Asset Allocation
Find the right asset allocation for Randy Thurman All-Weather Retirement Portfolio
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Randy Thurman All-Weather Retirement 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.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Randy Thurman All-Weather Retirement Portfolio | 0.48% | 1.33% | 9.05% | 9.35% | 20.95% | 14.88% | — | — |
| Portfolio components: | ||||||||
BNDX Vanguard Total International Bond ETF | 0.17% | 0.85% | 1.02% | 1.22% | 2.27% | 4.32% | 0.32% | 1.72% |
HYGI iShares Inflation Hedged High Yield Bond ETF | — | — | — | — | — | — | — | — |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 0.58% | 0.37% | -0.14% | 0.40% | 4.66% | 4.44% | 0.07% | 1.85% |
VBR Vanguard Small-Cap Value ETF | 0.87% | 4.49% | 14.60% | 12.92% | 29.93% | 16.09% | 8.36% | 10.99% |
VEA Vanguard FTSE Developed Markets ETF | 0.34% | 1.40% | 14.73% | 16.65% | 31.41% | 19.03% | 9.51% | 10.72% |
VTV Vanguard Value ETF | 0.93% | 3.87% | 14.29% | 13.99% | 27.90% | 18.16% | 11.76% | 12.78% |
VUG Vanguard Growth ETF | 0.18% | -3.64% | 4.99% | 5.66% | 22.83% | 23.38% | 13.78% | 17.90% |
VWO Vanguard FTSE Emerging Markets ETF | 0.76% | -0.68% | 10.77% | 12.57% | 26.52% | 16.61% | 5.03% | 9.00% |
VWOB Vanguard Emerging Markets Government Bond ETF | 0.16% | 1.34% | 2.08% | 2.45% | 10.76% | 9.31% | 2.01% | 3.62% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 24, 2022, Randy Thurman All-Weather Retirement Portfolio's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, an investment would double in approximately 5.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +7.2%, while the worst month was Sep 2022 at -7.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Randy Thurman All-Weather Retirement Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.5%, while the worst single day was Apr 4, 2025 at -4.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.88% | 2.40% | -4.76% | 5.74% | 2.60% | 0.18% | 9.05% | ||||||
| 2025 | 2.68% | 0.22% | -2.24% | -0.21% | 3.48% | 3.41% | 0.55% | 2.83% | 2.08% | 0.82% | 0.95% | 0.66% | 16.16% |
| 2024 | -0.34% | 2.52% | 3.15% | -3.29% | 3.27% | 0.65% | 3.36% | 1.80% | 1.90% | -2.03% | 3.73% | -3.56% | 11.32% |
| 2023 | 5.96% | -2.86% | 1.44% | 0.92% | -1.81% | 4.51% | 2.87% | -2.26% | -3.53% | -2.53% | 7.21% | 5.19% | 15.29% |
| 2022 | 0.38% | 5.87% | -3.52% | -7.82% | 5.63% | 6.60% | -3.46% | 2.73% |
Benchmark Metrics
Randy Thurman All-Weather Retirement Portfolio has an annualized alpha of 1.78%, beta of 0.65, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since June 24, 2022.
- This portfolio participated in 73.55% of S&P 500 Index downside but only 68.49% 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
- 1.78%
- Beta
- 0.65
- R²
- 0.87
- Upside Capture
- 68.49%
- Downside Capture
- 73.55%
Expense Ratio
Randy Thurman All-Weather Retirement Portfolio has an expense ratio of 0.07%, 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
Randy Thurman All-Weather Retirement Portfolio ranks 63 for risk / return — better than 63% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Randy Thurman All-Weather Retirement Portfolio 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 | 2.12 | 1.86 | +0.26 |
| Sortino ratioReturn per unit of downside risk | 3.02 | 2.53 | +0.49 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.53 | +0.39 |
| Martin ratioReturn relative to average drawdown | 12.27 | 11.37 | +0.90 |
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 |
|---|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 18 | 0.56 | 0.82 | 1.10 | 0.66 | 1.84 |
HYGI iShares Inflation Hedged High Yield Bond ETF | — | — | — | — | — | — |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 20 | 1.14 | 1.73 | 1.20 | 1.37 | 3.93 |
VBR Vanguard Small-Cap Value ETF | 64 | 1.83 | 2.67 | 1.31 | 3.17 | 11.22 |
VEA Vanguard FTSE Developed Markets ETF | 60 | 1.81 | 2.50 | 1.33 | 2.58 | 9.92 |
VTV Vanguard Value ETF | 87 | 2.61 | 3.71 | 1.47 | 4.25 | 16.04 |
VUG Vanguard Growth ETF | 35 | 1.29 | 1.78 | 1.23 | 1.29 | 4.43 |
VWO Vanguard FTSE Emerging Markets ETF | 48 | 1.49 | 2.10 | 1.28 | 2.21 | 7.80 |
VWOB Vanguard Emerging Markets Government Bond ETF | 64 | 1.96 | 2.85 | 1.38 | 2.29 | 9.66 |
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Dividends
Dividend yield
Randy Thurman All-Weather Retirement Portfolio provided a 2.48% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.48% | 2.71% | 2.86% | 2.80% | 2.33% | 2.39% | 2.03% | 2.47% | 2.62% | 2.23% | 2.38% | 2.45% |
| Portfolio components: | ||||||||||||
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
HYGI iShares Inflation Hedged High Yield Bond ETF | 0.97% | 3.41% | 6.08% | 6.22% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBILX Vanguard Intermediate-Term Bond Index Fund Admiral Shares | 4.22% | 4.01% | 3.80% | 3.09% | 1.99% | 3.39% | 2.94% | 2.73% | 2.87% | 2.73% | 3.06% | 3.09% |
VBR Vanguard Small-Cap Value ETF | 1.71% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VTV Vanguard Value ETF | 1.83% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
VUG Vanguard Growth ETF | 0.39% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
VWO Vanguard FTSE Emerging Markets ETF | 2.44% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VWOB Vanguard Emerging Markets Government Bond ETF | 5.82% | 5.92% | 6.08% | 5.50% | 5.30% | 4.04% | 4.18% | 4.58% | 4.52% | 4.61% | 4.71% | 4.93% |
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 Randy Thurman All-Weather Retirement 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 Randy Thurman All-Weather Retirement Portfolio was 13.22%, occurring on Sep 30, 2022. Recovery took 84 trading sessions.
The current Randy Thurman All-Weather Retirement Portfolio drawdown is 0.35%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -13.22%Sep 2022 | 1mo 14d | 4mo 4d | 5mo 18dAug 2022 - Feb 2023 |
2025 selloff2025 | -11.17%Apr 2025 | 1mo 18d | 1mo 8d | 2mo 26dFeb 2025 - May 2025 |
2023 pullback2023 | -9.12%Oct 2023 | 2mo 27d | 1mo 16d | 4mo 13dAug 2023 - Dec 2023 |
2026 pullback2026 | -6.81%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2023 pullback2023 | -6.63%Mar 2023 | 1mo 10d | 3mo 2d | 4mo 12dFeb 2023 - Jun 2023 |
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 9 assets, with an effective number of assets of 6.73, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.20 | 1.22 | 1.21 |
The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Randy Thurman All-Weather Retirement Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 24, 2022 | 0.91 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VUG has the highest benchmark correlation at 0.94, while VBILX has the lowest at 0.19.
Asset Correlations Table
| VBILX | BNDX | VWO | HYGI | VUG | VWOB | VTV | VBR | VEA | |
|---|---|---|---|---|---|---|---|---|---|
| VBILX | 1.00 | 0.81 | 0.18 | 0.36 | 0.16 | 0.73 | 0.19 | 0.20 | 0.30 |
| BNDX | 0.81 | 1.00 | 0.21 | 0.31 | 0.20 | 0.67 | 0.21 | 0.22 | 0.30 |
| VWO | 0.18 | 0.21 | 1.00 | 0.48 | 0.60 | 0.46 | 0.55 | 0.58 | 0.78 |
| HYGI | 0.36 | 0.31 | 0.48 | 1.00 | 0.59 | 0.63 | 0.59 | 0.64 | 0.62 |
| VUG | 0.16 | 0.20 | 0.60 | 0.59 | 1.00 | 0.48 | 0.57 | 0.61 | 0.67 |
| VWOB | 0.73 | 0.67 | 0.46 | 0.63 | 0.48 | 1.00 | 0.49 | 0.51 | 0.60 |
| VTV | 0.19 | 0.21 | 0.55 | 0.59 | 0.57 | 0.49 | 1.00 | 0.90 | 0.73 |
| VBR | 0.20 | 0.22 | 0.58 | 0.64 | 0.61 | 0.51 | 0.90 | 1.00 | 0.74 |
| VEA | 0.30 | 0.30 | 0.78 | 0.62 | 0.67 | 0.60 | 0.73 | 0.74 | 1.00 |
Find what Randy Thurman All-Weather Retirement Portfolio is missing
See which holdings overlap, where Randy Thurman All-Weather Retirement Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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