Asset Allocation
Find the right asset allocation for Tim Maurer Simple Money Portfolio
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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 Every 3 months.
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Returns By Period
As of Jun 24, 2026, the Tim Maurer Simple Money Portfolio returned 7.21% Year-To-Date and 7.60% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Tim Maurer Simple Money Portfolio | -0.74% | 0.24% | 7.21% | 6.76% | 18.12% | 13.05% | 5.81% | 7.60% |
| Portfolio components: | ||||||||
EFV iShares MSCI EAFE Value ETF | -1.18% | -0.92% | 9.13% | 8.96% | 28.26% | 21.91% | 12.57% | 10.59% |
IEI iShares 3-7 Year Treasury Bond ETF | 0.13% | 0.25% | -0.42% | -0.24% | 2.48% | 3.67% | 0.31% | 1.20% |
IVV iShares Core S&P 500 ETF | -1.42% | -1.34% | 8.20% | 7.25% | 23.72% | 20.79% | 13.13% | 15.58% |
IWD iShares Russell 1000 Value ETF | -1.06% | 2.28% | 15.35% | 14.66% | 28.22% | 18.41% | 10.87% | 11.61% |
IWM iShares Russell 2000 ETF | -0.96% | 3.82% | 20.47% | 17.64% | 40.90% | 19.22% | 6.27% | 11.58% |
IWN iShares Russell 2000 Value ETF | -0.20% | 3.32% | 20.82% | 18.59% | 42.32% | 19.19% | 7.16% | 10.72% |
SCZ iShares MSCI EAFE Small-Cap ETF | -2.02% | -2.32% | 7.29% | 6.99% | 20.83% | 15.93% | 5.07% | 8.70% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 12, 2007, Tim Maurer Simple Money Portfolio's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +9.3%, while the worst month was Oct 2008 at -11.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Tim Maurer Simple Money Portfolio closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +5.5%, while the worst single day was Mar 12, 2020 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.03% | 2.55% | -4.37% | 4.73% | 1.94% | -0.61% | 7.21% | ||||||
| 2025 | 2.21% | 0.70% | -0.69% | 0.98% | 2.72% | 2.85% | 0.23% | 3.69% | 1.27% | 0.59% | 1.45% | 0.84% | 18.09% |
| 2024 | -0.93% | 1.16% | 2.54% | -3.06% | 3.47% | -0.60% | 4.43% | 1.26% | 1.29% | -2.85% | 2.86% | -3.24% | 6.10% |
| 2023 | 5.62% | -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% |
| 2021 | 0.34% | 2.64% | 1.92% | 1.99% | 1.52% | -0.52% | 0.32% | 1.14% | -2.25% | 1.89% | -2.56% | 2.48% | 9.11% |
Benchmark Metrics
Tim Maurer Simple Money Portfolio has an annualized alpha of 0.62%, beta of 0.54, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since December 12, 2007.
- This portfolio participated in 65.24% of S&P 500 Index downside but only 56.85% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.54 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
- 0.62%
- Beta
- 0.54
- R²
- 0.85
- Upside Capture
- 56.85%
- Downside Capture
- 65.24%
Expense Ratio
Tim Maurer Simple Money Portfolio 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
Tim Maurer Simple Money Portfolio ranks 46 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
The table below presents risk-adjusted performance metrics for Tim Maurer Simple Money 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 | 2.07 | 1.78 | +0.28 |
| Sortino ratioReturn per unit of downside risk | 2.99 | 2.44 | +0.55 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.32 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.89 | 2.46 | +0.44 |
| Martin ratioReturn relative to average drawdown | 11.67 | 10.92 | +0.75 |
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 |
|---|---|---|---|---|---|---|
EFV iShares MSCI EAFE Value ETF | 59 | 1.96 | 2.72 | 1.35 | 2.61 | 9.60 |
IEI iShares 3-7 Year Treasury Bond ETF | 23 | 0.82 | 1.24 | 1.14 | 1.00 | 2.67 |
IVV iShares Core S&P 500 ETF | 59 | 1.91 | 2.60 | 1.35 | 2.68 | 11.98 |
IWD iShares Russell 1000 Value ETF | 83 | 2.52 | 3.52 | 1.45 | 4.18 | 17.32 |
IWM iShares Russell 2000 ETF | 67 | 2.08 | 2.86 | 1.34 | 3.73 | 13.18 |
IWN iShares Russell 2000 Value ETF | 80 | 2.36 | 3.30 | 1.40 | 5.03 | 16.92 |
SCZ iShares MSCI EAFE Small-Cap ETF | 41 | 1.40 | 2.01 | 1.26 | 1.83 | 6.88 |
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Dividends
Dividend yield
Tim Maurer Simple Money Portfolio provided a 3.04% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.04% | 2.93% | 2.96% | 2.56% | 2.03% | 1.74% | 1.51% | 2.59% | 2.51% | 2.01% | 2.00% | 2.04% |
| Portfolio components: | ||||||||||||
EFV iShares MSCI EAFE Value ETF | 4.81% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.64% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
IVV iShares Core S&P 500 ETF | 1.11% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
IWD iShares Russell 1000 Value ETF | 1.45% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
IWM iShares Russell 2000 ETF | 0.90% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
IWN iShares Russell 2000 Value ETF | 1.46% | 1.70% | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% |
SCZ iShares MSCI EAFE Small-Cap ETF | 3.25% | 3.30% | 3.50% | 2.96% | 1.99% | 2.96% | 1.52% | 3.52% | 2.79% | 2.38% | 2.82% | 2.06% |
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 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 1.02%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -36.29%Mar 2009 | 1y 2mo | 1y 7mo | 2y 9moDec 2007 - Oct 2010 |
COVID crash2020 | -21.12%Mar 2020 | 2mo 2d | 5mo 13d | 7mo 15dJan 2020 - Sep 2020 |
Bear market2022 | -20.69%Sep 2022 | 10mo 23d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 |
2011 correction2011 | -13.40%Oct 2011 | 5mo 4d | 5mo 25d | 10mo 29dMay 2011 - Mar 2012 |
Rate-hike selloffLate 2018 | -12.57%Dec 2018 | 10mo 29d | 9mo 27d | 1y 8moJan 2018 - Oct 2019 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is mostly a global equity value-and-small-cap sleeve wrapped around a very large government-bond anchor. It is a coherent bet on equities that behave like equities and bonds that do not, with diversification coming mostly from the bond stock split.
The numbers
- The diversification ratio is 1.23 over the long run, around the mid-pack of the platform; that is real but modest diversification, not magic.
- The effective asset count is 4.4 of 7, which means the seven labels behave more like a few economic bets than seven independent ones.
- The 1Y diversification ratio is 1.18, below the longer windows and only the 31st percentile; recently, the equity sleeves have been moving together more tightly.
The good
- Government bonds via iShares 7-10 Year Treasury Bond ETF (IEI) sit almost alone as the anti-equity sleeve, with -0.09 portfolio correlation; that is the part doing actual diversification work.
- The equity book is spread across U.S., foreign, large, and small cap value, so the thesis is not just one country or one cap bucket wearing different hats.
The bad
- The equity cluster is tightly packed: iShares Russell 2000 ETF (IWM) and iShares Russell 2000 Value ETF (IWN) correlate at 0.97, and iShares Russell 1000 Value ETF (IWD) is also highly linked to iShares Core S&P 500 ETF (IVV).
- In some sense, much of the equity sleeve is one broad risk factor: U.S. and international value plus small caps, all of which tend to lean on the same growth and discount-rate story.
The ugly
- If rates rise while equity risk appetite weakens, IEI can stop being the helpful counterweight just when the equity cluster is also stressed; then the portfolio’s main hedge behaves like another duration position.
Next steps
- Portfolios with this correlation structure are often described more cleanly as “equities plus one bond ballast” than as seven independent sleeves.
- The low correlation between IEI and the rest is the central diversification feature; the equity names mostly refine the equity thesis rather than diversify it.
- The shorter-window DR weakness suggests the recent regime has rewarded reading these positions as one cluster, which is often the useful starting point.
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 4.40, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.18 | 1.23 | 1.23 | 1.22 | 1.23 |
The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Tim Maurer Simple Money Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Dec 12, 2007 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while IEI has the lowest at -0.25.
Asset Correlations Table
Find what Tim Maurer Simple Money Portfolio is missing
See which holdings overlap, where Tim Maurer Simple Money Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification