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What I have 2026
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 What I have 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 year.


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

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
What I have 2026
0.07%-2.78%-1.11%1.15%20.41%17.10%9.75%
VXUS
Vanguard Total International Stock ETF
-0.68%-2.51%2.81%6.58%28.04%15.41%7.43%9.01%
VTI
Vanguard Total Stock Market ETF
0.16%-3.26%-3.13%-1.24%17.86%18.10%10.66%13.75%
LIVIX
BlackRock LifePath Index 2055 Fund
0.85%-2.80%-0.49%1.88%21.22%16.05%8.71%10.87%
MGK
Vanguard Mega Cap Growth ETF
0.03%-3.48%-9.84%-8.07%18.90%22.62%12.64%17.00%
AVUV
Avantis US Small Cap Value ETF
0.68%-0.56%9.54%12.30%27.33%16.21%10.57%
VTIVX
Vanguard Target Retirement 2045 Fund
0.90%-2.64%-0.40%1.90%19.04%15.17%8.12%10.40%
VFIFX
Vanguard Target Retirement 2050 Fund
0.99%-2.75%-0.46%2.00%20.51%16.02%8.63%10.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, What I have 2026's average daily return is +0.06%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.0%, while the worst month was Mar 2020 at -14.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, What I have 2026 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.62%0.93%-5.38%0.90%-1.11%
20252.82%-1.27%-4.48%0.07%5.84%4.71%1.48%2.97%3.24%1.90%0.35%0.60%19.33%
20240.17%4.44%3.12%-3.98%4.64%2.08%2.37%1.83%2.06%-1.67%5.29%-3.49%17.61%
20237.65%-2.67%2.39%1.11%-0.35%6.23%3.84%-2.43%-4.44%-2.81%9.14%5.62%24.56%
2022-5.10%-2.46%2.21%-8.29%0.32%-8.40%8.18%-3.88%-9.41%7.04%6.86%-5.13%-18.51%
20210.03%3.34%3.28%4.38%1.28%1.63%0.82%2.53%-3.86%5.51%-1.92%3.60%22.20%

Benchmark Metrics

What I have 2026 has an annualized alpha of 0.71%, beta of 0.94, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

  • With beta of 0.94 and R² of 0.97, 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
0.71%
Beta
0.94
0.97
Upside Capture
97.05%
Downside Capture
96.91%

Expense Ratio

What I have 2026 has an expense ratio of 0.08%, 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

What I have 2026 ranks 48 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


What I have 2026 Risk / Return Rank: 4848
Overall Rank
What I have 2026 Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
What I have 2026 Sortino Ratio Rank: 4646
Sortino Ratio Rank
What I have 2026 Omega Ratio Rank: 4949
Omega Ratio Rank
What I have 2026 Calmar Ratio Rank: 4646
Calmar Ratio Rank
What I have 2026 Martin Ratio Rank: 5555
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

1.19

0.88

+0.31

Sortino ratio

Return per unit of downside risk

1.77

1.37

+0.40

Omega ratio

Gain probability vs. loss probability

1.26

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.80

1.39

+0.41

Martin ratio

Return relative to average drawdown

8.49

6.43

+2.06


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
VXUS
Vanguard Total International Stock ETF
801.632.251.332.529.49
VTI
Vanguard Total Stock Market ETF
540.941.471.221.537.16
LIVIX
BlackRock LifePath Index 2055 Fund
681.291.891.281.898.77
MGK
Vanguard Mega Cap Growth ETF
400.811.341.191.184.03
AVUV
Avantis US Small Cap Value ETF
631.171.731.241.907.48
VTIVX
Vanguard Target Retirement 2045 Fund
751.432.051.302.069.17
VFIFX
Vanguard Target Retirement 2050 Fund
741.412.031.302.059.22

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.

What I have 2026 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.19
  • 5-Year: 0.61
  • All Time: 0.67

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 0.98 to 1.66, 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 What I have 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

What I have 2026 provided a 1.83% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.83%1.83%1.27%1.82%1.97%4.80%1.53%2.07%2.08%1.30%1.79%2.28%
VXUS
Vanguard Total International Stock ETF
2.95%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%
VTI
Vanguard Total Stock Market ETF
1.16%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
LIVIX
BlackRock LifePath Index 2055 Fund
2.49%2.48%0.01%2.04%1.96%2.04%1.56%2.95%2.35%2.27%1.54%2.88%
MGK
Vanguard Mega Cap Growth ETF
0.39%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%
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%
VTIVX
Vanguard Target Retirement 2045 Fund
2.51%2.50%2.36%2.27%2.75%15.40%1.90%2.23%2.52%0.04%2.47%3.29%
VFIFX
Vanguard Target Retirement 2050 Fund
2.10%2.09%2.26%2.21%2.38%12.83%1.84%2.20%2.51%0.03%2.04%2.36%

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 What I have 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 What I have 2026 was 34.29%, occurring on Mar 23, 2020. Recovery took 102 trading sessions.

The current What I have 2026 drawdown is 5.28%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.29%Feb 20, 202023Mar 23, 2020102Aug 17, 2020125
-25.53%Nov 9, 2021226Sep 30, 2022306Dec 19, 2023532
-17.43%Feb 19, 202535Apr 8, 202543Jun 10, 202578
-8.74%Feb 26, 202623Mar 30, 2026
-8.21%Jul 17, 202414Aug 5, 202432Sep 19, 202446

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 7 assets, with an effective number of assets of 4.91, 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.

BenchmarkAVUVMGKVXUSVTILIVIXVTIVXVFIFXPortfolio
Benchmark1.000.720.920.790.990.960.950.960.98
AVUV0.721.000.520.700.770.770.770.770.80
MGK0.920.521.000.690.910.860.860.860.88
VXUS0.790.700.691.000.810.910.910.910.87
VTI0.990.770.910.811.000.960.960.960.99
LIVIX0.960.770.860.910.961.000.990.990.99
VTIVX0.950.770.860.910.960.991.001.000.99
VFIFX0.960.770.860.910.960.991.001.000.99
Portfolio0.980.800.880.870.990.990.990.991.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019