022	9mo 9d	1y 1mo	1y 11moJan 2022 - Dec 2023
2025 selloff2025	-2.82%Apr 2025	1mo 6d	1mo 11d	2mo 17dMar 2025 - May 2025
2026 pullback2026	-2.20%Mar 2026	18d	1mo 17d	2mo 5dMar 2026 - May 2026
2024 pullback2024	-1.91%Dec 2024	17d	1mo 18d	2mo 5dDec 2024 - Feb 2025
2024 pullback2024	-1.79%Apr 2024	15d	23d	1mo 8dApr 2024 - May 2024

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 2 assets, with an effective number of assets of 1.98, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.03	1.03	1.03	1.03

The portfolio has a diversification ratio of 1.03, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

CRASH PROOF IRA correlation to the S&P 500 Index

CRASH PROOF IRA has a 0.62 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.62
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (All Time) Calculated using the full available price history since May 28, 2020	0.68

Benchmark Correlations

Correlation vs. S&P 500 Index. VWINX has the highest benchmark correlation at 0.68, while SGOV has the lowest at -0.02.

SGOV

-0.02

VWINX

0.68

Portfolio Correlations

Correlation vs. CRASH PROOF IRA. VWINX has the highest portfolio correlation at 1.00, while SGOV has the lowest at 0.02.

SGOV

0.02

VWINX

1.00

Asset Correlations Table

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

	SGOV	VWINX
SGOV	1.00	-0.01
VWINX	-0.01	1.00

The correlation results are calculated based on daily price changes starting from May 28, 2020

Diversification Analysis

Find what CRASH PROOF IRA is missing

See which holdings overlap, where CRASH PROOF IRA is concentrated, and which low-correlation assets could fill the gaps.

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