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Scott's Portfolio
Performance
Risk-Adjusted Performance
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Drawdowns
Volatility
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Scott's Portfolio

Currency in USD · Last updated May 19, 2025

Asset Allocation

JPST 17%BINC 14.25%AGG 8.5%HYG 3%EDV 2.5%GLD 4.5%GPIX 6.5%VT 6.5%PNOV 5%QQQI 4.5%SPLV 3.5%RODM 3.5%PRF 3%FSMD 3%SCHD 3%NOBL 3%VEA 2.75%VWO 2.5%JPRE 3.5%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
AGG
iShares Core U.S. Aggregate Bond ETF		Total Bond Market
8.50%
BINC
BlackRock Flexible Income ETF		Total Bond Market
14.25%
EDV
Vanguard Extended Duration Treasury ETF		Government Bonds
2.50%
FSMD
Fidelity Small-Mid Multifactor ETF		Small Cap Growth Equities
3%
GLD
SPDR Gold Trust		Precious Metals, Gold
4.50%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		Dividend, Large Cap Growth Equities
6.50%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		High Yield Bonds
3%
JPRE
JPMorgan Realty Income ETF		REIT
3.50%
JPST
JPMorgan Ultra-Short Income ETF		Money Market, Actively Managed
17%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF		Large Cap Growth Equities, Dividend
3%
PNOV
Innovator U.S. Equity Power Buffer ETF - November		Volatility Hedged Equity
5%
PRF
Invesco FTSE RAFI US 1000 ETF		Large Cap Blend Equities
3%
QQQI
NEOS Nasdaq 100 High Income ETF		Derivative Income
4.50%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		Foreign Large Cap Equities
3.50%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
3%
SPLV
Invesco S&P 500® Low Volatility ETF		Volatility Hedged Equity
3.50%
VEA
Vanguard FTSE Developed Markets ETF		Foreign Large Cap Equities
2.75%
VT
Vanguard Total World Stock ETF		Large Cap Growth Equities
6.50%
VWO
Vanguard FTSE Emerging Markets ETF		Emerging Markets Equities
2.50%

Performance

Performance Chart

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The earliest data available for this chart is Jan 30, 2024, corresponding to the inception date of QQQI

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.37%10.87%
Scott's Portfolio4.05%4.27%3.73%9.43%N/AN/A
Portfolio components:
BINC
BlackRock Flexible Income ETF		2.10%1.32%2.64%6.47%N/AN/A
QQQI
NEOS Nasdaq 100 High Income ETF		2.03%13.85%5.15%15.45%N/AN/A
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		1.33%11.32%1.99%12.88%N/AN/A
SPLV
Invesco S&P 500® Low Volatility ETF		5.91%2.36%2.27%13.47%11.33%9.23%
JPRE
JPMorgan Realty Income ETF		2.29%3.44%-1.20%12.29%N/AN/A
VT
Vanguard Total World Stock ETF		5.57%11.19%5.43%12.05%14.45%9.11%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		16.12%6.04%15.45%19.79%11.81%6.19%
PRF
Invesco FTSE RAFI US 1000 ETF		2.79%9.30%0.28%9.00%17.31%10.43%
JPST
JPMorgan Ultra-Short Income ETF		1.79%0.42%2.39%5.30%3.05%N/A
FSMD
Fidelity Small-Mid Multifactor ETF		0.84%11.75%-2.39%8.51%15.87%N/A
VWO
Vanguard FTSE Emerging Markets ETF		8.49%10.23%8.45%9.75%8.70%3.87%
SCHD
Schwab US Dividend Equity ETF		-1.76%4.64%-5.38%3.48%13.55%10.64%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		2.94%2.65%3.18%8.99%5.21%4.03%
AGG
iShares Core U.S. Aggregate Bond ETF		2.09%0.11%1.95%4.82%-0.90%1.48%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF		3.01%5.56%-1.89%3.91%12.47%9.47%
VEA
Vanguard FTSE Developed Markets ETF		14.50%7.39%13.34%10.07%12.11%5.68%
PNOV
Innovator U.S. Equity Power Buffer ETF - November		1.65%7.00%2.20%6.94%8.75%N/A
EDV
Vanguard Extended Duration Treasury ETF		-2.62%-1.66%-5.70%-6.24%-13.90%-1.88%
GLD
SPDR Gold Trust		21.52%-3.88%24.37%31.56%12.42%9.82%
*Annualized

Monthly Returns

The table below presents the monthly returns of Scott's Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.82%1.09%-0.90%-0.02%2.02%4.05%
2024-0.41%1.35%2.15%-2.09%2.50%0.66%2.57%1.89%1.71%-1.08%2.31%-2.25%9.53%

Expense Ratio

Scott's Portfolio has an expense ratio of 0.29%, 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.

PNOV
Innovator U.S. Equity Power Buffer ETF - November
QQQI
NEOS Nasdaq 100 High Income ETF
JPRE
JPMorgan Realty Income ETF
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
BINC
BlackRock Flexible Income ETF
GLD
SPDR Gold Trust
PRF
Invesco FTSE RAFI US 1000 ETF
NOBL
ProShares S&P 500 Dividend Aristocrats ETF
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
RODM
Hartford Multifactor Developed Markets (ex-US) ETF
FSMD
Fidelity Small-Mid Multifactor ETF
SPLV
Invesco S&P 500® Low Volatility ETF
JPST
JPMorgan Ultra-Short Income ETF
VWO
Vanguard FTSE Emerging Markets ETF
VT
Vanguard Total World Stock ETF
SCHD
Schwab US Dividend Equity ETF
EDV
Vanguard Extended Duration Treasury ETF
AGG
iShares Core U.S. Aggregate Bond ETF
VEA
Vanguard FTSE Developed Markets ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, Scott's Portfolio is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Scott's Portfolio is 8383
Overall Rank
The Sharpe Ratio Rank of Scott's Portfolio is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of Scott's Portfolio is 8080
Sortino Ratio Rank
The Omega Ratio Rank of Scott's Portfolio is 8585
Omega Ratio Rank
The Calmar Ratio Rank of Scott's Portfolio is 8282
Calmar Ratio Rank
The Martin Ratio Rank of Scott's Portfolio is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BINC
BlackRock Flexible Income ETF		2.303.211.522.8512.50
QQQI
NEOS Nasdaq 100 High Income ETF		0.721.211.180.823.03
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		0.711.181.180.793.22
SPLV
Invesco S&P 500® Low Volatility ETF		1.041.551.221.625.01
JPRE
JPMorgan Realty Income ETF		0.711.181.160.852.66
VT
Vanguard Total World Stock ETF		0.701.161.170.813.53
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		1.442.051.291.936.97
PRF
Invesco FTSE RAFI US 1000 ETF		0.560.941.140.632.42
JPST
JPMorgan Ultra-Short Income ETF		8.7417.364.0618.14129.36
FSMD
Fidelity Small-Mid Multifactor ETF		0.410.751.100.391.20
VWO
Vanguard FTSE Emerging Markets ETF		0.571.031.140.692.02
SCHD
Schwab US Dividend Equity ETF		0.220.451.060.250.78
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		1.592.441.352.0610.88
AGG
iShares Core U.S. Aggregate Bond ETF		0.841.371.161.052.38
NOBL
ProShares S&P 500 Dividend Aristocrats ETF		0.280.551.070.310.95
VEA
Vanguard FTSE Developed Markets ETF		0.611.011.140.812.46
PNOV
Innovator U.S. Equity Power Buffer ETF - November		0.741.141.220.703.19
EDV
Vanguard Extended Duration Treasury ETF		-0.34-0.210.98-0.26-0.46
GLD
SPDR Gold Trust		1.902.661.344.3011.04

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.

Scott's Portfolio Sharpe ratios as of May 19, 2025 (values are recalculated daily):

  • 1-Year: 1.18
  • All Time: 1.39

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Scott's Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Scott's Portfolio provided a 4.38% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio4.38%4.28%2.81%1.93%1.14%1.35%1.66%1.55%1.19%1.19%1.20%1.04%
Portfolio components:
BINC
BlackRock Flexible Income ETF		6.47%6.13%3.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQI
NEOS Nasdaq 100 High Income ETF		14.32%12.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		8.47%7.46%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPLV
Invesco S&P 500® Low Volatility ETF		1.71%1.88%2.45%2.11%1.51%2.12%2.08%2.18%2.03%2.03%2.28%2.20%
JPRE
JPMorgan Realty Income ETF		2.27%2.21%3.26%10.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF		1.83%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
RODM
Hartford Multifactor Developed Markets (ex-US) ETF		3.52%4.09%4.43%3.81%4.40%2.82%2.82%2.03%2.24%3.19%2.60%0.00%
PRF
Invesco FTSE RAFI US 1000 ETF		1.81%1.78%1.84%2.01%1.58%1.97%1.99%2.25%1.58%2.17%2.25%1.73%
JPST
JPMorgan Ultra-Short Income ETF		4.90%5.16%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%0.00%
FSMD
Fidelity Small-Mid Multifactor ETF		1.34%1.29%1.37%1.54%1.18%1.32%1.37%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF		2.97%3.20%3.52%4.11%2.63%1.91%3.24%2.88%2.30%2.52%3.26%2.86%
SCHD
Schwab US Dividend Equity ETF		3.91%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		5.82%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%
AGG
iShares Core U.S. Aggregate Bond ETF		3.83%3.74%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%
NOBL
ProShares S&P 500 Dividend Aristocrats ETF		2.08%2.05%2.09%1.94%1.89%2.14%1.89%2.37%1.74%2.13%2.02%1.59%
VEA
Vanguard FTSE Developed Markets ETF		2.86%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%
PNOV
Innovator U.S. Equity Power Buffer ETF - November		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EDV
Vanguard Extended Duration Treasury ETF		4.87%4.65%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%
GLD
SPDR Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%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 Scott's 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 Scott's Portfolio was 7.09%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.09%Feb 21, 202533Apr 8, 202523May 12, 202556
-3.01%Dec 9, 202422Jan 10, 202517Feb 5, 202539
-2.47%Apr 1, 202414Apr 18, 202416May 10, 202430
-2.26%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-1.46%Oct 21, 202410Nov 1, 20244Nov 7, 202414

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 19 assets, with an effective number of assets of 12.25, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCGLDJPSTEDVAGGVWOSPLVQQQIBINCJPREPNOVSCHDNOBLGPIXRODMFSMDHYGVEAPRFVTPortfolio
^GSPC1.000.110.140.120.170.570.450.930.400.440.860.560.560.970.580.770.670.690.820.950.84
GLD0.111.000.160.150.200.350.110.070.270.170.040.080.080.100.360.160.220.350.130.220.33
JPST0.140.161.000.480.620.160.170.090.510.270.090.140.150.110.220.130.340.220.140.170.30
EDV0.120.150.481.000.920.100.310.050.690.390.080.200.250.090.260.190.450.250.170.160.39
AGG0.170.200.620.921.000.170.320.090.790.420.100.220.270.140.340.220.540.320.210.220.45
VWO0.570.350.160.100.171.000.260.540.380.330.520.400.390.550.680.520.560.750.530.720.68
SPLV0.450.110.170.310.320.261.000.260.410.720.380.810.900.440.540.610.500.480.750.490.67
QQQI0.930.070.090.050.090.540.261.000.310.280.810.380.360.910.490.630.570.610.650.870.71
BINC0.400.270.510.690.790.380.410.311.000.500.330.380.410.380.540.440.740.560.440.480.65
JPRE0.440.170.270.390.420.330.720.280.501.000.400.670.700.430.540.590.550.510.640.490.68
PNOV0.860.040.090.080.100.520.380.810.330.401.000.500.480.850.520.680.580.610.720.830.73
SCHD0.560.080.140.200.220.400.810.380.380.670.501.000.910.560.570.750.560.570.870.620.75
NOBL0.560.080.150.250.270.390.900.360.410.700.480.911.000.560.600.750.570.580.860.620.76
GPIX0.970.100.110.090.140.550.440.910.380.430.850.560.561.000.560.760.650.670.800.920.82
RODM0.580.360.220.260.340.680.540.490.540.540.520.570.600.561.000.640.680.940.670.760.81
FSMD0.770.160.130.190.220.520.610.630.440.590.680.750.750.760.641.000.710.700.910.830.85
HYG0.670.220.340.450.540.560.500.570.740.550.580.560.570.650.680.711.000.720.700.740.83
VEA0.690.350.220.250.320.750.480.610.560.510.610.570.580.670.940.700.721.000.720.850.86
PRF0.820.130.140.170.210.530.750.650.440.640.720.870.860.800.670.910.700.721.000.850.89
VT0.950.220.170.160.220.720.490.870.480.490.830.620.620.920.760.830.740.850.851.000.92
Portfolio0.840.330.300.390.450.680.670.710.650.680.730.750.760.820.810.850.830.860.890.921.00
The correlation results are calculated based on daily price changes starting from Jan 31, 2024