6.8.2025-Portfolio 1 JL

Asset Allocation

Position	Category/Sector	Target Weight
AVDV Avantis International Small Cap Value ETF	Foreign Small & Mid Cap Equities	13%
AVEM Avantis Emerging Markets Equity ETF	Foreign Large Cap Equities	10%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	17%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	10%
VFMO Vanguard U.S. Momentum Factor ETF	Mid Cap Blend Equities, Actively Managed	15%
VGT Vanguard Information Technology ETF	Technology Equities	5%
VLUE iShares Edge MSCI USA Value Factor ETF	Large Cap Value Equities	5%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	10%
XTL SPDR S&P Telecom ETF	Communications Equities	15%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 6.8.2025-Portfolio 1 JL, 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 Sep 26, 2019, corresponding to the inception date of AVDV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio 6.8.2025-Portfolio 1 JL	1.56%	-1.19%	7.75%	12.29%	49.80%	27.44%	14.87%	—
Portfolio components:
VGT Vanguard Information Technology ETF	1.28%	-3.61%	-6.16%	-5.90%	29.76%	23.10%	14.83%	21.51%
AVDV Avantis International Small Cap Value ETF	1.88%	-6.55%	8.40%	16.24%	51.07%	24.85%	13.80%	—
SMH VanEck Semiconductor ETF	2.24%	-3.55%	8.84%	17.83%	85.04%	44.53%	26.15%	31.58%
AVEM Avantis Emerging Markets Equity ETF	0.87%	-6.89%	5.61%	8.99%	37.76%	18.86%	7.16%	—
VLUE iShares Edge MSCI USA Value Factor ETF	1.81%	-3.26%	6.33%	15.33%	38.97%	19.03%	9.84%	11.81%
VEA Vanguard FTSE Developed Markets ETF	1.65%	-5.45%	4.45%	9.91%	31.74%	16.71%	8.93%	9.55%
VFMO Vanguard U.S. Momentum Factor ETF	1.59%	-4.52%	4.82%	4.66%	32.56%	22.16%	10.89%	—
XTL SPDR S&P Telecom ETF	1.40%	-0.57%	24.90%	34.72%	93.29%	34.33%	16.17%	14.13%
VTI Vanguard Total Stock Market ETF	0.76%	-4.38%	-3.29%	-1.26%	18.60%	18.14%	10.63%	13.69%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, 6.8.2025-Portfolio 1 JL's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, your investment would double in approximately 3.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +15.1%, while the worst month was Mar 2020 at -14.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 6.8.2025-Portfolio 1 JL closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.98%	4.71%	-5.29%	1.56%									7.75%
2025	2.24%	-1.31%	-4.24%	0.30%	7.73%	8.84%	1.68%	4.54%	6.06%	5.26%	-1.42%	2.16%	35.80%
2024	0.30%	5.42%	3.52%	-4.60%	7.33%	2.06%	3.27%	1.70%	2.96%	-1.76%	4.22%	-2.90%	22.99%
2023	8.83%	-2.75%	2.76%	-1.74%	1.29%	6.07%	3.05%	-2.00%	-5.29%	-4.14%	9.98%	8.05%	25.10%
2022	-6.66%	-1.76%	1.48%	-9.26%	2.32%	-10.17%	9.04%	-4.01%	-10.62%	7.49%	9.02%	-5.45%	-19.55%
2021	2.95%	3.97%	1.87%	2.57%	2.44%	1.88%	-0.62%	2.20%	-4.14%	4.10%	-0.22%	3.75%	22.48%

Benchmark Metrics

6.8.2025-Portfolio 1 JL has an annualized alpha of 5.09%, beta of 1.03, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

This portfolio captured 116.66% of S&P 500 Index gains but only 95.24% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 5.09% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.89, 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: 5.09%

Beta: 1.03

R²: 0.89

Upside Capture: 116.66%

Downside Capture: 95.24%

Expense Ratio

6.8.2025-Portfolio 1 JL has an expense ratio of 0.23%, 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.

AVDV

Avantis International Small Cap Value ETF

SMH

VanEck Semiconductor ETF

XTL

SPDR S&P Telecom ETF

AVEM

Avantis Emerging Markets Equity ETF

VLUE

iShares Edge MSCI USA Value Factor ETF

VFMO

Vanguard U.S. Momentum Factor ETF

VGT

Vanguard Information Technology ETF

VEA

Vanguard FTSE Developed Markets ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

6.8.2025-Portfolio 1 JL ranks 92 for risk / return — in the top 92% 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	2.26	0.92	+1.34
Sortino ratio Return per unit of downside risk	2.94	1.41	+1.52
Omega ratio Gain probability vs. loss probability	1.44	1.21	+0.22
Calmar ratio Return relative to maximum drawdown	3.89	1.41	+2.47
Martin ratio Return relative to average drawdown	17.81	6.61	+11.19
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
VGT Vanguard Information Technology ETF	62	1.10	1.67	1.23	1.88	5.77
AVDV Avantis International Small Cap Value ETF	96	2.78	3.48	1.57	3.87	16.10
SMH VanEck Semiconductor ETF	95	2.32	2.92	1.41	5.39	19.22
AVEM Avantis Emerging Markets Equity ETF	88	1.89	2.49	1.37	2.95	11.45
VLUE iShares Edge MSCI USA Value Factor ETF	90	2.00	2.67	1.38	3.03	13.15
VEA Vanguard FTSE Developed Markets ETF	87	1.81	2.46	1.36	2.77	10.77
VFMO Vanguard U.S. Momentum Factor ETF	75	1.30	1.83	1.25	2.50	9.55
XTL SPDR S&P Telecom ETF	97	3.05	3.53	1.48	6.35	23.14
VTI Vanguard Total Stock Market ETF	59	0.98	1.52	1.23	1.54	7.30

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.

6.8.2025-Portfolio 1 JL Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.26
5-Year: 0.76
All Time: 0.84

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 1.00 to 1.70, 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 6.8.2025-Portfolio 1 JL 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

6.8.2025-Portfolio 1 JL provided a 1.46% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.46%	1.53%	1.78%	1.71%	1.92%	1.55%	1.20%	1.33%	1.45%	1.16%	0.97%	1.25%
Portfolio components:
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
AVDV Avantis International Small Cap Value ETF	2.94%	3.05%	4.31%	3.29%	3.17%	2.39%	1.67%	0.36%	0.00%	0.00%	0.00%	0.00%
SMH VanEck Semiconductor ETF	0.28%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
AVEM Avantis Emerging Markets Equity ETF	2.39%	2.45%	3.17%	3.06%	2.77%	2.61%	1.60%	0.35%	0.00%	0.00%	0.00%	0.00%
VLUE iShares Edge MSCI USA Value Factor ETF	1.96%	2.11%	2.73%	2.66%	3.18%	2.22%	2.42%	2.61%	2.70%	2.14%	2.07%	2.39%
VEA Vanguard FTSE Developed Markets ETF	2.88%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VFMO Vanguard U.S. Momentum Factor ETF	0.74%	0.82%	0.72%	0.89%	1.72%	0.81%	0.45%	1.22%	0.70%	0.00%	0.00%	0.00%
XTL SPDR S&P Telecom ETF	1.04%	1.05%	0.62%	0.80%	0.74%	1.25%	0.88%	0.92%	1.90%	2.08%	1.11%	1.38%
VTI Vanguard Total Stock Market ETF	1.17%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%

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 6.8.2025-Portfolio 1 JL. 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 6.8.2025-Portfolio 1 JL was 34.04%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

The current 6.8.2025-Portfolio 1 JL drawdown is 4.82%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.04%	Feb 20, 2020	23	Mar 23, 2020	93	Aug 4, 2020	116
-28.73%	Nov 9, 2021	235	Oct 14, 2022	301	Dec 27, 2023	536
-19.99%	Feb 19, 2025	35	Apr 8, 2025	38	Jun 3, 2025	73
-10.83%	Jul 17, 2024	14	Aug 5, 2024	14	Aug 23, 2024	28
-9.89%	Feb 26, 2026	23	Mar 30, 2026	—	—	—

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 9 assets, with an effective number of assets of 7.95, 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	AVEM	XTL	AVDV	SMH	VLUE	VGT	VFMO	VEA	VTI	Portfolio
Benchmark	1.00	0.69	0.75	0.71	0.80	0.83	0.91	0.83	0.80	0.99	0.92
AVEM	0.69	1.00	0.58	0.76	0.68	0.64	0.66	0.64	0.81	0.70	0.80
XTL	0.75	0.58	1.00	0.62	0.64	0.75	0.69	0.77	0.66	0.77	0.84
AVDV	0.71	0.76	0.62	1.00	0.57	0.73	0.58	0.69	0.93	0.73	0.80
SMH	0.80	0.68	0.64	0.57	1.00	0.66	0.89	0.73	0.66	0.79	0.88
VLUE	0.83	0.64	0.75	0.73	0.66	1.00	0.66	0.76	0.78	0.85	0.84
VGT	0.91	0.66	0.69	0.58	0.89	0.66	1.00	0.78	0.68	0.90	0.88
VFMO	0.83	0.64	0.77	0.69	0.73	0.76	0.78	1.00	0.74	0.87	0.90
VEA	0.80	0.81	0.66	0.93	0.66	0.78	0.68	0.74	1.00	0.81	0.86
VTI	0.99	0.70	0.77	0.73	0.79	0.85	0.90	0.87	0.81	1.00	0.93
Portfolio	0.92	0.80	0.84	0.80	0.88	0.84	0.88	0.90	0.86	0.93	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

6.8.2025-Portfolio 1 JL

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