60/40
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 20% |
SRLN SPDR Blackstone Senior Loan ETF | High Yield Bonds | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 60% |
Performance
Performance Chart
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The earliest data available for this chart is Apr 4, 2013, corresponding to the inception date of SRLN
Returns By Period
As of May 31, 2025, the 60/40 returned 1.24% Year-To-Date and 9.04% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| 60/40 | 1.24% | 4.19% | -0.12% | 11.08% | 11.53% | 9.04% |
| Portfolio components: | ||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.72% | 0.36% | 2.13% | 4.73% | 2.61% | 1.79% |
SRLN SPDR Blackstone Senior Loan ETF | 1.77% | 2.13% | 2.21% | 6.85% | 5.94% | 3.88% |
VOO Vanguard S&P 500 ETF | 0.90% | 6.28% | -1.46% | 14.27% | 15.89% | 12.81% |
Monthly Returns
The table below presents the monthly returns of 60/40, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.79% | -0.69% | -3.45% | -0.45% | 4.19% | 1.24% | |||||||
| 2024 | 1.06% | 3.42% | 2.26% | -2.32% | 3.35% | 2.29% | 0.92% | 1.77% | 1.55% | -0.36% | 4.03% | -1.34% | 17.72% |
| 2023 | 4.41% | -1.48% | 2.28% | 1.20% | 0.30% | 4.60% | 2.30% | -0.73% | -2.84% | -1.28% | 5.97% | 3.30% | 19.11% |
| 2022 | -3.16% | -1.90% | 2.23% | -5.32% | -0.47% | -5.30% | 5.65% | -2.08% | -6.00% | 4.80% | 3.34% | -3.25% | -11.68% |
| 2021 | -0.50% | 1.77% | 2.72% | 3.40% | 0.60% | 1.53% | 1.42% | 2.01% | -2.91% | 4.46% | -0.62% | 3.21% | 18.20% |
| 2020 | -0.03% | -5.22% | -9.59% | 8.19% | 3.50% | 1.30% | 3.97% | 4.61% | -2.30% | -1.68% | 7.12% | 2.70% | 11.69% |
| 2019 | 5.30% | 2.47% | 1.10% | 2.99% | -4.17% | 4.48% | 1.15% | -1.13% | 1.51% | 1.32% | 2.56% | 2.20% | 21.27% |
| 2018 | 3.57% | -2.27% | -1.41% | 0.31% | 1.47% | 0.44% | 2.38% | 2.08% | 0.50% | -4.25% | 1.01% | -5.88% | -2.47% |
| 2017 | 1.09% | 2.45% | 0.11% | 0.71% | 0.95% | 0.41% | 1.41% | 0.19% | 1.36% | 1.58% | 1.94% | 0.90% | 13.88% |
| 2016 | -3.01% | -0.12% | 4.41% | 0.43% | 1.20% | 0.14% | 2.45% | 0.19% | 0.13% | -1.01% | 2.28% | 1.52% | 8.74% |
| 2015 | -1.85% | 3.79% | -0.95% | 0.80% | 0.76% | -1.20% | 1.28% | -3.89% | -1.64% | 4.95% | 0.02% | -1.24% | 0.51% |
| 2014 | -2.05% | 2.69% | 0.56% | 0.41% | 1.43% | 1.41% | -0.86% | 2.40% | -0.97% | 1.62% | 1.84% | -0.29% | 8.38% |
Expense Ratio
60/40 has an expense ratio of 0.19%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 60/40 is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.88 | 301.00 | 208.79 | 435.17 | 4,890.74 |
SRLN SPDR Blackstone Senior Loan ETF | 1.78 | 2.58 | 1.55 | 1.60 | 9.71 |
VOO Vanguard S&P 500 ETF | 0.74 | 1.04 | 1.15 | 0.68 | 2.58 |
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Dividends
Dividend yield
60/40 provided a 3.36% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.36% | 3.47% | 3.55% | 2.43% | 1.64% | 1.97% | 2.62% | 2.56% | 2.01% | 2.01% | 2.15% | 1.84% |
| Portfolio components: | ||||||||||||
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.68% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% |
SRLN SPDR Blackstone Senior Loan ETF | 8.24% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 60/40. 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 60/40 was 25.08%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current 60/40 drawdown is 1.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -16.04% | Jan 4, 2022 | 187 | Sep 30, 2022 | 199 | Jul 19, 2023 | 386 |
| -12.78% | Sep 21, 2018 | 65 | Dec 24, 2018 | 69 | Apr 4, 2019 | 134 |
| -12.02% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -8.88% | Jul 21, 2015 | 143 | Feb 11, 2016 | 74 | May 27, 2016 | 217 |
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 3 assets, with an effective number of assets of 2.27, 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
| ^GSPC | BIL | SRLN | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.46 | 1.00 | 0.99 |
| BIL | 0.00 | 1.00 | 0.03 | 0.00 | 0.01 |
| SRLN | 0.46 | 0.03 | 1.00 | 0.46 | 0.50 |
| VOO | 1.00 | 0.00 | 0.46 | 1.00 | 1.00 |
| Portfolio | 0.99 | 0.01 | 0.50 | 1.00 | 1.00 |