Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Simple Portfolio #8, 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.
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Simple Portfolio #8 | -0.19% | -2.24% | 6.71% | 10.92% | 38.95% | 23.14% | 14.19% | — |
| Portfolio components: | ||||||||
XNTK SPDR NYSE Technology ETF | 0.16% | -0.93% | -6.33% | -6.93% | 33.66% | 29.78% | 12.32% | 21.13% |
FNDF Schwab Fundamental International Large Company Index ETF | -0.53% | -1.24% | 8.87% | 17.04% | 40.55% | 20.19% | 12.57% | 11.19% |
AVEM Avantis Emerging Markets Equity ETF | -0.75% | -2.89% | 4.81% | 7.99% | 36.50% | 18.50% | 7.00% | — |
AVDV Avantis International Small Cap Value ETF | -0.97% | -4.17% | 7.34% | 14.94% | 49.48% | 23.93% | 13.58% | — |
SOXX iShares Semiconductor ETF | 0.32% | 1.51% | 12.84% | 20.81% | 80.38% | 33.13% | 19.27% | 28.54% |
XLI Industrial Select Sector SPDR Fund | -0.40% | -6.39% | 5.87% | 6.87% | 24.75% | 19.11% | 12.34% | 13.48% |
XLB Materials Select Sector SPDR ETF | -0.10% | -2.51% | 11.65% | 13.47% | 18.14% | 9.62% | 6.98% | 10.69% |
RING iShares MSCI Global Gold Miners ETF | -1.13% | -9.65% | 10.93% | 25.46% | 115.64% | 49.51% | 25.83% | 18.73% |
AVUV Avantis US Small Cap Value ETF | 0.68% | -0.56% | 9.54% | 12.30% | 27.33% | 16.21% | 10.57% | — |
SPYM State Street SPDR Portfolio S&P 500 ETF | 0.09% | -3.33% | -3.54% | -1.41% | 17.61% | 18.45% | 11.96% | 14.24% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, Simple Portfolio #8's average daily return is +0.07%, while the average monthly return is +1.44%. At this rate, your investment would double in approximately 4.0 years.
Historically, 63% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +15.9%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Simple Portfolio #8 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 12, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.77% | 5.76% | -6.45% | 1.02% | 6.71% | ||||||||
| 2025 | 4.08% | -0.70% | -0.95% | -0.39% | 6.23% | 5.77% | 1.06% | 5.25% | 5.32% | 1.63% | 1.51% | 1.66% | 34.62% |
| 2024 | -1.37% | 4.09% | 5.52% | -2.76% | 4.61% | 0.51% | 3.15% | 0.93% | 2.06% | -2.18% | 3.21% | -4.69% | 13.26% |
| 2023 | 9.36% | -3.58% | 2.98% | 0.13% | -1.41% | 6.69% | 5.05% | -3.10% | -4.13% | -2.85% | 9.35% | 5.77% | 25.42% |
| 2022 | -3.48% | -0.27% | 2.86% | -7.75% | 1.52% | -10.99% | 6.57% | -3.82% | -9.54% | 7.51% | 10.18% | -4.33% | -13.26% |
| 2021 | 0.51% | 5.18% | 3.92% | 3.31% | 3.65% | -0.64% | -0.52% | 1.19% | -3.36% | 5.20% | -1.32% | 3.77% | 22.51% |
Benchmark Metrics
Simple Portfolio #8 has an annualized alpha of 4.49%, beta of 0.96, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio captured 109.85% of S&P 500 Index gains but only 93.99% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 4.49% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.96 and R² of 0.87, 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
- 4.49%
- Beta
- 0.96
- R²
- 0.87
- Upside Capture
- 109.85%
- Downside Capture
- 93.99%
Expense Ratio
Simple Portfolio #8 has an expense ratio of 0.22%, 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
Return for Risk
Risk / Return Rank
Simple Portfolio #8 ranks 88 for risk / return — in the top 88% 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 | 2.00 | 0.88 | +1.12 |
Sortino ratioReturn per unit of downside risk | 2.70 | 1.37 | +1.33 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 1.39 | +1.57 |
Martin ratioReturn relative to average drawdown | 14.06 | 6.43 | +7.62 |
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 | |
|---|---|---|---|---|---|---|
XNTK SPDR NYSE Technology ETF | 62 | 1.17 | 1.75 | 1.24 | 2.04 | 6.40 |
FNDF Schwab Fundamental International Large Company Index ETF | 93 | 2.33 | 3.04 | 1.46 | 3.68 | 14.10 |
AVEM Avantis Emerging Markets Equity ETF | 84 | 1.83 | 2.42 | 1.36 | 2.80 | 10.66 |
AVDV Avantis International Small Cap Value ETF | 95 | 2.69 | 3.38 | 1.55 | 3.76 | 15.42 |
SOXX iShares Semiconductor ETF | 91 | 2.01 | 2.62 | 1.37 | 4.46 | 16.48 |
XLI Industrial Select Sector SPDR Fund | 68 | 1.28 | 1.84 | 1.26 | 2.07 | 7.98 |
XLB Materials Select Sector SPDR ETF | 42 | 0.87 | 1.36 | 1.17 | 1.31 | 4.52 |
RING iShares MSCI Global Gold Miners ETF | 91 | 2.48 | 2.63 | 1.39 | 3.83 | 13.54 |
AVUV Avantis US Small Cap Value ETF | 63 | 1.17 | 1.73 | 1.24 | 1.90 | 7.48 |
SPYM State Street SPDR Portfolio S&P 500 ETF | 54 | 0.97 | 1.48 | 1.23 | 1.52 | 7.13 |
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Dividends
Dividend yield
Simple Portfolio #8 provided a 1.62% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.62% | 1.74% | 2.07% | 2.03% | 2.15% | 1.89% | 1.62% | 1.69% | 4.45% | 1.23% | 1.34% | 1.37% |
| Portfolio components: | ||||||||||||
XNTK SPDR NYSE Technology ETF | 0.24% | 0.23% | 0.42% | 0.34% | 0.85% | 0.34% | 0.30% | 0.61% | 29.64% | 1.29% | 0.81% | 0.93% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.16% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
AVEM Avantis Emerging Markets Equity ETF | 2.41% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.97% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.49% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
XLI Industrial Select Sector SPDR Fund | 1.25% | 1.29% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% |
XLB Materials Select Sector SPDR ETF | 1.73% | 1.92% | 1.92% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% |
RING iShares MSCI Global Gold Miners ETF | 0.75% | 0.84% | 1.43% | 2.01% | 2.29% | 2.38% | 0.83% | 0.83% | 0.70% | 0.42% | 1.41% | 0.96% |
AVUV Avantis US Small Cap Value ETF | 1.39% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.15% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
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 Simple Portfolio #8. 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 Simple Portfolio #8 was 36.48%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Simple Portfolio #8 drawdown is 5.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -24.72% | Nov 17, 2021 | 215 | Sep 26, 2022 | 199 | Jul 13, 2023 | 414 |
| -16.84% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
| -10.53% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
| -9.53% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
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 10.59, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | RING | XLE | SOXX | XNTK | AVEM | AVUV | XLB | XLI | AVDV | FNDF | SPYM | IJH | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.24 | 0.41 | 0.80 | 0.85 | 0.69 | 0.72 | 0.74 | 0.81 | 0.71 | 0.74 | 1.00 | 0.85 | 0.89 |
| RING | 0.24 | 1.00 | 0.18 | 0.21 | 0.23 | 0.37 | 0.20 | 0.36 | 0.20 | 0.43 | 0.37 | 0.24 | 0.24 | 0.45 |
| XLE | 0.41 | 0.18 | 1.00 | 0.29 | 0.24 | 0.38 | 0.67 | 0.54 | 0.53 | 0.50 | 0.53 | 0.41 | 0.54 | 0.57 |
| SOXX | 0.80 | 0.21 | 0.29 | 1.00 | 0.90 | 0.67 | 0.57 | 0.56 | 0.60 | 0.58 | 0.60 | 0.79 | 0.68 | 0.79 |
| XNTK | 0.85 | 0.23 | 0.24 | 0.90 | 1.00 | 0.71 | 0.55 | 0.54 | 0.58 | 0.59 | 0.61 | 0.85 | 0.68 | 0.80 |
| AVEM | 0.69 | 0.37 | 0.38 | 0.67 | 0.71 | 1.00 | 0.58 | 0.61 | 0.56 | 0.76 | 0.78 | 0.69 | 0.64 | 0.82 |
| AVUV | 0.72 | 0.20 | 0.67 | 0.57 | 0.55 | 0.58 | 1.00 | 0.79 | 0.83 | 0.72 | 0.75 | 0.73 | 0.93 | 0.84 |
| XLB | 0.74 | 0.36 | 0.54 | 0.56 | 0.54 | 0.61 | 0.79 | 1.00 | 0.83 | 0.74 | 0.76 | 0.74 | 0.83 | 0.84 |
| XLI | 0.81 | 0.20 | 0.53 | 0.60 | 0.58 | 0.56 | 0.83 | 0.83 | 1.00 | 0.69 | 0.73 | 0.81 | 0.89 | 0.82 |
| AVDV | 0.71 | 0.43 | 0.50 | 0.58 | 0.59 | 0.76 | 0.72 | 0.74 | 0.69 | 1.00 | 0.94 | 0.71 | 0.74 | 0.86 |
| FNDF | 0.74 | 0.37 | 0.53 | 0.60 | 0.61 | 0.78 | 0.75 | 0.76 | 0.73 | 0.94 | 1.00 | 0.74 | 0.77 | 0.88 |
| SPYM | 1.00 | 0.24 | 0.41 | 0.79 | 0.85 | 0.69 | 0.73 | 0.74 | 0.81 | 0.71 | 0.74 | 1.00 | 0.85 | 0.89 |
| IJH | 0.85 | 0.24 | 0.54 | 0.68 | 0.68 | 0.64 | 0.93 | 0.83 | 0.89 | 0.74 | 0.77 | 0.85 | 1.00 | 0.89 |
| Portfolio | 0.89 | 0.45 | 0.57 | 0.79 | 0.80 | 0.82 | 0.84 | 0.84 | 0.82 | 0.86 | 0.88 | 0.89 | 0.89 | 1.00 |