Big Portfolio - 10 Positions

Asset Allocation

Position	Category/Sector	Target Weight
AVUV Avantis US Small Cap Value ETF	Small Cap Value Equities	20%
CALF Pacer US Small Cap Cash Cows 100 ETF	Small Cap Blend Equities	5%
COWZ Pacer US Cash Cows 100 ETF	Mid Cap Value Equities, Dividend	5%
DSTL Distillate U.S. Fundamental Stability & Value ETF	Large Cap Value Equities, Actively Managed	5%
IYW iShares U.S. Technology ETF	Technology Equities	20%
RDVY First Trust Rising Dividend Achievers ETF	Large Cap Blend Equities, Dividend	5%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	10%
SPGP Invesco S&P 500 GARP ETF	S&P 500	5%
SYLD Cambria Shareholder Yield ETF	Mid Cap Value Equities, Dividend, Actively Managed	5%
VGT Vanguard Information Technology ETF	Technology Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Big Portfolio - 10 Positions, 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.

Loading graphics...

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio Big Portfolio - 10 Positions	0.58%	0.25%	0.21%	1.04%	41.88%	19.78%	12.20%	—
Portfolio components:
AVUV Avantis US Small Cap Value ETF	0.66%	3.50%	10.27%	12.26%	46.06%	17.81%	10.86%	—
DSTL Distillate U.S. Fundamental Stability & Value ETF	0.21%	-3.54%	-1.00%	0.35%	18.22%	12.34%	9.10%	—
SCHX Schwab U.S. Large-Cap ETF	0.50%	-1.72%	-3.14%	-1.68%	31.80%	18.89%	11.10%	14.22%
SYLD Cambria Shareholder Yield ETF	0.50%	1.99%	9.87%	10.32%	33.95%	11.98%	7.06%	12.77%
VGT Vanguard Information Technology ETF	0.50%	-0.29%	-4.88%	-5.84%	50.29%	24.26%	14.69%	21.90%
CALF Pacer US Small Cap Cash Cows 100 ETF	1.02%	0.51%	2.95%	4.52%	38.61%	8.77%	3.79%	—
COWZ Pacer US Cash Cows 100 ETF	0.05%	-1.48%	4.30%	9.47%	30.15%	12.27%	10.83%	—
IYW iShares U.S. Technology ETF	0.63%	-0.91%	-6.54%	-6.40%	50.06%	26.86%	15.55%	22.12%
RDVY First Trust Rising Dividend Achievers ETF	0.90%	0.20%	0.32%	2.95%	33.23%	18.11%	10.17%	14.98%
SPGP Invesco S&P 500 GARP ETF	0.75%	-2.36%	-4.12%	-5.08%	23.95%	10.23%	6.85%	13.88%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, Big Portfolio - 10 Positions's average daily return is +0.08%, while the average monthly return is +1.51%. At this rate, your investment would double in approximately 3.9 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Big Portfolio - 10 Positions closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.19%	-0.10%	-3.61%	1.83%									0.21%
2025	1.44%	-3.60%	-6.63%	-1.76%	7.67%	6.47%	2.44%	3.58%	3.58%	2.15%	-0.66%	0.70%	15.48%
2024	0.30%	4.24%	3.61%	-5.42%	5.59%	2.47%	3.54%	-0.43%	1.55%	-1.20%	7.70%	-4.05%	18.47%
2023	9.40%	-1.09%	2.48%	-0.29%	2.26%	7.84%	5.28%	-2.32%	-4.43%	-2.99%	10.15%	6.98%	36.99%
2022	-5.50%	-1.62%	2.17%	-8.70%	1.14%	-10.61%	10.80%	-4.08%	-10.63%	9.93%	5.94%	-7.05%	-19.39%
2021	2.30%	5.79%	4.73%	4.39%	1.47%	2.90%	0.99%	3.23%	-4.09%	6.28%	0.35%	3.67%	36.58%

Benchmark Metrics

Big Portfolio - 10 Positions has an annualized alpha of 3.22%, beta of 1.13, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

This portfolio captured 122.49% of S&P 500 Index gains and 103.91% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 3.22% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.13 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: 3.22%

Beta: 1.13

R²: 0.95

Upside Capture: 122.49%

Downside Capture: 103.91%

Expense Ratio

Big Portfolio - 10 Positions has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SYLD

Cambria Shareholder Yield ETF

CALF

Pacer US Small Cap Cash Cows 100 ETF

RDVY

First Trust Rising Dividend Achievers ETF

COWZ

Pacer US Cash Cows 100 ETF

IYW

iShares U.S. Technology ETF

DSTL

Distillate U.S. Fundamental Stability & Value ETF

SPGP

Invesco S&P 500 GARP ETF

AVUV

Avantis US Small Cap Value ETF

VGT

Vanguard Information Technology ETF

SCHX

Schwab U.S. Large-Cap ETF

Return for Risk

Risk / Return Rank

Big Portfolio - 10 Positions ranks 80 for risk / return — better than 80% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.16	1.84	+0.31
Sortino ratio Return per unit of downside risk	3.34	2.97	+0.37
Omega ratio Gain probability vs. loss probability	1.45	1.40	+0.04
Calmar ratio Return relative to maximum drawdown	2.99	1.82	+1.16
Martin ratio Return relative to average drawdown	10.98	7.76	+3.22
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
AVUV Avantis US Small Cap Value ETF	88	2.17	3.21	1.40	3.54	9.88
DSTL Distillate U.S. Fundamental Stability & Value ETF	49	1.21	2.02	1.24	0.93	3.37
SCHX Schwab U.S. Large-Cap ETF	80	1.94	3.10	1.42	1.97	8.30
SYLD Cambria Shareholder Yield ETF	72	1.73	2.75	1.33	2.24	6.88
VGT Vanguard Information Technology ETF	75	2.00	2.95	1.39	1.86	5.93
CALF Pacer US Small Cap Cash Cows 100 ETF	80	1.91	3.01	1.39	2.34	8.93
COWZ Pacer US Cash Cows 100 ETF	80	1.94	3.06	1.40	1.94	8.83
IYW iShares U.S. Technology ETF	74	2.01	3.00	1.39	1.73	5.70
RDVY First Trust Rising Dividend Achievers ETF	77	1.94	3.02	1.38	2.06	8.16
SPGP Invesco S&P 500 GARP ETF	50	1.22	2.03	1.25	0.77	2.85

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.

Big Portfolio - 10 Positions Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

1-Year: 2.16
5-Year: 0.61
All Time: 0.76

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 1.62 to 2.54, 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 Big Portfolio - 10 Positions compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Big Portfolio - 10 Positions provided a 0.94% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.94%	1.00%	1.07%	1.15%	1.28%	1.03%	1.12%	1.04%	1.05%	0.84%	0.93%	1.19%
Portfolio components:
AVUV Avantis US Small Cap Value ETF	1.38%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%
DSTL Distillate U.S. Fundamental Stability & Value ETF	1.29%	1.31%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.15%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
SYLD Cambria Shareholder Yield ETF	1.93%	2.25%	2.04%	1.92%	2.20%	2.37%	1.99%	2.08%	2.52%	1.57%	1.92%	6.93%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
CALF Pacer US Small Cap Cash Cows 100 ETF	1.40%	1.43%	1.07%	1.18%	0.85%	2.63%	0.82%	0.99%	1.39%	0.70%	0.00%	0.00%
COWZ Pacer US Cash Cows 100 ETF	2.06%	2.19%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.95%	0.13%	0.00%
IYW iShares U.S. Technology ETF	0.15%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%
RDVY First Trust Rising Dividend Achievers ETF	1.01%	1.11%	1.64%	2.09%	2.21%	1.04%	1.53%	1.55%	1.68%	1.25%	2.07%	2.14%
SPGP Invesco S&P 500 GARP ETF	0.97%	1.04%	1.38%	1.24%	1.22%	0.69%	1.10%	0.86%	0.95%	0.68%	0.89%	1.12%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Big Portfolio - 10 Positions. 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 Big Portfolio - 10 Positions was 36.68%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Big Portfolio - 10 Positions drawdown is 3.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.68%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-26.19%	Jan 5, 2022	186	Sep 30, 2022	197	Jul 17, 2023	383
-24.7%	Dec 5, 2024	84	Apr 8, 2025	63	Jul 10, 2025	147
-10.74%	Aug 1, 2023	63	Oct 27, 2023	24	Dec 1, 2023	87
-10.66%	Jul 17, 2024	16	Aug 7, 2024	46	Oct 11, 2024	62

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 6.90, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	IYW	VGT	CALF	SYLD	AVUV	COWZ	DSTL	SCHX	RDVY	SPGP	Portfolio
Benchmark	1.00	0.89	0.91	0.71	0.71	0.72	0.75	0.87	1.00	0.85	0.89	0.95
IYW	0.89	1.00	0.99	0.53	0.48	0.51	0.53	0.69	0.89	0.66	0.73	0.86
VGT	0.91	0.99	1.00	0.56	0.52	0.55	0.56	0.71	0.91	0.69	0.75	0.88
CALF	0.71	0.53	0.56	1.00	0.92	0.94	0.88	0.80	0.72	0.85	0.82	0.84
SYLD	0.71	0.48	0.52	0.92	1.00	0.95	0.91	0.82	0.72	0.89	0.84	0.82
AVUV	0.72	0.51	0.55	0.94	0.95	1.00	0.89	0.79	0.73	0.90	0.84	0.85
COWZ	0.75	0.53	0.56	0.88	0.91	0.89	1.00	0.87	0.75	0.89	0.87	0.83
DSTL	0.87	0.69	0.71	0.80	0.82	0.79	0.87	1.00	0.88	0.89	0.91	0.88
SCHX	1.00	0.89	0.91	0.72	0.72	0.73	0.75	0.88	1.00	0.85	0.89	0.96
RDVY	0.85	0.66	0.69	0.85	0.89	0.90	0.89	0.89	0.85	1.00	0.93	0.91
SPGP	0.89	0.73	0.75	0.82	0.84	0.84	0.87	0.91	0.89	0.93	1.00	0.93
Portfolio	0.95	0.86	0.88	0.84	0.82	0.85	0.83	0.88	0.96	0.91	0.93	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Big Portfolio - 10 Positions

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table