Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
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 Aug 3, 2026, the Tim Maurer Simple Money Portfolio returned 9.10% Year-To-Date and 7.39% of annualized return in the last 10 years.
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 20.07% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Tim Maurer Simple Money Portfolio | -0.19% | 0.46% | 5.89% | 9.10% | 18.06% | 12.37% | 6.20% | 7.39% | 5.94% |
| Portfolio components: | |||||||||
EFV iShares MSCI EAFE Value ETF | -0.53% | 3.89% | 10.21% | 16.27% | 34.23% | 22.38% | 14.42% | 10.63% | 6.14% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.14% | -0.54% | -0.62% | -0.62% | 1.16% | 3.83% | 0.05% | 1.16% | 2.82% |
IVV iShares Core S&P 500 ETF | 0.69% | 0.25% | 8.53% | 10.13% | 21.55% | 19.40% | 12.82% | 15.11% | 8.45% |
IWD iShares Russell 1000 Value ETF | 0.44% | 2.03% | 15.34% | 20.56% | 32.78% | 17.82% | 11.62% | 11.56% | 8.29% |
IWM iShares Russell 2000 ETF | -0.48% | -2.14% | 12.62% | 18.79% | 36.90% | 15.11% | 6.99% | 10.70% | 8.73% |
IWN iShares Russell 2000 Value ETF | -0.25% | -0.04% | 14.84% | 22.87% | 43.20% | 15.76% | 8.77% | 10.28% | 9.49% |
SCZ iShares MSCI EAFE Small-Cap ETF | -0.56% | 0.50% | 4.04% | 9.73% | 19.33% | 15.04% | 5.28% | 8.23% | 5.52% |
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 +0.53%. At this rate, an investment would double in approximately 10.9 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% | 1.01% | 9.10% | |||||
| 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 0.66%, 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 64.92% of S&P 500 Index downside but only 56.85% 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
- 0.66%
- Beta
- 0.54
- R²
- 0.85
- Upside Capture
- 56.85%
- Downside Capture
- 64.92%
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 76 for risk / return — above 76% of Portfolios peers on PortfoliosLab. Its historical combined result is above most peers.
Risk / Return 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 | 2.06 | 1.42 | +0.64 |
| Sortino ratioReturn per unit of downside risk | 2.99 | 1.98 | +1.01 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.25 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.85 | 2.00 | +0.85 |
| Martin ratioReturn relative to average drawdown | 11.62 | 8.49 | +3.13 |
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 | 88 | 2.38 | 3.28 | 1.43 | 3.14 | 11.73 |
IEI iShares 3-7 Year Treasury Bond ETF | 27 | 0.69 | 1.03 | 1.12 | 0.83 | 1.90 |
IVV iShares Core S&P 500 ETF | 65 | 1.53 | 2.12 | 1.27 | 2.21 | 9.43 |
IWD iShares Russell 1000 Value ETF | 94 | 2.75 | 3.83 | 1.49 | 4.58 | 19.60 |
IWM iShares Russell 2000 ETF | 78 | 1.77 | 2.51 | 1.30 | 3.11 | 11.02 |
IWN iShares Russell 2000 Value ETF | 91 | 2.33 | 3.31 | 1.41 | 4.79 | 17.22 |
SCZ iShares MSCI EAFE Small-Cap ETF | 52 | 1.31 | 1.90 | 1.24 | 1.74 | 6.32 |
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Dividends
Dividend yield
Tim Maurer Simple Money Portfolio provided a 2.87% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.87% | 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 | 4.52% | 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 | 3.38% | 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 | 1.39% | 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 | 1.44% | 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 | 3.18% | 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 0.19%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-36.29%Mar 2009 | 1y 2mo | 1y 7mo | 2y 9moDec 2007 - Oct 2010 | Financial crisis2007–2009 |
-21.12%Mar 2020 | 2mo 2d | 5mo 13d | 7mo 15dJan 2020 - Sep 2020 | COVID crash2020 |
-20.69%Sep 2022 | 10mo 23d | 1y 9mo | 2y 8moNov 2021 - Jul 2024 | Bear market2022 |
-13.40%Oct 2011 | 5mo 4d | 5mo 25d | 10mo 29dMay 2011 - Mar 2012 | — |
-12.57%Dec 2018 | 10mo 29d | 9mo 27d | 1y 8moJan 2018 - Oct 2019 | Rate-hike selloffLate 2018 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
AI Analysis
The gist
The portfolio is a 60% equity / 40% government-bond construction whose equity sleeves diversify by geography and size, while mostly moving as one large equity cluster.
The numbers
- Diversification ratio is 1.18–1.23, ranking from the 31st to 50th percentile: modest benefit, not a structural triumph.
- Effective asset count is 4.4 of 7, reflecting meaningful overlap despite seven tickers.
- Mean correlation is 0.52, with equity correlations reaching 0.97; IEI is the actual diversifier.
The good
- iShares 3–7 Year Treasury Bond ETF (IEI) has correlations between -0.26 and -0.19 with the equity sleeves, giving the portfolio a genuine ballast rather than decorative bond exposure.
- Small-cap, value, international, and broad U.S. equities provide different labels for several useful equity characteristics.
The bad
- iShares Russell 2000 ETF (IWM) and iShares Russell 2000 Value ETF (IWN) correlate at 0.97; the value sleeve is largely a second small-cap sleeve.
- iShares MSCI EAFE Value ETF (EFV) and iShares MSCI EAFE Small-Cap ETF (SCZ) correlate at 0.89, while iShares Russell 1000 Value ETF (IWD) and iShares Core S&P 500 ETF (IVV) reach 0.92.
The ugly
- If global equities sell off together, six positions can behave like one trade while IEI remains the portfolio’s only separate cluster.
Next steps
- Portfolios with this profile are typically complemented by risk drivers outside the equity cycle, not merely more equity categories.
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.
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.
Tim Maurer Simple Money Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (3Y) Balances recent behavior with more history. | 0.79 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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.
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