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after retirement
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in after retirement, 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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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 11, 2026, the after retirement returned 5.65% Year-To-Date and 12.22% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.11%0.61%-0.42%4.03%29.40%18.38%10.55%12.70%
Portfolio
after retirement
-0.65%-0.87%5.65%10.28%27.69%15.80%10.38%12.22%
VIG
Vanguard Dividend Appreciation ETF
-0.61%0.61%1.16%5.00%23.96%14.67%10.00%12.67%
SCHD
Schwab U.S. Dividend Equity ETF
-1.23%-0.59%12.35%17.31%27.12%11.71%8.08%12.27%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.12%-0.31%0.10%0.60%4.71%3.21%0.31%1.32%
BND
Vanguard Total Bond Market ETF
-0.15%0.00%0.39%0.77%6.21%3.55%0.28%1.69%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.16%0.14%0.21%1.17%8.93%5.66%1.49%3.11%
IAU
iShares Gold Trust
-0.18%-8.19%10.34%18.50%49.74%33.09%21.94%13.95%
VGSH
Vanguard Short-Term Treasury ETF
-0.03%0.01%0.39%1.21%3.66%4.00%1.81%1.74%
VOO
Vanguard S&P 500 ETF
-0.07%0.73%-0.09%4.64%31.12%19.99%12.14%14.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, after retirement's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, your investment would double in approximately 5.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +10.0%, while the worst month was Mar 2020 at -8.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, after retirement closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -8.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.07%3.66%-4.50%1.58%5.65%
20252.74%1.12%-1.48%-2.52%2.48%2.89%0.54%3.49%2.45%0.51%2.46%0.23%15.76%
20240.55%2.47%3.91%-3.30%2.88%1.17%4.10%2.49%1.77%-0.34%3.87%-4.01%16.24%
20233.56%-3.12%1.93%0.80%-2.19%4.48%2.92%-1.48%-4.17%-1.46%6.56%4.51%12.33%
2022-3.67%-1.42%2.40%-4.95%1.14%-6.25%4.65%-3.18%-7.05%7.65%6.34%-3.00%-8.35%
2021-1.63%2.34%5.47%3.26%2.44%-0.54%1.83%1.78%-3.94%4.93%-1.31%5.58%21.61%

Benchmark Metrics

after retirement has an annualized alpha of 2.78%, beta of 0.70, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.88%) than losses (71.67%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.70 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
2.78%
Beta
0.70
0.91
Upside Capture
76.88%
Downside Capture
71.67%

Expense Ratio

after retirement has an expense ratio of 0.07%, 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

after retirement ranks 82 for risk / return — in the top 82% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


after retirement Risk / Return Rank: 8282
Overall Rank
after retirement Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
after retirement Sortino Ratio Rank: 8888
Sortino Ratio Rank
after retirement Omega Ratio Rank: 8383
Omega Ratio Rank
after retirement Calmar Ratio Rank: 7878
Calmar Ratio Rank
after retirement Martin Ratio Rank: 7878
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.08

2.23

+0.85

Sortino ratio

Return per unit of downside risk

4.53

3.12

+1.41

Omega ratio

Gain probability vs. loss probability

1.58

1.42

+0.16

Calmar ratio

Return relative to maximum drawdown

5.19

4.05

+1.15

Martin ratio

Return relative to average drawdown

21.01

17.91

+3.10


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VIG
Vanguard Dividend Appreciation ETF
592.123.121.383.7414.96
SCHD
Schwab U.S. Dividend Equity ETF
722.313.541.416.6116.08
VGIT
Vanguard Intermediate-Term Treasury ETF
261.321.981.231.675.25
BND
Vanguard Total Bond Market ETF
341.582.361.282.297.38
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
532.093.101.392.9811.90
IAU
iShares Gold Trust
431.842.261.343.0810.60
VGSH
Vanguard Short-Term Treasury ETF
752.704.291.573.9214.51
VOO
Vanguard S&P 500 ETF
702.373.291.444.3119.24

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.

after retirement Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 3.08
  • 5-Year: 0.88
  • 10-Year: 0.94
  • All Time: 0.97

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 2.14 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of after retirement 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

after retirement provided a 2.23% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.23%2.37%2.35%2.30%2.23%1.80%2.05%2.11%2.26%1.96%2.16%2.25%
VIG
Vanguard Dividend Appreciation ETF
1.56%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%
SCHD
Schwab U.S. Dividend Equity ETF
3.45%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.82%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%
BND
Vanguard Total Bond Market ETF
3.92%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.73%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%
IAU
iShares 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%
VGSH
Vanguard Short-Term Treasury ETF
3.92%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%
VOO
Vanguard S&P 500 ETF
1.14%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

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 after retirement. 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 after retirement was 26.59%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current after retirement drawdown is 3.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.59%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-17.85%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-13.93%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-11.65%Feb 20, 202534Apr 8, 202545Jun 12, 202579
-10.77%May 19, 201569Aug 25, 2015140Mar 16, 2016209

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 8 assets, with an effective number of assets of 4.21, 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

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

BenchmarkIAUVGSHBNDVCITVGITSCHDVIGVOOPortfolio
Benchmark1.000.04-0.13-0.060.08-0.180.820.931.000.92
IAU0.041.000.320.320.310.330.030.040.040.19
VGSH-0.130.321.000.690.630.78-0.11-0.09-0.13-0.04
BND-0.060.320.691.000.890.90-0.07-0.03-0.060.02
VCIT0.080.310.630.891.000.820.060.100.080.15
VGIT-0.180.330.780.900.821.00-0.17-0.15-0.18-0.10
SCHD0.820.03-0.11-0.070.06-0.171.000.890.820.94
VIG0.930.04-0.09-0.030.10-0.150.891.000.920.96
VOO1.000.04-0.13-0.060.08-0.180.820.921.000.92
Portfolio0.920.19-0.040.020.15-0.100.940.960.921.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011