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Easy 5
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHO 20%QQQ 20%SCHD 20%VT 20%SCHY 20%BondBondEquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

20%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

20%

SCHO
Schwab Short-Term U.S. Treasury ETF
Government Bonds

20%

SCHY
Schwab International Dividend Equity ETF
Dividend, Foreign Large Cap Equities

20%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Easy 5, 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 Quarterly


10.00%15.00%20.00%25.00%30.00%FebruaryMarchAprilMayJuneJuly
19.98%
32.60%
Easy 5
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 29, 2021, corresponding to the inception date of SCHY

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.08%3.89%16.83%24.87%13.16%10.96%
Easy 58.33%2.49%8.22%13.63%N/AN/A
QQQ
Invesco QQQ
20.47%3.91%20.46%30.64%21.37%18.78%
SCHD
Schwab US Dividend Equity ETF
5.45%2.86%5.25%10.91%11.69%10.88%
VT
Vanguard Total World Stock ETF
13.42%2.71%13.87%19.07%11.00%8.76%
SCHO
Schwab Short-Term U.S. Treasury ETF
1.70%0.79%1.34%4.35%1.12%1.12%
SCHY
Schwab International Dividend Equity ETF
1.13%2.09%0.76%4.14%N/AN/A

Monthly Returns

The table below presents the monthly returns of Easy 5, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.25%2.18%2.04%-3.12%3.43%1.30%8.33%
20235.51%-2.29%3.31%0.93%-0.44%4.17%3.04%-1.91%-3.31%-2.19%6.85%4.73%19.24%
2022-3.24%-2.01%1.58%-6.25%0.89%-6.56%5.00%-3.60%-7.24%5.23%6.44%-3.51%-13.61%
2021-0.65%1.65%1.06%1.15%1.72%-3.66%3.82%-1.21%3.62%7.52%

Expense Ratio

Easy 5 features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Easy 5 is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Easy 5 is 4444
Easy 5
The Sharpe Ratio Rank of Easy 5 is 4141Sharpe Ratio Rank
The Sortino Ratio Rank of Easy 5 is 4343Sortino Ratio Rank
The Omega Ratio Rank of Easy 5 is 4343Omega Ratio Rank
The Calmar Ratio Rank of Easy 5 is 4949Calmar Ratio Rank
The Martin Ratio Rank of Easy 5 is 4141Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Easy 5
Sharpe ratio
The chart of Sharpe ratio for Easy 5, currently valued at 1.85, compared to the broader market-1.000.001.002.003.004.005.001.85
Sortino ratio
The chart of Sortino ratio for Easy 5, currently valued at 2.69, compared to the broader market-2.000.002.004.006.002.69
Omega ratio
The chart of Omega ratio for Easy 5, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for Easy 5, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.001.69
Martin ratio
The chart of Martin ratio for Easy 5, currently valued at 6.13, compared to the broader market0.0010.0020.0030.0040.006.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0010.0020.0030.0040.008.58

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
2.202.971.382.5010.42
SCHD
Schwab US Dividend Equity ETF
1.071.601.190.893.28
VT
Vanguard Total World Stock ETF
1.982.851.351.466.28
SCHO
Schwab Short-Term U.S. Treasury ETF
2.634.341.541.4517.40
SCHY
Schwab International Dividend Equity ETF
0.711.071.130.661.82

Sharpe Ratio

The current Easy 5 Sharpe ratio is 1.85. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.58 to 2.50, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Easy 5 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.85
2.31
Easy 5
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Easy 5 granted a 3.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Easy 53.04%2.79%2.28%1.44%1.33%1.66%1.66%1.34%1.43%1.42%1.39%1.16%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SCHD
Schwab US Dividend Equity ETF
3.59%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VT
Vanguard Total World Stock ETF
1.91%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
SCHO
Schwab Short-Term U.S. Treasury ETF
4.20%3.76%1.34%0.41%1.27%2.26%1.78%1.12%0.82%0.68%0.47%0.29%
SCHY
Schwab International Dividend Equity ETF
4.90%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.09%
-0.88%
Easy 5
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Easy 5. 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 Easy 5 was 20.65%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.

The current Easy 5 drawdown is 0.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.65%Jan 5, 2022194Oct 12, 2022294Dec 13, 2023488
-4.26%Sep 7, 202120Oct 4, 202121Nov 2, 202141
-4.09%Apr 1, 202415Apr 19, 202417May 14, 202432
-3.44%Nov 8, 202117Dec 1, 202116Dec 23, 202133
-2.82%May 10, 20213May 12, 202112May 28, 202115

Volatility

Volatility Chart

The current Easy 5 volatility is 1.38%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.38%
2.07%
Easy 5
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SCHOQQQSCHDSCHYVT
SCHO1.000.090.090.180.12
QQQ0.091.000.620.570.88
SCHD0.090.621.000.730.82
SCHY0.180.570.731.000.82
VT0.120.880.820.821.00
The correlation results are calculated based on daily price changes starting from Apr 30, 2021