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 U.S. Dividend Equity ETF | 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 | S&P 500, 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.
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The earliest data available for this chart is Oct 26, 2012, corresponding to the inception date of SPHD
Returns By Period
As of Apr 3, 2026, the Optimized Optimal Portfolio returned 0.51% Year-To-Date and 12.83% of annualized return in the last 10 years.
| 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 Optimized Optimal Portfolio | 0.06% | -3.39% | 0.51% | 1.21% | 10.85% | 15.10% | 10.82% | 12.83% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.29% | 12.35% | 13.59% | 18.75% | 11.70% | 8.35% | 12.30% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -4.86% | -9.70% | -8.12% | 22.88% | 22.25% | 12.77% | 17.00% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.28% | -3.89% | -0.27% | 2.21% | 11.19% | 13.13% | 9.55% | 12.34% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 0.34% | -4.21% | 4.62% | 2.21% | 6.44% | 10.08% | 7.05% | 7.30% |
BRK-B Berkshire Hathaway Inc. | -0.24% | -2.08% | -5.03% | -4.29% | -9.96% | 15.44% | 13.08% | 12.79% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 31, 2012, Optimized Optimal Portfolio's average daily return is +0.05%, while the average monthly return is +1.11%. At this rate, your investment would double in approximately 5.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Optimized Optimal Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -11.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.86% | 3.25% | -4.53% | 0.10% | 0.51% | ||||||||
| 2025 | 2.53% | 2.72% | -1.66% | -2.55% | 1.73% | 1.74% | 0.25% | 3.77% | 1.09% | -1.23% | 2.85% | -0.66% | 10.86% |
| 2024 | 2.05% | 4.33% | 3.39% | -3.89% | 4.17% | 1.01% | 4.59% | 4.14% | 0.57% | -1.15% | 5.60% | -4.79% | 21.17% |
| 2023 | 4.02% | -2.78% | 1.71% | 1.87% | -1.88% | 5.96% | 3.41% | -1.05% | -4.09% | -2.36% | 7.68% | 3.64% | 16.49% |
| 2022 | -2.22% | -1.28% | 5.28% | -6.51% | 0.48% | -8.47% | 7.42% | -4.10% | -8.16% | 8.90% | 6.46% | -4.39% | -8.37% |
| 2021 | -0.79% | 3.56% | 6.35% | 5.28% | 2.00% | -0.02% | 1.31% | 2.49% | -4.43% | 5.42% | -1.95% | 6.30% | 27.91% |
Benchmark Metrics
Optimized Optimal Portfolio has an annualized alpha of 2.56%, beta of 0.87, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 31, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.99%) than losses (85.53%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.56% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R² of 0.92, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.56%
- Beta
- 0.87
- R²
- 0.92
- Upside Capture
- 93.99%
- Downside Capture
- 85.53%
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.
Return for Risk
Risk / Return Rank
Optimized Optimal Portfolio ranks 11 for risk / return — in the bottom 11% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.49 | 0.88 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.78 | 1.37 | -0.59 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.67 | 1.39 | -0.72 |
Martin ratioReturn relative to average drawdown | 3.20 | 6.43 | -3.23 |
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 | |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
SCHG Schwab U.S. Large-Cap Growth ETF | 34 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 29 | 0.78 | 1.19 | 1.18 | 1.05 | 4.97 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 16 | 0.25 | 0.44 | 1.06 | 0.32 | 1.03 |
BRK-B Berkshire Hathaway Inc. | 15 | -0.62 | -0.73 | 0.90 | -0.70 | -1.19 |
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Dividends
Dividend yield
Optimized Optimal Portfolio provided a 3.26% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.26% | 3.24% | 2.42% | 2.24% | 2.33% | 1.73% | 1.92% | 2.04% | 2.48% | 1.72% | 2.16% | 3.05% |
| Portfolio components: | ||||||||||||
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 8.12% | 8.02% | 4.66% | 2.78% | 3.81% | 2.00% | 1.03% | 2.33% | 3.67% | 1.82% | 3.07% | 7.57% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 4.31% | 4.02% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% |
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.
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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 4.43%.
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 | 199 | Jul 31, 2023 | 335 |
| -16.14% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -12.28% | Mar 3, 2025 | 27 | Apr 8, 2025 | 58 | Jul 2, 2025 | 85 |
| -10.82% | May 20, 2015 | 68 | Aug 25, 2015 | 137 | Mar 11, 2016 | 205 |
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 5 assets, with an effective number of assets of 5.00, 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
| Benchmark | BRK-B | SCHG | SPHD | SCHD | PRDGX | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.67 | 0.94 | 0.68 | 0.82 | 0.94 | 0.93 |
| BRK-B | 0.67 | 1.00 | 0.53 | 0.66 | 0.72 | 0.72 | 0.83 |
| SCHG | 0.94 | 0.53 | 1.00 | 0.50 | 0.65 | 0.83 | 0.80 |
| SPHD | 0.68 | 0.66 | 0.50 | 1.00 | 0.86 | 0.76 | 0.84 |
| SCHD | 0.82 | 0.72 | 0.65 | 0.86 | 1.00 | 0.87 | 0.92 |
| PRDGX | 0.94 | 0.72 | 0.83 | 0.76 | 0.87 | 1.00 | 0.95 |
| Portfolio | 0.93 | 0.83 | 0.80 | 0.84 | 0.92 | 0.95 | 1.00 |