Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EEM iShares MSCI Emerging Markets ETF | Emerging Markets Diversified | 25% |
IWM iShares Russell 2000 ETF | Small Cap Blend Equities | 8% |
SHY iShares 1-3 Year Treasury Bond ETF | Government Bonds | 25% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | Europe Equities | 17% |
VOO Vanguard S&P 500 ETF | S&P 500 | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Classic SHY +, 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 Oct 17, 2014, corresponding to the inception date of VERX.AS
Returns By Period
As of Apr 3, 2026, the Classic SHY + returned -0.01% Year-To-Date and 8.70% of annualized return in the last 10 years.
| 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 Classic SHY + | -0.30% | -2.97% | -0.01% | 2.05% | 21.39% | 13.12% | 6.33% | 8.70% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -4.01% | -3.55% | -1.41% | 23.49% | 18.47% | 11.96% | 14.19% |
IWM iShares Russell 2000 ETF | 0.69% | -3.83% | 2.27% | 2.75% | 33.93% | 13.42% | 3.61% | 10.00% |
EEM iShares MSCI Emerging Markets ETF | -1.12% | -4.17% | 3.44% | 5.85% | 34.87% | 15.51% | 3.38% | 7.67% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | -0.63% | -3.46% | -1.62% | 2.06% | 21.05% | 13.93% | 8.52% | 9.49% |
SHY iShares 1-3 Year Treasury Bond ETF | 0.05% | -0.17% | 0.31% | 1.28% | 3.31% | 3.85% | 1.71% | 1.65% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2014, Classic SHY +'s average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +9.2%, while the worst month was Mar 2020 at -10.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Classic SHY + closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +5.7%, while the worst single day was Mar 12, 2020 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.56% | 2.07% | -6.01% | 0.65% | -0.01% | ||||||||
| 2025 | 2.71% | 0.42% | -1.46% | 0.61% | 3.78% | 4.10% | 0.36% | 2.56% | 3.38% | 1.82% | 0.04% | 1.29% | 21.29% |
| 2024 | -1.02% | 3.06% | 2.51% | -2.27% | 3.30% | 1.17% | 1.92% | 1.56% | 2.32% | -2.23% | 1.42% | -2.10% | 9.80% |
| 2023 | 6.42% | -3.13% | 2.29% | 0.79% | -1.52% | 4.08% | 3.37% | -3.09% | -3.28% | -2.40% | 7.02% | 4.23% | 14.90% |
| 2022 | -3.31% | -2.59% | -0.26% | -5.65% | 0.51% | -5.86% | 4.07% | -2.95% | -7.71% | 3.62% | 7.76% | -2.71% | -15.08% |
| 2021 | 0.64% | 1.66% | 1.62% | 2.61% | 1.41% | 0.73% | -0.85% | 1.60% | -3.37% | 3.09% | -2.32% | 2.65% | 9.64% |
Benchmark Metrics
Classic SHY + has an annualized alpha of 0.05%, beta of 0.63, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 20, 2014.
- This portfolio participated in 73.48% of S&P 500 Index downside but only 63.26% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.63 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
- 0.05%
- Beta
- 0.63
- R²
- 0.82
- Upside Capture
- 63.26%
- Downside Capture
- 73.48%
Expense Ratio
Classic SHY + has an expense ratio of 0.26%, 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
Classic SHY + ranks 73 for risk / return — better than 73% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.53 | 0.88 | +0.65 |
Sortino ratioReturn per unit of downside risk | 2.10 | 1.37 | +0.74 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.21 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.39 | +1.57 |
Martin ratioReturn relative to average drawdown | 13.07 | 6.43 | +6.63 |
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 |
IWM iShares Russell 2000 ETF | 58 | 1.10 | 1.64 | 1.21 | 1.99 | 7.27 |
EEM iShares MSCI Emerging Markets ETF | 76 | 1.59 | 2.16 | 1.32 | 2.38 | 8.92 |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 66 | 1.10 | 1.56 | 1.22 | 2.88 | 10.93 |
SHY iShares 1-3 Year Treasury Bond ETF | 95 | 2.57 | 4.23 | 1.54 | 4.08 | 15.52 |
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Dividends
Dividend yield
Classic SHY + provided a 2.30% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.30% | 2.33% | 2.48% | 2.35% | 2.01% | 1.34% | 1.40% | 2.27% | 2.16% | 1.72% | 1.74% | 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% |
IWM iShares Russell 2000 ETF | 1.01% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
EEM iShares MSCI Emerging Markets ETF | 2.15% | 2.22% | 2.43% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.24% | 1.89% | 1.89% | 2.49% |
VERX.AS Vanguard FTSE Developed Europe ex-UK UCITS ETF | 2.67% | 2.67% | 2.91% | 2.75% | 3.05% | 2.29% | 1.96% | 2.83% | 3.20% | 2.71% | 2.81% | 2.61% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.72% | 3.81% | 3.92% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% |
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 Classic SHY +. 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 Classic SHY + was 25.20%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.
The current Classic SHY + drawdown is 5.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.2% | Jan 21, 2020 | 45 | Mar 23, 2020 | 96 | Aug 5, 2020 | 141 |
| -23.31% | Nov 9, 2021 | 243 | Oct 14, 2022 | 363 | Mar 12, 2024 | 606 |
| -17.08% | Apr 29, 2015 | 204 | Feb 11, 2016 | 247 | Jan 25, 2017 | 451 |
| -15.56% | Jan 29, 2018 | 235 | Dec 24, 2018 | 222 | Nov 4, 2019 | 457 |
| -11.05% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
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 4.49, 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 | SHY | VERX.AS | EEM | IWM | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.08 | 0.51 | 0.69 | 0.82 | 1.00 | 0.88 |
| SHY | -0.08 | 1.00 | 0.00 | -0.03 | -0.07 | -0.08 | -0.02 |
| VERX.AS | 0.51 | 0.00 | 1.00 | 0.55 | 0.47 | 0.50 | 0.72 |
| EEM | 0.69 | -0.03 | 0.55 | 1.00 | 0.62 | 0.69 | 0.90 |
| IWM | 0.82 | -0.07 | 0.47 | 0.62 | 1.00 | 0.82 | 0.81 |
| VOO | 1.00 | -0.08 | 0.50 | 0.69 | 0.82 | 1.00 | 0.88 |
| Portfolio | 0.88 | -0.02 | 0.72 | 0.90 | 0.81 | 0.88 | 1.00 |