C&M S 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 S 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 Apr 26, 2011, corresponding to the inception date of FLTR
Returns By Period
As of Dec 19, 2024, the C&M S 60/40 returned 11.25% Year-To-Date and 6.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
| C&M S 60/40 | 11.65% | -0.87% | 4.67% | 12.02% | 7.54% | 6.53% |
| Portfolio components: | ||||||
SWVXX Schwab Value Advantage Money Fund | 4.30% | 0.38% | 2.28% | 5.01% | 2.22% | 1.50% |
IWF iShares Russell 1000 Growth ETF | 35.03% | 3.56% | 12.18% | 35.20% | 18.46% | 16.01% |
IVV iShares Core S&P 500 ETF | 25.92% | -0.18% | 9.27% | 26.40% | 14.20% | 12.55% |
EFA iShares MSCI EAFE ETF | 2.79% | -1.47% | -2.34% | 3.64% | 4.43% | 4.75% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 7.16% | 0.52% | 3.08% | 7.26% | 3.33% | 2.73% |
AGG iShares Core U.S. Aggregate Bond ETF | 1.37% | -0.16% | 1.37% | 1.81% | -0.30% | 1.32% |
IWD iShares Russell 1000 Value ETF | 14.42% | -4.90% | 7.23% | 15.10% | 8.30% | 7.92% |
IGE iShares North American Natural Resources ETF | 5.48% | -11.80% | -1.85% | 4.46% | 9.94% | 3.76% |
IWN iShares Russell 2000 Value ETF | 7.59% | -5.90% | 10.63% | 7.11% | 6.80% | 6.70% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 1.00% | -0.52% | 1.45% | 1.51% | -0.20% | 2.24% |
IGF iShares Global Infrastructure ETF | 13.96% | -4.73% | 9.47% | 14.22% | 4.40% | 4.83% |
TIP iShares TIPS Bond ETF | 1.64% | -0.75% | 0.65% | 1.71% | 1.61% | 2.03% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of C&M S 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 | 0.21% | 2.29% | 2.41% | -2.22% | 2.95% | 1.06% | 1.74% | 1.34% | 1.18% | -0.96% | 3.15% | 11.65% | |
| 2023 | 4.54% | -1.79% | 1.77% | 1.01% | -0.58% | 3.51% | 2.25% | -1.21% | -2.51% | -1.62% | 5.40% | 3.50% | 14.80% |
| 2022 | -2.43% | -0.99% | 1.56% | -4.94% | 0.81% | -5.23% | 5.06% | -2.49% | -5.80% | 4.56% | 4.22% | -2.86% | -8.97% |
| 2021 | -0.23% | 1.81% | 1.97% | 2.62% | 0.91% | 1.03% | 0.70% | 1.24% | -2.04% | 3.42% | -1.18% | 2.19% | 13.04% |
| 2020 | -0.39% | -4.31% | -8.86% | 7.63% | 3.04% | 1.51% | 2.77% | 3.40% | -2.37% | -1.25% | 7.25% | 2.61% | 10.25% |
| 2019 | 5.01% | 1.79% | 1.13% | 1.94% | -3.24% | 3.76% | 0.38% | -0.79% | 1.17% | 1.28% | 1.64% | 1.91% | 16.94% |
| 2018 | 2.51% | -2.63% | -0.69% | 0.68% | 1.23% | 0.21% | 1.67% | 1.02% | 0.14% | -4.37% | 0.65% | -4.18% | -3.96% |
| 2017 | 1.07% | 1.57% | 0.50% | 0.70% | 0.79% | 0.34% | 1.31% | 0.10% | 1.46% | 1.04% | 1.36% | 0.86% | 11.66% |
| 2016 | -2.72% | -0.18% | 4.15% | 1.03% | 0.57% | 0.34% | 2.14% | 0.15% | 0.41% | -1.35% | 1.50% | 1.26% | 7.36% |
| 2015 | -0.82% | 2.81% | -0.64% | 0.93% | 0.13% | -1.44% | 0.57% | -3.38% | -1.70% | 4.34% | 0.01% | -1.74% | -1.15% |
| 2014 | -1.81% | 2.79% | 0.30% | 0.60% | 1.28% | 1.42% | -1.29% | 1.93% | -1.79% | 0.95% | 0.69% | -0.50% | 4.56% |
| 2013 | 2.61% | 0.35% | 1.83% | 1.24% | 0.23% | -1.35% | 3.08% | -1.48% | 2.67% | 2.36% | 1.04% | 1.30% | 14.67% |
Expense Ratio
C&M S 60/40 has an expense ratio of 0.14%, 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 S 60/40 is 56, 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 | |
|---|---|---|---|---|---|
SWVXX Schwab Value Advantage Money Fund | 3.36 | — | — | — | — |
IWF iShares Russell 1000 Growth ETF | 2.25 | 2.89 | 1.42 | 2.90 | 11.35 |
IVV iShares Core S&P 500 ETF | 2.24 | 2.98 | 1.43 | 3.29 | 14.64 |
EFA iShares MSCI EAFE ETF | 0.37 | 0.60 | 1.07 | 0.48 | 1.35 |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 7.15 | 11.65 | 3.88 | 9.61 | 108.29 |
AGG iShares Core U.S. Aggregate Bond ETF | 0.33 | 0.49 | 1.06 | 0.14 | 0.94 |
IWD iShares Russell 1000 Value ETF | 1.39 | 2.00 | 1.25 | 1.93 | 7.43 |
IGE iShares North American Natural Resources ETF | 0.27 | 0.46 | 1.06 | 0.33 | 1.07 |
IWN iShares Russell 2000 Value ETF | 0.52 | 0.89 | 1.11 | 0.79 | 2.86 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.27 | 0.42 | 1.05 | 0.12 | 0.86 |
IGF iShares Global Infrastructure ETF | 1.23 | 1.71 | 1.22 | 1.44 | 5.91 |
TIP iShares TIPS Bond ETF | 0.36 | 0.52 | 1.06 | 0.15 | 1.22 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
C&M S 60/40 provided a 1.95% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 1.96% | 1.61% | 1.23% | 1.32% | 1.89% | 1.88% | 1.47% | 1.54% | 1.59% | 1.52% | 1.38% |
| 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 | 0.45% | 0.67% | 0.91% | 0.50% | 0.66% | 0.99% | 1.27% | 1.10% | 1.43% | 1.37% | 1.33% | 1.29% |
IVV iShares Core S&P 500 ETF | 1.29% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
EFA iShares MSCI EAFE ETF | 3.26% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% | 2.54% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 5.99% | 6.08% | 2.30% | 0.63% | 1.49% | 3.05% | 2.67% | 1.69% | 1.16% | 0.71% | 0.66% | 0.65% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
IWD iShares Russell 1000 Value ETF | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% | 2.00% | 1.95% |
IGE iShares North American Natural Resources ETF | 2.59% | 2.85% | 2.95% | 2.92% | 3.34% | 5.55% | 2.68% | 2.11% | 1.66% | 3.07% | 1.83% | 1.50% |
IWN iShares Russell 2000 Value ETF | 1.80% | 2.04% | 2.12% | 1.48% | 1.60% | 1.92% | 1.99% | 1.78% | 1.74% | 2.15% | 1.88% | 1.77% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.44% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% | 3.39% | 3.83% |
IGF iShares Global Infrastructure ETF | 3.24% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.99% | 3.24% | 3.00% | 3.45% |
TIP iShares TIPS Bond ETF | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the C&M S 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 S 60/40 was 21.22%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The current C&M S 60/40 drawdown is 2.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.22% | Feb 20, 2020 | 23 | Mar 23, 2020 | 98 | Aug 6, 2020 | 121 |
| -14.37% | Jan 5, 2022 | 193 | Sep 30, 2022 | 207 | Jul 18, 2023 | 400 |
| -12.14% | May 2, 2011 | 111 | Oct 3, 2011 | 106 | Feb 28, 2012 | 217 |
| -10.76% | Sep 21, 2018 | 67 | Dec 24, 2018 | 72 | Apr 3, 2019 | 139 |
| -9.82% | May 22, 2015 | 191 | Feb 11, 2016 | 108 | Jul 12, 2016 | 299 |
Volatility
Volatility Chart
The current C&M S 60/40 volatility is 2.17%, 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
| USD=X | SWVXX | FLTR | TIP | AGG | LQD | IGE | IWF | IGF | IWN | EFA | IVV | IWD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| SWVXX | 0.00 | 1.00 | 0.00 | -0.00 | -0.00 | -0.01 | -0.01 | 0.03 | 0.01 | 0.03 | 0.02 | 0.03 | 0.03 |
| FLTR | 0.00 | 0.00 | 1.00 | -0.02 | -0.01 | 0.04 | 0.11 | 0.10 | 0.10 | 0.09 | 0.10 | 0.10 | 0.10 |
| TIP | 0.00 | -0.00 | -0.02 | 1.00 | 0.78 | 0.71 | -0.03 | -0.04 | 0.06 | -0.08 | -0.02 | -0.07 | -0.10 |
| AGG | 0.00 | -0.00 | -0.01 | 0.78 | 1.00 | 0.88 | -0.12 | -0.03 | 0.06 | -0.10 | -0.04 | -0.07 | -0.12 |
| LQD | 0.00 | -0.01 | 0.04 | 0.71 | 0.88 | 1.00 | 0.00 | 0.12 | 0.19 | 0.04 | 0.11 | 0.09 | 0.04 |
| IGE | 0.00 | -0.01 | 0.11 | -0.03 | -0.12 | 0.00 | 1.00 | 0.51 | 0.66 | 0.70 | 0.64 | 0.64 | 0.75 |
| IWF | 0.00 | 0.03 | 0.10 | -0.04 | -0.03 | 0.12 | 0.51 | 1.00 | 0.63 | 0.69 | 0.75 | 0.95 | 0.77 |
| IGF | 0.00 | 0.01 | 0.10 | 0.06 | 0.06 | 0.19 | 0.66 | 0.63 | 1.00 | 0.67 | 0.81 | 0.73 | 0.77 |
| IWN | 0.00 | 0.03 | 0.09 | -0.08 | -0.10 | 0.04 | 0.70 | 0.69 | 0.67 | 1.00 | 0.72 | 0.80 | 0.88 |
| EFA | 0.00 | 0.02 | 0.10 | -0.02 | -0.04 | 0.11 | 0.64 | 0.75 | 0.81 | 0.72 | 1.00 | 0.81 | 0.80 |
| IVV | 0.00 | 0.03 | 0.10 | -0.07 | -0.07 | 0.09 | 0.64 | 0.95 | 0.73 | 0.80 | 0.81 | 1.00 | 0.91 |
| IWD | 0.00 | 0.03 | 0.10 | -0.10 | -0.12 | 0.04 | 0.75 | 0.77 | 0.77 | 0.88 | 0.80 | 0.91 | 1.00 |