Optimized Optimal Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 20% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | Large Cap Blend Equities, Dividend | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 20% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | Volatility Hedged Equity, Dividend | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimized Optimal Portfolio, 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.
The earliest data available for this chart is Oct 18, 2012, corresponding to the inception date of SPHD
Returns By Period
As of Apr 20, 2025, the Optimized Optimal Portfolio returned -2.37% Year-To-Date and 11.36% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Optimized Optimal Portfolio | -2.37% | -5.51% | -4.97% | 11.57% | 15.98% | 11.36% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.23% | -10.14% | 3.31% | 13.20% | 10.23% |
SCHG Schwab U.S. Large-Cap Growth ETF | -14.91% | -7.15% | -10.61% | 9.33% | 17.18% | 14.15% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -3.14% | -4.88% | -10.07% | 2.58% | 11.07% | 8.57% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | -1.64% | -5.48% | -6.19% | 12.77% | 12.84% | 7.82% |
BRK-B Berkshire Hathaway Inc. | 14.32% | -1.99% | 11.49% | 27.93% | 22.46% | 13.86% |
Monthly Returns
The table below presents the monthly returns of Optimized Optimal Portfolio, 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 | 2.53% | 2.72% | -1.66% | -5.73% | -2.37% | ||||||||
| 2024 | 2.05% | 4.33% | 3.39% | -3.89% | 4.17% | 1.01% | 4.59% | 4.14% | 0.57% | -1.15% | 5.60% | -5.43% | 20.36% |
| 2023 | 4.02% | -2.78% | 1.71% | 1.87% | -1.88% | 5.96% | 3.41% | -1.05% | -4.09% | -2.36% | 7.68% | 3.30% | 16.11% |
| 2022 | -2.22% | -1.28% | 5.28% | -6.51% | 0.48% | -8.47% | 7.42% | -4.10% | -8.16% | 8.90% | 6.46% | -4.87% | -8.84% |
| 2021 | -0.79% | 3.56% | 6.35% | 5.28% | 2.00% | -0.02% | 1.31% | 2.49% | -4.43% | 5.42% | -1.95% | 6.04% | 27.59% |
| 2020 | -0.76% | -8.29% | -13.12% | 9.93% | 3.36% | 0.02% | 6.16% | 6.64% | -2.77% | -2.19% | 12.17% | 2.95% | 11.74% |
| 2019 | 6.24% | 2.21% | 1.51% | 3.99% | -6.46% | 6.88% | 0.24% | -1.24% | 2.58% | 1.45% | 3.24% | 2.51% | 24.93% |
| 2018 | 4.97% | -4.41% | -1.99% | -0.47% | 1.51% | 0.63% | 3.78% | 3.13% | 1.03% | -5.17% | 3.61% | -8.06% | -2.35% |
| 2017 | 1.40% | 3.72% | -0.49% | 0.41% | 1.41% | 0.69% | 1.90% | 0.91% | 1.81% | 2.33% | 3.50% | 0.96% | 20.09% |
| 2016 | -3.14% | 1.75% | 6.81% | 0.66% | 0.32% | 2.01% | 2.96% | 0.52% | -0.81% | -1.83% | 4.19% | 1.75% | 15.85% |
| 2015 | -2.27% | 4.29% | -1.35% | -0.33% | 1.05% | -2.91% | 2.88% | -5.36% | -1.75% | 7.03% | -0.02% | -2.14% | -1.52% |
| 2014 | -3.63% | 4.11% | 2.64% | 1.74% | 1.68% | 1.19% | -1.89% | 4.87% | -0.71% | 2.80% | 3.53% | -0.56% | 16.54% |
Expense Ratio
Optimized Optimal Portfolio has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 78, Optimized Optimal Portfolio is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.22 | 0.48 | 1.07 | 0.23 | 0.88 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.15 | 0.31 | 1.05 | 0.14 | 0.50 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 1.12 | 1.55 | 1.23 | 1.19 | 4.55 |
BRK-B Berkshire Hathaway Inc. | 1.64 | 2.29 | 1.33 | 3.47 | 8.96 |
Dividends
Dividend yield
Optimized Optimal Portfolio provided a 1.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.82% | 1.69% | 1.92% | 1.79% | 1.49% | 1.92% | 1.82% | 2.10% | 1.60% | 1.86% | 1.89% | 1.65% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.48% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 1.07% | 1.02% | 1.16% | 1.14% | 0.78% | 1.03% | 1.24% | 1.76% | 1.22% | 1.53% | 1.78% | 1.30% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.46% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Optimized Optimal Portfolio. 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 Optimized Optimal Portfolio was 33.43%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Optimized Optimal Portfolio drawdown is 7.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.43% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -20.07% | Mar 30, 2022 | 136 | Oct 12, 2022 | 286 | Dec 1, 2023 | 422 |
| -16.45% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.63% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -10.9% | May 20, 2015 | 169 | Jan 20, 2016 | 40 | Mar 17, 2016 | 209 |
Volatility
Volatility Chart
The current Optimized Optimal Portfolio volatility is 11.14%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| SCHG | BRK-B | SPHD | SCHD | PRDGX | |
|---|---|---|---|---|---|
| SCHG | 1.00 | 0.56 | 0.53 | 0.68 | 0.84 |
| BRK-B | 0.56 | 1.00 | 0.67 | 0.74 | 0.74 |
| SPHD | 0.53 | 0.67 | 1.00 | 0.86 | 0.77 |
| SCHD | 0.68 | 0.74 | 0.86 | 1.00 | 0.88 |
| PRDGX | 0.84 | 0.74 | 0.77 | 0.88 | 1.00 |