May 28, 2026 highly efficient

Asset Allocation

Position	Category/Sector	Target Weight
VBAIX Vanguard Balanced Index Fund Institutional Shares	Diversified Portfolio	26.50%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	15%
VITSX Vanguard Total Stock Market Index Fund Institutional Shares	Large Cap Blend Equities	11.50%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	10%
FTEC Fidelity MSCI Information Technology Index ETF	Technology Equities	7.80%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	6.40%
JIVE Jpmorgan International Value ETF	Foreign Large Cap Equities	6.30%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	6.25%
VTV Vanguard Value ETF	Large Cap Value Equities	6.05%
IVV iShares Core S&P 500 ETF	S&P 500	2.30%
QQQ Invesco QQQ ETF	Nasdaq-100	1.70%
VOO Vanguard S&P 500 ETF	S&P 500	0.20%
IVLU iShares MSCI International Value Factor ETF	Foreign Large Cap Equities	0%

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 28, 2026 highly efficient, 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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Returns By Period

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 28, 2026 highly efficient	0.38%	1.17%	13.23%	13.66%	27.71%	—	—	—
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%
JIVE Jpmorgan International Value ETF	0.63%	1.64%	16.59%	19.20%	42.72%	—	—	—
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%
VBAIX Vanguard Balanced Index Fund Institutional Shares	1.35%	-0.24%	5.76%	5.96%	17.26%	15.19%	8.00%	10.02%
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%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 14, 2023, May 28, 2026 highly efficient's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, an investment would double in approximately 3.8 years.

Historically, 71% of months were positive and 29% were negative. The best month was Apr 2026 with a return of +8.0%, while the worst month was Mar 2026 at -3.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, May 28, 2026 highly efficient closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.2%, while the worst single day was Apr 4, 2025 at -3.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.61%	1.00%	-3.47%	8.03%	5.23%	-0.43%							13.23%
2025	1.78%	-0.25%	-2.98%	-0.37%	4.28%	4.54%	1.33%	2.04%	2.96%	2.06%	0.18%	0.59%	17.13%
2024	0.97%	3.27%	2.70%	-3.08%	3.93%	2.39%	1.53%	1.53%	1.56%	-1.17%	3.54%	-1.27%	16.80%
2023									-2.44%	-1.92%	7.10%	4.51%	7.11%

Benchmark Metrics

May 28, 2026 highly efficient has an annualized alpha of 5.52%, beta of 0.69, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.64%) than losses (56.57%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.69 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: 5.52%

Beta: 0.69

R²: 0.95

Upside Capture: 78.64%

Downside Capture: 56.57%

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

Expense Ratio

May 28, 2026 highly efficient has an expense ratio of 0.10%, 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

JIVE

Jpmorgan International Value ETF

SMH

VanEck Semiconductor ETF

IVLU

iShares MSCI International Value Factor ETF

QQQ

Invesco QQQ ETF

FTEC

Fidelity MSCI Information Technology Index ETF

VBAIX

Vanguard Balanced Index Fund Institutional Shares

SCHD

Schwab U.S. Dividend Equity ETF

VCSH

Vanguard Short-Term Corporate Bond ETF

VTV

Vanguard Value ETF

VITSX

Vanguard Total Stock Market Index Fund Institutional Shares

Return for Risk

Risk / Return Rank

May 28, 2026 highly efficient 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.

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 28, 2026 highly efficient 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	2.76	1.86	+0.90
Sortino ratioReturn per unit of downside risk	3.78	2.53	+1.25
Omega ratioGain probability vs. loss probability	1.53	1.34	+0.19
Calmar ratioReturn relative to maximum drawdown	4.35	2.53	+1.82
Martin ratioReturn relative to average drawdown	19.05	11.37	+7.68

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
JIVE Jpmorgan International Value ETF	86	2.73	3.59	1.48	3.89	14.92
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
VBAIX Vanguard Balanced Index Fund Institutional Shares	69	2.02	2.84	1.37	2.86	12.76
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

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 28, 2026 highly efficient Sharpe ratio is 2.76 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 28, 2026 highly efficient 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 28, 2026 highly efficient provided a 3.12% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.12%	3.41%	3.91%	2.67%	1.93%	1.75%	1.89%	2.04%	2.07%	1.69%	1.72%	1.82%
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%
JIVE Jpmorgan International Value ETF	2.47%	2.88%	2.48%	0.74%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
VBAIX Vanguard Balanced Index Fund Institutional Shares	5.31%	6.01%	8.01%	4.36%	2.84%	3.20%	2.65%	2.29%	2.33%	1.96%	2.10%	2.10%
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%

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 28, 2026 highly efficient. 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 28, 2026 highly efficient was 12.36%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.

The current May 28, 2026 highly efficient drawdown is 1.54%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-12.36%Apr 2025	1mo 17d	1mo 29d	3mo 16dFeb 2025 - Jun 2025
2026 pullback2026	-6.13%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2024 pullback2024	-5.98%Aug 2024	21d	1mo 13d	2mo 4dJul 2024 - Sep 2024
2023 pullback2023	-5.67%Oct 2023	1mo 12d	18d	2moSep 2023 - Nov 2023
2024 pullback2024	-4.31%Apr 2024	18d	25d	1mo 13dApr 2024 - May 2024

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 13 assets, with an effective number of assets of 7.22, 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	All Time
Diversification Ratio	1.16	1.14

The portfolio has a diversification ratio of 1.14, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

May 28, 2026 highly efficient correlation to the S&P 500 Index

May 28, 2026 highly efficient has a 0.96 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	0.96
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while VGSH has the lowest at 0.06.

0.06

0.26

0.54

0.62

0.63

0.73

0.78

0.89

0.94

0.96

0.99

1.00

1.00

Portfolio Correlations

Correlation vs. May 28, 2026 highly efficient. VITSX has the highest portfolio correlation at 0.97, while VGSH has the lowest at 0.13.

0.13

0.34

0.56

0.67

0.70

0.75

0.85

0.90

0.92

0.96

0.97

0.97

0.97

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	SCHD	IVLU	JIVE	SMH	VTV	FTEC	QQQ	VOO	IVV	VITSX	VBAIX
VGSH	1.00	0.88	0.07	0.18	0.18	-0.06	0.08	-0.02	0.01	0.06	0.06	0.07	0.22
VCSH	0.88	1.00	0.22	0.35	0.35	0.11	0.26	0.16	0.20	0.26	0.26	0.28	0.43
SCHD	0.07	0.22	1.00	0.56	0.52	0.27	0.88	0.28	0.34	0.54	0.54	0.57	0.56
IVLU	0.18	0.35	0.56	1.00	0.93	0.46	0.66	0.47	0.51	0.62	0.62	0.63	0.65
JIVE	0.18	0.35	0.52	0.93	1.00	0.50	0.64	0.50	0.54	0.63	0.63	0.65	0.65
SMH	-0.06	0.11	0.27	0.46	0.50	1.00	0.46	0.89	0.87	0.77	0.78	0.77	0.73
VTV	0.08	0.26	0.88	0.66	0.64	0.46	1.00	0.48	0.53	0.74	0.74	0.76	0.75
FTEC	-0.02	0.16	0.28	0.47	0.50	0.89	0.48	1.00	0.96	0.89	0.89	0.88	0.84
QQQ	0.01	0.20	0.34	0.51	0.54	0.87	0.53	0.96	1.00	0.93	0.93	0.92	0.88
VOO	0.06	0.26	0.54	0.62	0.63	0.77	0.74	0.89	0.93	1.00	1.00	0.99	0.96
IVV	0.06	0.26	0.54	0.62	0.63	0.78	0.74	0.89	0.93	1.00	1.00	0.99	0.96
VITSX	0.07	0.28	0.57	0.63	0.65	0.77	0.76	0.88	0.92	0.99	0.99	1.00	0.97
VBAIX	0.22	0.43	0.56	0.65	0.65	0.73	0.75	0.84	0.88	0.96	0.96	0.97	1.00

The correlation results are calculated based on daily price changes starting from Sep 14, 2023

Diversification Analysis

Find what May 28, 2026 highly efficient is missing

See which holdings overlap, where May 28, 2026 highly efficient is concentrated, and which low-correlation assets could fill the gaps.

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