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

Asset Allocation


IEI 40%EFV 15%SCZ 15%IWD 7.5%IVV 7.5%IWM 7.5%IWN 7.5%BondBondEquityEquity
PositionCategory/SectorWeight
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds

40%

EFV
iShares MSCI EAFE Value ETF
Foreign Large Cap Equities

15%

SCZ
iShares MSCI EAFE Small-Cap ETF
Foreign Small & Mid Cap Equities

15%

IWD
iShares Russell 1000 Value ETF
Large Cap Blend Equities

7.50%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

7.50%

IWM
iShares Russell 2000 ETF
Small Cap Growth Equities

7.50%

IWN
iShares Russell 2000 Value ETF
Small Cap Blend Equities

7.50%

S&P 500

Expense Ratio

The Tim Maurer Simple Money Portfolio has a high expense ratio of 0.23%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.39%
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.03%

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IEISCZEFVIWNIWMIVVIWD
IEI1.00-0.19-0.25-0.29-0.28-0.29-0.31
SCZ-0.191.000.890.700.720.780.77
EFV-0.250.891.000.740.740.810.83
IWN-0.290.700.741.000.970.840.88
IWM-0.280.720.740.971.000.860.87
IVV-0.290.780.810.840.861.000.94
IWD-0.310.770.830.880.870.941.00

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


100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
115.74%
244.22%
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

As of Mar 16, 2024, the Tim Maurer Simple Money Portfolio returned 0.78% Year-To-Date and 4.66% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.28%2.23%14.98%30.65%12.59%10.61%
Tim Maurer Simple Money Portfolio0.78%1.43%7.32%11.98%5.17%4.77%
IWD
iShares Russell 1000 Value ETF
5.20%3.12%11.24%21.96%9.46%8.58%
IVV
iShares Core S&P 500 ETF
7.45%2.25%15.60%32.63%14.52%12.68%
IWM
iShares Russell 2000 ETF
0.85%0.37%11.91%19.97%7.09%6.93%
IEI
iShares 3-7 Year Treasury Bond ETF
-1.29%0.06%2.65%0.26%0.29%1.07%
EFV
iShares MSCI EAFE Value ETF
2.38%3.71%8.24%22.40%5.55%3.48%
IWN
iShares Russell 2000 Value ETF
-2.38%-0.46%9.77%16.91%6.85%6.10%
SCZ
iShares MSCI EAFE Small-Cap ETF
0.74%2.99%9.08%13.28%4.19%4.73%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.93%1.16%
2023-2.12%-2.83%-2.85%6.01%5.38%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.64
Tim Maurer Simple Money Portfolio
1.36
IWD
iShares Russell 1000 Value ETF
1.82
IVV
iShares Core S&P 500 ETF
2.80
IWM
iShares Russell 2000 ETF
0.92
IEI
iShares 3-7 Year Treasury Bond ETF
0.08
EFV
iShares MSCI EAFE Value ETF
1.66
IWN
iShares Russell 2000 Value ETF
0.72
SCZ
iShares MSCI EAFE Small-Cap ETF
0.94

Sharpe Ratio

The current Tim Maurer Simple Money Portfolio Sharpe ratio is 1.36. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.36

The Sharpe ratio of Tim Maurer Simple Money Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
1.36
2.64
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Tim Maurer Simple Money Portfolio granted a 2.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Tim Maurer Simple Money Portfolio2.61%2.56%2.03%1.74%1.51%2.60%2.50%2.01%2.00%2.03%2.14%1.65%
IWD
iShares Russell 1000 Value ETF
1.92%2.02%2.15%1.62%2.05%2.45%2.71%2.08%2.25%2.47%2.00%1.95%
IVV
iShares Core S&P 500 ETF
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
IWM
iShares Russell 2000 ETF
1.33%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
2.57%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
4.26%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%4.87%3.19%
IWN
iShares Russell 2000 Value ETF
2.09%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
2.93%2.96%1.99%2.96%1.52%3.51%2.79%2.38%2.82%2.06%2.61%2.39%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-2.86%
-1.12%
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components

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 2.86%.


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, 2022
-13.4%May 2, 2011108Oct 3, 2011120Mar 26, 2012228
-12.57%Jan 29, 2018229Dec 24, 2018205Oct 17, 2019434

Volatility

Volatility Chart

The current Tim Maurer Simple Money Portfolio volatility is 1.84%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
1.84%
3.36%
Tim Maurer Simple Money Portfolio
Benchmark (^GSPC)
Portfolio components
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