ETH HOLDER

Asset Allocation

Position	Category/Sector	Target Weight
AVUV Avantis US Small Cap Value ETF	Small Cap Value Equities	10%
IJS iShares S&P SmallCap 600 Value ETF	Small Cap Value Equities	10%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	10%
VOO Vanguard S&P 500 ETF	S&P 500	25%
VOOV Vanguard S&P 500 Value ETF	Large Cap Value Equities, S&P 500	20%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETH HOLDER, 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 Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio ETH HOLDER	0.21%	-3.50%	0.22%	2.17%	25.13%	16.06%	10.18%	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-4.01%	-3.55%	-1.41%	23.49%	18.47%	11.96%	14.19%
VOOV Vanguard S&P 500 Value ETF	0.16%	-3.71%	0.29%	2.85%	17.65%	13.90%	10.47%	11.42%
VBR Vanguard Small-Cap Value ETF	0.20%	-3.60%	3.80%	4.63%	25.96%	13.63%	7.68%	10.27%
IJS iShares S&P SmallCap 600 Value ETF	0.22%	-3.32%	4.77%	6.54%	31.72%	10.12%	4.81%	9.52%
AVUV Avantis US Small Cap Value ETF	0.68%	-1.17%	9.54%	11.38%	38.64%	16.21%	10.57%	—
VTI Vanguard Total Stock Market ETF	0.16%	-3.97%	-3.13%	-1.30%	24.10%	18.10%	10.66%	13.75%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, ETH HOLDER's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +13.8%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETH HOLDER closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.16%	0.92%	-4.43%	0.72%									0.22%
2025	2.72%	-2.16%	-5.18%	-2.59%	5.35%	4.55%	1.79%	3.96%	2.28%	1.07%	1.32%	0.33%	13.69%
2024	-0.35%	4.10%	3.99%	-4.75%	4.48%	0.71%	4.88%	1.15%	1.56%	-1.10%	7.42%	-5.02%	17.56%
2023	7.80%	-2.35%	-0.22%	0.53%	-1.19%	7.51%	4.43%	-2.67%	-4.76%	-3.19%	9.19%	7.08%	22.90%
2022	-4.38%	-1.03%	2.73%	-7.35%	1.22%	-8.97%	8.72%	-3.46%	-9.37%	10.59%	5.31%	-5.59%	-13.19%
2021	0.68%	6.02%	5.21%	4.11%	1.85%	0.60%	0.25%	2.48%	-3.35%	5.48%	-1.96%	4.82%	28.94%

Benchmark Metrics

ETH HOLDER has an annualized alpha of 0.58%, beta of 0.99, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

With beta of 0.99 and R² of 0.92, 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: 0.58%

Beta: 0.99

R²: 0.92

Upside Capture: 102.96%

Downside Capture: 101.78%

Expense Ratio

ETH HOLDER has an expense ratio of 0.09%, 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.

IJS

iShares S&P SmallCap 600 Value ETF

AVUV

Avantis US Small Cap Value ETF

VOOV

Vanguard S&P 500 Value ETF

VBR

Vanguard Small-Cap Value ETF

VOO

Vanguard S&P 500 ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

ETH HOLDER ranks 31 for risk / return — below 31% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.99	0.88	+0.11
Sortino ratio Return per unit of downside risk	1.50	1.37	+0.13
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.48	1.39	+0.09
Martin ratio Return relative to average drawdown	6.87	6.43	+0.44
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
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
VOOV Vanguard S&P 500 Value ETF	40	0.82	1.24	1.19	1.11	5.14
VBR Vanguard Small-Cap Value ETF	43	0.86	1.33	1.18	1.37	5.57
IJS iShares S&P SmallCap 600 Value ETF	47	0.93	1.43	1.19	1.51	5.68
AVUV Avantis US Small Cap Value ETF	62	1.17	1.73	1.24	1.90	7.48
VTI Vanguard Total Stock Market ETF	52	0.94	1.47	1.22	1.53	7.16

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.

ETH HOLDER Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.99
5-Year: 0.60
All Time: 0.63

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 0.99 to 1.69, 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 ETH HOLDER 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

ETH HOLDER 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%	1.59%	1.58%	1.80%	1.44%	1.62%	1.75%	1.96%	1.62%	1.73%	1.85%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VOOV Vanguard S&P 500 Value ETF	1.80%	1.76%	2.10%	1.69%	2.19%	1.87%	2.45%	2.10%	2.65%	2.13%	2.24%	2.36%
VBR Vanguard Small-Cap Value ETF	1.89%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%
IJS iShares S&P SmallCap 600 Value ETF	1.42%	1.62%	1.78%	1.42%	1.46%	1.52%	1.00%	1.66%	1.75%	1.41%	1.22%	1.59%
AVUV Avantis US Small Cap Value ETF	1.39%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%
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%

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 ETH HOLDER. 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 ETH HOLDER was 37.97%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current ETH HOLDER drawdown is 4.77%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.97%	Feb 13, 2020	27	Mar 23, 2020	161	Nov 9, 2020	188
-22.09%	Jan 5, 2022	186	Sep 30, 2022	207	Jul 31, 2023	393
-20.37%	Dec 3, 2024	86	Apr 8, 2025	72	Jul 23, 2025	158
-11.85%	Aug 1, 2023	63	Oct 27, 2023	30	Dec 11, 2023	93
-7.69%	Feb 10, 2026	34	Mar 30, 2026	—	—	—

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 6 assets, with an effective number of assets of 5.13, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	AVUV	IJS	VOO	VOOV	VTI	VBR	Portfolio
Benchmark	1.00	0.72	0.73	1.00	0.85	0.99	0.79	0.93
AVUV	0.72	1.00	0.96	0.73	0.85	0.77	0.97	0.91
IJS	0.73	0.96	1.00	0.73	0.85	0.77	0.97	0.91
VOO	1.00	0.73	0.73	1.00	0.85	0.99	0.79	0.93
VOOV	0.85	0.85	0.85	0.85	1.00	0.86	0.90	0.94
VTI	0.99	0.77	0.77	0.99	0.86	1.00	0.83	0.95
VBR	0.79	0.97	0.97	0.79	0.90	0.83	1.00	0.95
Portfolio	0.93	0.91	0.91	0.93	0.94	0.95	0.95	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

ETH HOLDER

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table