PortfoliosLab logoPortfoliosLab logo
Alpha Architect Robust Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Benchmark: S&P 500 Index · Rebalance: Every 3 months

Portfolio Optimizer

Find the right asset allocation for Alpha Architect Robust Portfolio

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Alpha Architect Robust Portfolio, 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.


Loading charts...

Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 1, 2026, the Alpha Architect Robust Portfolio returned 15.59% Year-To-Date and 9.27% of annualized return in the last 10 years.


Position1D1M6MYTD1Y3Y*5Y*10Y*ALL TIME*
Benchmark
S&P 500 Index
0.70%0.09%7.94%9.41%18.15%17.84%11.25%13.26%8.09%
Portfolio
Alpha Architect Robust Portfolio
-0.03%-0.57%10.71%15.59%21.53%14.68%8.14%9.27%6.89%
DLS
WisdomTree International SmallCap Dividend
-0.16%2.40%3.30%8.42%18.58%16.62%7.13%7.86%6.44%
EFV
iShares MSCI EAFE Value ETF
-0.53%5.86%10.21%16.27%34.09%22.38%14.42%10.63%6.14%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.28%13.10%25.75%38.94%40.53%14.13%14.47%8.91%-2.13%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.14%-0.40%-0.62%-0.62%2.06%3.83%0.05%1.16%2.82%
IJS
iShares S&P SmallCap 600 Value ETF
0.09%-0.40%12.92%20.25%36.85%12.47%7.91%10.17%9.94%
PDP
Invesco Dorsey Wright Momentum ETF
0.32%-9.12%9.33%14.75%18.03%18.14%8.11%12.35%9.66%
VNQ
Vanguard Real Estate ETF
-0.54%2.20%11.11%14.01%15.30%9.39%2.44%4.90%7.72%
VTV
Vanguard Value ETF
-0.27%1.18%11.27%16.37%26.83%17.12%12.29%12.57%9.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 1, 2007, Alpha Architect Robust Portfolio's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +10.0%, while the worst month was Oct 2008 at -18.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Alpha Architect Robust Portfolio closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +6.9%, while the worst single day was Mar 16, 2020 at -8.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.41%3.89%-2.00%7.40%1.18%1.70%-1.60%15.59%
20252.87%-0.65%-2.17%-0.95%3.06%2.74%1.70%1.77%2.42%0.73%0.12%0.01%12.11%
2024-0.09%3.53%3.14%-4.00%3.12%0.20%3.11%1.79%1.63%-1.57%5.61%-4.52%12.03%
20235.70%-2.69%0.49%0.13%-3.07%5.37%2.78%-1.39%-3.12%-3.41%6.52%5.37%12.51%
2022-4.63%-0.42%1.96%-4.42%1.79%-7.52%5.99%-3.27%-8.09%6.70%4.40%-3.85%-12.07%
2021-0.01%3.53%1.13%3.30%1.03%1.32%1.25%1.34%-2.57%4.77%-3.28%2.90%15.39%

Benchmark Metrics

Alpha Architect Robust Portfolio has an annualized alpha of 0.15%, beta of 0.73, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since March 01, 2007.

  • This portfolio participated in 80.69% of S&P 500 Index downside but only 73.26% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.15%
Beta
0.73
0.89
Upside Capture
73.26%
Downside Capture
80.69%

Expense Ratio

Alpha Architect Robust Portfolio has an expense ratio of 0.39%, 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.


Return for Risk

Risk / Return Rank

Alpha Architect Robust Portfolio ranks 82 for risk / return — above 82% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.


Alpha Architect Robust Portfolio Risk / Return Rank: 8282
Overall Rank
Alpha Architect Robust Portfolio Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
Alpha Architect Robust Portfolio Sortino Ratio Rank: 8080
Sortino Ratio Rank
Alpha Architect Robust Portfolio Omega Ratio Rank: 7777
Omega Ratio Rank
Alpha Architect Robust Portfolio Calmar Ratio Rank: 8787
Calmar Ratio Rank
Alpha Architect Robust Portfolio Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Alpha Architect Robust Portfolio and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.99

1.42

+0.57

Sortino ratioReturn per unit of downside risk

2.84

1.98

+0.86

Omega ratioGain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratioReturn relative to maximum drawdown

3.94

2.00

+1.93

Martin ratioReturn relative to average drawdown

15.52

8.49

+7.03


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DLS
WisdomTree International SmallCap Dividend
53
1.341.961.251.695.71
EFV
iShares MSCI EAFE Value ETF
89
2.383.281.433.1411.73
GSG
iShares S&P GSCI Commodity-Indexed Trust
67
1.682.281.292.166.99
IEI
iShares 3-7 Year Treasury Bond ETF
26
0.691.031.120.831.90
IJS
iShares S&P SmallCap 600 Value ETF
88
2.093.021.373.9913.67
PDP
Invesco Dorsey Wright Momentum ETF
31
0.701.101.141.034.02
VNQ
Vanguard Real Estate ETF
47
1.111.621.201.845.97
VTV
Vanguard Value ETF
93
2.623.741.474.2416.42

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. Learn how to interpret the Sharpe ratio.

The current Alpha Architect Robust Portfolio Sharpe ratio is 1.99 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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


Loading charts...

Dividends

Dividend yield

Alpha Architect Robust Portfolio provided a 1.95% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.95%2.02%2.07%1.93%1.78%1.23%1.29%1.73%1.87%1.56%1.76%1.57%
DLS
WisdomTree International SmallCap Dividend
3.51%3.87%4.56%4.29%4.96%3.29%2.50%3.37%3.66%2.79%3.29%2.72%
EFV
iShares MSCI EAFE Value ETF
4.52%4.16%4.66%4.36%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%
GSG
iShares S&P GSCI Commodity-Indexed 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%
IEI
iShares 3-7 Year Treasury Bond ETF
3.68%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
IJS
iShares S&P SmallCap 600 Value ETF
1.32%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
PDP
Invesco Dorsey Wright Momentum ETF
0.08%0.17%0.15%0.42%0.45%0.00%0.11%0.25%0.18%0.28%0.81%0.39%
VNQ
Vanguard Real Estate ETF
3.51%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
VTV
Vanguard Value ETF
1.86%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Alpha Architect Robust Portfolio. 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 Alpha Architect Robust Portfolio was 48.58%, occurring on Mar 9, 2009. Recovery took 522 trading sessions.

The current Alpha Architect Robust Portfolio drawdown is 1.89%.


Drawdown

Fall

Recovery

Underwater

Related event

-48.58%Mar 2009
9mo 24d2y 23d
2y 10moMay 2008 - Apr 2011
Financial crisis2007–2009
-28.81%Mar 2020
1mo 2d7mo 21d
8mo 23dFeb 2020 - Nov 2020
COVID crash2020
-20.30%Sep 2022
10mo 22d1y 5mo
2y 3moNov 2021 - Mar 2024
Bear market2022
-16.89%Oct 2011
5mo 4d5mo 12d
10mo 16dMay 2011 - Mar 2012
-15.99%Dec 2018
3mo 26d5mo 27d
9mo 23dAug 2018 - Jun 2019
Rate-hike selloffLate 2018

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

AI Analysis


The gist

The portfolio is mostly a diversified equity factor sleeve wrapped around a bond and commodities hedge, so the real bet is not “the market” but growth, value, and dividend equities moving in a reasonably ordinary way while IEI and GSG do their separate jobs.

The numbers

  • Diversification is modest to meaningful: DR is 1.25 incept, 1.33 over 5Y, and 1.51 over 1Y, with the recent window stronger than the long run.
  • The effective asset count is 5.8 of 8, so the weights are spread, but the correlation structure still says “one broad equity complex plus two satellites.”
  • Mean pairwise correlation is 0.40, with a high of 0.91 between DLS and EFV and a low of -0.27 between VTV and IEI.

The good

  • IEI is doing real diversification work; its -0.17 to portfolio correlation gives the portfolio an asset that is not pretending to be equities with a different haircut.
  • GSG and VNQ are distinct enough from the core equity cluster to matter, even if they are not immune to macro stress.
  • The weights are not excessively concentrated in a single name, and the portfolio has enough sleeves to express more than one factor view.

The bad

  • Most of the portfolio lives in one equity cluster: PDP (Momentum), VTV, DLS, EFV, and IJS are tightly tied together, so the factor story is more unified than the ticker list suggests.
  • VTV and IJS at 0.85 correlation, plus DLS and EFV at 0.91, means several positions are mostly different labels on similar equity exposure.
  • The incept DR of 1.25 is only middling, which is the polite way of saying the diversification is real but not heroic.

The ugly

  • If equity style leadership narrows, the portfolio’s internal equity cluster will start behaving like a single trade, while IEI and GSG may be the only parts not participating in the same drawdown.
  • In a reflation or rates-shock regime, VNQ and the value/growth equity cluster can lose their polite separateness at the same time, which is how “diversified” turns into “several correlated ways to have the same afternoon.”
AI-generated analysis. Not investment advice. Verify key facts independently.
Was this useful?

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 5.80, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.51

1.38

1.33

1.29

1.25

The portfolio has a diversification ratio of 1.25, in line with the typical range across portfolios.

Alpha Architect Robust Portfolio correlation to the S&P 500 Index

Alpha Architect Robust Portfolio has a 0.79 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.79

Correlation (3Y)
Balances recent behavior with more history.

0.83

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 1, 2007

0.91


Benchmark Correlations

Correlation vs. S&P 500 Index. VTV has the highest benchmark correlation at 0.91, while IEI has the lowest at -0.25.

IEI
-0.25
GSG
0.31
VNQ
0.66
DLS
0.78
EFV
0.79
IJS
0.81
PDP
0.88
VTV
0.91

Portfolio Correlations

Correlation vs. Alpha Architect Robust Portfolio. PDP has the highest portfolio correlation at 0.92, while IEI has the lowest at -0.17.

IEI
-0.17
GSG
0.45
VNQ
0.73
EFV
0.82
DLS
0.83
IJS
0.86
VTV
0.88
PDP
0.92

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

Based on daily historical returns since Mar 1, 2007
Diversification Analysis

Find what Alpha Architect Robust Portfolio is missing

See which holdings overlap, where Alpha Architect Robust Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification