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Tim Maurer Simple Money Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IEI 40%EFV 15%SCZ 15%IWD 7.5%IVV 7.5%IWM 7.5%IWN 7.5%BondBondEquityEquity
PositionCategory/SectorWeight
EFV
iShares MSCI EAFE Value ETF
Foreign Large Cap Equities
15%
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds
40%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities
7.50%
IWD
iShares Russell 1000 Value ETF
Large Cap Blend Equities
7.50%
IWM
iShares Russell 2000 ETF
Small Cap Growth Equities
7.50%
IWN
iShares Russell 2000 Value ETF
Small Cap Blend Equities
7.50%
SCZ
iShares MSCI EAFE Small-Cap ETF
Foreign Small & Mid Cap Equities
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Tim Maurer Simple Money 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 Quarterly


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.13%
8.87%
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2007, corresponding to the inception date of SCZ

Returns By Period

As of Dec 21, 2024, the Tim Maurer Simple Money Portfolio returned 5.85% Year-To-Date and 5.09% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Tim Maurer Simple Money Portfolio5.85%-2.24%3.13%6.21%4.66%5.06%
IWD
iShares Russell 1000 Value ETF
14.42%-5.67%6.35%15.10%8.62%8.22%
IVV
iShares Core S&P 500 ETF
25.92%-0.51%9.55%26.40%14.78%13.03%
IWM
iShares Russell 2000 ETF
11.87%-6.78%10.99%11.44%7.29%7.74%
IEI
iShares 3-7 Year Treasury Bond ETF
1.63%0.01%1.51%1.84%0.05%1.16%
EFV
iShares MSCI EAFE Value ETF
4.03%-2.41%-0.94%4.71%4.86%3.88%
IWN
iShares Russell 2000 Value ETF
7.59%-7.63%9.70%7.11%7.04%6.90%
SCZ
iShares MSCI EAFE Small-Cap ETF
0.90%-1.60%-0.76%1.80%2.20%5.23%
*Annualized

Monthly Returns

The table below presents the monthly returns of Tim Maurer Simple Money Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.93%1.16%2.54%-3.06%3.47%-0.60%4.43%1.26%1.29%-2.85%2.86%5.85%
20235.62%-2.45%0.50%1.01%-2.28%2.99%2.79%-2.12%-2.83%-2.85%6.01%5.38%11.69%
2022-2.90%-1.19%-0.54%-5.04%1.26%-5.85%4.69%-3.56%-7.02%4.68%5.89%-2.13%-12.02%
20210.34%2.64%1.92%1.99%1.52%-0.52%0.32%1.14%-2.25%1.89%-2.56%2.48%9.11%
2020-1.26%-4.39%-9.43%5.97%3.48%1.46%1.65%3.47%-1.72%-1.09%9.30%3.82%10.36%
20195.24%1.71%0.41%1.93%-3.29%3.76%-0.44%-1.08%1.85%1.91%1.28%1.98%16.08%
20182.14%-2.88%-0.12%0.41%0.65%-0.40%1.35%0.36%-0.38%-4.87%0.99%-4.05%-6.83%
20171.26%1.27%0.79%1.39%0.72%0.74%1.50%-0.01%1.93%0.57%1.01%0.67%12.49%
2016-2.97%-0.50%4.46%1.08%0.56%-0.47%2.77%0.46%0.89%-1.49%1.14%1.84%7.83%
2015-0.11%2.97%-0.13%0.97%0.61%-1.16%0.51%-3.61%-1.72%3.54%0.22%-1.66%0.23%
2014-1.67%3.25%-0.20%0.17%1.08%1.43%-2.19%1.58%-2.80%1.62%0.31%-0.42%2.01%
20133.01%0.38%1.71%1.94%-0.78%-1.68%3.88%-1.79%4.47%2.34%1.14%0.97%16.49%

Expense Ratio

Tim Maurer Simple Money Portfolio has an expense ratio of 0.23%, 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.


Expense ratio chart for SCZ: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for EFV: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for IWN: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for IWD: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for IWM: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for IEI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tim Maurer Simple Money Portfolio is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Tim Maurer Simple Money Portfolio is 1717
Overall Rank
The Sharpe Ratio Rank of Tim Maurer Simple Money Portfolio is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of Tim Maurer Simple Money Portfolio is 1414
Sortino Ratio Rank
The Omega Ratio Rank of Tim Maurer Simple Money Portfolio is 1515
Omega Ratio Rank
The Calmar Ratio Rank of Tim Maurer Simple Money Portfolio is 2222
Calmar Ratio Rank
The Martin Ratio Rank of Tim Maurer Simple Money Portfolio is 1818
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.


Sharpe ratio
The chart of Sharpe ratio for Tim Maurer Simple Money Portfolio, currently valued at 0.90, compared to the broader market-6.00-4.00-2.000.002.004.000.902.10
The chart of Sortino ratio for Tim Maurer Simple Money Portfolio, currently valued at 1.27, compared to the broader market-6.00-4.00-2.000.002.004.006.001.272.80
The chart of Omega ratio for Tim Maurer Simple Money Portfolio, currently valued at 1.16, compared to the broader market0.400.600.801.001.201.401.601.801.161.39
The chart of Calmar ratio for Tim Maurer Simple Money Portfolio, currently valued at 1.27, compared to the broader market0.002.004.006.008.0010.0012.001.273.09
The chart of Martin ratio for Tim Maurer Simple Money Portfolio, currently valued at 4.97, compared to the broader market0.0010.0020.0030.0040.0050.004.9713.49
Tim Maurer Simple Money Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWD
iShares Russell 1000 Value ETF
1.532.181.272.148.29
IVV
iShares Core S&P 500 ETF
2.252.981.423.3214.68
IWM
iShares Russell 2000 ETF
0.691.101.130.743.63
IEI
iShares 3-7 Year Treasury Bond ETF
0.440.641.080.171.13
EFV
iShares MSCI EAFE Value ETF
0.560.831.100.762.26
IWN
iShares Russell 2000 Value ETF
0.460.801.100.712.27
SCZ
iShares MSCI EAFE Small-Cap ETF
0.280.481.060.191.03

The current Tim Maurer Simple Money Portfolio Sharpe ratio is 0.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.28 to 2.10, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Tim Maurer Simple Money Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.90
2.10
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Tim Maurer Simple Money Portfolio provided a 2.97% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.97%2.56%2.03%1.74%1.51%2.60%2.51%2.01%2.00%2.04%2.14%1.65%
IWD
iShares Russell 1000 Value ETF
1.87%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%2.00%1.95%
IVV
iShares Core S&P 500 ETF
1.29%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%1.80%
IWM
iShares Russell 2000 ETF
1.14%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%1.23%
IEI
iShares 3-7 Year Treasury Bond ETF
3.19%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%0.77%
EFV
iShares MSCI EAFE Value ETF
4.72%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.27%3.59%4.87%3.19%
IWN
iShares Russell 2000 Value ETF
1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%1.88%1.77%
SCZ
iShares MSCI EAFE Small-Cap ETF
3.52%2.95%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%2.40%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.61%
-2.62%
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Tim Maurer Simple Money 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 Tim Maurer Simple Money Portfolio was 36.29%, occurring on Mar 9, 2009. Recovery took 398 trading sessions.

The current Tim Maurer Simple Money Portfolio drawdown is 3.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.29%Dec 13, 2007310Mar 9, 2009398Oct 5, 2010708
-21.12%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-20.69%Nov 8, 2021223Sep 27, 2022447Jul 10, 2024670
-13.4%May 2, 2011108Oct 3, 2011120Mar 26, 2012228
-12.57%Jan 29, 2018229Dec 24, 2018205Oct 17, 2019434

Volatility

Volatility Chart

The current Tim Maurer Simple Money Portfolio volatility is 2.64%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.64%
3.79%
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IEISCZEFVIWNIWMIVVIWD
IEI1.00-0.16-0.23-0.27-0.26-0.27-0.29
SCZ-0.161.000.890.700.720.780.76
EFV-0.230.891.000.740.730.800.82
IWN-0.270.700.741.000.970.830.88
IWM-0.260.720.730.971.000.860.87
IVV-0.270.780.800.830.861.000.93
IWD-0.290.760.820.880.870.931.00
The correlation results are calculated based on daily price changes starting from Dec 13, 2007
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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