Mixed ETF/Stock portfolio

Asset Allocation

Position	Category/Sector	Target Weight
CAT Caterpillar Inc.	Industrials	5%
EFV iShares MSCI EAFE Value ETF	Foreign Large Cap Equities	30%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	30%
IEZ iShares U.S. Oil Equipment & Services ETF	Energy Equities	5%
IHE iShares U.S. Pharmaceuticals ETF	Health & Biotech Equities	5%
KBWB Invesco KBW Bank ETF	Financials Equities	5%
LLY Eli Lilly and Company	Healthcare	5%
LMT Lockheed Martin Corporation	Industrials	5%
LRCX Lam Research Corporation	Technology	5%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mixed ETF/Stock 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 Oct 24, 2012, corresponding to the inception date of IEMG

Returns By Period

As of Apr 4, 2026, the Mixed ETF/Stock portfolio returned 8.49% Year-To-Date and 13.82% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Mixed ETF/Stock portfolio	-0.65%	-0.56%	8.49%	16.38%	58.07%	23.38%	13.82%	13.82%
Portfolio components:
EFV iShares MSCI EAFE Value ETF	-0.35%	0.47%	5.04%	11.68%	44.76%	20.46%	12.60%	9.75%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-1.88%	3.48%	5.73%	42.53%	15.85%	4.31%	8.31%
KBWB Invesco KBW Bank ETF	0.19%	-0.32%	-4.14%	4.94%	53.62%	27.99%	8.18%	12.08%
IHE iShares U.S. Pharmaceuticals ETF	-0.75%	-0.53%	2.92%	16.26%	39.84%	15.74%	10.01%	7.98%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-1.41%	12.35%	13.59%	25.56%	11.70%	8.35%	12.30%
LRCX Lam Research Corporation	-1.61%	1.75%	27.76%	50.24%	272.38%	62.76%	29.23%	40.66%
LMT Lockheed Martin Corporation	0.83%	-4.92%	29.44%	25.04%	48.05%	11.53%	13.95%	13.73%
LLY Eli Lilly and Company	-1.98%	-4.85%	-12.80%	11.75%	27.67%	39.72%	39.64%	31.19%
IEZ iShares U.S. Oil Equipment & Services ETF	0.49%	3.84%	37.08%	48.74%	86.62%	13.38%	17.06%	-0.04%
CAT Caterpillar Inc.	-1.79%	1.58%	25.49%	44.82%	152.39%	48.52%	27.57%	28.19%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2012, Mixed ETF/Stock portfolio's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, your investment would double in approximately 5.8 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +15.2%, while the worst month was Mar 2020 at -16.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Mixed ETF/Stock portfolio closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.73%	5.51%	-6.86%	0.60%									8.49%
2025	3.60%	1.59%	-0.55%	-0.16%	3.45%	5.43%	0.39%	4.19%	5.54%	4.27%	2.29%	2.86%	38.01%
2024	-1.13%	4.35%	4.55%	-2.16%	3.26%	1.06%	2.54%	1.95%	1.89%	-3.46%	0.83%	-3.97%	9.65%
2023	6.95%	-4.28%	-0.28%	1.42%	-2.59%	6.51%	5.61%	-1.83%	-3.06%	-3.54%	7.49%	5.37%	17.95%
2022	0.18%	-1.65%	1.88%	-5.54%	3.83%	-8.44%	2.68%	-3.76%	-9.12%	9.24%	10.14%	-1.74%	-4.30%
2021	1.71%	5.88%	2.06%	1.49%	4.10%	-0.26%	-2.43%	0.96%	-3.33%	2.55%	-3.31%	4.75%	14.55%

Benchmark Metrics

Mixed ETF/Stock portfolio has an annualized alpha of 0.85%, beta of 0.90, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since October 25, 2012.

This portfolio participated in 91.55% of S&P 500 Index downside but only 91.31% of its upside — more exposed to losses than it benefited from rallies.
With beta of 0.90 and R² of 0.80, 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: 0.85%

Beta: 0.90

R²: 0.80

Upside Capture: 91.31%

Downside Capture: 91.55%

Expense Ratio

Mixed ETF/Stock portfolio has an expense ratio of 0.21%, 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.

IHE

iShares U.S. Pharmaceuticals ETF

IEZ

iShares U.S. Oil Equipment & Services ETF

EFV

iShares MSCI EAFE Value ETF

KBWB

Invesco KBW Bank ETF

IEMG

iShares Core MSCI Emerging Markets ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

Mixed ETF/Stock portfolio ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.37	0.88	+1.49
Sortino ratio Return per unit of downside risk	3.11	1.37	+1.74
Omega ratio Gain probability vs. loss probability	1.48	1.21	+0.27
Calmar ratio Return relative to maximum drawdown	3.40	1.39	+2.01
Martin ratio Return relative to average drawdown	14.43	6.43	+8.00
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
EFV iShares MSCI EAFE Value ETF	86	1.94	2.59	1.39	2.91	11.15
IEMG iShares Core MSCI Emerging Markets ETF	77	1.62	2.21	1.32	2.43	9.12
KBWB Invesco KBW Bank ETF	57	1.14	1.55	1.24	1.94	5.68
IHE iShares U.S. Pharmaceuticals ETF	75	1.49	2.08	1.27	2.94	9.22
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
LRCX Lam Research Corporation	97	3.70	3.60	1.50	10.10	31.52
LMT Lockheed Martin Corporation	80	1.55	1.99	1.29	2.74	7.01
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
IEZ iShares U.S. Oil Equipment & Services ETF	59	1.26	1.76	1.25	1.84	5.00
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24

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.

Mixed ETF/Stock portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.37
5-Year: 0.90
10-Year: 0.77
All Time: 0.68

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 0.99 to 1.69, 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 Mixed ETF/Stock portfolio 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

Mixed ETF/Stock portfolio provided a 2.63% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.63%	2.79%	3.14%	2.93%	2.86%	2.87%	2.13%	3.20%	3.15%	2.60%	2.48%	2.82%
Portfolio components:
EFV iShares MSCI EAFE Value ETF	3.96%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
KBWB Invesco KBW Bank ETF	2.24%	2.04%	2.46%	3.20%	3.05%	2.13%	2.62%	2.38%	2.54%	1.35%	1.53%	1.53%
IHE iShares U.S. Pharmaceuticals ETF	1.71%	1.76%	1.73%	1.39%	2.01%	1.49%	1.19%	1.40%	1.25%	1.36%	0.92%	1.93%
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%
LRCX Lam Research Corporation	0.46%	0.57%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%
LMT Lockheed Martin Corporation	2.17%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
IEZ iShares U.S. Oil Equipment & Services ETF	1.27%	1.87%	1.76%	0.97%	0.65%	1.20%	2.07%	2.28%	1.81%	3.42%	0.91%	2.40%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%

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 Mixed ETF/Stock 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 Mixed ETF/Stock portfolio was 36.91%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current Mixed ETF/Stock portfolio drawdown is 7.12%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.91%	Jan 21, 2020	44	Mar 23, 2020	166	Nov 16, 2020	210
-24.6%	May 22, 2015	183	Feb 11, 2016	231	Jan 11, 2017	414
-23.69%	Jan 29, 2018	229	Dec 24, 2018	257	Jan 2, 2020	486
-22.34%	Jan 18, 2022	178	Sep 30, 2022	194	Jul 12, 2023	372
-15.15%	Oct 15, 2024	120	Apr 8, 2025	26	May 15, 2025	146

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 10 assets, with an effective number of assets of 5.00, 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

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

	Benchmark	LLY	LMT	LRCX	IEZ	IHE	CAT	KBWB	IEMG	EFV	SCHD	Portfolio
Benchmark	1.00	0.41	0.40	0.65	0.49	0.63	0.62	0.68	0.69	0.74	0.82	0.84
LLY	0.41	1.00	0.24	0.22	0.15	0.63	0.21	0.22	0.25	0.30	0.37	0.39
LMT	0.40	0.24	1.00	0.20	0.25	0.34	0.32	0.31	0.24	0.35	0.49	0.41
LRCX	0.65	0.22	0.20	1.00	0.33	0.37	0.44	0.44	0.54	0.48	0.50	0.64
IEZ	0.49	0.15	0.25	0.33	1.00	0.32	0.59	0.54	0.47	0.56	0.57	0.65
IHE	0.63	0.63	0.34	0.37	0.32	1.00	0.39	0.45	0.43	0.52	0.61	0.61
CAT	0.62	0.21	0.32	0.44	0.59	0.39	1.00	0.59	0.54	0.60	0.65	0.71
KBWB	0.68	0.22	0.31	0.44	0.54	0.45	0.59	1.00	0.49	0.64	0.71	0.69
IEMG	0.69	0.25	0.24	0.54	0.47	0.43	0.54	0.49	1.00	0.75	0.59	0.87
EFV	0.74	0.30	0.35	0.48	0.56	0.52	0.60	0.64	0.75	1.00	0.73	0.90
SCHD	0.82	0.37	0.49	0.50	0.57	0.61	0.65	0.71	0.59	0.73	1.00	0.80
Portfolio	0.84	0.39	0.41	0.64	0.65	0.61	0.71	0.69	0.87	0.90	0.80	1.00

The correlation results are calculated based on daily price changes starting from Oct 25, 2012

Mixed ETF/Stock portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table