Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 55% |
SPDW SPDR Portfolio World ex-US ETF | Foreign Large Cap Equities | 15% |
VO Vanguard Mid-Cap ETF | Mid Cap Growth Equities | 20% |
VTV Vanguard Value ETF | Large Cap Value Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ALW 401k Nov 2025 v1, 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 year.
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The earliest data available for this chart is Dec 11, 2009, corresponding to the inception date of SCHG
Returns By Period
As of Apr 3, 2026, the ALW 401k Nov 2025 v1 returned -4.35% Year-To-Date and 14.51% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio ALW 401k Nov 2025 v1 | -0.03% | -4.35% | -4.35% | -2.88% | 23.21% | 19.32% | 11.35% | 14.51% |
| Portfolio components: | ||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -4.86% | -9.70% | -8.12% | 22.88% | 22.25% | 12.77% | 17.00% |
VO Vanguard Mid-Cap ETF | 0.33% | -3.97% | 0.29% | -1.02% | 18.13% | 13.03% | 6.87% | 10.86% |
SPDW SPDR Portfolio World ex-US ETF | -0.80% | -3.86% | 3.67% | 7.55% | 33.07% | 16.04% | 8.47% | 9.41% |
VTV Vanguard Value ETF | 0.16% | -3.37% | 3.71% | 6.17% | 20.60% | 14.94% | 10.95% | 11.89% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 14, 2009, ALW 401k Nov 2025 v1's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +13.1%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ALW 401k Nov 2025 v1 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.69% | -0.06% | -5.80% | 0.90% | -4.35% | ||||||||
| 2025 | 3.12% | -2.18% | -5.39% | 0.86% | 6.69% | 4.98% | 2.06% | 1.89% | 3.47% | 2.56% | -0.52% | 0.28% | 18.68% |
| 2024 | 1.08% | 5.57% | 2.96% | -4.01% | 4.92% | 3.55% | 1.04% | 2.17% | 2.28% | -1.17% | 6.33% | -2.10% | 24.46% |
| 2023 | 8.71% | -2.05% | 4.73% | 1.18% | 2.31% | 6.69% | 3.48% | -1.95% | -4.85% | -2.43% | 10.26% | 5.08% | 34.41% |
| 2022 | -7.21% | -2.90% | 3.48% | -10.33% | -0.98% | -8.44% | 10.07% | -4.52% | -9.71% | 6.39% | 6.01% | -6.06% | -23.80% |
| 2021 | -0.63% | 2.19% | 2.37% | 5.92% | 0.09% | 3.45% | 2.25% | 3.17% | -4.70% | 7.27% | -1.26% | 2.82% | 24.81% |
Benchmark Metrics
ALW 401k Nov 2025 v1 has an annualized alpha of 1.45%, beta of 1.04, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since December 14, 2009.
- This portfolio captured 107.93% of S&P 500 Index gains but only 99.57% of its losses — a favorable profile for investors.
- With beta of 1.04 and R² of 0.97, 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
- 1.45%
- Beta
- 1.04
- R²
- 0.97
- Upside Capture
- 107.93%
- Downside Capture
- 99.57%
Expense Ratio
ALW 401k Nov 2025 v1 has an expense ratio of 0.04%, 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.
Return for Risk
Risk / Return Rank
ALW 401k Nov 2025 v1 ranks 28 for risk / return — below 28% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.88 | +0.06 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.37 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.51 | 1.39 | +0.12 |
Martin ratioReturn relative to average drawdown | 6.71 | 6.43 | +0.28 |
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 | |
|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 34 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
VO Vanguard Mid-Cap ETF | 35 | 0.71 | 1.10 | 1.16 | 1.06 | 4.79 |
SPDW SPDR Portfolio World ex-US ETF | 81 | 1.72 | 2.36 | 1.34 | 2.64 | 10.12 |
VTV Vanguard Value ETF | 54 | 1.09 | 1.57 | 1.23 | 1.48 | 6.62 |
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Dividends
Dividend yield
ALW 401k Nov 2025 v1 provided a 1.21% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.21% | 1.20% | 1.23% | 1.22% | 1.34% | 1.13% | 1.11% | 1.47% | 1.80% | 1.34% | 1.57% | 1.64% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
VO Vanguard Mid-Cap ETF | 1.49% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
SPDW SPDR Portfolio World ex-US ETF | 3.18% | 3.30% | 3.19% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.08% | 1.86% | 3.11% | 2.78% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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 ALW 401k Nov 2025 v1. 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 ALW 401k Nov 2025 v1 was 34.31%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current ALW 401k Nov 2025 v1 drawdown is 6.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.31% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -29.5% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -22.1% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -20.19% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -19.07% | Feb 19, 2025 | 35 | Apr 8, 2025 | 43 | Jun 10, 2025 | 78 |
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 4 assets, with an effective number of assets of 2.67, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SPDW | VTV | SCHG | VO | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.82 | 0.90 | 0.95 | 0.93 | 0.98 |
| SPDW | 0.82 | 1.00 | 0.79 | 0.75 | 0.80 | 0.84 |
| VTV | 0.90 | 0.79 | 1.00 | 0.75 | 0.89 | 0.84 |
| SCHG | 0.95 | 0.75 | 0.75 | 1.00 | 0.86 | 0.97 |
| VO | 0.93 | 0.80 | 0.89 | 0.86 | 1.00 | 0.94 |
| Portfolio | 0.98 | 0.84 | 0.84 | 0.97 | 0.94 | 1.00 |