ALL Final

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

ALL Final

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	13.33%
SDY SPDR S&P Dividend ETF	All Cap Equities, Dividend	13.33%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	6.66%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	13.33%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	13.33%
VT Vanguard Total World Stock ETF	Large Cap Growth Equities	13.33%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	13.33%
VV Vanguard Large-Cap ETF	Large Cap Growth Equities	13.33%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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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 May 23, 2025, the ALL Final returned 1.81% Year-To-Date and 9.63% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
ALL Final	1.81%	6.40%	-2.05%	10.02%	13.73%	9.63%
Portfolio components:
VV Vanguard Large-Cap ETF	-0.16%	8.86%	-1.51%	12.66%	16.15%	12.52%
VTI Vanguard Total Stock Market ETF	-0.72%	8.84%	-2.65%	11.76%	15.66%	11.92%
VT Vanguard Total World Stock ETF	4.35%	7.87%	2.42%	12.06%	13.95%	9.00%
VO Vanguard Mid-Cap ETF	1.64%	7.18%	-4.36%	11.46%	13.34%	9.13%
VEU Vanguard FTSE All-World ex-US ETF	13.43%	6.37%	11.82%	12.60%	11.44%	5.41%
VB Vanguard Small-Cap ETF	-5.25%	7.76%	-11.33%	4.40%	12.15%	7.89%
SDY SPDR S&P Dividend ETF	1.47%	2.66%	-5.07%	6.48%	12.09%	8.98%
SCHD Schwab US Dividend Equity ETF	-4.12%	2.12%	-9.92%	3.71%	12.83%	10.39%

*Annualized

Monthly Returns

The table below presents the monthly returns of ALL Final, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.00%	-0.09%	-3.19%	-1.53%	3.79%								1.81%
2024	-0.35%	3.95%	3.85%	-3.99%	3.63%	0.66%	3.64%	2.42%	2.18%	-1.54%	5.26%	-4.79%	15.30%
2023	6.44%	-2.97%	0.93%	0.62%	-2.30%	6.27%	3.76%	-2.85%	-4.58%	-3.34%	8.52%	5.82%	16.28%
2022	-4.76%	-1.98%	2.38%	-6.99%	1.04%	-8.01%	7.24%	-3.37%	-9.20%	8.10%	7.15%	-4.52%	-14.04%
2021	-0.27%	4.03%	4.26%	4.02%	1.57%	0.74%	0.70%	2.27%	-4.16%	5.31%	-2.41%	4.82%	22.41%
2020	-1.42%	-8.17%	-15.05%	11.65%	5.15%	2.08%	5.00%	5.13%	-2.77%	-0.95%	12.62%	4.44%	15.25%
2019	8.11%	3.51%	1.14%	3.35%	-6.28%	6.68%	0.75%	-2.24%	2.57%	2.06%	2.82%	2.81%	27.45%
2018	4.56%	-4.50%	-1.07%	0.04%	1.49%	0.28%	3.28%	1.90%	0.21%	-7.27%	2.53%	-8.19%	-7.41%
2017	1.99%	2.96%	0.60%	1.11%	1.28%	0.67%	2.02%	-0.07%	2.51%	2.09%	2.88%	1.40%	21.22%
2016	-5.09%	0.26%	7.60%	0.85%	1.18%	0.79%	3.85%	0.11%	0.34%	-2.37%	3.20%	1.82%	12.69%
2015	-2.12%	5.41%	-0.56%	0.56%	0.73%	-2.18%	1.00%	-5.98%	-2.85%	7.40%	0.16%	-2.09%	-1.23%
2014	-3.68%	4.88%	0.66%	0.54%	1.83%	2.33%	-2.26%	3.55%	-2.65%	2.49%	2.07%	-0.73%	9.01%

Expense Ratio

ALL Final 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.

SDY

SPDR S&P Dividend ETF

Vanguard Total World Stock ETF

VEU

Vanguard FTSE All-World ex-US ETF

SCHD

Schwab US Dividend Equity ETF

Vanguard Small-Cap ETF

Vanguard Large-Cap ETF

Vanguard Mid-Cap ETF

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ALL Final is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VV Vanguard Large-Cap ETF	0.59	0.94	1.14	0.61	2.33
VTI Vanguard Total Stock Market ETF	0.54	0.88	1.13	0.55	2.08
VT Vanguard Total World Stock ETF	0.64	0.96	1.14	0.65	2.83
VO Vanguard Mid-Cap ETF	0.54	0.85	1.12	0.50	1.81
VEU Vanguard FTSE All-World ex-US ETF	0.71	1.02	1.14	0.79	2.48
VB Vanguard Small-Cap ETF	0.12	0.28	1.04	0.07	0.23
SDY SPDR S&P Dividend ETF	0.32	0.51	1.07	0.29	0.89
SCHD Schwab US Dividend Equity ETF	0.13	0.24	1.03	0.09	0.29

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.

ALL Final Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.53
5-Year: 0.84
10-Year: 0.55
All Time: 0.71

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 0.47 to 0.99, 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 ALL Final compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

ALL Final provided a 2.16% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.16%	2.14%	2.22%	2.26%	1.93%	1.94%	2.22%	2.45%	2.34%	2.35%	2.76%	2.52%
Portfolio components:
VV Vanguard Large-Cap ETF	1.27%	1.24%	1.41%	1.66%	1.19%	1.46%	1.81%	2.09%	1.75%	1.98%	1.96%	1.77%
VTI Vanguard Total Stock Market ETF	1.31%	1.27%	1.44%	1.67%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%
VT Vanguard Total World Stock ETF	1.85%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%	2.44%
VO Vanguard Mid-Cap ETF	1.55%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%	1.29%
VEU Vanguard FTSE All-World ex-US ETF	2.83%	3.24%	3.32%	3.12%	3.07%	2.00%	3.10%	3.27%	2.66%	2.96%	2.95%	3.52%
VB Vanguard Small-Cap ETF	1.49%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%	1.43%
SDY SPDR S&P Dividend ETF	2.62%	2.56%	2.64%	2.55%	2.63%	2.85%	2.45%	2.73%	4.69%	3.30%	6.20%	4.74%
SCHD Schwab US Dividend Equity ETF	4.01%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%

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 ALL Final. 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 ALL Final was 35.48%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current ALL Final drawdown is 3.07%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.48%	Feb 13, 2020	27	Mar 23, 2020	114	Sep 2, 2020	141
-22.69%	Jan 5, 2022	186	Sep 30, 2022	332	Jan 29, 2024	518
-18.18%	Sep 24, 2018	64	Dec 24, 2018	71	Apr 8, 2019	135
-15.97%	Dec 2, 2024	87	Apr 8, 2025	—	—	—
-15.83%	May 22, 2015	183	Feb 11, 2016	103	Jul 11, 2016	286

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 8 assets, with an effective number of assets of 7.76, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	VEU	SDY	SCHD	VB	VO	VV	VT	VTI	Portfolio
^GSPC	1.00	0.81	0.82	0.85	0.87	0.93	1.00	0.95	0.99	0.96
VEU	0.81	1.00	0.72	0.74	0.77	0.80	0.81	0.94	0.82	0.88
SDY	0.82	0.72	1.00	0.93	0.84	0.86	0.81	0.81	0.83	0.90
SCHD	0.85	0.74	0.93	1.00	0.81	0.85	0.84	0.83	0.85	0.91
VB	0.87	0.77	0.84	0.81	1.00	0.96	0.88	0.88	0.91	0.93
VO	0.93	0.80	0.86	0.85	0.96	1.00	0.93	0.92	0.95	0.97
VV	1.00	0.81	0.81	0.84	0.88	0.93	1.00	0.95	0.99	0.96
VT	0.95	0.94	0.81	0.83	0.88	0.92	0.95	1.00	0.96	0.97
VTI	0.99	0.82	0.83	0.85	0.91	0.95	0.99	0.96	1.00	0.97
Portfolio	0.96	0.88	0.90	0.91	0.93	0.97	0.96	0.97	0.97	1.00

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

Performance Analysis

Risk Analysis

Optimization

Factor Model

ALL Final

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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