Stable growth

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	8%
BNDX Vanguard Total International Bond ETF	Global Bonds	4%
IAU iShares Gold Trust	Gold, Precious Metals	15%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	10%
QLEIX AQR Long-Short Equity Fund	Long-Short	25%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	10%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Growth Equities	5%
VT Vanguard Total World Stock ETF	Global Equities	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stable growth, 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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The earliest data available for this chart is Jan 2, 2014, corresponding to the inception date of QLEIX

Returns By Period

As of Apr 3, 2026, the Stable growth returned 3.33% Year-To-Date and 12.49% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Stable growth	-0.22%	-2.38%	3.33%	8.82%	24.05%	20.90%	14.63%	12.49%
Portfolio components:
VT Vanguard Total World Stock ETF	-0.23%	-3.01%	-0.97%	1.52%	21.33%	16.97%	9.38%	11.66%
QLEIX AQR Long-Short Equity Fund	1.32%	0.19%	-1.70%	6.22%	20.49%	27.21%	22.89%	11.72%
BND Vanguard Total Bond Market ETF	0.22%	-0.98%	0.31%	0.85%	4.27%	3.53%	0.30%	1.70%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.55%	-0.08%	0.10%	2.63%	3.79%	0.18%	1.74%
IAU iShares Gold Trust	-1.94%	-8.32%	8.34%	21.05%	49.18%	32.68%	21.72%	14.14%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
IDV iShares International Select Dividend ETF	0.30%	0.77%	8.93%	19.54%	44.88%	22.73%	12.82%	10.28%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
VONG Vanguard Russell 1000 Growth ETF	-0.01%	-4.03%	-8.98%	-8.58%	17.79%	21.43%	12.55%	16.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2014, Stable growth's average daily return is +0.04%, while the average monthly return is +0.93%. At this rate, your investment would double in approximately 6.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +7.4%, while the worst month was Mar 2020 at -8.2%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Stable growth closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.9%, while the worst single day was Mar 12, 2020 at -7.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.06%	3.47%	-4.49%	0.49%									3.33%
2025	3.26%	1.95%	0.68%	0.45%	3.28%	2.75%	0.20%	3.44%	3.49%	1.57%	1.97%	1.85%	27.85%
2024	1.42%	1.73%	4.54%	-1.08%	3.59%	0.44%	2.56%	1.67%	1.94%	0.01%	2.91%	-1.71%	19.36%
2023	5.01%	-1.74%	2.05%	0.71%	-1.23%	3.56%	3.17%	-0.53%	-1.79%	-0.15%	5.59%	3.00%	18.72%
2022	0.21%	-0.13%	1.21%	-3.39%	2.38%	-6.79%	2.34%	-3.46%	-6.35%	5.22%	6.91%	-1.23%	-3.99%
2021	-0.11%	1.63%	5.47%	2.93%	3.12%	-1.80%	1.35%	0.77%	-2.86%	2.76%	-0.53%	4.90%	18.73%

Benchmark Metrics

Stable growth has an annualized alpha of 5.11%, beta of 0.52, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.18%) than losses (47.63%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.11% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.52 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: 5.11%

Beta: 0.52

R²: 0.82

Upside Capture: 63.18%

Downside Capture: 47.63%

Expense Ratio

Stable growth has an expense ratio of 0.45%, 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.

QLEIX

AQR Long-Short Equity Fund

IDV

iShares International Select Dividend ETF

IAU

iShares Gold Trust

QQQ

Invesco QQQ ETF

BNDX

Vanguard Total International Bond ETF

Vanguard Total World Stock ETF

SCHD

Schwab U.S. Dividend Equity ETF

VONG

Vanguard Russell 1000 Growth ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

Stable growth ranks 90 for risk / return — in the top 90% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.26	0.88	+1.38
Sortino ratio Return per unit of downside risk	3.07	1.37	+1.70
Omega ratio Gain probability vs. loss probability	1.51	1.21	+0.30
Calmar ratio Return relative to maximum drawdown	3.03	1.39	+1.64
Martin ratio Return relative to average drawdown	14.25	6.43	+7.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VT Vanguard Total World Stock ETF	68	1.24	1.83	1.27	1.86	8.47
QLEIX AQR Long-Short Equity Fund	94	2.43	3.15	1.50	3.32	13.05
BND Vanguard Total Bond Market ETF	48	1.00	1.42	1.18	1.71	4.64
BNDX Vanguard Total International Bond ETF	34	0.82	1.15	1.15	0.89	3.55
IAU iShares Gold Trust	80	1.78	2.21	1.33	2.58	9.32
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
IDV iShares International Select Dividend ETF	96	2.89	3.59	1.59	4.17	18.36
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
VONG Vanguard Russell 1000 Growth ETF	39	0.80	1.30	1.18	1.15	3.86

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Stable growth Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.26
5-Year: 1.55
10-Year: 1.21
All Time: 1.13

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.67, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Stable growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Stable growth provided a 2.22% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.22%	2.30%	3.76%	7.15%	5.41%	1.58%	1.95%	1.66%	3.28%	3.76%	2.33%	2.87%
Portfolio components:
VT Vanguard Total World Stock ETF	1.80%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%
QLEIX AQR Long-Short Equity Fund	1.78%	1.75%	7.12%	20.88%	14.15%	0.00%	1.57%	0.00%	6.03%	9.11%	3.01%	4.98%
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
IAU iShares 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%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
IDV iShares International Select Dividend ETF	4.59%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VONG Vanguard Russell 1000 Growth ETF	0.50%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

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 Stable growth. 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 Stable growth was 22.81%, occurring on Mar 20, 2020. Recovery took 95 trading sessions.

The current Stable growth drawdown is 4.04%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.81%	Feb 20, 2020	22	Mar 20, 2020	95	Aug 5, 2020	117
-15.84%	Jan 18, 2022	178	Sep 30, 2022	172	Jun 8, 2023	350
-14.06%	Jan 29, 2018	229	Dec 24, 2018	180	Sep 12, 2019	409
-8.29%	May 18, 2015	70	Aug 25, 2015	42	Oct 23, 2015	112
-8.05%	Apr 3, 2025	4	Apr 8, 2025	14	Apr 29, 2025	18

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 9 assets, with an effective number of assets of 6.39, 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

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

	Benchmark	IAU	BNDX	BND	QLEIX	IDV	SCHD	QQQ	VONG	VT	Portfolio
Benchmark	1.00	0.01	0.00	-0.02	0.50	0.69	0.81	0.91	0.94	0.95	0.86
IAU	0.01	1.00	0.26	0.35	-0.03	0.18	0.01	0.01	0.00	0.09	0.31
BNDX	0.00	0.26	1.00	0.74	-0.10	-0.01	-0.02	0.03	0.03	0.01	0.08
BND	-0.02	0.35	0.74	1.00	-0.14	0.01	-0.04	0.01	0.01	-0.00	0.09
QLEIX	0.50	-0.03	-0.10	-0.14	1.00	0.49	0.50	0.40	0.42	0.50	0.67
IDV	0.69	0.18	-0.01	0.01	0.49	1.00	0.69	0.56	0.58	0.81	0.81
SCHD	0.81	0.01	-0.02	-0.04	0.50	0.69	1.00	0.61	0.64	0.80	0.81
QQQ	0.91	0.01	0.03	0.01	0.40	0.56	0.61	1.00	0.97	0.86	0.76
VONG	0.94	0.00	0.03	0.01	0.42	0.58	0.64	0.97	1.00	0.88	0.77
VT	0.95	0.09	0.01	-0.00	0.50	0.81	0.80	0.86	0.88	1.00	0.89
Portfolio	0.86	0.31	0.08	0.09	0.67	0.81	0.81	0.76	0.77	0.89	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2014

Stable growth

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table