Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US 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 Dec 5, 2023, corresponding to the inception date of RSSB
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 US portfolio | -0.31% | -5.66% | 2.43% | 8.22% | 40.38% | — | — | — |
| Portfolio components: | ||||||||
AVNV Avantis All International Markets Value ETF | -0.70% | -3.39% | 5.55% | 11.00% | 40.98% | — | — | — |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | -1.24% | -11.89% | 2.45% | 13.90% | 68.09% | 43.74% | — | — |
RSSB Return Stacked Global Stocks & Bonds ETF | 0.16% | -5.36% | -2.10% | -0.33% | 23.76% | — | — | — |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.77% | -4.79% | 1.59% | 7.74% | 40.44% | — | — | — |
CAOS Alpha Architect Tail Risk ETF | 0.14% | 0.44% | 1.11% | 1.32% | 2.36% | 5.38% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Dec 6, 2023, US portfolio's average daily return is +0.10%, while the average monthly return is +1.95%. At this rate, your investment would double in approximately 3.0 years.
Historically, 79% of months were positive and 21% were negative. The best month was Sep 2025 with a return of +6.2%, while the worst month was Mar 2026 at -8.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.
On a daily basis, US portfolio closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 4, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.06% | 5.11% | -8.89% | 0.86% | 2.43% | ||||||||
| 2025 | 4.02% | 0.06% | -0.91% | 0.58% | 5.45% | 4.87% | 0.40% | 4.81% | 6.18% | 2.94% | 1.79% | 2.04% | 37.05% |
| 2024 | -1.09% | 4.28% | 5.63% | -2.35% | 4.45% | 0.93% | 2.14% | 2.05% | 3.26% | -3.63% | 2.77% | -2.60% | 16.43% |
| 2023 | 5.50% | 5.50% |
Benchmark Metrics
US portfolio has an annualized alpha of 9.92%, beta of 0.91, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since December 06, 2023.
- This portfolio captured 114.88% of S&P 500 Index gains but only 54.96% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 9.92% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.91 and R² of 0.72, 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
- 9.92%
- Beta
- 0.91
- R²
- 0.72
- Upside Capture
- 114.88%
- Downside Capture
- 54.96%
Expense Ratio
US portfolio has an expense ratio of 0.48%, placing it in the medium range. 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
US portfolio ranks 79 for risk / return — better than 79% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.77 | 0.88 | +0.88 |
Sortino ratioReturn per unit of downside risk | 2.36 | 1.37 | +0.99 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.73 | 1.39 | +1.34 |
Martin ratioReturn relative to average drawdown | 11.11 | 6.43 | +4.68 |
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 | |
|---|---|---|---|---|---|---|
AVNV Avantis All International Markets Value ETF | 90 | 2.25 | 2.92 | 1.46 | 3.28 | 12.57 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 82 | 1.84 | 2.36 | 1.35 | 2.68 | 10.22 |
RSSB Return Stacked Global Stocks & Bonds ETF | 54 | 1.05 | 1.57 | 1.22 | 1.67 | 6.56 |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 54 | 1.07 | 1.50 | 1.22 | 1.67 | 6.72 |
CAOS Alpha Architect Tail Risk ETF | 35 | 0.69 | 0.98 | 1.26 | 0.86 | 1.42 |
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Dividends
Dividend yield
US portfolio provided a 2.86% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
| Portfolio | 2.86% | 2.88% | 2.89% | 1.33% | 0.16% |
| Portfolio components: | |||||
AVNV Avantis All International Markets Value ETF | 3.10% | 3.14% | 3.51% | 1.64% | 0.00% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.22% | 4.32% | 7.14% | 2.22% | 0.81% |
RSSB Return Stacked Global Stocks & Bonds ETF | 3.56% | 3.48% | 1.10% | 0.61% | 0.00% |
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 1.10% | 1.12% | 0.09% | 0.93% | 0.00% |
CAOS Alpha Architect Tail Risk ETF | 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 US 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 US portfolio was 15.82%, occurring on Apr 8, 2025. Recovery took 24 trading sessions.
The current US portfolio drawdown is 8.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.82% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
| -12.16% | Feb 26, 2026 | 23 | Mar 30, 2026 | — | — | — |
| -9.45% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -5.51% | Nov 13, 2025 | 6 | Nov 20, 2025 | 10 | Dec 5, 2025 | 16 |
| -5.12% | Jan 30, 2026 | 5 | Feb 5, 2026 | 12 | Feb 24, 2026 | 17 |
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 4.08, 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 | CAOS | GDE | AVNV | RSSB | RSST | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.17 | 0.58 | 0.65 | 0.84 | 0.85 | 0.82 |
| CAOS | -0.17 | 1.00 | -0.06 | -0.16 | -0.15 | -0.15 | -0.13 |
| GDE | 0.58 | -0.06 | 1.00 | 0.63 | 0.58 | 0.67 | 0.84 |
| AVNV | 0.65 | -0.16 | 0.63 | 1.00 | 0.77 | 0.67 | 0.87 |
| RSSB | 0.84 | -0.15 | 0.58 | 0.77 | 1.00 | 0.72 | 0.85 |
| RSST | 0.85 | -0.15 | 0.67 | 0.67 | 0.72 | 1.00 | 0.89 |
| Portfolio | 0.82 | -0.13 | 0.84 | 0.87 | 0.85 | 0.89 | 1.00 |