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KidRoth40smh20vti20schd20ppa
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KidRoth40smh20vti20schd20ppa, 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 Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 4, 2026, the KidRoth40smh20vti20schd20ppa returned 7.19% Year-To-Date and 21.89% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
KidRoth40smh20vti20schd20ppa
0.10%-3.39%7.19%11.05%56.62%29.87%18.85%21.89%
VTI
Vanguard Total Stock Market ETF
0.16%-3.97%-3.13%-1.30%24.10%18.10%10.66%13.75%
SCHD
Schwab U.S. Dividend Equity ETF
0.16%-2.29%12.35%13.59%18.75%11.70%8.35%12.30%
SMH
VanEck Semiconductor ETF
0.09%-1.70%8.94%16.89%101.23%44.85%26.17%31.69%
PPA
Invesco Aerospace & Defense ETF
0.01%-7.59%8.36%8.62%50.08%28.32%19.16%18.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, KidRoth40smh20vti20schd20ppa's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, your investment would double in approximately 3.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +16.8%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, KidRoth40smh20vti20schd20ppa closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, while the worst single day was Mar 16, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.16%2.26%-5.43%1.53%7.19%
20252.25%-2.27%-4.98%-0.84%8.92%9.57%2.49%2.00%6.44%4.85%-1.43%1.81%31.54%
20242.52%8.66%4.90%-3.78%7.00%3.66%0.80%1.17%1.17%-0.93%3.70%-2.89%28.38%
20239.02%-0.68%4.76%-2.42%5.07%6.27%3.98%-1.93%-5.83%-2.55%10.91%7.23%37.56%
2022-6.60%0.15%1.80%-10.00%3.06%-10.37%10.35%-5.93%-10.76%8.32%10.99%-5.97%-17.11%
20210.29%5.20%4.55%1.97%2.11%2.10%0.54%1.85%-4.26%5.32%2.75%3.87%29.22%

Benchmark Metrics

KidRoth40smh20vti20schd20ppa has an annualized alpha of 5.98%, beta of 1.11, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

  • This portfolio captured 128.83% of S&P 500 Index gains but only 94.96% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 5.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.11 and R² of 0.88, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
5.98%
Beta
1.11
0.88
Upside Capture
128.83%
Downside Capture
94.96%

Expense Ratio

KidRoth40smh20vti20schd20ppa has an expense ratio of 0.28%, 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

KidRoth40smh20vti20schd20ppa ranks 89 for risk / return — in the top 89% 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.


KidRoth40smh20vti20schd20ppa Risk / Return Rank: 8989
Overall Rank
KidRoth40smh20vti20schd20ppa Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
KidRoth40smh20vti20schd20ppa Sortino Ratio Rank: 8989
Sortino Ratio Rank
KidRoth40smh20vti20schd20ppa Omega Ratio Rank: 9191
Omega Ratio Rank
KidRoth40smh20vti20schd20ppa Calmar Ratio Rank: 8787
Calmar Ratio Rank
KidRoth40smh20vti20schd20ppa Martin Ratio Rank: 9090
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.00

0.88

+1.12

Sortino ratio

Return per unit of downside risk

2.72

1.37

+1.36

Omega ratio

Gain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratio

Return relative to maximum drawdown

3.55

1.39

+2.16

Martin ratio

Return relative to average drawdown

15.75

6.43

+9.32


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
520.941.471.221.537.16
SCHD
Schwab U.S. Dividend Equity ETF
400.891.341.191.093.69
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
PPA
Invesco Aerospace & Defense ETF
882.012.711.383.3012.97

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.

KidRoth40smh20vti20schd20ppa Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 2.00
  • 5-Year: 0.89
  • 10-Year: 1.01
  • All Time: 1.01

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 1.69, 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 KidRoth40smh20vti20schd20ppa 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

KidRoth40smh20vti20schd20ppa provided a 1.11% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.11%1.19%1.28%1.36%1.65%1.12%1.37%1.74%1.95%1.57%1.62%2.13%
VTI
Vanguard Total Stock Market ETF
1.16%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
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%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
PPA
Invesco Aerospace & Defense ETF
0.39%0.42%0.61%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%

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 KidRoth40smh20vti20schd20ppa. 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 KidRoth40smh20vti20schd20ppa was 34.73%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current KidRoth40smh20vti20schd20ppa drawdown is 5.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.73%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-28.85%Jan 5, 2022196Oct 14, 2022165Jun 13, 2023361
-22.44%Jan 24, 202552Apr 8, 202543Jun 10, 202595
-21.37%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-16.39%May 29, 201562Aug 25, 2015191May 27, 2016253

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 4 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkPPASMHSCHDVTIPortfolio
Benchmark1.000.760.770.820.990.91
PPA0.761.000.560.740.770.77
SMH0.770.561.000.580.770.94
SCHD0.820.740.581.000.820.77
VTI0.990.770.770.821.000.91
Portfolio0.910.770.940.770.911.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011