BROKERAGE ACCOUNT planned

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Large Cap Growth Equities	25%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	25%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	25%
VGT Vanguard Information Technology ETF	Technology Equities	25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BROKERAGE ACCOUNT planned, 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 Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 3, 2026, the BROKERAGE ACCOUNT planned returned -1.61% Year-To-Date and 17.87% of annualized return in the last 10 years.

	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 BROKERAGE ACCOUNT planned	0.29%	-2.36%	-1.61%	-0.65%	21.85%	20.70%	12.91%	17.87%
Portfolio components:
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-3.86%	-9.70%	-8.38%	16.03%	22.25%	12.77%	17.00%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, BROKERAGE ACCOUNT planned's average daily return is +0.07%, while the average monthly return is +1.42%. At this rate, your investment would double in approximately 4.1 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +14.1%, while the worst month was Apr 2022 at -10.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BROKERAGE ACCOUNT planned closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.9%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.82%	-0.47%	-3.90%	1.04%									-1.61%
2025	1.32%	-1.78%	-6.45%	-0.88%	7.44%	6.19%	2.50%	2.03%	4.00%	3.40%	-1.42%	-0.10%	16.61%
2024	1.66%	4.73%	2.34%	-4.62%	5.57%	5.41%	0.53%	1.59%	2.09%	-0.46%	6.00%	-1.40%	25.43%
2023	8.09%	-1.06%	6.77%	0.20%	4.69%	6.16%	3.61%	-1.53%	-5.27%	-2.27%	10.42%	5.29%	39.62%
2022	-7.06%	-3.67%	3.88%	-10.70%	-0.44%	-8.55%	10.67%	-4.70%	-9.97%	6.78%	5.46%	-7.07%	-24.86%
2021	-0.52%	1.95%	3.35%	5.24%	-0.26%	4.75%	2.55%	3.43%	-5.14%	7.35%	0.87%	3.02%	29.35%

Benchmark Metrics

BROKERAGE ACCOUNT planned has an annualized alpha of 3.68%, beta of 1.07, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio captured 117.79% of S&P 500 Index gains but only 96.58% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 3.68% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.07 and R² of 0.95, 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: 3.68%

Beta: 1.07

R²: 0.95

Upside Capture: 117.79%

Downside Capture: 96.58%

Expense Ratio

BROKERAGE ACCOUNT planned has an expense ratio of 0.09%, 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.

QQQ

Invesco QQQ ETF

VGT

Vanguard Information Technology ETF

SCHD

Schwab U.S. Dividend Equity ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Return for Risk

Risk / Return Rank

BROKERAGE ACCOUNT planned ranks 40 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.07	0.88	+0.19
Sortino ratio Return per unit of downside risk	1.64	1.37	+0.27
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	1.72	1.39	+0.33
Martin ratio Return relative to average drawdown	8.14	6.43	+1.70
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
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
SCHG Schwab U.S. Large-Cap Growth ETF	35	0.72	1.19	1.17	1.04	3.47
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72

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.

BROKERAGE ACCOUNT planned Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.07
5-Year: 0.66
10-Year: 0.89
All Time: 0.94

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 BROKERAGE ACCOUNT planned 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

BROKERAGE ACCOUNT planned provided a 1.20% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.20%	1.26%	1.30%	1.31%	1.41%	1.07%	1.27%	1.41%	1.63%	1.37%	1.57%	1.62%
Portfolio components:
QQQ Invesco QQQ ETF	0.48%	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	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

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 BROKERAGE ACCOUNT planned. 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 BROKERAGE ACCOUNT planned was 31.19%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current BROKERAGE ACCOUNT planned drawdown is 4.56%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.19%	Feb 20, 2020	23	Mar 23, 2020	55	Jun 10, 2020	78
-29.79%	Dec 28, 2021	202	Oct 14, 2022	290	Dec 11, 2023	492
-21.35%	Feb 20, 2025	34	Apr 8, 2025	54	Jun 26, 2025	88
-21%	Oct 4, 2018	56	Dec 24, 2018	68	Apr 3, 2019	124
-13.86%	Dec 2, 2015	49	Feb 11, 2016	102	Jul 8, 2016	151

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 4 assets, with an effective number of assets of 4.00, 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.

	Benchmark	SCHD	VGT	QQQ	SCHG	Portfolio
Benchmark	1.00	0.82	0.89	0.90	0.94	0.96
SCHD	0.82	1.00	0.63	0.63	0.66	0.75
VGT	0.89	0.63	1.00	0.96	0.94	0.97
QQQ	0.90	0.63	0.96	1.00	0.96	0.97
SCHG	0.94	0.66	0.94	0.96	1.00	0.97
Portfolio	0.96	0.75	0.97	0.97	0.97	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

BROKERAGE ACCOUNT planned

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table