Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Supplemental - personal allocation/weighting, 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 year.
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The earliest data available for this chart is Mar 8, 2007, corresponding to the inception date of VEU
Returns By Period
As of Apr 2, 2026, the Supplemental - personal allocation/weighting returned -2.83% Year-To-Date and 13.01% 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 Supplemental - personal allocation/weighting | -0.04% | -3.14% | -2.83% | -1.14% | 19.85% | 18.04% | 9.62% | 13.01% |
| Portfolio components: | ||||||||
VTI Vanguard Total Stock Market ETF | 0.16% | -3.26% | -3.13% | -1.24% | 17.86% | 18.10% | 10.66% | 13.75% |
VUG Vanguard Growth ETF | 0.11% | -3.66% | -9.29% | -8.34% | 17.67% | 21.67% | 11.69% | 16.20% |
VEU Vanguard FTSE All-World ex-US ETF | -0.67% | -2.48% | 2.90% | 6.78% | 27.80% | 15.65% | 7.59% | 9.14% |
VB Vanguard Small-Cap ETF | 0.47% | -3.05% | 2.99% | 3.93% | 18.72% | 13.45% | 5.57% | 10.71% |
VWO Vanguard FTSE Emerging Markets ETF | -0.72% | -2.55% | 0.11% | 0.38% | 21.72% | 13.41% | 3.75% | 7.73% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 9, 2007, Supplemental - personal allocation/weighting's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, your investment would double in approximately 6.6 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +12.5%, while the worst month was Oct 2008 at -19.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Supplemental - personal allocation/weighting closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.13% | 0.14% | -5.76% | 0.81% | -2.83% | ||||||||
| 2025 | 2.68% | -1.61% | -4.83% | 0.39% | 6.36% | 5.14% | 1.94% | 2.56% | 3.74% | 2.34% | -0.23% | 0.37% | 19.98% |
| 2024 | 0.11% | 5.30% | 2.77% | -3.74% | 4.71% | 2.96% | 1.40% | 1.91% | 2.68% | -1.35% | 5.25% | -2.28% | 21.03% |
| 2023 | 8.52% | -2.86% | 3.37% | 0.83% | 0.60% | 6.47% | 3.91% | -2.56% | -4.74% | -2.82% | 9.65% | 5.24% | 27.30% |
| 2022 | -5.88% | -2.88% | 1.93% | -9.20% | -0.42% | -7.85% | 8.24% | -3.68% | -9.70% | 5.54% | 7.02% | -5.45% | -21.97% |
| 2021 | 0.18% | 2.56% | 2.28% | 4.69% | 0.46% | 2.68% | 0.58% | 2.73% | -4.30% | 5.87% | -1.68% | 2.96% | 20.27% |
Benchmark Metrics
Supplemental - personal allocation/weighting has an annualized alpha of 1.04%, beta of 1.02, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since March 09, 2007.
- This portfolio captured 106.12% of S&P 500 Index gains and 100.91% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.02 and R² of 0.97, 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
- 1.04%
- Beta
- 1.02
- R²
- 0.97
- Upside Capture
- 106.12%
- Downside Capture
- 100.91%
Expense Ratio
Supplemental - personal allocation/weighting has an expense ratio of 0.04%, which is considered low. 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
Supplemental - personal allocation/weighting ranks 45 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.07 | 0.88 | +0.19 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.37 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.67 | 1.39 | +0.28 |
Martin ratioReturn relative to average drawdown | 7.64 | 6.43 | +1.21 |
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 | |
|---|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 54 | 0.94 | 1.47 | 1.22 | 1.53 | 7.16 |
VUG Vanguard Growth ETF | 38 | 0.78 | 1.27 | 1.18 | 1.13 | 3.90 |
VEU Vanguard FTSE All-World ex-US ETF | 79 | 1.62 | 2.23 | 1.33 | 2.46 | 9.28 |
VB Vanguard Small-Cap ETF | 46 | 0.86 | 1.35 | 1.18 | 1.44 | 6.15 |
VWO Vanguard FTSE Emerging Markets ETF | 62 | 1.22 | 1.74 | 1.25 | 1.78 | 6.68 |
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Dividends
Dividend yield
Supplemental - personal allocation/weighting provided a 1.42% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.42% | 1.43% | 1.56% | 1.73% | 1.88% | 1.45% | 1.34% | 1.88% | 2.09% | 1.73% | 1.96% | 2.04% |
| Portfolio components: | ||||||||||||
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% |
VUG Vanguard Growth ETF | 0.45% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
VEU Vanguard FTSE All-World ex-US ETF | 2.90% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
VB Vanguard Small-Cap ETF | 1.32% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
VWO Vanguard FTSE Emerging Markets ETF | 2.70% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
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 Supplemental - personal allocation/weighting. 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 Supplemental - personal allocation/weighting was 56.19%, occurring on Mar 9, 2009. Recovery took 541 trading sessions.
The current Supplemental - personal allocation/weighting drawdown is 6.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -56.19% | Nov 1, 2007 | 339 | Mar 9, 2009 | 541 | Apr 29, 2011 | 880 |
| -34.1% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -28.42% | Nov 17, 2021 | 229 | Oct 14, 2022 | 322 | Jan 29, 2024 | 551 |
| -22.53% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -19.46% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
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 5 assets, with an effective number of assets of 3.77, 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
| Benchmark | VWO | VEU | VB | VUG | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.74 | 0.83 | 0.89 | 0.95 | 0.99 | 0.97 |
| VWO | 0.74 | 1.00 | 0.88 | 0.69 | 0.71 | 0.74 | 0.83 |
| VEU | 0.83 | 0.88 | 1.00 | 0.78 | 0.78 | 0.83 | 0.90 |
| VB | 0.89 | 0.69 | 0.78 | 1.00 | 0.83 | 0.92 | 0.91 |
| VUG | 0.95 | 0.71 | 0.78 | 0.83 | 1.00 | 0.95 | 0.95 |
| VTI | 0.99 | 0.74 | 0.83 | 0.92 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.97 | 0.83 | 0.90 | 0.91 | 0.95 | 0.98 | 1.00 |