ALW 401k June 2023

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	10%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Growth Equities	12%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	27%
SCHO Schwab Short-Term U.S. Treasury ETF	Government Bonds, Short-Term Bond	1%
SPDW SPDR Portfolio World ex-US ETF	Foreign Large Cap Equities	13%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	4%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	13%
VTV Vanguard Value ETF	Large Cap Value Equities	14%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	6%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ALW 401k June 2023, 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 3, 2010, corresponding to the inception date of STIP

Returns By Period

As of Apr 3, 2026, the ALW 401k June 2023 returned -1.04% Year-To-Date and 11.30% 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 June 2023	0.02%	-3.38%	-1.04%	0.35%	21.55%	15.42%	8.53%	11.30%
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%
SCHO Schwab Short-Term U.S. Treasury ETF	0.04%	-0.19%	0.30%	1.31%	3.39%	3.97%	1.80%	1.71%
STIP iShares 0-5 Year TIPS Bond ETF	0.18%	0.37%	1.11%	1.45%	3.53%	4.66%	3.51%	3.11%
BND Vanguard Total Bond Market ETF	0.22%	-0.91%	0.31%	0.97%	3.73%	3.53%	0.30%	1.70%
VTV Vanguard Value ETF	0.16%	-3.37%	3.71%	6.17%	20.60%	14.94%	10.95%	11.89%
SCHA Schwab U.S. Small-Cap ETF	0.58%	-2.80%	3.79%	5.07%	34.68%	13.69%	4.61%	10.10%
SPDW SPDR Portfolio World ex-US ETF	-0.80%	-3.86%	3.67%	7.55%	33.07%	16.04%	8.47%	9.41%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-3.17%	0.11%	0.16%	23.95%	13.41%	3.75%	7.73%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 6, 2010, ALW 401k June 2023's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -12.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ALW 401k June 2023 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.5%, while the worst single day was Mar 16, 2020 at -10.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.15%	1.34%	-5.11%	0.74%									-1.04%
2025	2.86%	-1.27%	-3.69%	0.07%	4.79%	4.20%	1.24%	2.65%	2.89%	1.54%	0.24%	0.42%	16.82%
2024	-0.15%	4.00%	2.92%	-3.66%	3.95%	1.81%	2.50%	1.76%	2.16%	-1.53%	5.25%	-3.19%	16.50%
2023	7.42%	-2.49%	2.41%	0.70%	0.04%	5.70%	3.34%	-2.41%	-4.25%	-2.86%	8.66%	5.52%	22.84%
2022	-5.40%	-1.89%	1.64%	-7.94%	0.02%	-7.14%	7.25%	-3.49%	-8.57%	5.74%	5.95%	-4.44%	-18.28%
2021	0.17%	2.57%	2.04%	4.12%	0.73%	1.93%	0.75%	2.36%	-3.75%	5.23%	-1.93%	2.88%	18.13%

Benchmark Metrics

ALW 401k June 2023 has an annualized alpha of 0.37%, beta of 0.85, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since December 06, 2010.

This portfolio participated in 88.73% of S&P 500 Index downside but only 85.81% of its upside — more exposed to losses than it benefited from rallies.
With beta of 0.85 and R² of 0.96, 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: 0.37%

Beta: 0.85

R²: 0.96

Upside Capture: 85.81%

Downside Capture: 88.73%

Expense Ratio

ALW 401k June 2023 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.

VWO

Vanguard FTSE Emerging Markets ETF

STIP

iShares 0-5 Year TIPS Bond ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

Vanguard Mid-Cap ETF

VTV

Vanguard Value ETF

SCHA

Schwab U.S. Small-Cap ETF

SPDW

SPDR Portfolio World ex-US ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

ALW 401k June 2023 ranks 42 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.14	0.88	+0.25
Sortino ratio Return per unit of downside risk	1.69	1.37	+0.32
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	1.70	1.39	+0.31
Martin ratio Return relative to average drawdown	7.92	6.43	+1.48
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
SCHO Schwab Short-Term U.S. Treasury ETF	95	2.56	4.13	1.53	4.35	16.94
STIP iShares 0-5 Year TIPS Bond ETF	94	2.26	3.46	1.49	4.28	14.52
BND Vanguard Total Bond Market ETF	47	1.00	1.42	1.18	1.71	4.64
VTV Vanguard Value ETF	54	1.09	1.57	1.23	1.48	6.62
SCHA Schwab U.S. Small-Cap ETF	60	1.11	1.67	1.22	1.90	7.87
SPDW SPDR Portfolio World ex-US ETF	81	1.72	2.36	1.34	2.64	10.12
VWO Vanguard FTSE Emerging Markets ETF	61	1.22	1.74	1.25	1.78	6.68

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.

ALW 401k June 2023 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.14
5-Year: 0.59
10-Year: 0.74
All Time: 0.70

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 0.98 to 1.66, 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 ALW 401k June 2023 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

ALW 401k June 2023 provided a 1.87% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.87%	1.92%	1.93%	1.87%	2.04%	1.64%	1.48%	1.91%	2.12%	1.63%	1.84%	1.88%
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%
SCHO Schwab Short-Term U.S. Treasury ETF	3.97%	4.06%	4.29%	3.76%	1.34%	0.41%	1.27%	2.27%	1.60%	1.12%	0.82%	0.68%
STIP iShares 0-5 Year TIPS Bond ETF	3.42%	4.11%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
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%
SCHA Schwab U.S. Small-Cap ETF	1.15%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%
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%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%

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 June 2023. 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 June 2023 was 30.50%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current ALW 401k June 2023 drawdown is 4.78%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.5%	Feb 20, 2020	23	Mar 23, 2020	95	Aug 6, 2020	118
-25.04%	Nov 9, 2021	235	Oct 14, 2022	322	Jan 29, 2024	557
-19.95%	May 2, 2011	108	Oct 3, 2011	111	Mar 13, 2012	219
-16.99%	Aug 30, 2018	80	Dec 24, 2018	75	Apr 12, 2019	155
-16.43%	May 22, 2015	183	Feb 11, 2016	124	Aug 9, 2016	307

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 6.41, 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	STIP	BND	SCHO	VWO	SPDW	SCHG	VTV	SCHA	VO	Portfolio
Benchmark	1.00	0.05	-0.09	-0.14	0.70	0.81	0.95	0.89	0.85	0.92	0.97
STIP	0.05	1.00	0.54	0.55	0.10	0.12	0.04	0.05	0.06	0.07	0.10
BND	-0.09	0.54	1.00	0.68	-0.05	-0.04	-0.06	-0.12	-0.08	-0.06	-0.04
SCHO	-0.14	0.55	0.68	1.00	-0.08	-0.07	-0.12	-0.15	-0.13	-0.12	-0.10
VWO	0.70	0.10	-0.05	-0.08	1.00	0.80	0.67	0.65	0.65	0.69	0.78
SPDW	0.81	0.12	-0.04	-0.07	0.80	1.00	0.74	0.79	0.76	0.80	0.88
SCHG	0.95	0.04	-0.06	-0.12	0.67	0.74	1.00	0.74	0.79	0.86	0.93
VTV	0.89	0.05	-0.12	-0.15	0.65	0.79	0.74	1.00	0.84	0.89	0.88
SCHA	0.85	0.06	-0.08	-0.13	0.65	0.76	0.79	0.84	1.00	0.94	0.91
VO	0.92	0.07	-0.06	-0.12	0.69	0.80	0.86	0.89	0.94	1.00	0.96
Portfolio	0.97	0.10	-0.04	-0.10	0.78	0.88	0.93	0.88	0.91	0.96	1.00

The correlation results are calculated based on daily price changes starting from Dec 6, 2010

ALW 401k June 2023

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