Triandafilou MS Indiv. Acct.

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	43.06%
BSV Vanguard Short-Term Bond Index Fund ETF Shares	Short-Term Bond	12.50%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	8%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	4.02%
IVV iShares Core S&P 500 ETF	S&P 500	3.10%
IWD iShares Russell 1000 Value ETF	Large Cap Value Equities	7.10%
IWF iShares Russell 1000 Growth ETF	Large Cap Growth Equities	10.50%
IWP iShares Russell Mid-Cap Growth ETF	Mid Cap Growth Equities	1%
IWS iShares Russell Mid-Cap Value ETF	Mid Cap Value Equities	1%
JPST JPMorgan Ultra-Short Income ETF	Ultrashort Bond	5.70%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	4.02%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Triandafilou MS Indiv. Acct., 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 year.

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The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Triandafilou MS Indiv. Acct.	0.07%	-1.90%	-0.31%	0.79%	10.72%	8.36%	3.93%	—
Portfolio components:
TLT iShares 20+ Year Treasury Bond ETF	0.61%	-2.26%	0.69%	-0.72%	-1.22%	-2.76%	-5.75%	-1.34%
IEFA iShares Core MSCI EAFE ETF	-0.54%	-3.39%	2.18%	4.88%	27.48%	14.56%	8.01%	8.97%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-4.02%	3.48%	5.73%	34.75%	15.85%	4.31%	8.31%
IVV iShares Core S&P 500 ETF	0.14%	-4.01%	-3.54%	-1.39%	23.53%	18.49%	11.96%	14.16%
IWF iShares Russell 1000 Growth ETF	-0.02%	-5.00%	-9.06%	-8.32%	24.60%	21.30%	12.41%	16.66%
IWD iShares Russell 1000 Value ETF	0.27%	-3.10%	2.85%	6.06%	20.91%	14.23%	9.20%	10.48%
IWP iShares Russell Mid-Cap Growth ETF	0.31%	-5.13%	-5.62%	-9.47%	14.51%	12.85%	4.96%	11.56%
IWS iShares Russell Mid-Cap Value ETF	0.50%	-2.97%	4.85%	5.43%	23.75%	13.39%	7.72%	9.72%
JPST JPMorgan Ultra-Short Income ETF	0.04%	0.10%	0.75%	1.80%	4.31%	5.12%	3.51%	—
BSV Vanguard Short-Term Bond Index Fund ETF Shares	0.08%	-0.36%	0.23%	1.27%	3.69%	4.23%	1.70%	1.98%

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

Monthly Returns

Based on dividend-adjusted daily data since May 22, 2017, Triandafilou MS Indiv. Acct.'s average daily return is +0.02%, while the average monthly return is +0.46%. At this rate, your investment would double in approximately 12.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +5.9%, while the worst month was Sep 2022 at -5.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Triandafilou MS Indiv. Acct. closed higher 57% of trading days. The best single day was Mar 13, 2020 with a return of +4.1%, while the worst single day was Mar 12, 2020 at -5.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.10%	1.48%	-3.23%	0.41%									-0.31%
2025	1.50%	1.07%	-1.22%	0.53%	1.57%	2.56%	0.23%	1.64%	1.90%	1.13%	0.32%	0.14%	11.92%
2024	-0.03%	0.88%	1.61%	-2.63%	2.58%	1.28%	1.86%	1.72%	1.64%	-2.08%	2.19%	-1.86%	7.21%
2023	4.57%	-2.51%	2.75%	0.81%	-0.84%	2.00%	1.28%	-1.36%	-3.03%	-1.79%	5.90%	3.91%	11.83%
2022	-2.93%	-1.66%	-1.02%	-5.06%	0.46%	-3.61%	3.66%	-2.90%	-5.47%	1.21%	4.69%	-1.94%	-14.13%
2021	-0.66%	-0.07%	0.24%	2.15%	0.51%	1.15%	1.06%	0.84%	-2.21%	2.16%	-0.68%	1.21%	5.76%

Benchmark Metrics

Triandafilou MS Indiv. Acct. has an annualized alpha of 1.21%, beta of 0.33, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since May 22, 2017.

This portfolio participated in 46.26% of S&P 500 Index downside but only 37.49% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.33 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: 1.21%

Beta: 0.33

R²: 0.74

Upside Capture: 37.49%

Downside Capture: 46.26%

Expense Ratio

Triandafilou MS Indiv. Acct. has an expense ratio of 0.08%, 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

IWP

iShares Russell Mid-Cap Growth ETF

IWS

iShares Russell Mid-Cap Value ETF

IWF

iShares Russell 1000 Growth ETF

IWD

iShares Russell 1000 Value ETF

JPST

JPMorgan Ultra-Short Income ETF

TLT

iShares 20+ Year Treasury Bond ETF

IEMG

iShares Core MSCI Emerging Markets ETF

IEFA

iShares Core MSCI EAFE ETF

IVV

iShares Core S&P 500 ETF

BSV

Vanguard Short-Term Bond Index Fund ETF Shares

Return for Risk

Risk / Return Rank

Triandafilou MS Indiv. Acct. ranks 59 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	1.39	0.88	+0.51
Sortino ratio Return per unit of downside risk	2.01	1.37	+0.65
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio Return relative to maximum drawdown	2.08	1.39	+0.69
Martin ratio Return relative to average drawdown	8.17	6.43	+1.73
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
TLT iShares 20+ Year Treasury Bond ETF	9	-0.07	-0.01	1.00	-0.09	-0.19
IEFA iShares Core MSCI EAFE ETF	71	1.41	2.01	1.29	2.18	8.32
IEMG iShares Core MSCI Emerging Markets ETF	77	1.62	2.21	1.32	2.43	9.12
IVV iShares Core S&P 500 ETF	53	0.97	1.48	1.23	1.52	7.13
IWF iShares Russell 1000 Growth ETF	38	0.79	1.30	1.18	1.14	3.83
IWD iShares Russell 1000 Value ETF	52	1.02	1.48	1.22	1.42	6.60
IWP iShares Russell Mid-Cap Growth ETF	21	0.33	0.64	1.08	0.63	1.95
IWS iShares Russell Mid-Cap Value ETF	48	0.96	1.43	1.20	1.40	6.40
JPST JPMorgan Ultra-Short Income ETF	99	7.30	13.99	3.43	14.94	94.54
BSV Vanguard Short-Term Bond Index Fund ETF Shares	90	2.11	3.37	1.42	3.21	12.06

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.

Triandafilou MS Indiv. Acct. Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.39
5-Year: 0.55
All Time: 0.76

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 0.99 to 1.69, 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 Triandafilou MS Indiv. Acct. 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

Triandafilou MS Indiv. Acct. provided a 3.21% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.21%	3.18%	3.12%	2.70%	2.17%	1.81%	1.90%	2.44%	2.50%	2.10%	2.11%	2.12%
Portfolio components:
TLT iShares 20+ Year Treasury Bond ETF	4.51%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
IEFA iShares Core MSCI EAFE ETF	3.48%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
IVV iShares Core S&P 500 ETF	1.22%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
IWF iShares Russell 1000 Growth ETF	0.39%	0.36%	0.46%	0.67%	0.91%	0.49%	0.66%	0.99%	1.27%	1.10%	1.43%	1.37%
IWD iShares Russell 1000 Value ETF	1.66%	1.69%	1.87%	2.02%	2.15%	1.62%	2.05%	2.45%	2.71%	2.09%	2.25%	2.47%
IWP iShares Russell Mid-Cap Growth ETF	0.36%	0.37%	0.40%	0.54%	0.77%	0.30%	0.38%	0.59%	1.02%	0.78%	1.16%	0.98%
IWS iShares Russell Mid-Cap Value ETF	1.47%	1.53%	1.50%	1.76%	1.93%	1.39%	1.87%	1.97%	2.53%	1.96%	2.10%	2.14%
JPST JPMorgan Ultra-Short Income ETF	4.33%	4.43%	5.16%	4.79%	1.83%	0.73%	1.43%	2.69%	2.07%	0.96%	0.00%	0.00%
BSV Vanguard Short-Term Bond Index Fund ETF Shares	3.93%	3.83%	3.38%	2.46%	1.50%	1.45%	1.79%	2.29%	1.99%	1.65%	1.48%	1.40%

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 Triandafilou MS Indiv. Acct.. 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 Triandafilou MS Indiv. Acct. was 18.60%, occurring on Oct 20, 2022. Recovery took 427 trading sessions.

The current Triandafilou MS Indiv. Acct. drawdown is 2.87%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-18.6%	Nov 10, 2021	238	Oct 20, 2022	427	Jul 5, 2024	665
-13.29%	Feb 20, 2020	21	Mar 19, 2020	54	Jun 5, 2020	75
-6.54%	Jan 29, 2018	229	Dec 24, 2018	52	Mar 12, 2019	281
-5.51%	Dec 9, 2024	82	Apr 8, 2025	24	May 13, 2025	106
-4.57%	Feb 26, 2026	22	Mar 27, 2026	—	—	—

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 4.33, 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	JPST	BSV	TLT	BND	IEMG	IEFA	IWD	IWS	IWF	IWP	IVV	Portfolio
Benchmark	1.00	0.07	0.01	-0.08	0.05	0.68	0.78	0.86	0.84	0.94	0.88	1.00	0.84
JPST	0.07	1.00	0.44	0.29	0.39	0.08	0.11	0.06	0.06	0.08	0.08	0.07	0.24
BSV	0.01	0.44	1.00	0.67	0.84	0.03	0.08	-0.01	0.01	0.03	0.04	0.01	0.38
TLT	-0.08	0.29	0.67	1.00	0.90	-0.07	-0.05	-0.12	-0.09	-0.05	-0.03	-0.08	0.32
BND	0.05	0.39	0.84	0.90	1.00	0.05	0.10	0.02	0.04	0.08	0.10	0.05	0.47
IEMG	0.68	0.08	0.03	-0.07	0.05	1.00	0.78	0.61	0.62	0.65	0.64	0.68	0.71
IEFA	0.78	0.11	0.08	-0.05	0.10	0.78	1.00	0.77	0.76	0.70	0.71	0.78	0.80
IWD	0.86	0.06	-0.01	-0.12	0.02	0.61	0.77	1.00	0.96	0.68	0.76	0.86	0.73
IWS	0.84	0.06	0.01	-0.09	0.04	0.62	0.76	0.96	1.00	0.68	0.79	0.84	0.73
IWF	0.94	0.08	0.03	-0.05	0.08	0.65	0.70	0.68	0.68	1.00	0.88	0.94	0.82
IWP	0.88	0.08	0.04	-0.03	0.10	0.64	0.71	0.76	0.79	0.88	1.00	0.88	0.80
IVV	1.00	0.07	0.01	-0.08	0.05	0.68	0.78	0.86	0.84	0.94	0.88	1.00	0.84
Portfolio	0.84	0.24	0.38	0.32	0.47	0.71	0.80	0.73	0.73	0.82	0.80	0.84	1.00

The correlation results are calculated based on daily price changes starting from May 22, 2017

Triandafilou MS Indiv. Acct.

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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