Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CONSERVATIVE 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio CONSERVATIVE PORTFOLIO | 0.07% | -1.64% | 1.20% | 4.33% | 30.06% | 22.53% | 14.70% | — |
| Portfolio components: | ||||||||
FDHY Fidelity High Yield Factor ETF | 0.21% | -0.32% | 0.44% | 2.24% | 8.03% | 7.98% | 3.90% | — |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
FSELX Fidelity Select Semiconductors Portfolio | 2.65% | 2.23% | 10.04% | 14.94% | 99.87% | 47.68% | 32.29% | 32.68% |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -3.86% | -9.70% | -8.38% | 16.03% | 22.25% | 12.77% | 17.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.04% | 0.32% | 0.92% | 1.92% | 4.10% | 4.81% | 3.42% | — |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 0.52% | -4.27% | -9.13% | -0.40% | 19.38% | 20.24% | 10.79% | 17.37% |
VWELX Vanguard Wellington Fund Investor Shares | 0.54% | -2.74% | -2.83% | 0.05% | 14.29% | 12.85% | 7.69% | 9.38% |
Monthly Returns
Based on dividend-adjusted daily data since May 29, 2020, CONSERVATIVE PORTFOLIO's average daily return is +0.08%, while the average monthly return is +1.54%. At this rate, your investment would double in approximately 3.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.4%, while the worst month was Apr 2022 at -9.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CONSERVATIVE PORTFOLIO closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.87% | 0.15% | -3.60% | 0.91% | 1.20% | ||||||||
| 2025 | 1.41% | -1.48% | -5.72% | -0.10% | 7.20% | 7.05% | 2.32% | 1.95% | 4.35% | 3.10% | -0.44% | 1.29% | 22.22% |
| 2024 | 2.15% | 6.21% | 3.40% | -3.44% | 5.25% | 3.71% | 0.40% | 1.68% | 1.38% | -0.53% | 4.55% | -0.85% | 26.19% |
| 2023 | 8.14% | -0.32% | 4.80% | -1.02% | 4.18% | 5.91% | 3.68% | -1.57% | -4.71% | -3.75% | 9.17% | 5.76% | 33.31% |
| 2022 | -6.96% | -2.25% | 2.69% | -9.92% | 1.57% | -9.59% | 10.36% | -4.94% | -8.86% | 6.06% | 7.91% | -6.17% | -20.68% |
| 2021 | -0.30% | 3.50% | 3.19% | 3.64% | 1.14% | 3.49% | 1.39% | 2.93% | -3.90% | 6.09% | 2.53% | 3.21% | 30.07% |
Benchmark Metrics
CONSERVATIVE PORTFOLIO has an annualized alpha of 4.19%, beta of 1.03, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.
- This portfolio captured 108.62% of S&P 500 Index gains but only 88.42% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 4.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.03 and R² of 0.94, 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
- 4.19%
- Beta
- 1.03
- R²
- 0.94
- Upside Capture
- 108.62%
- Downside Capture
- 88.42%
Expense Ratio
CONSERVATIVE PORTFOLIO has an expense ratio of 0.30%, 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
CONSERVATIVE PORTFOLIO ranks 77 for risk / return — better than 77% 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 | 1.58 | 0.88 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.30 | 1.37 | +0.93 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.21 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 2.58 | 1.39 | +1.19 |
Martin ratioReturn relative to average drawdown | 12.86 | 6.43 | +6.43 |
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 | |
|---|---|---|---|---|---|---|
FDHY Fidelity High Yield Factor ETF | 77 | 1.52 | 2.20 | 1.35 | 1.82 | 10.06 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
FSELX Fidelity Select Semiconductors Portfolio | 96 | 2.48 | 3.10 | 1.44 | 6.03 | 24.38 |
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 | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.63 | 286.00 | 202.83 | 412.76 | 4,634.41 |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 48 | 1.04 | 1.68 | 1.24 | 1.49 | 5.44 |
VWELX Vanguard Wellington Fund Investor Shares | 66 | 1.25 | 1.83 | 1.28 | 1.89 | 8.42 |
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Dividends
Dividend yield
CONSERVATIVE PORTFOLIO provided a 6.43% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.43% | 6.49% | 5.07% | 4.09% | 3.82% | 5.51% | 5.26% | 3.19% | 8.71% | 5.49% | 2.73% | 5.54% |
| Portfolio components: | ||||||||||||
FDHY Fidelity High Yield Factor ETF | 6.57% | 6.56% | 6.58% | 6.26% | 5.34% | 6.09% | 5.78% | 4.94% | 2.55% | 0.00% | 0.00% | 0.00% |
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% |
FSELX Fidelity Select Semiconductors Portfolio | 10.09% | 11.11% | 7.97% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.44% | 3.82% | 15.22% |
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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.95% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRWAX T. Rowe Price All-Cap Opportunities Fund | 18.33% | 16.66% | 9.22% | 5.10% | 3.11% | 20.51% | 15.44% | 7.01% | 12.58% | 12.30% | 6.19% | 8.84% |
VWELX Vanguard Wellington Fund Investor Shares | 11.86% | 11.46% | 10.76% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 5.82% | 4.44% | 7.03% |
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 CONSERVATIVE 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 CONSERVATIVE PORTFOLIO was 27.93%, occurring on Oct 14, 2022. Recovery took 188 trading sessions.
The current CONSERVATIVE PORTFOLIO drawdown is 4.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | 188 | Jul 18, 2023 | 390 |
| -19.76% | Jan 24, 2025 | 52 | Apr 8, 2025 | 43 | Jun 10, 2025 | 95 |
| -10.35% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -9.52% | Jul 17, 2024 | 16 | Aug 7, 2024 | 43 | Oct 8, 2024 | 59 |
| -8.51% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
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 6.38, 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 | SGOV | SCHD | FDHY | FSELX | SCHG | PRWAX | VWELX | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.02 | 0.71 | 0.67 | 0.79 | 0.93 | 0.94 | 0.96 | 1.00 | 0.96 |
| SGOV | -0.02 | 1.00 | -0.03 | -0.02 | -0.01 | -0.01 | -0.02 | -0.01 | -0.02 | -0.01 |
| SCHD | 0.71 | -0.03 | 1.00 | 0.54 | 0.44 | 0.48 | 0.60 | 0.70 | 0.72 | 0.65 |
| FDHY | 0.67 | -0.02 | 0.54 | 1.00 | 0.53 | 0.61 | 0.63 | 0.70 | 0.67 | 0.66 |
| FSELX | 0.79 | -0.01 | 0.44 | 0.53 | 1.00 | 0.83 | 0.77 | 0.74 | 0.79 | 0.92 |
| SCHG | 0.93 | -0.01 | 0.48 | 0.61 | 0.83 | 1.00 | 0.93 | 0.88 | 0.93 | 0.93 |
| PRWAX | 0.94 | -0.02 | 0.60 | 0.63 | 0.77 | 0.93 | 1.00 | 0.90 | 0.94 | 0.92 |
| VWELX | 0.96 | -0.01 | 0.70 | 0.70 | 0.74 | 0.88 | 0.90 | 1.00 | 0.96 | 0.91 |
| VOO | 1.00 | -0.02 | 0.72 | 0.67 | 0.79 | 0.93 | 0.94 | 0.96 | 1.00 | 0.96 |
| Portfolio | 0.96 | -0.01 | 0.65 | 0.66 | 0.92 | 0.93 | 0.92 | 0.91 | 0.96 | 1.00 |