Tim Maurer Simple Money Portfolio
The Simple Money Portfolio is a lazy portfolio by Tim Maurer, a Wealth Advisor and Director of Personal Finance for Buckingham and the BAM ALLIANCE. This portfolio was introduced in his book of the same name Simple Money. It is a variation of a traditional 60/40 stocks/bonds portfolio with tilts toward value and small-cap stocks.
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 Quarterly
The earliest data available for this chart is Dec 12, 2007, corresponding to the inception date of SCZ
Returns By Period
As of Nov 20, 2024, the Tim Maurer Simple Money Portfolio returned 7.46% Year-To-Date and 5.27% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Tim Maurer Simple Money Portfolio | 7.35% | -0.76% | 4.33% | 14.21% | 5.43% | 5.25% |
| Portfolio components: | ||||||
IWD iShares Russell 1000 Value ETF | 18.57% | 0.70% | 9.52% | 27.17% | 10.09% | 8.75% |
IVV iShares Core S&P 500 ETF | 25.45% | 1.12% | 12.16% | 32.11% | 15.56% | 13.13% |
IWM iShares Russell 2000 ETF | 15.91% | 3.84% | 12.34% | 31.91% | 9.27% | 8.52% |
IEI iShares 3-7 Year Treasury Bond ETF | 1.69% | -0.90% | 2.77% | 4.69% | -0.01% | 1.13% |
EFV iShares MSCI EAFE Value ETF | 6.28% | -3.81% | -0.59% | 12.75% | 5.88% | 3.92% |
IWN iShares Russell 2000 Value ETF | 12.82% | 3.72% | 11.37% | 28.72% | 9.19% | 7.73% |
SCZ iShares MSCI EAFE Small-Cap ETF | 2.15% | -3.86% | -0.86% | 10.74% | 3.25% | 5.41% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.93% | 1.16% | 2.54% | -3.06% | 3.47% | -0.60% | 4.43% | 1.26% | 1.29% | -2.85% | 7.35% | ||
| 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% |
| 2020 | -1.26% | -4.39% | -9.43% | 5.97% | 3.48% | 1.45% | 1.65% | 3.47% | -1.72% | -1.09% | 9.30% | 3.82% | 10.36% |
| 2019 | 5.24% | 1.71% | 0.41% | 1.93% | -3.29% | 3.76% | -0.44% | -1.08% | 1.85% | 1.91% | 1.28% | 1.98% | 16.08% |
| 2018 | 2.14% | -2.88% | -0.12% | 0.41% | 0.65% | -0.40% | 1.35% | 0.36% | -0.38% | -4.87% | 0.99% | -4.05% | -6.83% |
| 2017 | 1.26% | 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% | 1.83% | 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% |
| 2013 | 3.01% | 0.38% | 1.71% | 1.94% | -0.78% | -1.68% | 3.88% | -1.79% | 4.47% | 2.34% | 1.14% | 0.97% | 16.49% |
Expense Ratio
Tim Maurer Simple Money Portfolio has an expense ratio of 0.23%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Tim Maurer Simple Money Portfolio is 25, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 2.49 | 3.52 | 1.45 | 4.75 | 15.51 |
IVV iShares Core S&P 500 ETF | 2.62 | 3.50 | 1.49 | 3.78 | 17.01 |
IWM iShares Russell 2000 ETF | 1.44 | 2.11 | 1.25 | 1.21 | 7.91 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.11 | 1.63 | 1.20 | 0.43 | 3.29 |
EFV iShares MSCI EAFE Value ETF | 1.01 | 1.41 | 1.17 | 1.61 | 5.08 |
IWN iShares Russell 2000 Value ETF | 1.28 | 1.93 | 1.23 | 1.41 | 6.63 |
SCZ iShares MSCI EAFE Small-Cap ETF | 0.72 | 1.08 | 1.13 | 0.44 | 3.26 |
Dividends
Dividend yield
Tim Maurer Simple Money Portfolio provided a 2.79% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.56% | 2.03% | 1.74% | 1.51% | 2.60% | 2.51% | 2.01% | 2.00% | 2.04% | 2.14% | 1.65% |
| Portfolio components: | ||||||||||||
IWD iShares Russell 1000 Value ETF | 1.79% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
IWM iShares Russell 2000 ETF | 1.11% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.10% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
EFV iShares MSCI EAFE Value ETF | 4.63% | 4.36% | 4.17% | 4.07% | 2.42% | 4.62% | 4.56% | 3.56% | 3.27% | 3.59% | 4.87% | 3.19% |
IWN iShares Russell 2000 Value ETF | 1.73% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% | 1.77% |
SCZ iShares MSCI EAFE Small-Cap ETF | 2.77% | 2.95% | 1.99% | 2.96% | 1.52% | 3.51% | 2.79% | 2.38% | 2.82% | 2.06% | 2.61% | 2.40% |
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.
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 2.15%.
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 current Tim Maurer Simple Money Portfolio volatility is 2.05%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| IEI | SCZ | EFV | IWN | IWM | IVV | IWD | |
|---|---|---|---|---|---|---|---|
| IEI | 1.00 | -0.17 | -0.23 | -0.27 | -0.26 | -0.27 | -0.29 |
| SCZ | -0.17 | 1.00 | 0.89 | 0.70 | 0.72 | 0.78 | 0.76 |
| EFV | -0.23 | 0.89 | 1.00 | 0.74 | 0.74 | 0.80 | 0.82 |
| IWN | -0.27 | 0.70 | 0.74 | 1.00 | 0.97 | 0.83 | 0.88 |
| IWM | -0.26 | 0.72 | 0.74 | 0.97 | 1.00 | 0.86 | 0.87 |
| IVV | -0.27 | 0.78 | 0.80 | 0.83 | 0.86 | 1.00 | 0.93 |
| IWD | -0.29 | 0.76 | 0.82 | 0.88 | 0.87 | 0.93 | 1.00 |