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 Jul 14, 2026, the Tim Maurer Simple Money Portfolio returned 8.10% Year-To-Date and 7.33% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.79% | 1.13% | 7.71% | 9.79% | 20.06% | 18.60% | 11.43% | 13.27% |
Portfolio Tim Maurer Simple Money Portfolio | -0.44% | 0.25% | 5.78% | 8.10% | 16.53% | 12.28% | 6.10% | 7.33% |
| Portfolio components: | ||||||||
EFV iShares MSCI EAFE Value ETF | -0.46% | 1.46% | 9.84% | 12.17% | 28.73% | 21.37% | 13.47% | 10.22% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.27% | -0.34% | -0.58% | -0.64% | 2.35% | 3.57% | 0.15% | 1.20% |
IVV iShares Core S&P 500 ETF | -0.73% | 1.27% | 8.36% | 10.46% | 21.57% | 20.16% | 13.01% | 15.14% |
IWD iShares Russell 1000 Value ETF | 0.32% | 2.59% | 14.53% | 18.54% | 28.21% | 18.08% | 11.41% | 11.25% |
IWM iShares Russell 2000 ETF | -0.85% | 0.42% | 12.70% | 19.72% | 33.75% | 16.65% | 7.37% | 10.76% |
IWN iShares Russell 2000 Value ETF | -0.09% | 1.03% | 15.43% | 22.06% | 35.48% | 17.20% | 8.77% | 10.09% |
SCZ iShares MSCI EAFE Small-Cap ETF | -1.07% | -1.65% | 3.78% | 7.89% | 17.29% | 14.21% | 5.04% | 8.33% |
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, 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% | 4.73% | 1.94% | 0.13% | 0.09% | 8.10% | |||||
| 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 0.60%, 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 65.31% of S&P 500 Index downside but only 56.87% 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
- 0.60%
- Beta
- 0.54
- R²
- 0.85
- Upside Capture
- 56.87%
- Downside Capture
- 65.31%
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 62 for risk / return — better than 62% 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
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 | 1.90 | 1.61 | +0.29 |
| Sortino ratioReturn per unit of downside risk | 2.76 | 2.22 | +0.54 |
| Omega ratioGain probability vs. loss probability | 1.35 | 1.29 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.64 | 2.21 | +0.42 |
| Martin ratioReturn relative to average drawdown | 10.64 | 9.61 | +1.03 |
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 | 74 | 1.99 | 2.79 | 1.36 | 2.65 | 9.73 |
IEI iShares 3-7 Year Treasury Bond ETF | 24 | 0.78 | 1.16 | 1.13 | 0.95 | 2.38 |
IVV iShares Core S&P 500 ETF | 66 | 1.72 | 2.38 | 1.31 | 2.44 | 10.60 |
IWD iShares Russell 1000 Value ETF | 91 | 2.50 | 3.51 | 1.45 | 4.18 | 17.33 |
IWM iShares Russell 2000 ETF | 69 | 1.74 | 2.47 | 1.29 | 3.07 | 10.87 |
IWN iShares Russell 2000 Value ETF | 83 | 2.02 | 2.89 | 1.35 | 4.22 | 14.24 |
SCZ iShares MSCI EAFE Small-Cap ETF | 40 | 1.16 | 1.70 | 1.21 | 1.52 | 5.58 |
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Dividends
Dividend yield
Tim Maurer Simple Money Portfolio provided a 3.02% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.02% | 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 | 4.68% | 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 | 3.68% | 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 | 1.09% | 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 | 1.41% | 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 | 0.91% | 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 | 1.45% | 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 | 3.23% | 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 0.95%.
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 broad equity value-and-small-cap bet, wrapped around a very large government-bond sleeve in IEI. In practice, it is less a diversified set of independent views than one equity factor cluster plus one ballast asset.
The numbers
- Diversification ratio: 1.23 in the 44th percentile incept, with 1Y at 1.18 in the 31st percentile; the diversification benefit is real, but only modest.
- Effective asset count is 4.4 of 7, which says the weights are spread out, though the correlation math still treats many of them as one trade wearing different tickers.
- Mean pairwise correlation is 0.52, with equity pairs clustering very tightly and IEI standing apart; that is the whole portfolio in one statistic.
The good
- IEI, at 40%, gives the portfolio a genuine offset to equity drawdowns, and its -0.08 portfolio correlation is doing actual work rather than decorative work.
- The equity sleeve is at least internally coherent: U.S. value, U.S. small cap, foreign value, and foreign small/mid cap are all reasonably related exposures.
The bad
- IWM (iShares Russell 2000 ETF) and IWN (iShares Russell 2000 Value ETF) correlate at 0.97; that is almost the same position with different labels.
- IWD and IVV also sit at 0.92, so the large-cap value and broad-market sleeves are not pulling far apart from each other.
- SCZ, EFV, IWN, IWM, IVV, and IWD form one equity cluster, so the portfolio’s six non-bond positions mostly move as a unit.
The ugly
- If rates rise while equities weaken, IEI stops being the comforting counterweight and the portfolio’s main diversification mechanism gets tested at the same moment as its equity cluster.
Next steps
- Portfolios with this structure are typically made more distinct by separating bond duration risk from equity factor risk more cleanly.
- The data suggest that the equity sleeve is expressing one broad value/small-cap thesis more than several independent ones.
- The shorter-window DR weakness hints that recent correlation has become a bit less helpful, which is a familiar way for diversification to turn into a polite rumor.
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 | 0.81 |
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 -0.24.
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