Asset Allocation
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 Every 3 months.
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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 Apr 11, 2026, the Tim Maurer Simple Money Portfolio returned 4.10% Year-To-Date and 7.20% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.78% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio Tim Maurer Simple Money Portfolio | -0.03% | 3.54% | 4.10% | 8.16% | 24.25% | 11.93% | 5.60% | 7.20% |
| Portfolio components: | ||||||||
IWD iShares Russell 1000 Value ETF | -0.59% | 3.70% | 5.87% | 12.20% | 28.19% | 15.19% | 9.55% | 10.78% |
IVV iShares Core S&P 500 ETF | -0.06% | 2.89% | -0.07% | 4.67% | 28.70% | 20.00% | 12.15% | 14.58% |
IWM iShares Russell 2000 ETF | -0.25% | 6.15% | 6.34% | 10.45% | 43.26% | 15.20% | 4.53% | 10.45% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.08% | 0.03% | 0.11% | 0.66% | 4.88% | 3.38% | 0.47% | 1.35% |
EFV iShares MSCI EAFE Value ETF | 0.23% | 6.93% | 8.85% | 19.13% | 43.51% | 21.72% | 13.17% | 9.93% |
IWN iShares Russell 2000 Value ETF | -0.19% | 7.09% | 10.31% | 16.65% | 47.72% | 15.80% | 6.40% | 10.05% |
SCZ iShares MSCI EAFE Small-Cap ETF | 0.33% | 6.40% | 6.81% | 12.29% | 37.50% | 15.37% | 5.24% | 8.12% |
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 +0.51%. At this rate, an investment would double in approximately 11.4 years.
Historically, 62% of months were positive and 38% 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% | 3.03% | 4.10% | ||||||||
| 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 0.71%, 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 57.58% 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
- 0.71%
- Beta
- 0.54
- R²
- 0.85
- Upside Capture
- 57.58%
- 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 80 for risk / return — better than 80% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.12 | 2.23 | +0.89 |
Sortino ratioReturn per unit of downside risk | 4.53 | 3.12 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.42 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 4.55 | 4.05 | +0.50 |
Martin ratioReturn relative to average drawdown | 18.77 | 17.91 | +0.86 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 76 | 2.60 | 3.69 | 1.47 | 5.21 | 21.03 |
IVV iShares Core S&P 500 ETF | 67 | 2.37 | 3.29 | 1.44 | 4.34 | 19.26 |
IWM iShares Russell 2000 ETF | 62 | 2.34 | 3.21 | 1.38 | 4.63 | 16.35 |
IEI iShares 3-7 Year Treasury Bond ETF | 26 | 1.37 | 2.05 | 1.25 | 1.73 | 5.59 |
EFV iShares MSCI EAFE Value ETF | 85 | 3.46 | 4.61 | 1.63 | 5.05 | 20.29 |
IWN iShares Russell 2000 Value ETF | 78 | 2.71 | 3.75 | 1.46 | 6.38 | 21.01 |
SCZ iShares MSCI EAFE Small-Cap ETF | 75 | 2.96 | 4.06 | 1.54 | 4.27 | 17.01 |
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Dividends
Dividend yield
Tim Maurer Simple Money Portfolio provided a 2.86% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.86% | 2.93% | 2.96% | 2.56% | 2.03% | 1.74% | 1.51% | 2.59% | 2.51% | 2.01% | 2.00% | 2.04% |
| Portfolio components: | ||||||||||||
IWD iShares Russell 1000 Value ETF | 1.61% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
IVV iShares Core S&P 500 ETF | 1.18% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
IWM iShares Russell 2000 ETF | 0.97% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.57% | 3.48% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% |
EFV iShares MSCI EAFE Value ETF | 3.82% | 4.16% | 4.66% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.28% | 3.59% |
IWN iShares Russell 2000 Value ETF | 1.55% | 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 | 3.09% | 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 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.29% | Dec 13, 2007 | 310 | Mar 9, 2009 | 398 | Oct 5, 2010 | 708 |
| -21.12% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -20.69% | Nov 8, 2021 | 223 | Sep 27, 2022 | 447 | Jul 10, 2024 | 670 |
| -13.4% | May 2, 2011 | 108 | Oct 3, 2011 | 120 | Mar 26, 2012 | 228 |
| -12.57% | Jan 29, 2018 | 229 | Dec 24, 2018 | 205 | Oct 17, 2019 | 434 |
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
| Benchmark | IEI | SCZ | EFV | IWN | IWM | IVV | IWD | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.25 | 0.77 | 0.78 | 0.82 | 0.85 | 1.00 | 0.92 | 0.89 |
| IEI | -0.25 | 1.00 | -0.14 | -0.20 | -0.25 | -0.24 | -0.25 | -0.27 | -0.10 |
| SCZ | 0.77 | -0.14 | 1.00 | 0.89 | 0.69 | 0.71 | 0.77 | 0.75 | 0.91 |
| EFV | 0.78 | -0.20 | 0.89 | 1.00 | 0.73 | 0.72 | 0.78 | 0.81 | 0.91 |
| IWN | 0.82 | -0.25 | 0.69 | 0.73 | 1.00 | 0.97 | 0.82 | 0.88 | 0.88 |
| IWM | 0.85 | -0.24 | 0.71 | 0.72 | 0.97 | 1.00 | 0.85 | 0.87 | 0.89 |
| IVV | 1.00 | -0.25 | 0.77 | 0.78 | 0.82 | 0.85 | 1.00 | 0.92 | 0.89 |
| IWD | 0.92 | -0.27 | 0.75 | 0.81 | 0.88 | 0.87 | 0.92 | 1.00 | 0.90 |
| Portfolio | 0.89 | -0.10 | 0.91 | 0.91 | 0.88 | 0.89 | 0.89 | 0.90 | 1.00 |
AI Insight on Diversification
The portfolio is moderately diversified but shows signs of concentration in certain equity positions. The correlation matrix reveals that most equity positions (SCZ, EFV, IWN, IWM, IVV, IWD) are highly correlated with each other, with correlations generally above 0.7 and often exceeding 0.8. This high correlation among equity holdings indicates that these positions tend to move together, which limits diversification benefits within the equity portion of the portfolio.
In contrast, the IEI position, which likely represents a bond or fixed income ETF, exhibits low to negative correlations with all equity positions (ranging from about -0.1 to -0.27). This low or negative correlation helps reduce overall portfolio volatility and provides meaningful diversification benefits by offsetting equity risk.
The portfolio’s correlation with individual positions is highest with SCZ, EFV, and IWD (around 0.9), suggesting these holdings have a dominant influence on the portfolio’s overall behavior. The relatively uniform high correlations between the portfolio and these equity ETFs imply that the portfolio’s returns are largely driven by the equity segment rather than fixed income.
Given the strong correlations among equity positions and the portfolio’s high correlation with several of them, the portfolio leans toward concentration in equity risk factors, despite the presence of a diversifying bond component. The bond position (IEI) plays a crucial role in diversification but is relatively small in influence compared to the equity holdings.
Overall, while the portfolio benefits from the inclusion of a lowly correlated fixed income asset, the heavy correlation among equity positions suggests it is not fully diversified across different risk drivers and may be vulnerable to equity market downturns.