Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Grab bag, 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 Feb 6, 2026, corresponding to the inception date of RAYS
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 Grab bag | 0.22% | -3.08% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
VBR Vanguard Small-Cap Value ETF | 0.20% | -3.26% | 3.80% | 5.19% | 17.55% | 13.63% | 7.68% | 10.27% |
VTV Vanguard Value ETF | 0.16% | -3.03% | 3.71% | 6.74% | 16.12% | 14.94% | 10.95% | 11.89% |
VOE Vanguard Mid-Cap Value ETF | 0.31% | -2.67% | 5.00% | 7.42% | 16.77% | 13.97% | 8.73% | 10.36% |
VFH Vanguard Financials ETF | 0.40% | -2.96% | -8.83% | -5.93% | 2.17% | 18.18% | 9.42% | 12.40% |
XLE State Street Energy Select Sector SPDR ETF | 0.47% | 5.52% | 33.39% | 36.01% | 29.93% | 14.70% | 23.16% | 11.36% |
RAYS Global X Solar ETF | 0.00% | 0.00% | — | — | — | — | — | — |
FLIN Franklin FTSE India ETF | 0.09% | -7.25% | -13.86% | -10.93% | -9.31% | 7.17% | 4.61% | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 9, 2026, Grab bag's average daily return is -0.14%, while the average monthly return is -1.75%.
Historically, 33% of months were positive and 67% were negative. The best month was Apr 2026 with a return of +0.2%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Grab bag closed higher 55% of trading days. The best single day was Mar 31, 2026 with a return of +2.0%, while the worst single day was Feb 23, 2026 at -1.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.78% | -4.68% | 0.22% | -5.22% |
Expense Ratio
Grab bag 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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 | |
|---|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | 44 | 0.86 | 1.33 | 1.18 | 1.37 | 5.57 |
VTV Vanguard Value ETF | 56 | 1.09 | 1.57 | 1.23 | 1.48 | 6.62 |
VOE Vanguard Mid-Cap Value ETF | 53 | 1.02 | 1.50 | 1.21 | 1.43 | 6.59 |
VFH Vanguard Financials ETF | 14 | 0.11 | 0.28 | 1.04 | 0.22 | 0.63 |
XLE State Street Energy Select Sector SPDR ETF | 54 | 1.19 | 1.58 | 1.23 | 1.60 | 4.21 |
RAYS Global X Solar ETF | — | — | — | — | — | — |
FLIN Franklin FTSE India ETF | 3 | -0.59 | -0.76 | 0.91 | -0.46 | -1.49 |
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Dividends
Dividend yield
Grab bag provided a 1.70% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.70% | 1.76% | 2.02% | 2.02% | 2.03% | 2.06% | 2.00% | 2.22% | 2.25% | 1.62% | 1.60% | 1.84% |
| Portfolio components: | ||||||||||||
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% |
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% |
VOE Vanguard Mid-Cap Value ETF | 1.98% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
VFH Vanguard Financials ETF | 1.60% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
XLE State Street Energy Select Sector SPDR ETF | 2.52% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
RAYS Global X Solar ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLIN Franklin FTSE India ETF | 0.65% | 0.56% | 1.58% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% | 0.00% | 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 Grab bag. 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 Grab bag was 7.51%, occurring on Mar 20, 2026. The portfolio has not yet recovered.
The current Grab bag drawdown is 5.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.51% | Feb 12, 2026 | 26 | Mar 20, 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 7 assets, with an effective number of assets of 4.11, 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 | RAYS | XLE | FLIN | VFH | VTV | VBR | VOE | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | -0.17 | 0.73 | 0.65 | 0.79 | 0.79 | 0.73 | 0.83 |
| RAYS | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| XLE | -0.17 | 0.00 | 1.00 | -0.41 | -0.26 | 0.03 | 0.02 | 0.13 | -0.02 |
| FLIN | 0.73 | 0.00 | -0.41 | 1.00 | 0.53 | 0.54 | 0.52 | 0.51 | 0.68 |
| VFH | 0.65 | 0.00 | -0.26 | 0.53 | 1.00 | 0.59 | 0.66 | 0.61 | 0.75 |
| VTV | 0.79 | 0.00 | 0.03 | 0.54 | 0.59 | 1.00 | 0.88 | 0.94 | 0.89 |
| VBR | 0.79 | 0.00 | 0.02 | 0.52 | 0.66 | 0.88 | 1.00 | 0.93 | 0.95 |
| VOE | 0.73 | 0.00 | 0.13 | 0.51 | 0.61 | 0.94 | 0.93 | 1.00 | 0.92 |
| Portfolio | 0.83 | 0.00 | -0.02 | 0.68 | 0.75 | 0.89 | 0.95 | 0.92 | 1.00 |