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C&M S 60/40

Last updated Mar 2, 2024

60/40 Balanced

Asset Allocation


FLTR 9.07%AGG 8.66%LQD 2.54%TIP 1.11%USD=X 5.49%SWVXX 18.7%IWF 14.54%IVV 11.17%EFA 9.78%IWD 7.63%IGE 4.62%IWN 4.25%IGF 2.44%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
Corporate Bonds

9.07%

AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market

8.66%

LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
Corporate Bonds

2.54%

TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds

1.11%

USD=X
USD Cash

5.49%

SWVXX
Schwab Value Advantage Money Fund

18.70%

IWF
iShares Russell 1000 Growth ETF
Large Cap Growth Equities

14.54%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

11.17%

EFA
iShares MSCI EAFE ETF
Foreign Large Cap Equities

9.78%

IWD
iShares Russell 1000 Value ETF
Large Cap Blend Equities

7.63%

IGE
iShares North American Natural Resources ETF
Large Cap Blend Equities

4.62%

IWN
iShares Russell 2000 Value ETF
Small Cap Blend Equities

4.25%

IGF
iShares Global Infrastructure ETF
Large Cap Value Equities

2.44%

S&P 500

Performance

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


100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
123.90%
281.30%
C&M S 60/40
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 26, 2011, corresponding to the inception date of FLTR

Returns

As of Mar 2, 2024, the C&M S 60/40 returned 3.10% Year-To-Date and 6.09% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
C&M S 60/403.10%2.04%7.72%13.87%7.78%6.09%
SWVXX
Schwab Value Advantage Money Fund
0.21%0.00%2.24%4.72%1.67%1.10%
IWF
iShares Russell 1000 Growth ETF
10.55%4.28%19.32%44.30%18.22%14.95%
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%14.50%12.18%
EFA
iShares MSCI EAFE ETF
3.52%3.79%10.47%13.47%6.78%4.30%
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
1.91%0.99%3.97%7.00%2.98%2.24%
AGG
iShares Core U.S. Aggregate Bond ETF
-1.15%-0.65%3.33%3.84%0.58%1.47%
IWD
iShares Russell 1000 Value ETF
4.18%3.23%9.02%12.22%9.14%8.15%
IGE
iShares North American Natural Resources ETF
1.89%4.19%-1.13%3.39%9.73%2.25%
IWN
iShares Russell 2000 Value ETF
-0.79%3.94%6.91%4.76%6.81%6.06%
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
-1.77%-1.19%5.05%6.01%1.70%2.51%
IGF
iShares Global Infrastructure ETF
-3.27%0.24%2.04%-0.90%3.54%3.98%
TIP
iShares TIPS Bond ETF
-0.34%0.11%2.69%1.94%2.52%1.94%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.21%2.36%
2023-1.21%-2.51%-1.62%5.40%3.50%

Sharpe Ratio

The current C&M S 60/40 Sharpe ratio is 2.52. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.52

The Sharpe ratio of C&M S 60/40 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Chart placeholderNot enough data

Dividend yield

C&M S 60/40 granted a 1.95% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
C&M S 60/401.95%1.96%1.61%1.23%1.32%1.89%1.88%1.46%1.55%1.59%1.52%1.38%
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
0.60%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
1.34%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
2.87%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
6.19%6.07%2.29%0.63%1.49%3.05%2.67%1.69%1.25%0.71%0.66%0.65%
AGG
iShares Core U.S. Aggregate Bond ETF
3.29%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
1.94%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
2.80%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
2.05%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
4.16%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
3.48%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%3.00%3.45%
TIP
iShares TIPS Bond ETF
2.74%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%

Expense Ratio

The C&M S 60/40 features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.32%
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.19%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
C&M S 60/40
SWVXX
Schwab Value Advantage Money Fund
IWF
iShares Russell 1000 Growth ETF
3.19
IVV
iShares Core S&P 500 ETF
2.60
EFA
iShares MSCI EAFE ETF
1.16
FLTR
VanEck Vectors Investment Grade Floating Rate ETF
2.12
AGG
iShares Core U.S. Aggregate Bond ETF
0.61
IWD
iShares Russell 1000 Value ETF
1.18
IGE
iShares North American Natural Resources ETF
0.31
IWN
iShares Russell 2000 Value ETF
0.29
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
0.79
IGF
iShares Global Infrastructure ETF
0.08
TIP
iShares TIPS Bond ETF
0.46
USD=X
USD Cash

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XSWVXXFLTRTIPLQDAGGIGEIGFIWFIWNEFAIVVIWD
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.00
SWVXX0.001.000.01-0.00-0.01-0.00-0.010.010.020.020.000.020.02
FLTR0.000.011.00-0.020.04-0.010.100.090.090.090.100.100.10
TIP0.00-0.00-0.021.000.700.77-0.040.04-0.06-0.10-0.04-0.09-0.11
LQD0.00-0.010.040.701.000.87-0.000.170.110.020.090.070.03
AGG0.00-0.00-0.010.770.871.00-0.130.04-0.05-0.13-0.06-0.10-0.14
IGE0.00-0.010.10-0.04-0.00-0.131.000.670.530.710.650.650.75
IGF0.000.010.090.040.170.040.671.000.660.670.820.750.78
IWF0.000.020.09-0.060.11-0.050.530.661.000.710.760.950.79
IWN0.000.020.09-0.100.02-0.130.710.670.711.000.730.810.88
EFA0.000.000.10-0.040.09-0.060.650.820.760.731.000.820.81
IVV0.000.020.10-0.090.07-0.100.650.750.950.810.821.000.92
IWD0.000.020.10-0.110.03-0.140.750.780.790.880.810.921.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
C&M S 60/40
Benchmark (^GSPC)
Portfolio components

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 21.23%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.23%Feb 20, 202023Mar 23, 202098Aug 6, 2020121
-14.37%Jan 5, 2022193Sep 30, 2022207Jul 18, 2023400
-12.14%May 2, 2011111Oct 3, 2011106Feb 28, 2012217
-10.76%Sep 21, 201867Dec 24, 201872Apr 3, 2019139
-9.82%May 22, 2015191Feb 11, 2016108Jul 12, 2016299

Volatility Chart

The current C&M S 60/40 volatility is 1.85%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.85%
3.47%
C&M S 60/40
Benchmark (^GSPC)
Portfolio components
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