##alpha v3 - Aegis Ascent

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	40%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	30%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	30%

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 ##alpha v3 - Aegis Ascent, 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 ##alpha v3 - Aegis Ascent returned 15.27% Year-To-Date and 12.30% 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 ##alpha v3 - Aegis Ascent	0.78%	1.72%	15.27%	15.08%	23.65%	19.44%	11.49%	12.30%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	-0.03%	2.12%	18.71%	19.28%	26.37%	14.73%	8.49%	12.65%
SPMO Invesco S&P 500 Momentum ETF	2.50%	2.83%	24.29%	22.86%	39.53%	40.28%	23.06%	20.38%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	0.00%	-0.18%	1.76%	1.89%	4.64%	5.17%	3.37%	3.08%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2015, ##alpha v3 - Aegis Ascent's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.

Historically, 71% of months were positive and 29% were negative. The best month was Oct 2022 with a return of +8.5%, while the worst month was Mar 2020 at -7.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ##alpha v3 - Aegis Ascent closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +6.0%, while the worst single day was Mar 16, 2020 at -8.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.78%	2.74%	-2.76%	7.48%	4.39%	-0.91%							15.27%
2025	2.61%	1.29%	-2.34%	-2.24%	3.82%	3.24%	1.05%	2.61%	0.85%	-0.53%	0.76%	0.05%	11.52%
2024	1.89%	4.23%	3.33%	-3.62%	3.49%	2.72%	1.95%	2.36%	1.19%	0.02%	4.21%	-3.14%	19.87%
2023	0.93%	-2.82%	0.70%	0.57%	-3.46%	3.76%	2.32%	0.16%	-2.09%	-1.95%	5.73%	4.80%	8.48%
2022	-3.20%	-1.04%	1.98%	-4.17%	2.17%	-6.03%	4.31%	-2.41%	-5.85%	8.51%	3.82%	-2.42%	-5.31%
2021	-0.17%	2.02%	4.30%	2.72%	1.37%	1.62%	1.30%	2.28%	-3.03%	4.29%	-1.75%	4.01%	20.36%

Benchmark Metrics

##alpha v3 - Aegis Ascent has an annualized alpha of 3.69%, beta of 0.61, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.88%) than losses (61.97%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.69% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.61 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 3.69%

Beta: 0.61

R²: 0.89

Upside Capture: 68.88%

Downside Capture: 61.97%

Expense Ratio

##alpha v3 - Aegis Ascent has an expense ratio of 0.07%, 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.

SPMO

Invesco S&P 500 Momentum ETF

SCHD

Schwab U.S. Dividend Equity ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

##alpha v3 - Aegis Ascent ranks 92 for risk / return — in the top 92% 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.

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 ##alpha v3 - Aegis Ascent and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.03	1.94	+1.10
Sortino ratioReturn per unit of downside risk	4.29	2.63	+1.66
Omega ratioGain probability vs. loss probability	1.58	1.35	+0.23
Calmar ratioReturn relative to maximum drawdown	5.52	2.59	+2.94
Martin ratioReturn relative to average drawdown	23.05	11.84	+11.21
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SCHD Schwab U.S. Dividend Equity ETF	85	2.43	3.75	1.43	5.74	14.06
SPMO Invesco S&P 500 Momentum ETF	71	2.13	2.81	1.39	3.13	12.02
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	95	3.12	5.31	1.66	6.66	26.11

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.

##alpha v3 - Aegis Ascent Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 3.03
5-Year: 1.09
10-Year: 1.04
All Time: 1.04

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 1.59 to 2.46, 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 ##alpha v3 - Aegis Ascent 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

##alpha v3 - Aegis Ascent provided a 2.59% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.59%	2.89%	2.41%	2.74%	3.91%	2.67%	2.00%	2.19%	2.28%	1.74%	1.96%	1.30%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SPMO Invesco S&P 500 Momentum ETF	0.69%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.59%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%

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 ##alpha v3 - Aegis Ascent. 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 v3 - Aegis Ascent was 23.32%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current ##alpha v3 - Aegis Ascent drawdown is 1.72%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-23.32%Mar 2020	1mo 2d	4mo 10d	5mo 12dFeb 2020 - Jul 2020
Bear market2022	-14.64%Sep 2022	8mo 28d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-14.15%Dec 2018	2mo 23d	3mo 11d	6mo 4dOct 2018 - Apr 2019
2025 selloff2025	-10.73%Apr 2025	1mo 17d	2mo 3d	3mo 20dFeb 2025 - Jun 2025
2018 pullback2018	-7.33%Apr 2018	2mo 3d	3mo 24d	5mo 27dJan 2018 - Jul 2018

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 3 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.35	1.22	1.17	1.13	1.14

The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

##alpha v3 - Aegis Ascent correlation to the S&P 500 Index

##alpha v3 - Aegis Ascent has a 0.80 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	0.80
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Oct 12, 2015	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.78, while VTIP has the lowest at 0.09.

VTIP

0.09

SCHD

0.78

SPMO

0.78

Portfolio Correlations

Correlation vs. ##alpha v3 - Aegis Ascent. SCHD has the highest portfolio correlation at 0.86, while VTIP has the lowest at 0.15.

VTIP

0.15

SPMO

0.85

SCHD

0.86

Asset Correlations Table

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

	VTIP	SPMO	SCHD
VTIP	1.00	0.06	0.09
SPMO	0.06	1.00	0.53
SCHD	0.09	0.53	1.00

The correlation results are calculated based on daily price changes starting from Oct 12, 2015

Diversification Analysis

Find what ##alpha v3 - Aegis Ascent is missing

See which holdings overlap, where ##alpha v3 - Aegis Ascent is concentrated, and which low-correlation assets could fill the gaps.

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