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Alpha Architect Robust Portfolio

The Alpha Architect Robust portfolio is a portfolio that implements Robust Asset Allocation (RAA). The portfolio shifts towards momentum, value, and small-cap stocks.

Expense Ratio

Rank 51 of 53

Dividend Yield

Rank 43 of 53

10Y Annualized Return

Rank 29 of 53

Sharpe Ratio

Rank 9 of 53

Maximum Drawdown

Rank 40 of 53


Alpha Architect Robust PortfolioAsset Allocation

Alpha Architect Robust PortfolioPerformance

The chart shows the growth of $10,000 invested in Alpha Architect Robust Portfolio on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $25,521 for a total return of roughly 155.21%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly

Alpha Architect Robust Portfolio
Benchmark (^GSPC)
Portfolio components

Alpha Architect Robust PortfolioReturns

As of May 17, 2022, the Alpha Architect Robust Portfolio returned -8.70% Year-To-Date and 7.76% of annualized return in the last 10 years.

Alpha Architect Robust Portfolio-5.43%-8.70%-10.14%-2.35%7.62%7.76%
Invesco DWA Momentum ETF
Vanguard Real Estate ETF
Vanguard Value ETF
iShares 3-7 Year Treasury Bond ETF
WisdomTree International SmallCap Dividend
iShares S&P SmallCap 600 Value ETF
iShares S&P GSCI Commodity-Indexed Trust
iShares MSCI EAFE Value ETF

Alpha Architect Robust PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Alpha Architect Robust Portfolio Sharpe ratio is -0.19. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

Alpha Architect Robust Portfolio
Benchmark (^GSPC)
Portfolio components

Alpha Architect Robust PortfolioDividends

Alpha Architect Robust Portfolio granted a 1.39% dividend yield in the last twelve months, as of May 17, 2022.


Dividend yield


Alpha Architect Robust PortfolioDrawdowns Chart

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

Alpha Architect Robust Portfolio
Benchmark (^GSPC)
Portfolio components

Alpha Architect Robust PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Alpha Architect Robust Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Alpha Architect Robust Portfolio is 28.81%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.



To Bottom


To Recover



-28.81%Feb 20, 202023Mar 23, 2020161Nov 9, 2020184
-16.89%May 2, 2011108Oct 3, 2011111Mar 13, 2012219
-15.99%Aug 30, 201880Dec 24, 2018121Jun 19, 2019201
-15.69%May 19, 2015186Feb 11, 2016212Dec 13, 2016398
-13.05%Nov 9, 2021127May 11, 2022
-12.62%Apr 26, 201049Jul 2, 201068Oct 8, 2010117
-8.32%Apr 30, 201225Jun 4, 201266Sep 6, 201291
-7.48%Jan 12, 201019Feb 8, 201018Mar 5, 201037
-7.34%Jan 29, 20189Feb 8, 201884Jun 11, 201893
-7.04%May 22, 201323Jun 24, 201358Sep 16, 201381

Alpha Architect Robust PortfolioVolatility Chart

Current Alpha Architect Robust Portfolio volatility is 27.34%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

Alpha Architect Robust Portfolio
Benchmark (^GSPC)
Portfolio components

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