Retirement Final Best2 less equities edited
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jan 5, 2010, corresponding to the inception date of AQMIX
Returns By Period
As of May 30, 2025, the Retirement Final Best2 less equities edited returned 4.35% Year-To-Date and 7.20% 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% |
| Retirement Final Best2 less equities edited | 4.36% | 2.65% | 1.75% | 10.71% | 9.70% | 7.21% |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | -4.02% | 5.00% | -11.53% | 4.19% | 14.82% | 7.81% |
VDC Vanguard Consumer Staples ETF | 6.82% | 1.68% | 1.53% | 13.57% | 11.01% | 8.67% |
VIG Vanguard Dividend Appreciation ETF | 1.56% | 3.61% | -2.40% | 12.85% | 13.07% | 11.50% |
XLU Utilities Select Sector SPDR Fund | 9.00% | 3.83% | 0.31% | 18.14% | 9.92% | 9.95% |
GLD SPDR Gold Trust | 25.39% | -0.06% | 23.62% | 40.19% | 13.26% | 10.25% |
BSV Vanguard Short-Term Bond ETF | 2.66% | -0.23% | 2.61% | 6.51% | 1.06% | 1.79% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 4.12% | 0.22% | 5.06% | 1.03% | 12.61% | 1.84% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 0.21% | -3.23% | -5.20% | 1.32% | -8.66% | -0.32% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.00% | 6.28% | -1.41% | 14.28% | 15.88% | 12.74% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.48% | 6.32% | -2.57% | 13.68% | 15.11% | 12.01% |
DODFX Dodge & Cox International Stock Fund | 18.48% | 5.84% | 14.37% | 15.57% | 14.98% | 5.55% |
AQMIX AQR Managed Futures Strategy Fund | 2.81% | -0.45% | 6.38% | -0.69% | 8.12% | 2.31% |
FTHRX Fidelity Intermediate Bond Fund | 2.67% | -0.58% | 2.19% | 6.63% | 0.81% | 2.02% |
Monthly Returns
The table below presents the monthly returns of Retirement Final Best2 less equities edited, 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 | 2.51% | 0.86% | -1.50% | -0.17% | 2.65% | 4.36% | |||||||
| 2024 | -0.13% | 2.19% | 3.03% | -2.26% | 2.98% | 0.29% | 2.39% | 1.73% | 2.19% | -1.69% | 3.01% | -2.50% | 11.56% |
| 2023 | 4.45% | -2.32% | 1.42% | 1.09% | -1.51% | 3.72% | 2.32% | -1.50% | -3.08% | -1.62% | 5.42% | 3.80% | 12.37% |
| 2022 | -1.87% | -0.91% | 1.48% | -4.12% | 0.53% | -5.03% | 4.36% | -2.44% | -6.35% | 4.26% | 5.01% | -2.66% | -8.22% |
| 2021 | -0.71% | 1.82% | 2.06% | 2.96% | 1.55% | 0.13% | 0.87% | 1.16% | -2.38% | 3.55% | -1.85% | 3.09% | 12.73% |
| 2020 | -0.20% | -4.30% | -8.34% | 6.92% | 2.96% | 1.57% | 3.67% | 3.29% | -2.00% | -0.86% | 7.62% | 3.22% | 13.14% |
| 2019 | 5.07% | 1.90% | 1.04% | 2.18% | -3.17% | 4.47% | 0.53% | 0.26% | 0.86% | 1.09% | 1.21% | 2.13% | 18.78% |
| 2018 | 2.68% | -3.23% | -0.77% | -0.04% | 0.67% | -0.08% | 1.88% | 1.07% | -0.01% | -3.94% | 1.08% | -4.31% | -5.15% |
| 2017 | 1.60% | 2.15% | 0.09% | 0.90% | 0.72% | 0.09% | 1.41% | 0.29% | 1.07% | 0.96% | 1.56% | 0.96% | 12.43% |
| 2016 | -2.23% | 0.75% | 4.12% | 1.14% | 0.18% | 1.56% | 2.32% | -0.01% | 0.02% | -1.35% | 0.54% | 1.11% | 8.31% |
| 2015 | -0.10% | 2.29% | -0.42% | 0.24% | 0.27% | -1.78% | 0.29% | -3.39% | -1.48% | 4.05% | -0.54% | -1.75% | -2.49% |
| 2014 | -1.57% | 3.31% | 0.33% | 0.65% | 1.27% | 1.50% | -1.76% | 2.59% | -1.92% | 1.32% | 1.81% | -0.34% | 7.26% |
Expense Ratio
Retirement Final Best2 less equities edited has an expense ratio of 0.33%, placing it in the medium range. 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
With an overall rank of 77, Retirement Final Best2 less equities edited is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 0.19 | 0.34 | 1.05 | 0.12 | 0.34 |
VDC Vanguard Consumer Staples ETF | 1.03 | 1.36 | 1.17 | 1.32 | 4.26 |
VIG Vanguard Dividend Appreciation ETF | 0.80 | 1.12 | 1.16 | 0.77 | 3.10 |
XLU Utilities Select Sector SPDR Fund | 1.05 | 1.34 | 1.18 | 1.53 | 4.03 |
GLD SPDR Gold Trust | 2.25 | 3.08 | 1.39 | 5.05 | 13.68 |
BSV Vanguard Short-Term Bond ETF | 2.81 | 4.28 | 1.55 | 3.56 | 9.96 |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 0.08 | 0.31 | 1.04 | 0.05 | 0.52 |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 0.10 | 0.11 | 1.01 | 0.01 | 0.03 |
VFINX Vanguard 500 Index Fund Investor Shares | 0.72 | 1.07 | 1.16 | 0.71 | 2.71 |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 0.68 | 1.03 | 1.15 | 0.66 | 2.48 |
DODFX Dodge & Cox International Stock Fund | 0.99 | 1.32 | 1.18 | 1.01 | 2.98 |
AQMIX AQR Managed Futures Strategy Fund | -0.06 | 0.03 | 1.00 | -0.03 | -0.08 |
FTHRX Fidelity Intermediate Bond Fund | 1.85 | 2.66 | 1.33 | 1.19 | 5.45 |
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Dividends
Dividend yield
Retirement Final Best2 less equities edited provided a 2.42% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.42% | 2.35% | 3.40% | 3.09% | 2.11% | 3.14% | 2.23% | 2.14% | 2.08% | 2.07% | 2.36% | 2.28% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 2.23% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VDC Vanguard Consumer Staples ETF | 2.33% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
VIG Vanguard Dividend Appreciation ETF | 1.79% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% |
XLU Utilities Select Sector SPDR Fund | 2.78% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond ETF | 3.55% | 3.38% | 2.46% | 1.50% | 1.36% | 1.79% | 2.29% | 1.99% | 1.65% | 1.49% | 1.40% | 1.45% |
CCRSX Credit Suisse Trust Commodity Return Strategy Portfolio | 4.41% | 2.95% | 26.59% | 18.96% | 4.82% | 5.50% | 0.87% | 2.91% | 9.70% | 0.00% | 0.00% | 0.00% |
VUSTX Vanguard Long-Term Treasury Fund Investor Shares | 4.18% | 4.04% | 3.33% | 2.93% | 4.51% | 10.37% | 2.82% | 2.82% | 2.63% | 5.27% | 5.27% | 4.34% |
VFINX Vanguard 500 Index Fund Investor Shares | 1.18% | 1.14% | 1.36% | 1.57% | 1.15% | 1.84% | 1.77% | 1.94% | 1.69% | 1.92% | 1.99% | 1.74% |
VTSMX Vanguard Total Stock Market Index Fund Investor Shares | 1.18% | 1.17% | 1.34% | 1.54% | 1.11% | 1.33% | 1.67% | 1.92% | 1.61% | 1.83% | 1.86% | 1.65% |
DODFX Dodge & Cox International Stock Fund | 1.90% | 2.25% | 2.29% | 2.23% | 2.49% | 4.21% | 3.93% | 2.93% | 1.93% | 3.66% | 2.30% | 2.37% |
AQMIX AQR Managed Futures Strategy Fund | 3.72% | 3.83% | 8.41% | 12.76% | 6.94% | 5.31% | 3.13% | 0.00% | 0.00% | 0.02% | 6.51% | 9.11% |
FTHRX Fidelity Intermediate Bond Fund | 3.51% | 3.49% | 2.94% | 2.04% | 1.81% | 4.31% | 2.50% | 2.47% | 2.20% | 2.21% | 2.58% | 2.35% |
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 Retirement Final Best2 less equities edited. 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 Retirement Final Best2 less equities edited was 20.80%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Retirement Final Best2 less equities edited drawdown is 0.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.8% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -14.22% | Jan 5, 2022 | 188 | Sep 30, 2022 | 305 | Dec 13, 2023 | 493 |
| -11.46% | Jan 29, 2018 | 231 | Dec 24, 2018 | 75 | Apr 12, 2019 | 306 |
| -10.92% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -10.16% | Apr 16, 2015 | 193 | Jan 20, 2016 | 118 | Jul 8, 2016 | 311 |
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 13 assets, with an effective number of assets of 9.60, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | AQMIX | GLD | BSV | CCRSX | FTHRX | VUSTX | XLU | VDC | DODFX | VBR | VIG | VFINX | VTSMX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.04 | -0.12 | 0.28 | -0.17 | -0.27 | 0.46 | 0.69 | 0.76 | 0.85 | 0.93 | 1.00 | 0.99 | 0.93 |
| AQMIX | 0.05 | 1.00 | -0.00 | -0.12 | -0.04 | -0.13 | -0.08 | -0.01 | 0.02 | 0.03 | 0.02 | 0.04 | 0.05 | 0.05 | 0.08 |
| GLD | 0.04 | -0.00 | 1.00 | 0.34 | 0.37 | 0.29 | 0.24 | 0.13 | 0.05 | 0.14 | 0.05 | 0.04 | 0.04 | 0.04 | 0.21 |
| BSV | -0.12 | -0.12 | 0.34 | 1.00 | -0.04 | 0.82 | 0.67 | 0.12 | -0.00 | -0.08 | -0.13 | -0.09 | -0.12 | -0.12 | 0.03 |
| CCRSX | 0.28 | -0.04 | 0.37 | -0.04 | 1.00 | -0.07 | -0.15 | 0.12 | 0.15 | 0.39 | 0.31 | 0.25 | 0.28 | 0.29 | 0.39 |
| FTHRX | -0.17 | -0.13 | 0.29 | 0.82 | -0.07 | 1.00 | 0.80 | 0.10 | -0.05 | -0.13 | -0.18 | -0.15 | -0.17 | -0.17 | -0.01 |
| VUSTX | -0.27 | -0.08 | 0.24 | 0.67 | -0.15 | 0.80 | 1.00 | 0.05 | -0.13 | -0.26 | -0.28 | -0.24 | -0.27 | -0.26 | -0.13 |
| XLU | 0.46 | -0.01 | 0.13 | 0.12 | 0.12 | 0.10 | 0.05 | 1.00 | 0.61 | 0.35 | 0.41 | 0.53 | 0.46 | 0.44 | 0.50 |
| VDC | 0.69 | 0.02 | 0.05 | -0.00 | 0.15 | -0.05 | -0.13 | 0.61 | 1.00 | 0.54 | 0.61 | 0.79 | 0.69 | 0.67 | 0.70 |
| DODFX | 0.76 | 0.03 | 0.14 | -0.08 | 0.39 | -0.13 | -0.26 | 0.35 | 0.54 | 1.00 | 0.75 | 0.73 | 0.76 | 0.77 | 0.85 |
| VBR | 0.85 | 0.02 | 0.05 | -0.13 | 0.31 | -0.18 | -0.28 | 0.41 | 0.61 | 0.75 | 1.00 | 0.84 | 0.85 | 0.88 | 0.89 |
| VIG | 0.93 | 0.04 | 0.04 | -0.09 | 0.25 | -0.15 | -0.24 | 0.53 | 0.79 | 0.73 | 0.84 | 1.00 | 0.93 | 0.93 | 0.91 |
| VFINX | 1.00 | 0.05 | 0.04 | -0.12 | 0.28 | -0.17 | -0.27 | 0.46 | 0.69 | 0.76 | 0.85 | 0.93 | 1.00 | 0.99 | 0.93 |
| VTSMX | 0.99 | 0.05 | 0.04 | -0.12 | 0.29 | -0.17 | -0.26 | 0.44 | 0.67 | 0.77 | 0.88 | 0.93 | 0.99 | 1.00 | 0.94 |
| Portfolio | 0.93 | 0.08 | 0.21 | 0.03 | 0.39 | -0.01 | -0.13 | 0.50 | 0.70 | 0.85 | 0.89 | 0.91 | 0.93 | 0.94 | 1.00 |