Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MOC NEWPORT, 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 Jan 2, 2013, corresponding to the inception date of VTAPX
Returns By Period
As of Apr 16, 2026, the MOC NEWPORT returned 4.99% Year-To-Date and 8.34% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.57% | 2.59% | 5.94% | 33.12% | 19.29% | 10.91% | 12.94% |
Portfolio MOC NEWPORT | 0.44% | 3.17% | 4.99% | 8.00% | 25.66% | 13.43% | 7.18% | 8.34% |
| Portfolio components: | ||||||||
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 0.20% | 0.08% | 0.72% | 1.13% | 5.08% | 3.63% | 0.40% | 1.38% |
DISVX DFA International Small Cap Value Portfolio | 0.50% | 6.36% | 9.90% | 18.47% | 52.62% | 24.76% | 14.58% | 10.84% |
DFEQX DFA Short-Term Extended Quality Portfolio | 0.10% | 0.40% | 0.86% | 1.60% | 4.09% | 4.75% | 1.99% | 1.93% |
DFFVX DFA U.S. Targeted Value Portfolio | -0.27% | 6.55% | 9.89% | 14.16% | 41.36% | 16.35% | 9.01% | 10.82% |
DFCEX DFA Emerging Markets Core Equity Fund | 1.11% | 5.85% | 12.48% | 15.56% | 47.58% | 18.73% | 8.12% | 9.61% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 0.64% | 5.72% | 10.10% | 15.94% | 40.90% | 17.79% | 9.49% | 9.76% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 0.04% | 0.40% | 1.45% | 1.55% | 4.69% | 4.86% | 3.48% | 3.12% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.15% | 4.33% | 2.52% | 5.00% | 31.44% | 20.26% | 11.15% | 14.27% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2013, MOC NEWPORT's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +8.9%, while the worst month was Mar 2020 at -10.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, MOC NEWPORT closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.2%, while the worst single day was Mar 16, 2020 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.00% | 2.44% | -4.44% | 4.14% | 4.99% | ||||||||
| 2025 | 2.11% | -0.09% | -1.40% | 0.34% | 3.41% | 3.15% | 0.56% | 3.28% | 1.68% | 0.60% | 1.12% | 1.00% | 16.82% |
| 2024 | -0.64% | 1.87% | 2.58% | -2.52% | 3.26% | 0.17% | 3.28% | 0.90% | 1.38% | -1.97% | 3.21% | -2.58% | 9.02% |
| 2023 | 5.54% | -2.07% | 0.87% | 0.56% | -1.52% | 3.70% | 3.04% | -1.82% | -2.70% | -2.23% | 5.81% | 4.92% | 14.37% |
| 2022 | -2.76% | -0.64% | -0.32% | -4.77% | 1.16% | -6.03% | 5.01% | -2.91% | -6.91% | 4.54% | 5.87% | -2.62% | -10.81% |
| 2021 | 0.41% | 3.13% | 2.27% | 2.49% | 1.69% | -0.15% | 0.36% | 1.33% | -2.13% | 2.41% | -1.81% | 1.94% | 12.44% |
Benchmark Metrics
MOC NEWPORT has an annualized alpha of 1.08%, beta of 0.52, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.
- This portfolio participated in 64.61% of S&P 500 Index downside but only 56.67% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.52 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
- 1.08%
- Beta
- 0.52
- R²
- 0.84
- Upside Capture
- 56.67%
- Downside Capture
- 64.61%
Expense Ratio
MOC NEWPORT has an expense ratio of 0.16%, 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
MOC NEWPORT ranks 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.22 | 2.30 | +0.92 |
Sortino ratioReturn per unit of downside risk | 4.69 | 3.18 | +1.51 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.43 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 4.52 | 3.40 | +1.12 |
Martin ratioReturn relative to average drawdown | 18.94 | 15.35 | +3.59 |
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 | |
|---|---|---|---|---|---|---|
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 20 | 1.51 | 2.25 | 1.27 | 2.24 | 7.01 |
DISVX DFA International Small Cap Value Portfolio | 91 | 3.94 | 5.10 | 1.72 | 5.15 | 21.03 |
DFEQX DFA Short-Term Extended Quality Portfolio | 96 | 4.45 | 7.56 | 2.87 | 5.50 | 24.49 |
DFFVX DFA U.S. Targeted Value Portfolio | 58 | 2.29 | 3.34 | 1.41 | 4.56 | 14.69 |
DFCEX DFA Emerging Markets Core Equity Fund | 88 | 3.50 | 4.65 | 1.67 | 4.92 | 20.01 |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 73 | 2.95 | 3.85 | 1.54 | 4.04 | 16.17 |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 83 | 2.88 | 4.34 | 1.63 | 5.27 | 18.52 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 60 | 2.33 | 3.24 | 1.43 | 3.89 | 17.58 |
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Dividends
Dividend yield
MOC NEWPORT provided a 3.03% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.03% | 3.09% | 2.93% | 2.65% | 2.91% | 2.25% | 1.57% | 2.57% | 3.26% | 2.46% | 2.48% | 2.54% |
| Portfolio components: | ||||||||||||
VSIGX Vanguard Intermediate-Term Treasury Index Fund Admiral Shares | 4.07% | 3.76% | 3.95% | 2.70% | 1.71% | 1.66% | 2.21% | 2.21% | 2.05% | 1.67% | 1.56% | 1.70% |
DISVX DFA International Small Cap Value Portfolio | 6.56% | 7.17% | 4.56% | 3.87% | 2.40% | 3.51% | 1.84% | 3.97% | 5.91% | 3.77% | 5.85% | 3.51% |
DFEQX DFA Short-Term Extended Quality Portfolio | 3.92% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
DFFVX DFA U.S. Targeted Value Portfolio | 1.56% | 1.69% | 1.40% | 2.26% | 5.17% | 2.74% | 1.52% | 3.82% | 5.95% | 5.16% | 3.95% | 5.84% |
DFCEX DFA Emerging Markets Core Equity Fund | 2.61% | 2.90% | 3.43% | 3.53% | 3.78% | 2.59% | 1.70% | 2.42% | 2.33% | 1.92% | 1.99% | 2.28% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.72% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
VTAPX Vanguard Short-Term Inflation-Protected Securities Index Fund Admiral Shares | 3.58% | 3.78% | 2.68% | 2.84% | 6.82% | 4.67% | 1.19% | 1.94% | 2.45% | 1.52% | 0.76% | 0.00% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.09% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
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 MOC NEWPORT. 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 MOC NEWPORT was 22.59%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current MOC NEWPORT drawdown is 0.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.59% | Jan 21, 2020 | 44 | Mar 23, 2020 | 108 | Aug 25, 2020 | 152 |
| -18.7% | Nov 9, 2021 | 225 | Sep 30, 2022 | 310 | Dec 26, 2023 | 535 |
| -13.02% | Jan 29, 2018 | 229 | Dec 24, 2018 | 209 | Oct 23, 2019 | 438 |
| -11.49% | May 22, 2015 | 183 | Feb 11, 2016 | 117 | Jul 29, 2016 | 300 |
| -9.21% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
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 8 assets, with an effective number of assets of 6.82, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | DFEQX | VTAPX | VSIGX | DFCEX | DFFVX | DISVX | VTMGX | VTSAX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.05 | 0.06 | -0.15 | 0.67 | 0.78 | 0.69 | 0.79 | 0.99 | 0.90 |
| DFEQX | -0.05 | 1.00 | 0.49 | 0.69 | -0.01 | -0.10 | 0.03 | 0.02 | -0.05 | 0.04 |
| VTAPX | 0.06 | 0.49 | 1.00 | 0.62 | 0.10 | 0.05 | 0.17 | 0.14 | 0.06 | 0.18 |
| VSIGX | -0.15 | 0.69 | 0.62 | 1.00 | -0.12 | -0.21 | -0.06 | -0.07 | -0.15 | -0.05 |
| DFCEX | 0.67 | -0.01 | 0.10 | -0.12 | 1.00 | 0.58 | 0.72 | 0.77 | 0.67 | 0.76 |
| DFFVX | 0.78 | -0.10 | 0.05 | -0.21 | 0.58 | 1.00 | 0.68 | 0.71 | 0.82 | 0.89 |
| DISVX | 0.69 | 0.03 | 0.17 | -0.06 | 0.72 | 0.68 | 1.00 | 0.92 | 0.70 | 0.86 |
| VTMGX | 0.79 | 0.02 | 0.14 | -0.07 | 0.77 | 0.71 | 0.92 | 1.00 | 0.80 | 0.91 |
| VTSAX | 0.99 | -0.05 | 0.06 | -0.15 | 0.67 | 0.82 | 0.70 | 0.80 | 1.00 | 0.92 |
| Portfolio | 0.90 | 0.04 | 0.18 | -0.05 | 0.76 | 0.89 | 0.86 | 0.91 | 0.92 | 1.00 |