Aims Way FINAL Modified by Jeff

Asset Allocation

Position	Category/Sector	Target Weight
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	22%
OUNZ VanEck Merk Gold Trust	Precious Metals, Gold	20%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	Government Bonds	16%
QQQ Invesco QQQ ETF	Nasdaq-100	16%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	9%
SCHV Schwab U.S. Large-Cap Value ETF	Large Cap Value Equities	9%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	8%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	0%
ACWV iShares MSCI Global Min Vol Factor ETF	Large Cap Blend Equities	0%
USMV iShares MSCI USA Min Vol Factor ETF	Large Cap Blend Equities	0%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Aims Way FINAL Modified by Jeff, 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 year.

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Returns By Period

As of Jun 9, 2026, the Aims Way FINAL Modified by Jeff returned 4.89% Year-To-Date and 11.15% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Aims Way FINAL Modified by Jeff	0.39%	-1.65%	4.89%	5.58%	20.63%	18.21%	10.57%	11.15%
Portfolio components:
ACWV iShares MSCI Global Min Vol Factor ETF	-0.05%	-0.30%	1.59%	2.50%	3.85%	9.71%	5.30%	7.26%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	-0.10%	-0.67%	-0.06%	-0.06%	5.73%	4.95%	-0.28%	2.41%
OUNZ VanEck Merk Gold Trust	0.22%	-8.43%	0.29%	3.12%	30.33%	29.90%	17.72%	12.64%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
SCHG Schwab U.S. Large-Cap Growth ETF	0.15%	-0.94%	3.75%	2.93%	20.82%	24.03%	14.90%	18.53%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	-0.04%	-0.88%	-0.76%	-0.40%	3.59%	3.39%	-0.07%	1.15%
SCHV Schwab U.S. Large-Cap Value ETF	0.45%	3.06%	14.24%	15.31%	26.78%	18.05%	10.33%	11.38%
SCHX Schwab U.S. Large-Cap ETF	0.28%	0.45%	8.56%	8.52%	24.19%	21.40%	12.87%	15.20%
USMV iShares MSCI USA Min Vol Factor ETF	-0.43%	1.28%	1.55%	2.27%	3.18%	11.35%	7.21%	9.75%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	-0.01%	-0.79%	-0.26%	0.06%	5.98%	6.04%	1.04%	2.85%

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

Monthly Returns

Based on dividend-adjusted daily data since May 16, 2014, Aims Way FINAL Modified by Jeff's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +7.9%, while the worst month was Apr 2022 at -6.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Aims Way FINAL Modified by Jeff closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.7%, while the worst single day was Mar 12, 2020 at -5.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.14%	2.02%	-5.21%	4.57%	2.82%	-2.19%							4.89%
2025	2.76%	0.36%	-0.46%	1.53%	2.67%	2.87%	0.72%	2.34%	4.69%	2.29%	1.49%	0.43%	23.84%
2024	0.40%	1.77%	3.15%	-2.02%	3.19%	2.21%	2.10%	1.79%	2.58%	-0.24%	2.30%	-1.53%	16.68%
2023	5.89%	-2.80%	5.27%	0.87%	0.92%	2.33%	2.20%	-1.16%	-3.95%	-0.12%	6.72%	3.89%	21.25%
2022	-3.99%	-0.54%	0.71%	-6.34%	-0.61%	-4.39%	4.49%	-3.67%	-6.00%	1.85%	5.47%	-2.30%	-15.03%
2021	-1.05%	-1.06%	0.59%	3.45%	1.51%	0.62%	2.04%	1.46%	-3.30%	3.45%	-0.08%	1.98%	9.81%

Benchmark Metrics

Aims Way FINAL Modified by Jeff has an annualized alpha of 4.43%, beta of 0.45, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since May 16, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (56.20%) than losses (47.86%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.43% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.45 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: 4.43%

Beta: 0.45

R²: 0.74

Upside Capture: 56.20%

Downside Capture: 47.86%

Expense Ratio

Aims Way FINAL Modified by Jeff has an expense ratio of 0.10%, 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.

OUNZ

VanEck Merk Gold Trust

ACWV

iShares MSCI Global Min Vol Factor ETF

QQQ

Invesco QQQ ETF

LQD

iShares iBoxx $ Investment Grade Corporate Bond ETF

USMV

iShares MSCI USA Min Vol Factor ETF

SCHR

Schwab Intermediate-Term U.S. Treasury ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

SCHV

Schwab U.S. Large-Cap Value ETF

SCHX

Schwab U.S. Large-Cap ETF

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

Aims Way FINAL Modified by Jeff ranks 47 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.

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

The table below presents risk-adjusted performance metrics for Aims Way FINAL Modified by Jeff and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.12	1.94	+0.19
Sortino ratioReturn per unit of downside risk	2.80	2.63	+0.17
Omega ratioGain probability vs. loss probability	1.41	1.35	+0.06
Calmar ratioReturn relative to maximum drawdown	2.62	2.59	+0.04
Martin ratioReturn relative to average drawdown	10.32	11.84	-1.53
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACWV iShares MSCI Global Min Vol Factor ETF	17	0.50	0.74	1.09	0.61	1.87
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	34	1.08	1.58	1.19	1.72	4.88
OUNZ VanEck Merk Gold Trust	34	1.14	1.53	1.23	1.52	3.82
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
SCHG Schwab U.S. Large-Cap Growth ETF	36	1.33	1.82	1.24	1.27	4.25
SCHR Schwab Intermediate-Term U.S. Treasury ETF	31	1.07	1.63	1.19	1.29	3.75
SCHV Schwab U.S. Large-Cap Value ETF	84	2.50	3.51	1.44	3.94	15.87
SCHX Schwab U.S. Large-Cap ETF	66	1.98	2.68	1.36	2.69	12.15
USMV iShares MSCI USA Min Vol Factor ETF	15	0.37	0.58	1.07	0.49	1.64
VCIT Vanguard Intermediate-Term Corporate Bond ETF	46	1.48	2.17	1.26	2.03	6.67

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.

Aims Way FINAL Modified by Jeff Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.12
5-Year: 1.06
10-Year: 1.17
All Time: 1.12

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 1.60 to 2.47, 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 Aims Way FINAL Modified by Jeff 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

Aims Way FINAL Modified by Jeff provided a 2.04% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.04%	2.01%	2.01%	1.80%	1.52%	1.18%	1.42%	1.73%	1.83%	1.55%	1.62%	1.67%
Portfolio components:
ACWV iShares MSCI Global Min Vol Factor ETF	2.05%	2.09%	2.33%	2.41%	2.18%	1.92%	1.77%	2.54%	2.32%	2.04%	2.56%	2.28%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	4.59%	4.48%	4.45%	3.99%	3.30%	2.30%	2.66%	3.29%	3.67%	3.10%	3.34%	3.47%
OUNZ VanEck Merk Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCHG Schwab U.S. Large-Cap Growth ETF	0.37%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	3.93%	3.85%	3.77%	3.16%	2.02%	1.00%	1.62%	2.31%	2.11%	1.65%	1.45%	1.56%
SCHV Schwab U.S. Large-Cap Value ETF	1.78%	2.02%	2.25%	2.42%	2.37%	1.93%	3.03%	3.02%	3.05%	2.37%	2.65%	2.69%
SCHX Schwab U.S. Large-Cap ETF	1.03%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
USMV iShares MSCI USA Min Vol Factor ETF	1.54%	1.49%	1.67%	1.82%	1.62%	1.26%	1.81%	1.88%	2.12%	1.77%	2.22%	2.02%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.82%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%

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 Aims Way FINAL Modified by Jeff. 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 Aims Way FINAL Modified by Jeff was 20.16%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.

The current Aims Way FINAL Modified by Jeff drawdown is 2.26%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-20.16%Oct 2022	9mo 20d	1y 2mo	1y 11moDec 2021 - Dec 2023
COVID crash2020	-17.41%Mar 2020	29d	2mo 13d	3mo 12dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018	-8.27%Dec 2018	10mo 29d	1mo 23d	1y 17dJan 2018 - Feb 2019
2026 pullback2026	-7.90%Mar 2026	2mo	1mo 7d	3mo 7dJan 2026 - May 2026
2025 selloff2025	-7.79%Apr 2025	1mo 17d	28d	2mo 15dFeb 2025 - May 2025

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 10 assets, with an effective number of assets of 6.17, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.37	1.43	1.40	1.41	1.44

The portfolio has a diversification ratio of 1.44, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Aims Way FINAL Modified by Jeff correlation to the S&P 500 Index

Aims Way FINAL Modified by Jeff has a 0.76 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since May 16, 2014	0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. SCHX has the highest benchmark correlation at 1.00, while SCHR has the lowest at -0.13.

-0.13

0.01

0.12

0.17

0.78

0.82

0.88

0.91

0.94

1.00

Portfolio Correlations

Correlation vs. Aims Way FINAL Modified by Jeff. QQQ has the highest portfolio correlation at 0.82, while SCHR has the lowest at 0.21.

0.21

0.42

0.44

0.46

0.68

0.70

0.72

0.82

0.82

0.82

Asset Correlations Table

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

	OUNZ	SCHR	VCIT	LQD	SCHV	USMV	ACWV	QQQ	SCHG	SCHX
OUNZ	1.00	0.38	0.35	0.33	0.02	0.06	0.16	0.02	0.01	0.02
SCHR	0.38	1.00	0.84	0.77	-0.15	-0.01	0.03	-0.09	-0.10	-0.13
VCIT	0.35	0.84	1.00	0.93	0.09	0.20	0.24	0.14	0.14	0.13
LQD	0.33	0.77	0.93	1.00	0.13	0.24	0.27	0.18	0.18	0.17
SCHV	0.02	-0.15	0.09	0.13	1.00	0.84	0.81	0.68	0.71	0.88
USMV	0.06	-0.01	0.20	0.24	0.84	1.00	0.92	0.68	0.72	0.82
ACWV	0.16	0.03	0.24	0.27	0.81	0.92	1.00	0.65	0.68	0.78
QQQ	0.02	-0.09	0.14	0.18	0.68	0.68	0.65	1.00	0.97	0.91
SCHG	0.01	-0.10	0.14	0.18	0.71	0.72	0.68	0.97	1.00	0.94
SCHX	0.02	-0.13	0.13	0.17	0.88	0.82	0.78	0.91	0.94	1.00

The correlation results are calculated based on daily price changes starting from May 16, 2014

Diversification Analysis

Find what Aims Way FINAL Modified by Jeff is missing

See which holdings overlap, where Aims Way FINAL Modified by Jeff is concentrated, and which low-correlation assets could fill the gaps.

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