Diversified Asset Class ETF Portfolio

The chart shows the growth of an initial investment of $10,000 in Diversified Asset Class ETF 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.

As of Jun 12, 2026, the Diversified Asset Class ETF Portfolio returned 10.32% Year-To-Date and 9.91% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Nov 7, 2014, Diversified Asset Class ETF Portfolio's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +9.0%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Diversified Asset Class ETF Portfolio closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +6.7%, while the worst single day was Mar 12, 2020 at -8.2%.

Diversified Asset Class ETF Portfolio has an annualized alpha of 0.77%, beta of 0.65, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since November 07, 2014.

• This portfolio participated in 73.54% of S&P 500 Index downside but only 67.00% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.65 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Diversified Asset Class ETF Portfolio has an expense ratio of 0.10%, 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.

Diversified Asset Class ETF Portfolio ranks 90 for risk / return — in the top 90% 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.

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.

The current Diversified Asset Class ETF Portfolio Sharpe ratio is 2.59 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.44 to 2.27, 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 Diversified Asset Class ETF Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Diversified Asset Class ETF Portfolio provided a 2.37% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Diversified Asset Class ETF 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 Diversified Asset Class ETF Portfolio was 26.45%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current Diversified Asset Class ETF Portfolio drawdown is 1.48%.

The chart below shows the rolling one-month volatility.