2026 Q1

Asset Allocation

Position	Category/Sector	Target Weight
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	15%
VOO Vanguard S&P 500 ETF	S&P 500	15%
VUG Vanguard Growth ETF	Large Cap Growth Equities	15%
EDV Vanguard Extended Duration Treasury ETF	Government Bonds, Long-Term Bond	5%
IBHH iShares iBonds 2028 Term High Yield and Income ETF	High Yield Bonds	5%
IBHI iShares iBonds 2029 Term High Yield and Income ETF	High Yield Bonds	5%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	Short-Term Bond	5%
VPLS Vanguard Core-Plus Bond ETF	Intermediate Core-Plus Bond	5%
VTEB Vanguard Tax-Exempt Bond ETF	Municipal Bonds	5%
AVIV Avantis International Large Cap Value ETF	Foreign Large Cap Equities, Large Cap Value Equities, Actively Managed	5%
IDMO Invesco S&P International Developed Momentum ETF	Momentum, Foreign Large Cap Equities	5%
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF	Mid Cap Growth Equities	5%
VIG Vanguard Dividend Appreciation ETF	Dividend	5%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	2.50%
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF	Emerging Markets Diversified	2.50%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026 Q1, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2026 Q1	0.48%	1.83%	10.37%	10.85%	23.38%	—	—	—
Portfolio components:
AVIV Avantis International Large Cap Value ETF	0.59%	2.12%	12.06%	13.52%	32.22%	21.41%	—	—
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF	0.30%	4.34%	23.17%	25.34%	45.68%	20.75%	—	—
EDV Vanguard Extended Duration Treasury ETF	-0.39%	4.52%	0.01%	0.03%	3.37%	-4.76%	-10.27%	-3.49%
IBHH iShares iBonds 2028 Term High Yield and Income ETF	0.04%	0.46%	1.66%	2.29%	6.37%	8.45%	—	—
IBHI iShares iBonds 2029 Term High Yield and Income ETF	0.13%	0.67%	1.47%	2.17%	6.95%	8.77%	—	—
IDMO Invesco S&P International Developed Momentum ETF	1.36%	1.48%	8.17%	10.09%	24.72%	25.21%	15.50%	12.64%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	-0.04%	0.34%	1.20%	1.54%	4.59%	—	—	—
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF	0.29%	4.71%	18.04%	15.17%	30.30%	17.13%	7.74%	13.65%
SPMO Invesco S&P 500 Momentum ETF	1.26%	6.27%	28.15%	28.70%	44.90%	41.53%	23.50%	20.86%
VIG Vanguard Dividend Appreciation ETF	0.53%	2.76%	7.68%	6.99%	19.52%	15.98%	10.74%	13.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 7, 2023, 2026 Q1's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, an investment would double in approximately 3.6 years.

Historically, 81% of months were positive and 19% were negative. The best month was Apr 2026 with a return of +8.9%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, 2026 Q1 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Apr 4, 2025 at -4.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.32%	0.66%	-4.69%	8.86%	5.19%	-0.84%							10.37%
2025	2.60%	0.13%	-3.64%	0.77%	5.35%	4.33%	1.39%	1.72%	3.10%	1.44%	0.01%	0.14%	18.44%
2024	1.13%	4.46%	2.63%	-3.75%	4.14%	2.95%	1.24%	2.11%	1.73%	-1.43%	4.45%	-2.15%	18.52%
2023												4.81%	4.81%

Benchmark Metrics

2026 Q1 has an annualized alpha of 4.19%, beta of 0.77, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since December 07, 2023.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (84.47%) than losses (66.11%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.19%

Beta: 0.77

R²: 0.95

Upside Capture: 84.47%

Downside Capture: 66.11%

See how alpha, beta & R² have trended over time →

Expense Ratio

2026 Q1 has an expense ratio of 0.14%, 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.

Top 10 holdings

IBHH

iShares iBonds 2028 Term High Yield and Income ETF

IBHI

iShares iBonds 2029 Term High Yield and Income ETF

JSMD

Janus Henderson Small/Mid Cap Growth Alpha ETF

AVIV

Avantis International Large Cap Value ETF

IDMO

Invesco S&P International Developed Momentum ETF

JPLD

J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF

VPLS

Vanguard Core-Plus Bond ETF

BBEM

JPMorgan Betabuilders Emerging Markets Equity ETF

SPMO

Invesco S&P 500 Momentum ETF

VYMI

Vanguard International High Dividend Yield ETF

Return for Risk

Risk / Return Rank

2026 Q1 ranks 56 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2026 Q1 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.00	1.86	+0.14
Sortino ratioReturn per unit of downside risk	2.81	2.53	+0.28
Omega ratioGain probability vs. loss probability	1.37	1.34	+0.04
Calmar ratioReturn relative to maximum drawdown	2.89	2.53	+0.36
Martin ratioReturn relative to average drawdown	13.01	11.37	+1.64

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVIV Avantis International Large Cap Value ETF	72	2.15	2.96	1.39	2.91	11.35
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF	73	2.09	2.76	1.40	3.36	12.61
EDV Vanguard Extended Duration Treasury ETF	11	0.12	0.28	1.03	0.14	0.31
IBHH iShares iBonds 2028 Term High Yield and Income ETF	83	2.14	3.24	1.41	4.96	19.84
IBHI iShares iBonds 2029 Term High Yield and Income ETF	68	1.78	2.73	1.33	3.22	14.06
IDMO Invesco S&P International Developed Momentum ETF	43	1.30	1.93	1.24	1.89	7.64
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	93	3.17	5.11	1.66	4.54	21.02
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF	34	1.07	1.55	1.19	1.60	5.42
SPMO Invesco S&P 500 Momentum ETF	77	2.24	2.98	1.41	3.44	13.01
VIG Vanguard Dividend Appreciation ETF	58	1.80	2.61	1.32	2.32	9.34

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2026 Q1 Sharpe ratio is 2.00 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2026 Q1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2026 Q1 provided a 2.50% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.50%	2.54%	2.45%	2.24%	1.97%	0.83%	1.15%	1.27%	1.32%	1.14%	1.44%	1.05%
Portfolio components:
AVIV Avantis International Large Cap Value ETF	3.95%	3.01%	3.46%	3.64%	2.84%	0.57%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BBEM JPMorgan Betabuilders Emerging Markets Equity ETF	4.74%	5.86%	2.73%	1.94%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EDV Vanguard Extended Duration Treasury ETF	4.95%	4.94%	4.65%	3.81%	3.28%	1.95%	5.54%	3.51%	2.90%	2.92%	5.32%	4.24%
IBHH iShares iBonds 2028 Term High Yield and Income ETF	6.27%	6.39%	6.93%	6.65%	5.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IBHI iShares iBonds 2029 Term High Yield and Income ETF	6.70%	6.79%	6.66%	6.48%	5.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDMO Invesco S&P International Developed Momentum ETF	3.52%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%
JPLD J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF	4.20%	4.24%	4.47%	1.83%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JSMD Janus Henderson Small/Mid Cap Growth Alpha ETF	0.47%	0.54%	0.76%	0.44%	0.40%	0.28%	0.24%	0.32%	0.53%	0.30%	0.36%	0.00%
SPMO Invesco S&P 500 Momentum ETF	0.67%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
VIG Vanguard Dividend Appreciation ETF	1.47%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

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 2026 Q1. 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 2026 Q1 was 13.18%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.

The current 2026 Q1 drawdown is 1.61%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-13.18%Apr 2025	1mo 18d	1mo 7d	2mo 25dFeb 2025 - May 2025
2026 pullback2026	-7.63%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2024 pullback2024	-6.34%Aug 2024	21d	14d	1mo 5dJul 2024 - Aug 2024
2024 pullback2024	-4.74%Apr 2024	22d	26d	1mo 18dMar 2024 - May 2024
2025 pullback2025	-4.30%Nov 2025	22d	1mo 4d	1mo 26dOct 2025 - Dec 2025

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 15 assets, with an effective number of assets of 10.67, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.18	1.19

The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2026 Q1 correlation to the S&P 500 Index

2026 Q1 has a 0.97 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.97
Correlation (All Time) Calculated using the full available price history since Dec 7, 2023	0.97

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while JPLD has the lowest at 0.12.

0.12

0.16

0.21

0.25

0.55

0.60

0.61

0.63

0.65

0.71

0.81

0.84

0.89

0.93

1.00

Portfolio Correlations

Correlation vs. 2026 Q1. VOO has the highest portfolio correlation at 0.97, while JPLD has the lowest at 0.20.

0.20

0.27

0.30

0.37

0.62

0.67

0.68

0.71

0.71

0.79

0.81

0.84

0.91

0.91

0.97

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	JPLD	EDV	VTEB	VPLS	BBEM	IBHH	SPMO	VUG	IBHI	VYMI	AVIV	JSMD	VIG	IDMO	VOO
JPLD	1.00	0.58	0.56	0.71	0.10	0.38	0.05	0.08	0.37	0.21	0.20	0.13	0.15	0.19	0.12
EDV	0.58	1.00	0.72	0.89	0.14	0.41	0.08	0.09	0.40	0.26	0.24	0.21	0.23	0.21	0.16
VTEB	0.56	0.72	1.00	0.76	0.21	0.44	0.14	0.15	0.42	0.26	0.26	0.24	0.24	0.22	0.21
VPLS	0.71	0.89	0.76	1.00	0.23	0.53	0.17	0.19	0.53	0.36	0.35	0.29	0.30	0.32	0.26
BBEM	0.10	0.14	0.21	0.23	1.00	0.44	0.58	0.60	0.47	0.72	0.68	0.58	0.54	0.64	0.65
IBHH	0.38	0.41	0.44	0.53	0.44	1.00	0.45	0.48	0.78	0.54	0.54	0.55	0.53	0.52	0.55
SPMO	0.05	0.08	0.14	0.17	0.58	0.45	1.00	0.89	0.49	0.48	0.52	0.72	0.69	0.66	0.89
VUG	0.08	0.09	0.15	0.19	0.60	0.48	0.89	1.00	0.53	0.48	0.51	0.68	0.65	0.63	0.93
IBHI	0.37	0.40	0.42	0.53	0.47	0.78	0.49	0.53	1.00	0.57	0.57	0.60	0.58	0.58	0.60
VYMI	0.21	0.26	0.26	0.36	0.72	0.54	0.48	0.48	0.57	1.00	0.96	0.59	0.64	0.82	0.61
AVIV	0.20	0.24	0.26	0.35	0.68	0.54	0.52	0.51	0.57	0.96	1.00	0.63	0.64	0.85	0.64
JSMD	0.13	0.21	0.24	0.29	0.58	0.55	0.72	0.68	0.60	0.59	0.63	1.00	0.78	0.65	0.81
VIG	0.15	0.23	0.24	0.30	0.54	0.53	0.69	0.65	0.58	0.64	0.64	0.78	1.00	0.64	0.84
IDMO	0.19	0.21	0.22	0.32	0.64	0.52	0.66	0.63	0.58	0.82	0.85	0.65	0.64	1.00	0.71
VOO	0.12	0.16	0.21	0.26	0.65	0.55	0.89	0.93	0.60	0.61	0.64	0.81	0.84	0.71	1.00

The correlation results are calculated based on daily price changes starting from Dec 7, 2023

Diversification Analysis

Find what 2026 Q1 is missing

See which holdings overlap, where 2026 Q1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification