Apex Global Conservative

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	40%
BNDX Vanguard Total International Bond ETF	Global Bonds	8%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	6%
SCHO Schwab Short-Term U.S. Treasury ETF	Government Bonds, Short-Term Bond	23%
SPHY SPDR Portfolio High Yield Bond ETF	High Yield Bonds	5%
USD=X USD Cash		1%
VBK Vanguard Small-Cap Growth ETF	Small Cap Growth Equities	2.50%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	2.50%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	3%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	3%
VTV Vanguard Value ETF	Large Cap Value Equities	6%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

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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The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of BNDX

Returns By Period

As of Apr 2, 2026, the Apex Global Conservative returned 0.16% Year-To-Date and 4.34% 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 Apex Global Conservative	0.00%	-1.19%	0.16%	1.15%	7.10%	6.63%	2.96%	4.34%
Portfolio components:
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-3.86%	-9.70%	-8.38%	16.03%	22.25%	12.77%	17.00%
VTV Vanguard Value ETF	0.16%	-3.03%	3.71%	6.74%	16.12%	14.94%	10.95%	11.89%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-2.79%	3.65%	8.84%	30.37%	16.09%	8.76%	9.49%
VBK Vanguard Small-Cap Growth ETF	0.82%	-2.87%	1.84%	2.19%	20.13%	13.10%	2.50%	10.71%
VBR Vanguard Small-Cap Value ETF	0.20%	-3.26%	3.80%	5.19%	17.55%	13.63%	7.68%	10.27%
BND Vanguard Total Bond Market ETF	0.22%	-0.98%	0.31%	0.85%	4.27%	3.53%	0.30%	1.70%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.55%	-0.08%	0.10%	2.63%	3.79%	0.18%	1.74%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPHY SPDR Portfolio High Yield Bond ETF	0.22%	-0.22%	0.15%	1.27%	7.25%	8.56%	4.41%	5.33%
SCHO Schwab Short-Term U.S. Treasury ETF	0.04%	-0.23%	0.30%	1.35%	3.86%	3.97%	1.80%	1.71%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2013, Apex Global Conservative's average daily return is +0.01%, while the average monthly return is +0.35%. At this rate, your investment would double in approximately 16.5 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%	0.32%									0.16%
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 1.56%, beta of 0.22, and R² of 0.63 versus S&P 500 Index. Calculated based on daily prices since June 05, 2013.

This portfolio participated in 30.24% of S&P 500 Index downside but only 27.05% 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: 1.56%

Beta: 0.22

R²: 0.63

Upside Capture: 27.05%

Downside Capture: 30.24%

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.

SPHY

SPDR Portfolio High Yield Bond ETF

VBK

Vanguard Small-Cap Growth ETF

VBR

Vanguard Small-Cap Value ETF

BNDX

Vanguard Total International Bond ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VTV

Vanguard Value ETF

VEA

Vanguard FTSE Developed Markets ETF

BND

Vanguard Total Bond Market ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

Apex Global Conservative ranks 60 for risk / return — better than 60% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	1.70	0.88	+0.82
Sortino ratio Return per unit of downside risk	2.48	1.37	+1.12
Omega ratio Gain probability vs. loss probability	1.36	1.21	+0.15
Calmar ratio Return relative to maximum drawdown	1.80	1.39	+0.41
Martin ratio Return relative to average drawdown	6.85	6.43	+0.41
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
SCHG Schwab U.S. Large-Cap Growth ETF	35	0.72	1.19	1.17	1.04	3.47
VTV Vanguard Value ETF	56	1.09	1.57	1.23	1.48	6.62
VEA Vanguard FTSE Developed Markets ETF	83	1.73	2.36	1.35	2.64	10.14
VBK Vanguard Small-Cap Growth ETF	45	0.83	1.31	1.17	1.52	6.01
VBR Vanguard Small-Cap Value ETF	44	0.86	1.33	1.18	1.37	5.57
BND Vanguard Total Bond Market ETF	48	1.00	1.42	1.18	1.71	4.64
BNDX Vanguard Total International Bond ETF	34	0.82	1.15	1.15	0.89	3.55
USD=X USD Cash	—	—	—	—	—	—
SPHY SPDR Portfolio High Yield Bond ETF	72	1.33	1.96	1.31	1.82	9.48
SCHO Schwab Short-Term U.S. Treasury ETF	96	2.56	4.13	1.53	4.35	16.94

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.

Apex Global Conservative Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.70
5-Year: 0.56
10-Year: 0.86
All Time: 0.90

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 1.00 to 1.69, 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 Apex Global Conservative 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

Apex Global Conservative provided a 3.61% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.61%	3.61%	3.58%	3.24%	2.33%	1.94%	1.95%	2.58%	2.43%	2.07%	1.95%	1.92%
Portfolio components:
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%
VTV Vanguard Value ETF	2.02%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VBK Vanguard Small-Cap Growth ETF	0.52%	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	1.89%	1.95%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%
BND Vanguard Total Bond Market ETF	3.92%	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	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
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%
SPHY SPDR Portfolio High Yield Bond ETF	7.36%	7.38%	7.80%	7.30%	6.47%	5.13%	5.63%	5.73%	4.09%	4.41%	4.27%	4.29%
SCHO Schwab Short-Term U.S. Treasury ETF	3.97%	4.06%	4.29%	3.76%	1.34%	0.41%	1.27%	2.27%	1.60%	1.12%	0.82%	0.68%

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 1.94%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-14.93%	Nov 10, 2021	345	Oct 20, 2022	630	Jul 11, 2024	975
-9.81%	Feb 21, 2020	27	Mar 18, 2020	75	Jun 1, 2020	102
-3.64%	Mar 3, 2025	37	Apr 8, 2025	38	May 16, 2025	75
-3.57%	Apr 27, 2015	269	Jan 20, 2016	72	Apr 1, 2016	341
-3.54%	Aug 28, 2018	119	Dec 24, 2018	38	Jan 31, 2019	157

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. 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	USD=X	BNDX	VTIP	SCHO	BND	SPHY	VEA	SCHG	VTV	VBR	VBK	Portfolio
Benchmark	1.00	0.00	0.01	0.07	-0.12	-0.02	0.48	0.80	0.94	0.87	0.81	0.85	0.76
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
BNDX	0.01	0.00	1.00	0.36	0.49	0.68	0.19	0.03	0.03	-0.03	-0.03	0.03	0.40
VTIP	0.07	0.00	0.36	1.00	0.52	0.53	0.20	0.13	0.05	0.06	0.07	0.08	0.38
SCHO	-0.12	0.00	0.49	0.52	1.00	0.66	0.12	-0.04	-0.10	-0.12	-0.12	-0.09	0.30
BND	-0.02	0.00	0.68	0.53	0.66	1.00	0.24	0.03	0.00	-0.06	-0.05	0.01	0.49
SPHY	0.48	0.00	0.19	0.20	0.12	0.24	1.00	0.43	0.42	0.39	0.40	0.43	0.57
VEA	0.80	0.00	0.03	0.13	-0.04	0.03	0.43	1.00	0.67	0.72	0.69	0.68	0.67
SCHG	0.94	0.00	0.03	0.05	-0.10	0.00	0.42	0.67	1.00	0.65	0.64	0.78	0.67
VTV	0.87	0.00	-0.03	0.06	-0.12	-0.06	0.39	0.72	0.65	1.00	0.84	0.69	0.62
VBR	0.81	0.00	-0.03	0.07	-0.12	-0.05	0.40	0.69	0.64	0.84	1.00	0.82	0.63
VBK	0.85	0.00	0.03	0.08	-0.09	0.01	0.43	0.68	0.78	0.69	0.82	1.00	0.69
Portfolio	0.76	0.00	0.40	0.38	0.30	0.49	0.57	0.67	0.67	0.62	0.63	0.69	1.00

The correlation results are calculated based on daily price changes starting from Jun 5, 2013

Apex Global Conservative

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