Simple Balanced
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 25% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | Corporate Bonds | 25% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Simple Balanced, 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 Quarterly
The earliest data available for this chart is Nov 13, 2014, corresponding to the inception date of SKOR
Returns By Period
As of Nov 15, 2024, the Simple Balanced returned 13.64% Year-To-Date and 7.61% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Simple Balanced | 13.64% | 0.62% | 7.95% | 20.45% | 8.04% | 7.61% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 25.21% | 2.68% | 13.00% | 33.95% | 14.97% | 12.80% |
BND Vanguard Total Bond Market ETF | 1.52% | -1.85% | 2.51% | 7.09% | -0.27% | 1.40% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.03% | -1.14% | 3.47% | 8.68% | 1.73% | 2.65% |
Monthly Returns
The table below presents the monthly returns of Simple Balanced, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.57% | 2.12% | 2.13% | -3.12% | 3.15% | 1.89% | 2.04% | 1.79% | 1.65% | -1.38% | 13.64% | ||
| 2023 | 5.05% | -2.42% | 2.52% | 0.86% | -0.28% | 3.30% | 2.02% | -1.21% | -3.38% | -1.92% | 6.76% | 4.29% | 16.11% |
| 2022 | -4.01% | -1.80% | 0.26% | -6.31% | 0.33% | -4.95% | 5.92% | -3.20% | -6.54% | 3.63% | 4.37% | -3.31% | -15.39% |
| 2021 | -0.50% | 0.92% | 1.38% | 2.94% | 0.39% | 1.59% | 1.33% | 1.35% | -2.67% | 3.22% | -0.79% | 1.87% | 11.43% |
| 2020 | 0.88% | -3.29% | -8.19% | 8.23% | 3.50% | 1.71% | 3.60% | 3.39% | -1.98% | -1.12% | 6.52% | 2.55% | 15.71% |
| 2019 | 5.12% | 1.88% | 1.57% | 2.06% | -2.63% | 4.33% | 0.79% | 0.10% | 0.61% | 1.19% | 2.07% | 1.48% | 19.99% |
| 2018 | 1.92% | -2.44% | -0.79% | -0.10% | 1.65% | 0.24% | 1.83% | 2.02% | -0.10% | -4.00% | 1.09% | -3.63% | -2.53% |
| 2017 | 1.10% | 2.21% | 0.00% | 0.91% | 0.94% | 0.54% | 1.15% | 0.37% | 1.07% | 1.18% | 1.42% | 0.84% | 12.37% |
| 2016 | -2.37% | 0.28% | 4.13% | 0.65% | 0.80% | 0.96% | 2.22% | 0.11% | 0.09% | -1.45% | 0.98% | 1.19% | 7.72% |
| 2015 | -0.22% | 2.32% | -0.34% | 0.25% | 0.51% | -1.39% | 1.15% | -3.07% | -0.93% | 3.87% | 0.28% | -1.21% | 1.03% |
| 2014 | 0.95% | 0.05% | 1.00% |
Expense Ratio
Simple Balanced has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Simple Balanced is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.76 | 3.68 | 1.51 | 4.00 | 17.66 |
BND Vanguard Total Bond Market ETF | 1.14 | 1.66 | 1.20 | 0.43 | 3.87 |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 2.15 | 3.27 | 1.41 | 0.97 | 10.65 |
Dividends
Dividend yield
Simple Balanced provided a 2.74% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.74% | 2.47% | 2.12% | 1.74% | 2.11% | 2.45% | 2.44% | 2.11% | 2.27% | 2.20% | 1.66% | 1.57% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.58% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund | 4.84% | 3.90% | 2.57% | 2.55% | 3.38% | 3.53% | 2.85% | 2.46% | 2.74% | 2.25% | 0.31% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Simple Balanced. 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 Simple Balanced was 21.03%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.
The current Simple Balanced drawdown is 0.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.03% | Feb 20, 2020 | 22 | Mar 20, 2020 | 54 | Jun 8, 2020 | 76 |
| -19.96% | Nov 8, 2021 | 236 | Oct 14, 2022 | 339 | Feb 22, 2024 | 575 |
| -9.63% | Sep 21, 2018 | 65 | Dec 24, 2018 | 40 | Feb 22, 2019 | 105 |
| -6.81% | Apr 27, 2015 | 202 | Feb 11, 2016 | 34 | Apr 1, 2016 | 236 |
| -5.52% | Jan 29, 2018 | 9 | Feb 8, 2018 | 123 | Aug 6, 2018 | 132 |
Volatility
Volatility Chart
The current Simple Balanced volatility is 2.17%, 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
Asset Correlations Table
| VTI | BND | SKOR | |
|---|---|---|---|
| VTI | 1.00 | -0.03 | 0.10 |
| BND | -0.03 | 1.00 | 0.73 |
| SKOR | 0.10 | 0.73 | 1.00 |