Asset Allocation
Find the right asset allocation for Apex Global Conservative
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Apex Global Conservative, 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
As of Jun 18, 2026, the Apex Global Conservative returned 3.12% Year-To-Date and 4.50% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.08% | 2.00% | 9.57% | 10.71% | 25.41% | 19.37% | 12.48% | 13.67% |
Portfolio Apex Global Conservative | 0.00% | 1.69% | 3.12% | 3.27% | 8.76% | 7.46% | 3.27% | 4.50% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.27% | 1.57% | 0.65% | 0.54% | 4.73% | 4.05% | 0.04% | 1.60% |
BNDX Vanguard Total International Bond ETF | 0.08% | 1.84% | 1.21% | 1.17% | 2.25% | 4.33% | 0.43% | 1.74% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.32% | 0.03% | 4.05% | 5.38% | 21.75% | 22.88% | 14.43% | 18.65% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.08% | 0.27% | 0.46% | 0.57% | 3.22% | 4.23% | 1.85% | 1.70% |
SPHY SPDR Portfolio High Yield Bond ETF | 0.30% | 1.45% | 1.98% | 2.24% | 7.25% | 8.90% | 4.43% | 5.17% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 1.84% | 7.29% | 18.15% | 18.64% | 32.71% | 16.94% | 5.58% | 11.88% |
VBR Vanguard Small-Cap Value ETF | 0.62% | 5.45% | 13.21% | 12.18% | 27.70% | 15.68% | 9.37% | 10.72% |
VEA Vanguard FTSE Developed Markets ETF | 0.96% | 5.36% | 16.56% | 18.46% | 34.18% | 19.30% | 10.55% | 10.46% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.18% | -0.22% | 1.52% | 1.58% | 3.97% | 5.06% | 3.38% | 3.06% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 4, 2013, Apex Global Conservative's average daily return is +0.01%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Sep 2022 at -4.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Apex Global Conservative closed higher 39% of trading days. The best single day was Mar 13, 2020 with a return of +3.2%, while the worst single day was Mar 12, 2020 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.78% | 1.22% | -2.13% | 2.05% | 1.18% | 0.04% | 3.12% | ||||||
| 2025 | 1.24% | 0.79% | -0.96% | 0.38% | 0.87% | 1.82% | 0.16% | 1.41% | 1.14% | 0.75% | 0.49% | 0.07% | 8.45% |
| 2024 | 0.05% | 0.31% | 1.36% | -2.13% | 1.83% | 0.91% | 2.16% | 1.29% | 1.31% | -1.53% | 2.08% | -1.66% | 6.00% |
| 2023 | 3.45% | -1.94% | 2.19% | 0.55% | -0.68% | 1.24% | 0.86% | -0.66% | -2.16% | -1.22% | 4.35% | 3.42% | 9.53% |
| 2022 | -2.39% | -1.01% | -1.16% | -3.84% | 0.50% | -2.96% | 3.46% | -2.62% | -4.34% | 1.37% | 3.20% | -1.72% | -11.24% |
| 2021 | -0.37% | -0.04% | 0.23% | 1.37% | 0.28% | 0.81% | 0.88% | 0.41% | -1.37% | 1.15% | -0.45% | 0.69% | 3.61% |
Benchmark Metrics
Apex Global Conservative has an annualized alpha of 1.52%, beta of 0.22, and R2 of 0.63 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.
- This portfolio participated in 30.03% of S&P 500 Index downside but only 26.52% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.22 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
- 1.52%
- Beta
- 0.22
- R²
- 0.63
- Upside Capture
- 26.52%
- Downside Capture
- 30.03%
Expense Ratio
Apex Global Conservative has an expense ratio of 0.04%, 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
Apex Global Conservative ranks 49 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Apex Global Conservative 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 | 2.14 | 2.05 | +0.09 |
| Sortino ratioReturn per unit of downside risk | 3.15 | 2.77 | +0.37 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 2.81 | +0.03 |
| Martin ratioReturn relative to average drawdown | 11.88 | 12.55 | -0.68 |
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 |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 37 | 1.27 | 1.91 | 1.22 | 1.77 | 5.10 |
BNDX Vanguard Total International Bond ETF | 18 | 0.66 | 0.95 | 1.12 | 0.77 | 2.13 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 1.35 | 1.86 | 1.24 | 1.33 | 4.37 |
SCHO Schwab Short-Term U.S. Treasury ETF | 82 | 2.31 | 3.66 | 1.46 | 3.76 | 15.73 |
SPHY SPDR Portfolio High Yield Bond ETF | 69 | 1.95 | 2.97 | 1.39 | 3.02 | 13.62 |
USD=X USD Cash | — | — | — | — | — | — |
VBK Vanguard Small-Cap Growth ETF | 54 | 1.64 | 2.27 | 1.28 | 2.87 | 10.76 |
VBR Vanguard Small-Cap Value ETF | 61 | 1.82 | 2.67 | 1.31 | 3.14 | 11.11 |
VEA Vanguard FTSE Developed Markets ETF | 67 | 2.08 | 2.84 | 1.38 | 2.95 | 11.39 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 90 | 2.54 | 4.03 | 1.53 | 5.59 | 20.92 |
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Dividends
Dividend yield
Apex Global Conservative provided a 3.59% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.59% | 3.61% | 3.58% | 3.24% | 2.33% | 1.94% | 1.95% | 2.58% | 2.43% | 2.07% | 1.95% | 1.92% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.95% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
BNDX Vanguard Total International Bond ETF | 4.46% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.37% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.91% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.23% | 7.38% | 7.80% | 7.30% | 6.47% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 0.44% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
VBR Vanguard Small-Cap Value ETF | 1.74% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
VEA Vanguard FTSE Developed Markets ETF | 3.12% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.60% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
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 Apex Global Conservative. 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 Apex Global Conservative was 14.93%, occurring on Oct 20, 2022. Recovery took 630 trading sessions.
The current Apex Global Conservative drawdown is 0.50%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -14.93%Oct 2022 | 11mo 14d | 1y 8mo | 2y 8moNov 2021 - Jul 2024 |
COVID crash2020 | -9.81%Mar 2020 | 26d | 2mo 15d | 3mo 11dFeb 2020 - Jun 2020 |
2025 selloff2025 | -3.64%Apr 2025 | 1mo 6d | 1mo 8d | 2mo 14dMar 2025 - May 2025 |
2016 pullback2016 | -3.57%Jan 2016 | 8mo 28d | 2mo 12d | 11mo 10dApr 2015 - Apr 2016 |
Rate-hike selloffLate 2018 | -3.54%Dec 2018 | 3mo 28d | 1mo 8d | 5mo 6dAug 2018 - Jan 2019 |
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 11 assets, with an effective number of assets of 4.31, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.31 | 1.37 | 1.37 | 1.41 | 1.44 |
The portfolio has a diversification ratio of 1.44, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Apex Global Conservative correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.76 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.94, while SCHO has the lowest at -0.11.
Asset Correlations Table
| USD=X | BNDX | VTIP | SCHO | BND | SPHY | VEA | SCHG | VTV | VBR | VBK | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| BNDX | 0.00 | 1.00 | 0.36 | 0.50 | 0.69 | 0.21 | 0.04 | 0.04 | -0.02 | -0.02 | 0.04 |
| VTIP | 0.00 | 0.36 | 1.00 | 0.52 | 0.52 | 0.20 | 0.13 | 0.06 | 0.06 | 0.07 | 0.08 |
| SCHO | 0.00 | 0.50 | 0.52 | 1.00 | 0.67 | 0.13 | -0.02 | -0.09 | -0.12 | -0.11 | -0.07 |
| BND | 0.00 | 0.69 | 0.52 | 0.67 | 1.00 | 0.25 | 0.04 | 0.01 | -0.05 | -0.04 | 0.02 |
| SPHY | 0.00 | 0.21 | 0.20 | 0.13 | 0.25 | 1.00 | 0.44 | 0.43 | 0.40 | 0.40 | 0.44 |
| VEA | 0.00 | 0.04 | 0.13 | -0.02 | 0.04 | 0.44 | 1.00 | 0.67 | 0.71 | 0.68 | 0.68 |
| SCHG | 0.00 | 0.04 | 0.06 | -0.09 | 0.01 | 0.43 | 0.67 | 1.00 | 0.64 | 0.63 | 0.78 |
| VTV | 0.00 | -0.02 | 0.06 | -0.12 | -0.05 | 0.40 | 0.71 | 0.64 | 1.00 | 0.84 | 0.69 |
| VBR | 0.00 | -0.02 | 0.07 | -0.11 | -0.04 | 0.40 | 0.68 | 0.63 | 0.84 | 1.00 | 0.82 |
| VBK | 0.00 | 0.04 | 0.08 | -0.07 | 0.02 | 0.44 | 0.68 | 0.78 | 0.69 | 0.82 | 1.00 |
Find what Apex Global Conservative is missing
See which holdings overlap, where Apex Global Conservative is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification