Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Max DeLyon 401K, 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 Aug 17, 2015, corresponding to the inception date of SSMHX
Returns By Period
As of Apr 3, 2026, the Max DeLyon 401K returned -1.47% Year-To-Date and 11.66% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Max DeLyon 401K | 0.06% | -2.89% | -1.47% | 0.81% | 18.60% | 16.04% | 8.79% | 11.66% |
| Portfolio components: | ||||||||
BHYIX BlackRock High Yield Bond Portfolio Institutional Shares | 0.42% | -0.98% | -0.61% | 0.88% | 7.33% | 8.66% | 4.30% | 6.04% |
HAOYX The Hartford International Opportunities Fund | 1.57% | -2.26% | 0.56% | 4.63% | 22.53% | 14.58% | 6.49% | 8.48% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 0.71% | -3.21% | -0.48% | -0.83% | 19.89% | 13.72% | 3.77% | 10.83% |
NAESX Vanguard Small Cap Index Fund | 0.62% | -3.48% | 2.50% | 3.36% | 17.99% | 13.11% | 5.34% | 10.43% |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 18, 2015, Max DeLyon 401K's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Max DeLyon 401K closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 16, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.53% | 1.08% | -5.89% | 1.02% | -1.47% | ||||||||
| 2025 | 3.47% | -0.93% | -4.16% | 0.13% | 5.70% | 4.39% | 0.82% | 3.03% | 2.96% | 1.51% | 0.64% | 0.74% | 19.48% |
| 2024 | -0.09% | 4.48% | 3.43% | -3.51% | 4.43% | 1.54% | 2.26% | 2.25% | 1.58% | -1.58% | 5.38% | -3.83% | 17.04% |
| 2023 | 7.50% | -2.92% | 1.85% | 0.80% | -0.74% | 6.02% | 3.43% | -2.94% | -4.23% | -2.71% | 8.67% | 5.46% | 20.88% |
| 2022 | -5.57% | -2.34% | 1.91% | -8.18% | 0.37% | -8.50% | 7.83% | -3.74% | -8.96% | 6.57% | 7.09% | -4.42% | -18.31% |
| 2021 | -0.47% | 3.17% | 2.22% | 4.30% | 0.90% | 1.44% | 0.88% | 2.63% | -3.94% | 5.39% | -2.35% | 3.74% | 18.97% |
Benchmark Metrics
Max DeLyon 401K has an annualized alpha of 0.17%, beta of 0.91, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since August 18, 2015.
- This portfolio participated in 95.60% of S&P 500 Index downside but only 92.63% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.91 and R² of 0.96, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 0.17%
- Beta
- 0.91
- R²
- 0.96
- Upside Capture
- 92.63%
- Downside Capture
- 95.60%
Expense Ratio
Max DeLyon 401K has an expense ratio of 0.27%, 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
Max DeLyon 401K ranks 39 for risk / return — below 39% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.11 | 0.88 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.65 | 1.37 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.39 | +0.26 |
Martin ratioReturn relative to average drawdown | 7.63 | 6.43 | +1.20 |
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 | |
|---|---|---|---|---|---|---|
BHYIX BlackRock High Yield Bond Portfolio Institutional Shares | 89 | 1.95 | 2.79 | 1.45 | 2.34 | 10.52 |
HAOYX The Hartford International Opportunities Fund | 66 | 1.35 | 1.86 | 1.27 | 1.98 | 7.58 |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 45 | 0.97 | 1.49 | 1.21 | 1.56 | 6.54 |
NAESX Vanguard Small Cap Index Fund | 40 | 0.92 | 1.41 | 1.19 | 1.42 | 6.09 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
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Dividends
Dividend yield
Max DeLyon 401K provided a 3.91% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.91% | 3.92% | 1.57% | 1.78% | 1.71% | 5.38% | 1.61% | 2.16% | 3.30% | 3.06% | 2.03% | 2.32% |
| Portfolio components: | ||||||||||||
BHYIX BlackRock High Yield Bond Portfolio Institutional Shares | 6.58% | 7.05% | 7.46% | 6.15% | 4.91% | 4.73% | 5.12% | 5.70% | 6.33% | 5.82% | 5.96% | 6.33% |
HAOYX The Hartford International Opportunities Fund | 7.88% | 7.92% | 1.54% | 1.59% | 0.89% | 10.25% | 0.64% | 1.57% | 4.24% | 4.94% | 1.48% | 2.69% |
SSMHX State Street Small/Mid Cap Equity Index Portfolio | 7.16% | 7.12% | 0.00% | 1.56% | 2.31% | 16.30% | 2.91% | 3.65% | 6.43% | 4.01% | 1.71% | 0.73% |
NAESX Vanguard Small Cap Index Fund | 1.21% | 1.22% | 1.19% | 1.43% | 1.41% | 1.12% | 1.05% | 1.27% | 1.53% | 1.24% | 1.39% | 1.35% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 Max DeLyon 401K. 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 Max DeLyon 401K was 34.29%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Max DeLyon 401K drawdown is 5.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -26.16% | Nov 9, 2021 | 236 | Oct 14, 2022 | 331 | Feb 9, 2024 | 567 |
| -19.38% | Jan 29, 2018 | 229 | Dec 24, 2018 | 86 | Apr 30, 2019 | 315 |
| -17.05% | Feb 19, 2025 | 35 | Apr 8, 2025 | 41 | Jun 6, 2025 | 76 |
| -15.18% | Aug 18, 2015 | 123 | Feb 11, 2016 | 104 | Jul 12, 2016 | 227 |
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 5 assets, with an effective number of assets of 3.00, 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 | BHYIX | HAOYX | NAESX | SSMHX | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.50 | 0.80 | 0.86 | 0.86 | 1.00 | 0.97 |
| BHYIX | 0.50 | 1.00 | 0.53 | 0.51 | 0.51 | 0.50 | 0.56 |
| HAOYX | 0.80 | 0.53 | 1.00 | 0.75 | 0.75 | 0.80 | 0.89 |
| NAESX | 0.86 | 0.51 | 0.75 | 1.00 | 0.97 | 0.86 | 0.91 |
| SSMHX | 0.86 | 0.51 | 0.75 | 0.97 | 1.00 | 0.86 | 0.92 |
| VOO | 1.00 | 0.50 | 0.80 | 0.86 | 0.86 | 1.00 | 0.97 |
| Portfolio | 0.97 | 0.56 | 0.89 | 0.91 | 0.92 | 0.97 | 1.00 |