Asset Allocation
Find the right asset allocation for 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs | 1.26% | 0.41% | 5.52% | 5.98% | 13.76% | 10.37% | 4.77% | — |
| Portfolio components: | ||||||||
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 0.35% | -0.17% | 1.35% | 1.49% | 4.72% | 3.92% | 1.01% | 2.56% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 0.52% | 0.55% | 0.42% | 0.97% | 4.47% | 4.05% | 0.05% | 1.54% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 1.92% | -0.47% | 7.79% | 8.33% | 23.12% | 21.32% | 12.61% | — |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 3.19% | 0.25% | 13.24% | 15.08% | 27.98% | 18.68% | 8.37% | 10.14% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 1.25% | 2.24% | 11.50% | 10.33% | 23.65% | 18.01% | 11.38% | — |
VMFXX Vanguard Federal Money Market Fund | 0.00% | 0.30% | 1.50% | 1.82% | 3.95% | 3.35% | 2.39% | — |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 0.42% | 0.76% | 0.56% | 0.91% | 1.74% | 4.15% | 0.30% | 1.77% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, an investment would double in approximately 13.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +5.8%, while the worst month was Sep 2022 at -6.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +2.8%, while the worst single day was Apr 4, 2025 at -2.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.05% | 2.25% | -3.70% | 3.66% | 1.84% | -0.53% | 5.52% | ||||||
| 2025 | 1.83% | 1.34% | -1.02% | 0.44% | 1.74% | 2.41% | -0.01% | 2.02% | 1.79% | 0.86% | 0.75% | 0.31% | 13.15% |
| 2024 | -0.21% | 0.92% | 2.12% | -2.42% | 2.29% | 0.54% | 2.48% | 1.61% | 1.60% | -1.99% | 1.87% | -2.04% | 6.79% |
| 2023 | 4.08% | -2.60% | 2.10% | 0.87% | -1.75% | 2.10% | 1.66% | -1.62% | -2.62% | -1.75% | 5.39% | 4.01% | 9.86% |
| 2022 | -2.03% | -1.65% | -0.70% | -4.26% | 0.76% | -4.30% | 3.54% | -3.07% | -5.97% | 2.79% | 5.79% | -2.21% | -11.35% |
| 2021 | 0.32% | 0.26% | 0.73% | 0.78% | -2.03% | 1.78% | -0.98% | 1.93% | 2.77% |
Benchmark Metrics
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs has an annualized alpha of 0.56%, beta of 0.36, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participated in 54.50% of S&P 500 Index downside but only 41.01% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.36 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
- 0.56%
- Beta
- 0.36
- R²
- 0.73
- Upside Capture
- 41.01%
- Downside Capture
- 54.50%
Expense Ratio
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs has an expense ratio of 0.09%, 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
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs ranks 57 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs 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 | 2.13 | 1.86 | +0.26 |
| Sortino ratioReturn per unit of downside risk | 3.04 | 2.53 | +0.50 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.53 | +0.09 |
| Martin ratioReturn relative to average drawdown | 11.01 | 11.37 | -0.36 |
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 |
|---|---|---|---|---|---|---|
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 48 | 1.52 | 2.33 | 1.27 | 2.46 | 7.79 |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 30 | 1.25 | 1.89 | 1.22 | 1.70 | 4.93 |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 50 | 1.71 | 2.33 | 1.31 | 2.00 | 8.34 |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 65 | 1.88 | 2.57 | 1.35 | 2.54 | 9.81 |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 84 | 2.31 | 3.29 | 1.41 | 3.60 | 13.51 |
VMFXX Vanguard Federal Money Market Fund | — | 3.67 | — | — | — | — |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 9 | 0.64 | 0.92 | 1.11 | 0.67 | 1.84 |
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Dividends
Dividend yield
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs provided a 3.29% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.29% | 3.40% | 3.25% | 3.35% | 2.69% | 2.56% | 1.94% | 2.79% | 2.06% | 1.78% | 1.83% | 1.74% |
| Portfolio components: | ||||||||||||
VAIPX Vanguard Inflation-Protected Securities Fund Admiral Shares | 4.50% | 4.74% | 4.17% | 4.31% | 8.45% | 5.13% | 1.38% | 2.29% | 3.12% | 2.41% | 3.49% | 0.88% |
VBTLX Vanguard Total Bond Market Index Fund Admiral Shares | 3.98% | 3.87% | 3.69% | 3.10% | 2.59% | 1.96% | 2.39% | 2.74% | 2.57% | 2.56% | 2.53% | 2.82% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.82% | 0.85% | 0.99% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% |
VFWAX Vanguard FTSE All-World ex-US Index Fund Admiral Shares | 2.60% | 3.05% | 3.20% | 3.28% | 3.07% | 3.03% | 1.97% | 3.07% | 3.24% | 2.67% | 2.96% | 2.95% |
VHYAX Vanguard High Dividend Yield Index Fund Admiral Shares | 2.19% | 2.42% | 2.72% | 3.09% | 2.98% | 2.74% | 3.16% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VMFXX Vanguard Federal Money Market Fund | 3.87% | 4.14% | 1.63% | 4.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTABX Vanguard Total International Bond Index Fund Admiral Shares | 4.46% | 4.36% | 4.33% | 4.39% | 1.48% | 3.70% | 1.08% | 4.28% | 3.00% | 2.23% | 1.80% | 1.64% |
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 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs. 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 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs was 17.18%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.
The current 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs drawdown is 1.00%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.18%Oct 2022 | 11mo 8d | 1y 7mo | 2y 6moNov 2021 - May 2024 |
2025 selloff2025 | -5.76%Apr 2025 | 1mo 6d | 1mo 4d | 2mo 10dMar 2025 - May 2025 |
2026 pullback2026 | -5.12%Mar 2026 | 25d | 1mo 10d | 2mo 5dMar 2026 - May 2026 |
2025 pullback2025 | -3.32%Jan 2025 | 1mo 5d | 23d | 1mo 28dDec 2024 - Feb 2025 |
2021 pullback2021 | -2.37%Sep 2021 | 27d | 1mo 5d | 2mo 2dSep 2021 - Nov 2021 |
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 7 assets, with an effective number of assets of 5.26, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.22 | 1.31 | 1.33 | 1.33 |
The portfolio has a diversification ratio of 1.33, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFTAX has the highest benchmark correlation at 0.99, while VMFXX has the lowest at 0.04.
Asset Correlations Table
Find what 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs is missing
See which holdings overlap, where 1_20_26 Shannon's Conservative Chat GPT 44/56 Vanguard Portfolio with 6% cash and 6% TIPs is concentrated, and which low-correlation assets could fill the gaps.
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