Supplemental - personal allocation/weighting

Asset Allocation

Position	Category/Sector	Target Weight
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	40%
VUG Vanguard Growth ETF	Large Cap Growth Equities	25%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	15%
VB Vanguard Small-Cap ETF	Small Cap Blend Equities	10%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 9, 2026, the Supplemental - personal allocation/weighting returned 8.98% Year-To-Date and 14.10% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Supplemental - personal allocation/weighting	0.43%	-0.60%	8.98%	9.16%	24.91%	20.81%	11.16%	14.10%
Portfolio components:
VB Vanguard Small-Cap ETF	0.40%	0.41%	12.60%	12.39%	25.97%	15.91%	6.58%	11.18%
VEU Vanguard FTSE All-World ex-US ETF	0.90%	-1.72%	11.45%	13.84%	27.37%	18.27%	8.16%	9.86%
VTI Vanguard Total Stock Market ETF	0.30%	0.44%	9.05%	8.94%	24.96%	21.05%	12.25%	14.84%
VUG Vanguard Growth ETF	0.33%	-0.73%	6.14%	5.11%	23.11%	24.71%	14.33%	17.95%
VWO Vanguard FTSE Emerging Markets ETF	0.52%	-3.65%	8.50%	9.73%	24.29%	16.22%	4.65%	8.60%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 8, 2007, Supplemental - personal allocation/weighting's average daily return is +0.05%, while the average monthly return is +0.93%. At this rate, an investment would double in approximately 6.2 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%	10.54%	5.01%	-2.59%							8.98%
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 1.00%, beta of 1.02, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since March 08, 2007.

This portfolio captured 106.00% of S&P 500 Index gains and 100.97% 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: 1.00%

Beta: 1.02

R²: 0.97

Upside Capture: 106.00%

Downside Capture: 100.97%

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.

VWO

Vanguard FTSE Emerging Markets ETF

Vanguard Small-Cap ETF

VEU

Vanguard FTSE All-World ex-US ETF

VTI

Vanguard Total Stock Market ETF

VUG

Vanguard Growth ETF

Return for Risk

Risk / Return Rank

Supplemental - personal allocation/weighting ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

The table below presents risk-adjusted performance metrics for Supplemental - personal allocation/weighting and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.84	1.94	-0.10
Sortino ratioReturn per unit of downside risk	2.51	2.63	-0.12
Omega ratioGain probability vs. loss probability	1.33	1.35	-0.02
Calmar ratioReturn relative to maximum drawdown	2.54	2.59	-0.04
Martin ratioReturn relative to average drawdown	11.28	11.84	-0.56
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VB Vanguard Small-Cap ETF	56	1.59	2.28	1.28	2.91	10.66
VEU Vanguard FTSE All-World ex-US ETF	56	1.74	2.39	1.32	2.41	9.28
VTI Vanguard Total Stock Market ETF	68	2.02	2.73	1.36	2.81	12.85
VUG Vanguard Growth ETF	40	1.43	1.95	1.25	1.40	4.90
VWO Vanguard FTSE Emerging Markets ETF	49	1.49	2.08	1.28	2.18	7.79

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.

Supplemental - personal allocation/weighting Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.84
5-Year: 0.64
10-Year: 0.77
All Time: 0.50

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 1.60 to 2.46, 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 Supplemental - personal allocation/weighting 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

Supplemental - personal allocation/weighting provided a 1.28% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.28%	1.43%	1.56%	1.73%	1.88%	1.45%	1.34%	1.88%	2.09%	1.73%	1.96%	2.04%
Portfolio components:
VB Vanguard Small-Cap ETF	1.21%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%
VEU Vanguard FTSE All-World ex-US ETF	2.68%	3.09%	3.24%	3.32%	3.12%	3.08%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%
VTI Vanguard Total Stock Market ETF	1.03%	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	0.38%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
VWO Vanguard FTSE Emerging Markets ETF	2.49%	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 3.34%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-56.19%Mar 2009	1y 4mo	2y 1mo	3y 6moNov 2007 - Apr 2011
COVID crash2020	-34.10%Mar 2020	1mo 2d	4mo 14d	5mo 16dFeb 2020 - Aug 2020
Bear market2022	-28.42%Oct 2022	11mo 1d	1y 3mo	2y 2moNov 2021 - Jan 2024
2011 bear market2011	-22.53%Oct 2011	5mo 4d	5mo 12d	10mo 16dMay 2011 - Mar 2012
Rate-hike selloffLate 2018	-19.46%Dec 2018	3mo 26d	3mo 19d	7mo 15dAug 2018 - Apr 2019

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. 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	1.07	1.08	1.07	1.06	1.05

The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Supplemental - personal allocation/weighting correlation to the S&P 500 Index

Supplemental - personal allocation/weighting has a 0.98 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) Calculated over the trailing 1-year period	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.97
Correlation (All Time) Calculated using the full available price history since Mar 8, 2007	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VWO has the lowest at 0.74.

VWO

0.74

VEU

0.83

0.88

VUG

0.95

VTI

0.99

Portfolio Correlations

Correlation vs. Supplemental - personal allocation/weighting. VTI has the highest portfolio correlation at 0.98, while VWO has the lowest at 0.83.

VWO

0.83

VEU

0.90

0.91

VUG

0.95

VTI

0.98

Asset Correlations Table

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

	VWO	VEU	VB	VUG	VTI
VWO	1.00	0.88	0.69	0.72	0.74
VEU	0.88	1.00	0.78	0.78	0.83
VB	0.69	0.78	1.00	0.83	0.92
VUG	0.72	0.78	0.83	1.00	0.94
VTI	0.74	0.83	0.92	0.94	1.00

The correlation results are calculated based on daily price changes starting from Mar 8, 2007

Diversification Analysis

Find what Supplemental - personal allocation/weighting is missing

See which holdings overlap, where Supplemental - personal allocation/weighting is concentrated, and which low-correlation assets could fill the gaps.

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