C&M Shift 60/40
60/40 Balanced
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in C&M Shift 60/40, 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 Jun 12, 2014, corresponding to the inception date of IUSB
Returns By Period
As of Jul 22, 2024, the C&M Shift 60/40 returned 8.06% Year-To-Date and 6.95% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| C&M Shift 60/40 | 8.59% | 1.70% | 8.85% | 13.42% | 8.25% | 7.03% |
| Portfolio components: | ||||||
SWVXX Schwab Value Advantage Money Fund | 2.39% | 0.39% | 2.17% | 4.88% | 2.04% | 1.36% |
IWF iShares Russell 1000 Growth ETF | 21.63% | 1.05% | 17.43% | 32.09% | 18.60% | 16.15% |
IVV iShares Core S&P 500 ETF | 17.29% | 1.79% | 14.98% | 23.75% | 14.88% | 12.90% |
EFA iShares MSCI EAFE ETF | 7.92% | 2.53% | 9.96% | 11.56% | 7.08% | 4.58% |
IWD iShares Russell 1000 Value ETF | 9.88% | 2.97% | 10.23% | 12.66% | 9.16% | 8.29% |
IGE iShares North American Natural Resources ETF | 10.40% | 2.73% | 14.97% | 11.66% | 12.14% | 1.83% |
IWN iShares Russell 2000 Value ETF | 9.81% | 12.91% | 13.28% | 16.29% | 9.23% | 7.60% |
IGF iShares Global Infrastructure ETF | 7.40% | 3.18% | 12.22% | 7.60% | 4.57% | 4.19% |
IUSB iShares Core Total USD Bond Market ETF | 0.99% | 0.65% | 2.26% | 4.50% | 0.25% | 1.70% |
MBB iShares MBS Bond ETF | 0.46% | 0.51% | 2.20% | 3.44% | -0.60% | 0.94% |
TFLO iShares Treasury Floating Rate Bond ETF | 3.07% | 0.37% | 2.74% | 5.38% | 2.27% | 1.59% |
TLT iShares 20+ Year Treasury Bond ETF | -4.56% | -1.22% | 0.50% | -5.14% | -4.51% | 0.22% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.02% | 0.46% | 1.64% | 4.91% | 0.49% | 2.35% |
IYW iShares U.S. Technology ETF | 22.93% | 0.24% | 16.89% | 36.92% | 24.23% | 20.62% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 3.28% | 0.78% | 5.60% | 8.18% | -0.35% | 2.10% |
Monthly Returns
The table below presents the monthly returns of C&M Shift 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.24% | 2.04% | 2.52% | -3.04% | 3.45% | 1.45% | 8.59% | ||||||
| 2023 | 5.51% | -2.43% | 2.72% | 0.95% | -0.57% | 3.62% | 2.20% | -1.48% | -3.38% | -2.16% | 6.78% | 4.38% | 16.68% |
| 2022 | -3.11% | -1.49% | 1.08% | -6.28% | 0.85% | -5.84% | 5.85% | -3.33% | -7.02% | 4.22% | 5.34% | -3.42% | -13.37% |
| 2021 | -0.42% | 1.45% | 1.63% | 2.98% | 0.90% | 1.53% | 1.00% | 1.35% | -2.46% | 3.71% | -1.00% | 2.12% | 13.41% |
| 2020 | 0.15% | -4.03% | -8.47% | 7.95% | 3.34% | 1.81% | 3.25% | 3.41% | -2.53% | -1.48% | 7.67% | 2.70% | 13.28% |
| 2019 | 5.32% | 1.84% | 1.60% | 2.02% | -3.15% | 4.20% | 0.55% | -0.28% | 1.00% | 1.33% | 1.74% | 1.94% | 19.42% |
| 2018 | 2.42% | -2.87% | -0.60% | 0.40% | 1.59% | 0.11% | 1.72% | 1.27% | 0.00% | -4.87% | 0.73% | -3.85% | -4.17% |
| 2017 | 1.19% | 1.82% | 0.53% | 0.93% | 1.02% | 0.21% | 1.46% | 0.40% | 1.34% | 1.28% | 1.31% | 0.98% | 13.20% |
| 2016 | -2.59% | 0.08% | 4.46% | 0.97% | 0.68% | 0.78% | 2.56% | 0.20% | 0.41% | -1.58% | 0.86% | 1.30% | 8.24% |
| 2015 | -0.30% | 2.79% | -0.52% | 0.80% | 0.08% | -1.82% | 0.73% | -3.44% | -1.68% | 4.70% | 0.05% | -1.91% | -0.78% |
| 2014 | 1.16% | -1.27% | 2.33% | -1.97% | 1.27% | 0.95% | -0.49% | 1.92% |
Expense Ratio
C&M Shift 60/40 has an expense ratio of 0.17%, 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 C&M Shift 60/40 is 50, 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 | |
|---|---|---|---|---|---|
SWVXX Schwab Value Advantage Money Fund | 3.36 | — | — | — | — |
IWF iShares Russell 1000 Growth ETF | 2.17 | 2.94 | 1.38 | 2.05 | 11.23 |
IVV iShares Core S&P 500 ETF | 2.15 | 3.02 | 1.38 | 2.09 | 8.38 |
EFA iShares MSCI EAFE ETF | 0.95 | 1.42 | 1.17 | 0.78 | 2.81 |
IWD iShares Russell 1000 Value ETF | 1.24 | 1.81 | 1.22 | 1.06 | 3.56 |
IGE iShares North American Natural Resources ETF | 0.75 | 1.14 | 1.14 | 1.21 | 2.61 |
IWN iShares Russell 2000 Value ETF | 0.84 | 1.38 | 1.16 | 0.65 | 2.59 |
IGF iShares Global Infrastructure ETF | 0.63 | 0.97 | 1.12 | 0.48 | 1.63 |
IUSB iShares Core Total USD Bond Market ETF | 0.83 | 1.25 | 1.14 | 0.31 | 2.69 |
MBB iShares MBS Bond ETF | 0.52 | 0.79 | 1.09 | 0.23 | 1.55 |
TFLO iShares Treasury Floating Rate Bond ETF | 15.37 | 60.18 | 16.10 | 133.96 | 945.58 |
TLT iShares 20+ Year Treasury Bond ETF | -0.19 | -0.15 | 0.98 | -0.07 | -0.41 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.69 | 1.06 | 1.12 | 0.26 | 1.96 |
IYW iShares U.S. Technology ETF | 1.92 | 2.55 | 1.33 | 2.82 | 9.79 |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 1.02 | 1.55 | 1.18 | 0.40 | 3.28 |
Dividends
Dividend yield
C&M Shift 60/40 granted a 2.40% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| C&M Shift 60/40 | 2.40% | 2.36% | 1.98% | 1.46% | 1.69% | 2.33% | 2.32% | 1.88% | 2.03% | 2.01% | 1.78% | 1.39% |
| Portfolio components: | ||||||||||||
SWVXX Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWF iShares Russell 1000 Growth ETF | 0.54% | 0.67% | 0.91% | 0.49% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.32% | 1.29% |
IVV iShares Core S&P 500 ETF | 1.29% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
EFA iShares MSCI EAFE ETF | 2.91% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
IWD iShares Russell 1000 Value ETF | 1.90% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.08% | 2.25% | 2.47% | 2.00% | 1.95% |
IGE iShares North American Natural Resources ETF | 2.55% | 2.85% | 2.96% | 2.92% | 3.34% | 5.50% | 2.61% | 2.05% | 1.61% | 2.99% | 1.78% | 1.46% |
IWN iShares Russell 2000 Value ETF | 1.82% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% | 1.77% |
IGF iShares Global Infrastructure ETF | 3.50% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% | 3.00% | 3.45% |
IUSB iShares Core Total USD Bond Market ETF | 3.74% | 3.46% | 2.53% | 1.74% | 2.45% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% | 1.39% | 0.00% |
MBB iShares MBS Bond ETF | 3.69% | 3.40% | 2.31% | 1.05% | 2.10% | 2.77% | 2.64% | 2.23% | 2.58% | 2.66% | 1.72% | 1.27% |
TFLO iShares Treasury Floating Rate Bond ETF | 5.30% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% | 0.08% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 3.84% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.33% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% | 3.83% |
IYW iShares U.S. Technology ETF | 0.32% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 4.84% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% | 4.75% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the C&M Shift 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 C&M Shift 60/40 was 21.21%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current C&M Shift 60/40 drawdown is 1.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -18.94% | Nov 9, 2021 | 235 | Oct 14, 2022 | 300 | Dec 19, 2023 | 535 |
| -11.08% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -9.84% | Apr 27, 2015 | 202 | Feb 11, 2016 | 81 | Jun 8, 2016 | 283 |
| -6.31% | Jan 29, 2018 | 9 | Feb 8, 2018 | 137 | Aug 24, 2018 | 146 |
Volatility
Volatility Chart
The current C&M Shift 60/40 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.
Diversification
Asset Correlations Table
| SWVXX | TFLO | MBB | IUSB | TLT | LQD | IGE | IYW | EMB | IWN | IGF | IWF | EFA | IWD | IVV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SWVXX | 1.00 | -0.02 | -0.01 | -0.01 | -0.03 | -0.03 | -0.00 | 0.01 | -0.02 | 0.03 | -0.01 | 0.01 | 0.01 | 0.03 | 0.02 |
| TFLO | -0.02 | 1.00 | 0.01 | -0.01 | -0.01 | -0.02 | -0.04 | -0.03 | -0.04 | -0.04 | -0.04 | -0.03 | -0.05 | -0.05 | -0.04 |
| MBB | -0.01 | 0.01 | 1.00 | 0.81 | 0.75 | 0.77 | -0.06 | 0.01 | 0.46 | -0.04 | 0.14 | 0.01 | 0.04 | -0.05 | -0.01 |
| IUSB | -0.01 | -0.01 | 0.81 | 1.00 | 0.79 | 0.84 | -0.05 | 0.06 | 0.53 | -0.01 | 0.17 | 0.07 | 0.07 | -0.02 | 0.03 |
| TLT | -0.03 | -0.01 | 0.75 | 0.79 | 1.00 | 0.80 | -0.23 | -0.13 | 0.35 | -0.22 | -0.03 | -0.13 | -0.16 | -0.24 | -0.19 |
| LQD | -0.03 | -0.02 | 0.77 | 0.84 | 0.80 | 1.00 | 0.02 | 0.16 | 0.60 | 0.08 | 0.25 | 0.18 | 0.16 | 0.09 | 0.14 |
| IGE | -0.00 | -0.04 | -0.06 | -0.05 | -0.23 | 0.02 | 1.00 | 0.41 | 0.32 | 0.68 | 0.63 | 0.45 | 0.61 | 0.73 | 0.59 |
| IYW | 0.01 | -0.03 | 0.01 | 0.06 | -0.13 | 0.16 | 0.41 | 1.00 | 0.42 | 0.59 | 0.53 | 0.95 | 0.68 | 0.66 | 0.88 |
| EMB | -0.02 | -0.04 | 0.46 | 0.53 | 0.35 | 0.60 | 0.32 | 0.42 | 1.00 | 0.37 | 0.53 | 0.46 | 0.53 | 0.42 | 0.47 |
| IWN | 0.03 | -0.04 | -0.04 | -0.01 | -0.22 | 0.08 | 0.68 | 0.59 | 0.37 | 1.00 | 0.64 | 0.65 | 0.70 | 0.87 | 0.78 |
| IGF | -0.01 | -0.04 | 0.14 | 0.17 | -0.03 | 0.25 | 0.63 | 0.53 | 0.53 | 0.64 | 1.00 | 0.60 | 0.78 | 0.75 | 0.70 |
| IWF | 0.01 | -0.03 | 0.01 | 0.07 | -0.13 | 0.18 | 0.45 | 0.95 | 0.46 | 0.65 | 0.60 | 1.00 | 0.73 | 0.74 | 0.94 |
| EFA | 0.01 | -0.05 | 0.04 | 0.07 | -0.16 | 0.16 | 0.61 | 0.68 | 0.53 | 0.70 | 0.78 | 0.73 | 1.00 | 0.79 | 0.81 |
| IWD | 0.03 | -0.05 | -0.05 | -0.02 | -0.24 | 0.09 | 0.73 | 0.66 | 0.42 | 0.87 | 0.75 | 0.74 | 0.79 | 1.00 | 0.90 |
| IVV | 0.02 | -0.04 | -0.01 | 0.03 | -0.19 | 0.14 | 0.59 | 0.88 | 0.47 | 0.78 | 0.70 | 0.94 | 0.81 | 0.90 | 1.00 |