Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | Large Cap Blend Equities | 50% |
SCHO Schwab Short-Term U.S. Treasury ETF | Government Bonds, Short-Term Bond | 30% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 20% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in michelle, 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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Returns By Period
As of Jun 13, 2026, the michelle returned 3.64% Year-To-Date and 10.87% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio michelle | 0.03% | -0.72% | 3.64% | 3.81% | 13.68% | 14.59% | 9.57% | 10.87% |
| Portfolio components: | ||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.12% | -3.66% | 2.58% | 2.96% | 20.32% | 22.68% | 14.33% | 18.50% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.00% | 0.18% | 0.54% | 0.82% | 3.43% | 4.25% | 1.82% | 1.71% |
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | 1.48% | 0.10% | 5.28% | 5.29% | 16.60% | 17.49% | 11.70% | 12.75% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 5, 2010, michelle's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +8.8%, while the worst month was Mar 2020 at -8.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, michelle closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Mar 16, 2020 at -8.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.56% | -0.09% | -4.03% | 6.32% | 2.45% | -1.32% | 3.64% | ||||||
| 2025 | 2.62% | -0.54% | -3.29% | 0.01% | 4.24% | 3.65% | 1.15% | 1.58% | 1.96% | 1.15% | 1.03% | -0.25% | 13.90% |
| 2024 | 1.11% | 3.51% | 2.24% | -2.83% | 3.00% | 2.96% | 1.56% | 1.85% | 1.49% | -0.88% | 3.50% | -1.24% | 17.29% |
| 2023 | 3.59% | -2.17% | 3.12% | 1.35% | 0.81% | 3.84% | 2.36% | -0.86% | -2.91% | -0.85% | 6.32% | 3.64% | 19.35% |
| 2022 | -3.96% | -1.58% | 2.15% | -5.79% | 0.67% | -5.38% | 5.21% | -2.83% | -6.33% | 5.54% | 4.21% | -3.51% | -11.94% |
| 2021 | -0.62% | 2.04% | 3.07% | 3.49% | 1.00% | 1.08% | 1.39% | 1.84% | -3.07% | 5.06% | -0.85% | 3.56% | 19.23% |
Benchmark Metrics
michelle has an annualized alpha of 1.79%, beta of 0.65, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since August 05, 2010.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.03%) than losses (64.61%) - typical of diversified or defensive assets.
- Beta of 0.65 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
- 1.79%
- Beta
- 0.65
- R²
- 0.98
- Upside Capture
- 66.03%
- Downside Capture
- 64.61%
Expense Ratio
michelle has an expense ratio of 0.34%, 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
michelle ranks 28 for risk / return — below 28% 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
The table below presents risk-adjusted performance metrics for michelle and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.56 | 1.86 | -0.30 |
| Sortino ratioReturn per unit of downside risk | 2.23 | 2.53 | -0.30 |
| Omega ratioGain probability vs. loss probability | 1.29 | 1.34 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | 2.53 | -0.62 |
| Martin ratioReturn relative to average drawdown | 8.32 | 11.37 | -3.05 |
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 |
|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 32 | 1.18 | 1.64 | 1.21 | 1.14 | 3.78 |
SCHO Schwab Short-Term U.S. Treasury ETF | 87 | 2.46 | 4.02 | 1.50 | 3.91 | 16.48 |
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | 37 | 1.52 | 2.18 | 1.27 | 1.91 | 8.21 |
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Dividends
Dividend yield
michelle provided a 3.91% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.91% | 6.33% | 6.39% | 4.28% | 3.65% | 3.22% | 2.00% | 3.93% | 2.88% | 4.13% | 3.61% | 3.54% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.90% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
WSHFX American Funds Washington Mutual Investors Fund Class F-1 | 5.32% | 10.08% | 10.05% | 6.11% | 6.28% | 6.01% | 3.02% | 6.17% | 4.28% | 7.19% | 6.32% | 6.18% |
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 michelle. 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 michelle was 23.45%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current michelle drawdown is 1.33%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -23.45%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -17.38%Oct 2022 | 9mo 18d | 1y 1mo | 1y 10moDec 2021 - Nov 2023 |
2011 correction2011 | -11.92%Oct 2011 | 2mo 27d | 3mo 24d | 6mo 21dJul 2011 - Jan 2012 |
Rate-hike selloffLate 2018 | -11.80%Dec 2018 | 3mo 1d | 2mo 27d | 5mo 28dSep 2018 - Mar 2019 |
2025 selloff2025 | -11.73%Apr 2025 | 1mo 17d | 1mo 29d | 3mo 16dFeb 2025 - Jun 2025 |
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 2.63, 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 | 1.09 | 1.09 | 1.09 | 1.07 | 1.06 |
The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
michelle correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2010 | 0.99 |
Benchmark Correlations
Correlation vs. S&P 500 Index. WSHFX has the highest benchmark correlation at 0.95, while SCHO has the lowest at -0.13.
Asset Correlations Table
Find what michelle is missing
See which holdings overlap, where michelle is concentrated, and which low-correlation assets could fill the gaps.
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