My portfolio - Mid stage

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Nasdaq-100	40%
SPY State Street SPDR S&P 500 ETF	S&P 500	40%
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF	Corporate Bonds	18%
FLOT iShares Floating Rate Bond ETF	Ultrashort Bond, Corporate Bonds	2%
VXUS Vanguard Total International Stock ETF	Global Equities	0%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My portfolio - Mid stage, 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

As of Jun 9, 2026, the My portfolio - Mid stage returned 10.49% Year-To-Date and 15.30% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio My portfolio - Mid stage	0.72%	0.28%	10.49%	9.81%	25.67%	20.39%	12.03%	15.30%
Portfolio components:
FLOT iShares Floating Rate Bond ETF	0.00%	0.41%	1.87%	2.15%	4.85%	5.60%	4.20%	3.03%
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF	-0.28%	-0.68%	0.07%	-0.21%	6.90%	4.37%	-2.01%	2.07%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
SPY State Street SPDR S&P 500 ETF	0.23%	0.22%	8.70%	8.75%	24.79%	21.35%	13.42%	15.27%
VXUS Vanguard Total International Stock ETF	0.86%	-1.98%	11.12%	13.49%	27.05%	17.97%	7.95%	9.68%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 17, 2011, My portfolio - Mid stage's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.1%, while the worst month was Apr 2022 at -10.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, My portfolio - Mid stage closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -9.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.17%	-0.95%	-4.41%	10.62%	6.81%	-2.37%							10.49%
2025	2.03%	-0.94%	-5.49%	-0.07%	6.22%	5.20%	1.87%	1.37%	4.17%	2.91%	-0.41%	-0.48%	17.03%
2024	1.29%	3.72%	2.19%	-4.23%	5.06%	4.07%	0.39%	1.81%	2.39%	-1.47%	5.00%	-1.53%	19.85%
2023	8.13%	-2.10%	6.16%	1.00%	2.84%	5.46%	2.84%	-1.60%	-4.89%	-2.42%	9.94%	5.32%	33.87%
2022	-6.48%	-3.55%	2.70%	-10.69%	-0.20%	-7.67%	9.64%	-4.62%	-9.43%	4.42%	6.21%	-6.32%	-24.99%
2021	-0.79%	0.47%	2.14%	4.78%	-0.12%	4.11%	2.53%	2.84%	-4.61%	6.28%	0.53%	2.20%	21.83%

Benchmark Metrics

My portfolio - Mid stage has an annualized alpha of 3.46%, beta of 0.86, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since June 17, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.78%) than losses (86.37%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.46% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.86 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: 3.46%

Beta: 0.86

R²: 0.94

Upside Capture: 97.78%

Downside Capture: 86.37%

Expense Ratio

My portfolio - Mid stage has an expense ratio of 0.12%, 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.

QQQ

Invesco QQQ ETF

FLOT

iShares Floating Rate Bond ETF

SPY

State Street SPDR S&P 500 ETF

IGLB

iShares 10+ Year Investment Grade Corporate Bond ETF

VXUS

Vanguard Total International Stock ETF

Return for Risk

Risk / Return Rank

My portfolio - Mid stage ranks 52 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 My portfolio - Mid stage and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.14	1.94	+0.20
Sortino ratioReturn per unit of downside risk	2.87	2.63	+0.24
Omega ratioGain probability vs. loss probability	1.39	1.35	+0.04
Calmar ratioReturn relative to maximum drawdown	2.98	2.59	+0.39
Martin ratioReturn relative to average drawdown	12.48	11.84	+0.63
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FLOT iShares Floating Rate Bond ETF	99	6.54	11.79	3.22	11.27	104.83
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF	27	0.89	1.30	1.16	1.34	3.33
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
SPY State Street SPDR S&P 500 ETF	69	2.06	2.78	1.38	2.80	12.93
VXUS Vanguard Total International Stock ETF	56	1.73	2.36	1.32	2.41	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.

My portfolio - Mid stage Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.14
5-Year: 0.73
10-Year: 0.92
All Time: 0.95

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 1.59 to 2.46, 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 My portfolio - Mid stage 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

My portfolio - Mid stage provided a 1.60% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.60%	1.63%	1.74%	1.75%	1.84%	1.23%	1.44%	1.72%	2.05%	1.79%	2.01%	2.05%
Portfolio components:
FLOT iShares Floating Rate Bond ETF	4.54%	4.84%	5.82%	5.66%	2.06%	0.43%	1.25%	2.78%	2.41%	1.46%	0.97%	0.53%
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF	5.30%	5.14%	5.10%	4.59%	4.56%	3.16%	3.22%	3.73%	4.56%	3.94%	4.21%	4.58%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SPY State Street SPDR S&P 500 ETF	1.00%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
VXUS Vanguard Total International Stock ETF	2.73%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

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 My portfolio - Mid stage. 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 My portfolio - Mid stage was 29.47%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.

The current My portfolio - Mid stage drawdown is 2.99%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-29.47%Oct 2022	9mo 20d	1y 2mo	1y 12moDec 2021 - Dec 2023
COVID crash2020	-28.46%Mar 2020	29d	3mo 13d	4mo 12dFeb 2020 - Jul 2020
2025 selloff2025	-17.42%Apr 2025	1mo 17d	2mo 17d	4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-17.17%Dec 2018	2mo 23d	3mo 8d	6mo 1dOct 2018 - Apr 2019
2011 correction2011	-12.01%Aug 2011	14d	5mo 12d	5mo 26dJul 2011 - Jan 2012

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 2.83, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.08	1.09	1.09	1.11	1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

My portfolio - Mid stage correlation to the S&P 500 Index

My portfolio - Mid stage has a 0.98 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	0.98
Correlation (3Y) Calculated over the trailing 3-year period	0.97
Correlation (5Y) Calculated over the trailing 5-year period	0.97
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jun 17, 2011	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while IGLB has the lowest at 0.06.

0.06

0.13

0.81

0.90

1.00

Portfolio Correlations

Correlation vs. My portfolio - Mid stage. QQQ has the highest portfolio correlation at 0.97, while FLOT has the lowest at 0.13.

0.13

0.20

0.77

0.95

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.

	IGLB	FLOT	VXUS	QQQ	SPY
IGLB	1.00	0.08	0.08	0.09	0.06
FLOT	0.08	1.00	0.13	0.12	0.13
VXUS	0.08	0.13	1.00	0.72	0.81
QQQ	0.09	0.12	0.72	1.00	0.90
SPY	0.06	0.13	0.81	0.90	1.00

The correlation results are calculated based on daily price changes starting from Jun 17, 2011

Diversification Analysis

Find what My portfolio - Mid stage is missing

See which holdings overlap, where My portfolio - Mid stage is concentrated, and which low-correlation assets could fill the gaps.

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