Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 100k-500k Nick Crown ebook, 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.
Loading graphics...
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Apr 2, 2026, the 100k-500k Nick Crown ebook returned -0.98% Year-To-Date and 10.19% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.72% | -3.54% | -3.95% | -2.09% | 15.95% | 16.96% | 10.34% | 12.24% |
Portfolio 100k-500k Nick Crown ebook | 0.33% | -2.43% | -0.98% | 0.39% | 12.63% | 13.29% | 8.48% | 10.19% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.79% | -4.29% | -3.66% | -1.41% | 18.17% | 18.58% | 11.93% | 14.14% |
DGRO iShares Core Dividend Growth ETF | 0.03% | -4.46% | 1.60% | 3.88% | 16.44% | 14.60% | 10.14% | 12.81% |
VWO Vanguard FTSE Emerging Markets ETF | 0.30% | -5.29% | 0.84% | 1.39% | 22.71% | 13.84% | 3.90% | 7.66% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.11% | 0.03% | 0.87% | 1.15% | 3.80% | 4.62% | 3.46% | 3.05% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | -0.08% | -4.74% | -1.18% | -1.61% | 0.57% | 10.26% | 7.59% | 9.64% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.03% | 0.30% | 0.88% | 1.84% | 4.00% | 4.71% | 3.28% | 2.13% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 13, 2014, 100k-500k Nick Crown ebook's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.8%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 100k-500k Nick Crown ebook closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +6.5%, while the worst single day was Mar 16, 2020 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.80% | 0.78% | -3.81% | 0.33% | -0.98% | ||||||||
| 2025 | 2.21% | 0.22% | -2.46% | -0.69% | 3.47% | 3.37% | 1.10% | 2.13% | 2.50% | 0.95% | 0.65% | 0.07% | 14.20% |
| 2024 | 0.81% | 3.12% | 2.56% | -2.40% | 3.12% | 2.01% | 1.84% | 2.15% | 2.06% | -1.00% | 3.49% | -2.35% | 16.26% |
| 2023 | 4.04% | -2.48% | 2.55% | 1.07% | -1.01% | 4.37% | 2.66% | -1.62% | -3.03% | -1.57% | 6.24% | 3.41% | 15.08% |
| 2022 | -3.24% | -2.07% | 1.90% | -5.42% | 0.47% | -5.27% | 5.32% | -2.80% | -7.08% | 5.43% | 5.32% | -3.57% | -11.47% |
| 2021 | -0.54% | 1.65% | 3.45% | 3.34% | 0.91% | 1.17% | 1.34% | 1.93% | -3.40% | 4.44% | -1.00% | 3.78% | 18.14% |
Benchmark Metrics
100k-500k Nick Crown ebook has an annualized alpha of 1.42%, beta of 0.68, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.
- This portfolio participated in 70.11% of S&P 500 Index downside but only 69.36% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.68 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
- 1.42%
- Beta
- 0.68
- R²
- 0.98
- Upside Capture
- 69.36%
- Downside Capture
- 70.11%
Expense Ratio
100k-500k Nick Crown ebook has an expense ratio of 0.07%, 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
100k-500k Nick Crown ebook ranks 41 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.92 | +0.21 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.41 | +0.25 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 1.41 | +0.13 |
Martin ratioReturn relative to average drawdown | 7.56 | 6.61 | +0.94 |
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 | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 60 | 1.01 | 1.53 | 1.23 | 1.55 | 7.31 |
DGRO iShares Core Dividend Growth ETF | 63 | 1.14 | 1.66 | 1.25 | 1.48 | 6.80 |
VWO Vanguard FTSE Emerging Markets ETF | 70 | 1.28 | 1.80 | 1.26 | 1.89 | 7.18 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 92 | 2.01 | 3.03 | 1.42 | 3.90 | 12.53 |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 12 | 0.05 | 0.15 | 1.02 | 0.06 | 0.25 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.52 | 254.20 | 180.39 | 368.00 | 4,131.71 |
Loading graphics...
Dividends
Dividend yield
100k-500k Nick Crown ebook provided a 2.15% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 2.18% | 2.23% | 2.40% | 2.76% | 1.88% | 1.54% | 2.09% | 2.22% | 1.72% | 1.74% | 1.75% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
DGRO iShares Core Dividend Growth ETF | 2.10% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.63% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
USMV iShares MSCI USA Minimum Volatility Factor ETF | 1.59% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the 100k-500k Nick Crown ebook. 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 100k-500k Nick Crown ebook was 25.74%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current 100k-500k Nick Crown ebook drawdown is 3.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.74% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -17.64% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -12.48% | Sep 24, 2018 | 64 | Dec 24, 2018 | 56 | Mar 18, 2019 | 120 |
| -11.58% | Feb 20, 2025 | 34 | Apr 8, 2025 | 43 | Jun 10, 2025 | 77 |
| -10.43% | May 22, 2015 | 183 | Feb 11, 2016 | 46 | Apr 19, 2016 | 229 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 4.26, 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 | BIL | VTIP | VWO | USMV | DGRO | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.07 | 0.68 | 0.83 | 0.90 | 1.00 | 0.98 |
| BIL | 0.00 | 1.00 | 0.04 | 0.02 | -0.00 | 0.01 | 0.00 | 0.01 |
| VTIP | 0.07 | 0.04 | 1.00 | 0.11 | 0.12 | 0.07 | 0.07 | 0.12 |
| VWO | 0.68 | 0.02 | 0.11 | 1.00 | 0.54 | 0.62 | 0.68 | 0.76 |
| USMV | 0.83 | -0.00 | 0.12 | 0.54 | 1.00 | 0.89 | 0.83 | 0.87 |
| DGRO | 0.90 | 0.01 | 0.07 | 0.62 | 0.89 | 1.00 | 0.90 | 0.93 |
| VOO | 1.00 | 0.00 | 0.07 | 0.68 | 0.83 | 0.90 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.01 | 0.12 | 0.76 | 0.87 | 0.93 | 0.98 | 1.00 |