Asset Allocation
Find the right asset allocation for Tim Maurer Simple Money Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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 3, 2026, the Tim Maurer Simple Money Portfolio returned 7.78% Year-To-Date and 7.35% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.13% | 5.25% | 11.16% | 11.43% | 28.20% | 21.12% | 12.66% | 13.75% |
Portfolio Tim Maurer Simple Money Portfolio | 0.33% | 1.87% | 7.78% | 9.17% | 19.65% | 13.14% | 5.86% | 7.35% |
| Portfolio components: | ||||||||
EFV iShares MSCI EAFE Value ETF | 0.36% | 1.53% | 9.98% | 14.03% | 27.68% | 22.31% | 12.40% | 9.83% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.01% | -0.27% | -0.29% | -0.24% | 3.33% | 3.57% | 0.31% | 1.29% |
IVV iShares Core S&P 500 ETF | 0.14% | 5.39% | 11.70% | 12.12% | 29.71% | 22.74% | 14.26% | 15.62% |
IWD iShares Russell 1000 Value ETF | 0.78% | 3.66% | 14.21% | 15.81% | 28.92% | 18.41% | 10.27% | 11.23% |
IWM iShares Russell 2000 ETF | 0.93% | 4.43% | 18.69% | 19.57% | 43.31% | 18.42% | 6.49% | 11.08% |
IWN iShares Russell 2000 Value ETF | 1.06% | 3.25% | 18.97% | 20.27% | 45.20% | 18.18% | 6.77% | 10.30% |
SCZ iShares MSCI EAFE Small-Cap ETF | 0.27% | 2.61% | 10.36% | 13.55% | 23.89% | 16.41% | 5.41% | 8.11% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 13, 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% | -0.08% | 7.78% | ||||||
| 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 0.56%, beta of 0.54, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since December 13, 2007.
- This portfolio participated in 65.54% of S&P 500 Index downside but only 56.81% 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
- 0.56%
- Beta
- 0.54
- R²
- 0.85
- Upside Capture
- 56.81%
- Downside Capture
- 65.54%
Expense Ratio
Tim Maurer Simple Money Portfolio has an expense ratio of 0.23%, 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.34 | 2.39 | -0.04 |
Sortino ratioReturn per unit of downside risk | 3.41 | 3.25 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.43 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 3.14 | 3.11 | +0.02 |
Martin ratioReturn relative to average drawdown | 12.76 | 14.38 | -1.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | 56 | 1.96 | 2.71 | 1.35 | 2.66 | 9.95 |
IEI iShares 3-7 Year Treasury Bond ETF | 29 | 1.10 | 1.67 | 1.19 | 1.25 | 3.78 |
IVV iShares Core S&P 500 ETF | 75 | 2.54 | 3.44 | 1.46 | 3.43 | 15.97 |
IWD iShares Russell 1000 Value ETF | 83 | 2.70 | 3.80 | 1.49 | 4.29 | 18.00 |
IWM iShares Russell 2000 ETF | 69 | 2.27 | 3.12 | 1.37 | 3.97 | 14.12 |
IWN iShares Russell 2000 Value ETF | 80 | 2.56 | 3.56 | 1.43 | 5.33 | 17.97 |
SCZ iShares MSCI EAFE Small-Cap ETF | 47 | 1.66 | 2.38 | 1.30 | 2.22 | 8.51 |
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Dividends
Dividend yield
Tim Maurer Simple Money Portfolio provided a 2.84% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.84% | 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 | 3.78% | 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 | 1.06% | 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 | 1.50% | 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 | 0.87% | 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 | 1.44% | 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 | 2.99% | 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 0.09%.
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
Thesis
The portfolio is making a familiar three-part bet: U.S. equities, foreign equities, and a large ballast in Government Bonds (IEI). In some sense, it is a global equity sleeve wrapped around one very large low-risk sleeve.
The numbers
- The diversification ratio is 1.20–1.24, which is modest and sits around the 32nd–49th percentile versus the platform.
- Effective asset count is 4.4 of 7, so the seven-line list is doing less work than it looks like.
- Correlations are mostly positive, with a tight equity cluster and IEI as the lone separator; the mean pairwise correlation is 0.52.
What works
- Government Bonds (IEI) has the portfolio’s only meaningful negative correlation set, so it does real diversification work rather than decorative work.
- The foreign and U.S. sleeves are not identical on the page, but they do map to distinct geographic and size exposures.
What does not
- U.S. equity positions are highly redundant: iShares Russell 2000 Value ETF (IWN), iShares Russell 2000 ETF (IWM), and iShares Russell 1000 Value ETF (IWD) sit very close together, with 0.87–0.97 correlations.
- The equity cluster is the portfolio; the cluster map says as much, with one bond island and one large equity continent.
- The drag is not concentration by count so much as correlation by structure.
Stress Scenario
- If rates and equities sell off together, IEI stops behaving like the separate sleeve it is today, and the portfolio’s defensive geometry gets less helpful than the label suggests.
Worth knowing
- The diversification profile is closer to a classic stock-plus-bonds mix than to a multi-asset mosaic.
- The portfolio’s strongest diversifier is also its most isolated position, which is tidy, if not especially elaborate.
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 | 1.20 | 1.23 | 1.24 | 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 | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
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 13, 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.
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