Asset Allocation
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.07% | 3.66% | -4.50% | 1.58% | 5.65% | ||||||||
| 2025 | 2.74% | 1.12% | -1.48% | -2.52% | 2.48% | 2.89% | 0.54% | 3.49% | 2.45% | 0.51% | 2.46% | 0.23% | 15.76% |
| 2024 | 0.55% | 2.47% | 3.91% | -3.30% | 2.88% | 1.17% | 4.10% | 2.49% | 1.77% | -0.34% | 3.87% | -4.01% | 16.24% |
| 2023 | 3.56% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.08 | 2.23 | +0.85 |
Sortino ratioReturn per unit of downside risk | 4.53 | 3.12 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.58 | 1.42 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 5.19 | 4.05 | +1.15 |
Martin ratioReturn relative to average drawdown | 21.01 | 17.91 | +3.10 |
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 | |
|---|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 59 | 2.12 | 3.12 | 1.38 | 3.74 | 14.96 |
SCHD Schwab U.S. Dividend Equity ETF | 72 | 2.31 | 3.54 | 1.41 | 6.61 | 16.08 |
VGIT Vanguard Intermediate-Term Treasury ETF | 26 | 1.32 | 1.98 | 1.23 | 1.67 | 5.25 |
BND Vanguard Total Bond Market ETF | 34 | 1.58 | 2.36 | 1.28 | 2.29 | 7.38 |
VCIT Vanguard Intermediate-Term Corporate Bond ETF | 53 | 2.09 | 3.10 | 1.39 | 2.98 | 11.90 |
IAU iShares Gold Trust | 43 | 1.84 | 2.26 | 1.34 | 3.08 | 10.60 |
VGSH Vanguard Short-Term Treasury ETF | 75 | 2.70 | 4.29 | 1.57 | 3.92 | 14.51 |
VOO Vanguard S&P 500 ETF | 70 | 2.37 | 3.29 | 1.44 | 4.31 | 19.24 |
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Dividends
Dividend yield
after retirement provided a 2.23% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.23% | 2.37% | 2.35% | 2.30% | 2.23% | 1.80% | 2.05% | 2.11% | 2.26% | 1.96% | 2.16% | 2.25% |
| Portfolio components: | ||||||||||||
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, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -17.85% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -13.93% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -11.65% | Feb 20, 2025 | 34 | Apr 8, 2025 | 45 | Jun 12, 2025 | 79 |
| -10.77% | May 19, 2015 | 69 | Aug 25, 2015 | 140 | Mar 16, 2016 | 209 |
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
| Benchmark | IAU | VGSH | BND | VCIT | VGIT | SCHD | VIG | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.04 | -0.13 | -0.06 | 0.08 | -0.18 | 0.82 | 0.93 | 1.00 | 0.92 |
| IAU | 0.04 | 1.00 | 0.32 | 0.32 | 0.31 | 0.33 | 0.03 | 0.04 | 0.04 | 0.19 |
| VGSH | -0.13 | 0.32 | 1.00 | 0.69 | 0.63 | 0.78 | -0.11 | -0.09 | -0.13 | -0.04 |
| BND | -0.06 | 0.32 | 0.69 | 1.00 | 0.89 | 0.90 | -0.07 | -0.03 | -0.06 | 0.02 |
| VCIT | 0.08 | 0.31 | 0.63 | 0.89 | 1.00 | 0.82 | 0.06 | 0.10 | 0.08 | 0.15 |
| VGIT | -0.18 | 0.33 | 0.78 | 0.90 | 0.82 | 1.00 | -0.17 | -0.15 | -0.18 | -0.10 |
| SCHD | 0.82 | 0.03 | -0.11 | -0.07 | 0.06 | -0.17 | 1.00 | 0.89 | 0.82 | 0.94 |
| VIG | 0.93 | 0.04 | -0.09 | -0.03 | 0.10 | -0.15 | 0.89 | 1.00 | 0.92 | 0.96 |
| VOO | 1.00 | 0.04 | -0.13 | -0.06 | 0.08 | -0.18 | 0.82 | 0.92 | 1.00 | 0.92 |
| Portfolio | 0.92 | 0.19 | -0.04 | 0.02 | 0.15 | -0.10 | 0.94 | 0.96 | 0.92 | 1.00 |