Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IYW iShares U.S. Technology ETF | Technology Equities | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
RSG Republic Services, Inc. | Industrials | 20% |
SCHB Schwab U.S. Broad Market ETF | Large Cap Growth Equities | 20% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 TEST , 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 Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Apr 3, 2026, the 2025 TEST returned -3.66% Year-To-Date and 29.60% 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 2025 TEST | 0.60% | -2.70% | -3.66% | -4.05% | 22.87% | 34.67% | 26.54% | 29.60% |
| Portfolio components: | ||||||||
SCHB Schwab U.S. Broad Market ETF | 0.12% | -3.24% | -3.17% | -1.36% | 17.78% | 18.08% | 10.72% | 13.72% |
IYW iShares U.S. Technology ETF | 0.52% | -1.83% | -7.13% | -6.54% | 29.96% | 26.25% | 15.97% | 21.86% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -3.86% | -9.70% | -8.38% | 16.03% | 22.25% | 12.77% | 17.00% |
NVDA NVIDIA Corporation | 0.93% | -1.47% | -4.88% | -6.08% | 60.69% | 85.17% | 66.71% | 70.07% |
RSG Republic Services, Inc. | 1.44% | -3.64% | 5.92% | 0.86% | -7.83% | 19.30% | 18.99% | 18.99% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 14, 2009, 2025 TEST 's average daily return is +0.09%, while the average monthly return is +1.89%. At this rate, your investment would double in approximately 3.1 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2011 with a return of +13.7%, while the worst month was Apr 2022 at -13.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 2025 TEST closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -13.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.66% | -1.95% | -3.93% | 1.60% | -3.66% | ||||||||
| 2025 | 0.57% | 0.88% | -6.47% | 1.34% | 10.36% | 7.05% | 3.33% | 0.53% | 4.31% | 2.53% | -3.21% | 0.60% | 22.89% |
| 2024 | 6.94% | 11.46% | 5.80% | -3.47% | 8.38% | 7.48% | -1.38% | 2.82% | 1.05% | 1.27% | 6.75% | -2.64% | 52.94% |
| 2023 | 11.69% | 4.55% | 10.46% | 1.90% | 10.20% | 7.98% | 4.16% | -0.61% | -5.99% | -1.51% | 11.42% | 4.52% | 74.59% |
| 2022 | -9.70% | -3.57% | 6.60% | -13.23% | -0.86% | -8.77% | 11.87% | -5.99% | -10.89% | 5.07% | 9.52% | -8.89% | -28.43% |
| 2021 | -1.37% | 1.81% | 2.99% | 7.68% | 1.91% | 8.66% | 2.81% | 6.16% | -5.31% | 12.08% | 6.18% | -0.42% | 51.01% |
Benchmark Metrics
2025 TEST has an annualized alpha of 9.70%, beta of 1.13, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since December 14, 2009.
- This portfolio captured 146.43% of S&P 500 Index gains but only 95.33% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 9.70% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.13 and R² of 0.83, 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
- 9.70%
- Beta
- 1.13
- R²
- 0.83
- Upside Capture
- 146.43%
- Downside Capture
- 95.33%
Expense Ratio
2025 TEST has an expense ratio of 0.10%, 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
2025 TEST ranks 39 for risk / return — below 39% 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.
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 | 1.67 | 1.37 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.01 | 1.39 | +0.62 |
Martin ratioReturn relative to average drawdown | 6.36 | 6.43 | -0.07 |
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 | |
|---|---|---|---|---|---|---|
SCHB Schwab U.S. Broad Market ETF | 54 | 0.97 | 1.49 | 1.22 | 1.52 | 7.08 |
IYW iShares U.S. Technology ETF | 58 | 1.12 | 1.72 | 1.24 | 1.73 | 5.51 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
NVDA NVIDIA Corporation | 81 | 1.47 | 2.17 | 1.27 | 3.02 | 7.54 |
RSG Republic Services, Inc. | 24 | -0.42 | -0.45 | 0.94 | -0.35 | -0.60 |
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Dividends
Dividend yield
2025 TEST provided a 0.57% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.57% | 0.55% | 0.54% | 0.70% | 0.85% | 0.65% | 0.91% | 1.07% | 1.33% | 1.15% | 1.33% | 1.63% |
| Portfolio components: | ||||||||||||
SCHB Schwab U.S. Broad Market ETF | 1.17% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
IYW iShares U.S. Technology ETF | 0.15% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
RSG Republic Services, Inc. | 1.10% | 1.12% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% |
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 2025 TEST . 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 2025 TEST was 36.16%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.
The current 2025 TEST drawdown is 7.43%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.16% | Nov 22, 2021 | 226 | Oct 14, 2022 | 154 | May 26, 2023 | 380 |
| -32.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -26.84% | Feb 18, 2011 | 118 | Aug 8, 2011 | 433 | Apr 30, 2013 | 551 |
| -25.59% | Oct 2, 2018 | 58 | Dec 24, 2018 | 144 | Jul 23, 2019 | 202 |
| -19.97% | Feb 20, 2025 | 34 | Apr 8, 2025 | 35 | May 29, 2025 | 69 |
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 5.00, 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 | RSG | NVDA | IYW | SCHB | SCHG | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.51 | 0.61 | 0.87 | 0.99 | 0.95 | 0.87 |
| RSG | 0.51 | 1.00 | 0.22 | 0.37 | 0.50 | 0.44 | 0.50 |
| NVDA | 0.61 | 0.22 | 1.00 | 0.73 | 0.61 | 0.67 | 0.87 |
| IYW | 0.87 | 0.37 | 0.73 | 1.00 | 0.87 | 0.94 | 0.91 |
| SCHB | 0.99 | 0.50 | 0.61 | 0.87 | 1.00 | 0.95 | 0.87 |
| SCHG | 0.95 | 0.44 | 0.67 | 0.94 | 0.95 | 1.00 | 0.91 |
| Portfolio | 0.87 | 0.50 | 0.87 | 0.91 | 0.87 | 0.91 | 1.00 |