May 19, 2026

Asset Allocation

Position	Category/Sector	Target Weight
VWENX Vanguard Wellington Fund Admiral Shares	Diversified Portfolio	24%
VINIX Vanguard Institutional Index Fund Institutional Shares	S&P 500, Large Cap Blend Equities	20%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	10%
FTEC Fidelity MSCI Information Technology Index ETF	Technology Equities	7.50%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	7%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	7%
IVLU iShares MSCI International Value Factor ETF	Foreign Large Cap Equities	7%
VTV Vanguard Value ETF	Large Cap Value Equities	6%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	6%
IVV iShares Core S&P 500 ETF	S&P 500	2.50%
QQQ Invesco QQQ ETF	Nasdaq-100	2%
VOO Vanguard S&P 500 ETF	S&P 500	1%

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 May 19, 2026, 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 6 months.

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Returns By Period

As of Jun 13, 2026, the May 19, 2026 returned 13.66% Year-To-Date and 14.09% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio May 19, 2026	0.42%	0.83%	13.66%	14.16%	29.55%	19.90%	12.62%	14.09%
Portfolio components:
FTEC Fidelity MSCI Information Technology Index ETF	0.61%	1.44%	24.27%	24.36%	51.03%	30.29%	20.63%	24.98%
IVLU iShares MSCI International Value Factor ETF	0.56%	0.66%	12.96%	14.33%	35.32%	23.53%	14.06%	11.63%
IVV iShares Core S&P 500 ETF	0.55%	-0.85%	9.08%	9.43%	25.77%	20.95%	13.42%	15.47%
QQQ Invesco QQQ ETF	0.59%	0.22%	17.57%	17.85%	37.55%	26.43%	16.85%	21.79%
SCHD Schwab U.S. Dividend Equity ETF	0.89%	3.21%	20.66%	19.57%	26.72%	14.90%	8.75%	12.91%
SMH VanEck Semiconductor ETF	1.72%	7.20%	72.15%	75.62%	141.99%	60.05%	38.42%	37.49%
VCSH Vanguard Short-Term Corporate Bond ETF	-0.03%	0.30%	0.80%	1.22%	4.60%	5.69%	2.33%	2.70%
VGSH Vanguard Short-Term Treasury ETF	-0.03%	0.16%	0.57%	0.83%	3.36%	4.25%	1.83%	1.73%
VINIX Vanguard Institutional Index Fund Institutional Shares	1.75%	-1.31%	8.58%	8.93%	25.16%	21.46%	13.46%	15.50%
VOO Vanguard S&P 500 ETF	0.55%	-0.84%	9.08%	9.44%	25.76%	20.95%	13.43%	15.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 15, 2015, May 19, 2026's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +10.1%, while the worst month was Mar 2020 at -9.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, May 19, 2026 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -9.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.86%	1.01%	-4.04%	8.87%	5.45%	-0.70%							13.66%
2025	2.01%	-0.13%	-3.51%	-0.71%	4.82%	4.62%	1.51%	2.25%	3.05%	2.30%	0.42%	0.64%	18.36%
2024	1.15%	3.69%	3.05%	-3.35%	4.39%	2.56%	1.58%	1.84%	1.49%	-1.18%	3.87%	-1.99%	18.13%
2023	5.46%	-2.04%	3.25%	0.67%	0.93%	4.60%	2.84%	-1.58%	-3.73%	-1.95%	7.60%	4.51%	21.80%
2022	-3.78%	-2.55%	1.58%	-6.72%	1.52%	-7.14%	6.74%	-3.75%	-7.90%	5.99%	6.43%	-4.03%	-14.20%
2021	-0.49%	2.81%	3.61%	3.25%	1.29%	1.43%	1.60%	2.11%	-3.47%	4.62%	-0.22%	3.84%	22.07%

Benchmark Metrics

May 19, 2026 has an annualized alpha of 3.08%, beta of 0.77, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since July 15, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (83.47%) than losses (76.18%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.08%

Beta: 0.77

R²: 0.98

Upside Capture: 83.47%

Downside Capture: 76.18%

See how alpha, beta & R² have trended over time →

Expense Ratio

May 19, 2026 has an expense ratio of 0.11%, 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.

Top 10 holdings

SMH

VanEck Semiconductor ETF

IVLU

iShares MSCI International Value Factor ETF

QQQ

Invesco QQQ ETF

VWENX

Vanguard Wellington Fund Admiral Shares

FTEC

Fidelity MSCI Information Technology Index ETF

SCHD

Schwab U.S. Dividend Equity ETF

VTV

Vanguard Value ETF

VCSH

Vanguard Short-Term Corporate Bond ETF

VINIX

Vanguard Institutional Index Fund Institutional Shares

IVV

iShares Core S&P 500 ETF

Return for Risk

Risk / Return Rank

May 19, 2026 ranks 86 for risk / return — in the top 86% 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.

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 May 19, 2026 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.68	1.86	+0.82
Sortino ratioReturn per unit of downside risk	3.61	2.53	+1.07
Omega ratioGain probability vs. loss probability	1.50	1.34	+0.17
Calmar ratioReturn relative to maximum drawdown	4.05	2.53	+1.52
Martin ratioReturn relative to average drawdown	17.85	11.37	+6.48

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
FTEC Fidelity MSCI Information Technology Index ETF	68	2.21	2.76	1.37	3.00	9.36
IVLU iShares MSCI International Value Factor ETF	71	2.17	2.98	1.39	2.90	11.01
IVV iShares Core S&P 500 ETF	67	2.00	2.70	1.36	2.76	12.43
QQQ Invesco QQQ ETF	69	2.09	2.73	1.37	3.01	11.22
SCHD Schwab U.S. Dividend Equity ETF	86	2.41	3.72	1.43	5.70	13.97
SMH VanEck Semiconductor ETF	95	4.13	4.26	1.60	9.18	33.74
VCSH Vanguard Short-Term Corporate Bond ETF	81	2.37	3.71	1.47	3.18	12.95
VGSH Vanguard Short-Term Treasury ETF	87	2.61	4.30	1.55	3.76	14.67
VINIX Vanguard Institutional Index Fund Institutional Shares	65	1.97	2.67	1.36	2.74	12.44
VOO Vanguard S&P 500 ETF	67	1.99	2.70	1.36	2.75	12.42

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.

The current May 19, 2026 Sharpe ratio is 2.68 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 May 19, 2026 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

May 19, 2026 provided a 4.47% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.47%	4.64%	4.84%	3.42%	3.84%	4.00%	3.56%	3.01%	4.06%	2.85%	2.61%	3.10%
Portfolio components:
FTEC Fidelity MSCI Information Technology Index ETF	0.34%	0.43%	0.49%	0.77%	0.93%	0.63%	0.83%	1.03%	1.20%	0.96%	1.25%	1.27%
IVLU iShares MSCI International Value Factor ETF	3.28%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
IVV iShares Core S&P 500 ETF	1.08%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
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%
SCHD Schwab U.S. Dividend Equity ETF	3.22%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SMH VanEck Semiconductor ETF	0.18%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
VCSH Vanguard Short-Term Corporate Bond ETF	4.45%	4.35%	3.96%	3.09%	2.01%	1.81%	2.27%	2.87%	2.65%	2.26%	2.10%	2.08%
VGSH Vanguard Short-Term Treasury ETF	3.87%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
VINIX Vanguard Institutional Index Fund Institutional Shares	2.46%	2.10%	3.64%	2.65%	3.38%	4.77%	3.06%	2.85%	2.43%	1.82%	2.36%	2.45%
VOO Vanguard S&P 500 ETF	1.05%	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 May 19, 2026. 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 May 19, 2026 was 27.18%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current May 19, 2026 drawdown is 1.69%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-27.18%Mar 2020	1mo 9d	4mo 16d	5mo 25dFeb 2020 - Aug 2020
Bear market2022	-21.50%Oct 2022	9mo 10d	1y 1mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-14.65%Dec 2018	3mo 4d	2mo 27d	6mo 1dSep 2018 - Mar 2019
2025 selloff2025	-14.20%Apr 2025	1mo 17d	2mo 3d	3mo 20dFeb 2025 - Jun 2025
2016 correction2016	-10.15%Feb 2016	2mo 11d	2mo 2d	4mo 13dDec 2015 - Apr 2016

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 12 assets, with an effective number of assets of 7.34, 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	1.16	1.13	1.11	1.09	1.10

The portfolio has a diversification ratio of 1.10, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

May 19, 2026 correlation to the S&P 500 Index

May 19, 2026 has a 0.97 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	0.97
Correlation (3Y) Calculated over the trailing 3-year period	0.98
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (10Y) Calculated over the trailing 10-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jul 15, 2015	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. VINIX has the highest benchmark correlation at 1.00, while VGSH has the lowest at -0.10.

-0.10

0.15

0.67

0.77

0.78

0.85

0.90

0.91

0.96

1.00

1.00

1.00

Portfolio Correlations

Correlation vs. May 19, 2026. VOO has the highest portfolio correlation at 0.98, while VGSH has the lowest at -0.07.

-0.07

0.19

0.73

0.80

0.83

0.85

0.90

0.90

0.95

0.98

0.98

0.98

Asset Correlations Table

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

	VGSH	VCSH	IVLU	SMH	SCHD	VTV	FTEC	QQQ	VWENX	IVV	VINIX	VOO
VGSH	1.00	0.75	-0.04	-0.11	-0.09	-0.12	-0.10	-0.09	0.01	-0.10	-0.10	-0.10
VCSH	0.75	1.00	0.15	0.09	0.12	0.10	0.14	0.16	0.26	0.15	0.15	0.15
IVLU	-0.04	0.15	1.00	0.52	0.65	0.70	0.54	0.55	0.68	0.67	0.67	0.67
SMH	-0.11	0.09	0.52	1.00	0.54	0.57	0.87	0.84	0.72	0.77	0.77	0.77
SCHD	-0.09	0.12	0.65	0.54	1.00	0.93	0.58	0.59	0.76	0.78	0.78	0.78
VTV	-0.12	0.10	0.70	0.57	0.93	1.00	0.63	0.63	0.84	0.85	0.85	0.85
FTEC	-0.10	0.14	0.54	0.87	0.58	0.63	1.00	0.96	0.83	0.89	0.89	0.89
QQQ	-0.09	0.16	0.55	0.84	0.59	0.63	0.96	1.00	0.84	0.91	0.91	0.91
VWENX	0.01	0.26	0.68	0.72	0.76	0.84	0.83	0.84	1.00	0.95	0.95	0.95
IVV	-0.10	0.15	0.67	0.77	0.78	0.85	0.89	0.91	0.95	1.00	1.00	1.00
VINIX	-0.10	0.15	0.67	0.77	0.78	0.85	0.89	0.91	0.95	1.00	1.00	1.00
VOO	-0.10	0.15	0.67	0.77	0.78	0.85	0.89	0.91	0.95	1.00	1.00	1.00

The correlation results are calculated based on daily price changes starting from Jul 15, 2015

Diversification Analysis

Find what May 19, 2026 is missing

See which holdings overlap, where May 19, 2026 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification