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

Asset Allocation


Performance

Performance Chart


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

Returns By Period

As of May 15, 2025, the Tim Maurer Simple Money Portfolio returned 4.54% Year-To-Date and 5.07% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.60%9.64%-0.54%11.47%15.67%10.79%
Tim Maurer Simple Money Portfolio5.32%5.16%4.08%7.75%8.39%5.16%
IWD
iShares Russell 1000 Value ETF
2.67%6.46%-1.43%7.88%14.83%8.38%
IVV
iShares Core S&P 500 ETF
1.08%9.81%0.15%12.91%17.42%12.75%
IWM
iShares Russell 2000 ETF
-5.60%11.44%-9.80%0.51%12.16%6.64%
IEI
iShares 3-7 Year Treasury Bond ETF
2.76%-0.06%3.18%5.31%-0.71%1.28%
EFV
iShares MSCI EAFE Value ETF
18.72%7.82%17.91%15.53%16.22%4.96%
IWN
iShares Russell 2000 Value ETF
-5.87%10.56%-10.91%-1.34%15.24%6.13%
SCZ
iShares MSCI EAFE Small-Cap ETF
13.43%8.28%12.93%10.32%10.17%5.31%
*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
20252.21%0.70%-0.69%0.98%2.04%5.32%
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%
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%

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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Tim Maurer Simple Money Portfolio is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Tim Maurer Simple Money Portfolio is 5858
Overall Rank
The Sharpe Ratio Rank of Tim Maurer Simple Money Portfolio is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of Tim Maurer Simple Money Portfolio is 5151
Sortino Ratio Rank
The Omega Ratio Rank of Tim Maurer Simple Money Portfolio is 4646
Omega Ratio Rank
The Calmar Ratio Rank of Tim Maurer Simple Money Portfolio is 7171
Calmar Ratio Rank
The Martin Ratio Rank of Tim Maurer Simple Money Portfolio is 7474
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWD
iShares Russell 1000 Value ETF
0.480.891.120.582.08
IVV
iShares Core S&P 500 ETF
0.671.181.170.793.04
IWM
iShares Russell 2000 ETF
0.020.341.040.100.30
IEI
iShares 3-7 Year Treasury Bond ETF
1.302.211.270.613.65
EFV
iShares MSCI EAFE Value ETF
0.931.501.211.264.21
IWN
iShares Russell 2000 Value ETF
-0.060.191.020.010.03
SCZ
iShares MSCI EAFE Small-Cap ETF
0.611.081.150.602.33

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Tim Maurer Simple Money Portfolio Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.77
  • 5-Year: 0.78
  • 10-Year: 0.49
  • All Time: 0.43

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.55 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Tim Maurer Simple Money Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Tim Maurer Simple Money Portfolio provided a 2.82% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.82%2.96%2.56%2.03%1.74%1.51%2.60%2.51%2.01%2.00%2.04%2.14%
IWD
iShares Russell 1000 Value ETF
1.85%1.88%2.02%2.15%1.62%2.05%2.45%2.71%2.09%2.25%2.47%2.00%
IVV
iShares Core S&P 500 ETF
1.31%1.30%1.44%1.66%1.20%1.57%1.99%2.21%1.75%2.01%2.27%1.83%
IWM
iShares Russell 2000 ETF
1.19%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%
IEI
iShares 3-7 Year Treasury Bond ETF
3.25%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%
EFV
iShares MSCI EAFE Value ETF
3.93%4.67%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.27%3.59%4.87%
IWN
iShares Russell 2000 Value ETF
1.88%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%1.88%
SCZ
iShares MSCI EAFE Small-Cap ETF
3.09%3.50%2.95%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%

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 0.38%.


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 chart below shows the rolling one-month volatility.


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Diversification

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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCIEISCZEFVIWNIWMIVVIWDPortfolio
^GSPC1.00-0.270.770.790.830.861.000.930.89
IEI-0.271.00-0.16-0.22-0.26-0.25-0.27-0.28-0.11
SCZ0.77-0.161.000.890.700.720.770.760.91
EFV0.79-0.220.891.000.730.730.790.820.92
IWN0.83-0.260.700.731.000.970.830.880.88
IWM0.86-0.250.720.730.971.000.860.870.89
IVV1.00-0.270.770.790.830.861.000.930.89
IWD0.93-0.280.760.820.880.870.931.000.90
Portfolio0.89-0.110.910.920.880.890.890.901.00
The correlation results are calculated based on daily price changes starting from Dec 13, 2007

AI Insight on Diversification


The portfolio is moderately diversified but leans toward concentration in correlated equity positions. The correlation matrix reveals that most equity holdings—SCZ, EFV, IWN, IWM, IVV, and IWD—exhibit very high positive correlations with each other, generally above 0.7 and often exceeding 0.8 or 0.9. This indicates these positions tend to move closely together, which limits diversification benefits within the equity portion of the portfolio. In particular, IWN and IWM are almost perfectly correlated (0.97), suggesting significant overlap in exposure.

Conversely, the IEI position, representing a fixed income or bond-like asset, shows negative correlations with all equity positions (ranging from about -0.11 to -0.28). This low or negative correlation is a key diversification strength, as IEI can provide a buffer against equity market volatility and reduce overall portfolio risk.

The portfolio’s correlation with individual positions is highest with EFV (0.92), SCZ (0.91), and IWD (0.90), indicating these holdings have a strong influence on the portfolio’s overall behavior. The relatively lower correlation with IEI (-0.11) confirms its role as a diversifier rather than a dominant driver of portfolio returns.

Given the dominance of highly correlated equity positions, the portfolio is somewhat concentrated in equity risk factors, with limited diversification across different equity styles or regions. The presence of IEI adds meaningful diversification by introducing an asset class with a negative correlation to equities, but the overall portfolio could benefit from further diversification across less correlated equity segments or alternative asset classes to reduce concentration risk.

In summary, while the portfolio includes a valuable low-correlation fixed income component, its equity holdings are tightly clustered in highly correlated assets, resulting in moderate diversification but notable concentration risk within the equity sleeve.

Last updated May 15, 2025