Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in NEW PORTFOLIO, 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 Jul 26, 2017, corresponding to the inception date of EMXC
Returns By Period
| 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 NEW PORTFOLIO | -0.17% | -3.77% | 0.70% | 3.72% | 19.96% | 15.40% | 9.69% | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
VTV Vanguard Value ETF | 0.16% | -3.03% | 3.71% | 6.74% | 16.12% | 14.94% | 10.95% | 11.89% |
VBR Vanguard Small-Cap Value ETF | 0.20% | -3.26% | 3.80% | 5.19% | 17.55% | 13.63% | 7.68% | 10.27% |
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF | -0.64% | -9.88% | 1.74% | 1.51% | -2.28% | -2.21% | 1.18% | 4.20% |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -2.79% | 3.65% | 8.84% | 30.37% | 16.09% | 8.76% | 9.49% |
EMXC iShares MSCI Emerging Markets ex China ETF | -1.38% | -3.57% | 7.91% | 16.97% | 45.62% | 19.44% | 8.13% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jul 27, 2017, NEW PORTFOLIO's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.4%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, NEW PORTFOLIO closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.23% | 3.02% | -6.73% | 0.55% | 0.70% | ||||||||
| 2025 | 2.69% | -0.50% | -3.04% | -0.31% | 4.86% | 4.29% | 1.01% | 2.70% | 2.52% | 1.67% | 0.96% | 0.91% | 18.99% |
| 2024 | 0.06% | 4.03% | 3.85% | -3.78% | 3.64% | 1.39% | 2.69% | 2.17% | 1.66% | -2.24% | 4.31% | -3.71% | 14.49% |
| 2023 | 6.02% | -2.93% | 2.00% | 1.64% | -1.61% | 5.73% | 3.42% | -2.94% | -4.42% | -2.89% | 8.44% | 5.39% | 18.17% |
| 2022 | -3.55% | -2.06% | 2.32% | -6.40% | 0.49% | -8.18% | 7.23% | -3.62% | -9.20% | 8.35% | 6.96% | -4.56% | -13.37% |
| 2021 | -0.64% | 3.11% | 4.74% | 3.96% | 1.85% | 0.55% | 0.82% | 2.32% | -3.99% | 4.78% | -2.00% | 5.35% | 22.41% |
Benchmark Metrics
NEW PORTFOLIO has an annualized alpha of 0.23%, beta of 0.88, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since July 27, 2017.
- This portfolio participated in 93.48% of S&P 500 Index downside but only 89.90% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R² of 0.95, 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
- 0.23%
- Beta
- 0.88
- R²
- 0.95
- Upside Capture
- 89.90%
- Downside Capture
- 93.48%
Expense Ratio
NEW PORTFOLIO has an expense ratio of 0.12%, 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
NEW PORTFOLIO ranks 57 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.25 | 0.88 | +0.37 |
Sortino ratioReturn per unit of downside risk | 1.84 | 1.37 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.39 | +0.44 |
Martin ratioReturn relative to average drawdown | 7.99 | 6.43 | +1.56 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VTV Vanguard Value ETF | 56 | 1.09 | 1.57 | 1.23 | 1.48 | 6.62 |
VBR Vanguard Small-Cap Value ETF | 44 | 0.86 | 1.33 | 1.18 | 1.37 | 5.57 |
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF | 8 | -0.16 | -0.12 | 0.99 | -0.18 | -0.47 |
VEA Vanguard FTSE Developed Markets ETF | 83 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
EMXC iShares MSCI Emerging Markets ex China ETF | 91 | 2.22 | 2.88 | 1.42 | 3.19 | 13.03 |
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Dividends
Dividend yield
NEW PORTFOLIO provided a 1.91% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.91% | 1.95% | 2.05% | 2.05% | 2.17% | 1.81% | 1.78% | 2.30% | 2.44% | 1.91% | 1.96% | 2.02% |
| 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% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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% |
RSPS Invesco S&P 500 Equal Weight Consumer Staples ETF | 2.86% | 2.82% | 2.86% | 2.78% | 2.31% | 2.07% | 2.14% | 2.12% | 2.43% | 1.90% | 1.76% | 1.77% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
EMXC iShares MSCI Emerging Markets ex China ETF | 2.61% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 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 NEW PORTFOLIO. 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 NEW PORTFOLIO was 34.80%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current NEW PORTFOLIO drawdown is 6.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.8% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -22.43% | Jan 5, 2022 | 186 | Sep 30, 2022 | 303 | Dec 14, 2023 | 489 |
| -18.21% | Jan 29, 2018 | 229 | Dec 24, 2018 | 122 | Jun 20, 2019 | 351 |
| -15.03% | Feb 20, 2025 | 34 | Apr 8, 2025 | 38 | Jun 3, 2025 | 72 |
| -9.41% | Feb 26, 2026 | 23 | 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 3.77, 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 | RSPS | EMXC | VBR | VEA | VTV | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.48 | 0.67 | 0.79 | 0.80 | 0.84 | 1.00 | 0.96 |
| RSPS | 0.48 | 1.00 | 0.30 | 0.52 | 0.45 | 0.65 | 0.48 | 0.58 |
| EMXC | 0.67 | 0.30 | 1.00 | 0.59 | 0.79 | 0.59 | 0.67 | 0.76 |
| VBR | 0.79 | 0.52 | 0.59 | 1.00 | 0.74 | 0.89 | 0.79 | 0.88 |
| VEA | 0.80 | 0.45 | 0.79 | 0.74 | 1.00 | 0.76 | 0.80 | 0.89 |
| VTV | 0.84 | 0.65 | 0.59 | 0.89 | 0.76 | 1.00 | 0.84 | 0.91 |
| VOO | 1.00 | 0.48 | 0.67 | 0.79 | 0.80 | 0.84 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.58 | 0.76 | 0.88 | 0.89 | 0.91 | 0.96 | 1.00 |