3 Index-Fund, 1 Growth, 1 Int.

Asset Allocation

Position	Category/Sector	Target Weight
PWJZX PGIM Jennison International Opportunities Fund	Foreign Large Cap Equities	20%
VOO Vanguard S&P 500 ETF	S&P 500	20%
QQQ Invesco QQQ ETF	Nasdaq-100	20%
XMMO Invesco S&P MidCap Momentum ETF	Momentum, Mid Cap Growth Equities	20%
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	Large Cap Growth Equities	20%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3 Index-Fund, 1 Growth, 1 Int., 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 3 Index-Fund, 1 Growth, 1 Int.	0.43%	0.52%	14.12%	14.16%	24.75%	20.93%	12.13%	—
Portfolio components:
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	-1.17%	-1.40%	5.49%	5.97%	4.02%	12.75%	9.85%	—
PWJZX PGIM Jennison International Opportunities Fund	7.04%	3.79%	11.43%	10.87%	15.43%	11.74%	1.92%	12.13%
QQQ Invesco QQQ ETF	0.59%	0.22%	17.57%	17.85%	37.55%	26.43%	16.85%	21.79%
VOO Vanguard S&P 500 ETF	0.55%	-0.84%	9.08%	9.44%	25.76%	20.95%	13.43%	15.50%
XMMO Invesco S&P MidCap Momentum ETF	0.96%	0.41%	22.77%	22.33%	37.93%	30.62%	15.91%	19.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 4, 2018, 3 Index-Fund, 1 Growth, 1 Int.'s average daily return is +0.07%, while the average monthly return is +1.33%. At this rate, an investment would double in approximately 4.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +11.8%, while the worst month was Sep 2022 at -9.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 3 Index-Fund, 1 Growth, 1 Int. closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, 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	2.06%	2.50%	-5.20%	9.55%	6.09%	-0.98%							14.12%
2025	4.65%	-2.05%	-6.49%	0.81%	5.98%	4.24%	-0.04%	1.65%	3.14%	0.41%	0.47%	-0.45%	12.34%
2024	2.70%	9.38%	3.41%	-5.08%	5.43%	2.86%	-0.06%	2.52%	1.21%	-0.94%	5.69%	-3.76%	24.92%
2023	6.43%	-2.04%	3.78%	1.01%	1.47%	5.91%	2.84%	-1.42%	-4.85%	-2.40%	9.60%	5.47%	27.82%
2022	-8.20%	-1.33%	2.89%	-8.25%	-0.52%	-8.98%	10.00%	-5.02%	-9.86%	8.26%	5.21%	-5.67%	-21.65%
2021	0.28%	1.50%	1.28%	5.30%	-0.56%	4.05%	2.22%	3.48%	-5.31%	7.42%	-1.33%	1.72%	21.28%

Benchmark Metrics

3 Index-Fund, 1 Growth, 1 Int. has an annualized alpha of 2.74%, beta of 0.98, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since October 04, 2018.

This portfolio captured 103.48% of S&P 500 Index gains but only 93.91% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 2.74% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.98 and R2 of 0.93, 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: 2.74%

Beta: 0.98

R²: 0.93

Upside Capture: 103.48%

Downside Capture: 93.91%

See how alpha, beta & R² have trended over time →

Expense Ratio

3 Index-Fund, 1 Growth, 1 Int. has an expense ratio of 0.41%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

PWJZX

PGIM Jennison International Opportunities Fund

GQEPX

GQG Partners US Select Quality Equity Fund Investor Shares

XMMO

Invesco S&P MidCap Momentum ETF

QQQ

Invesco QQQ ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

3 Index-Fund, 1 Growth, 1 Int. 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

The table below presents risk-adjusted performance metrics for 3 Index-Fund, 1 Growth, 1 Int. and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.72	1.86	-0.14
Sortino ratioReturn per unit of downside risk	2.38	2.53	-0.15
Omega ratioGain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratioReturn relative to maximum drawdown	2.77	2.53	+0.23
Martin ratioReturn relative to average drawdown	11.71	11.37	+0.34

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	7	0.42	0.67	1.08	0.63	1.37
PWJZX PGIM Jennison International Opportunities Fund	10	0.54	0.92	1.12	0.73	2.57
QQQ Invesco QQQ ETF	69	2.09	2.73	1.37	3.01	11.22
VOO Vanguard S&P 500 ETF	67	1.99	2.70	1.36	2.75	12.42
XMMO Invesco S&P MidCap Momentum ETF	72	1.86	2.58	1.33	4.41	17.54

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. Learn how to interpret the Sharpe ratio.

The current 3 Index-Fund, 1 Growth, 1 Int. Sharpe ratio is 1.72 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 3 Index-Fund, 1 Growth, 1 Int. 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

3 Index-Fund, 1 Growth, 1 Int. provided a 1.76% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.76%	1.90%	1.50%	0.68%	1.68%	0.73%	0.66%	0.77%	0.66%	0.60%	0.71%	0.75%
Portfolio components:
GQEPX GQG Partners US Select Quality Equity Fund Investor Shares	6.61%	6.98%	5.30%	0.44%	4.46%	1.49%	0.61%	0.63%	0.09%	0.00%	0.00%	0.00%
PWJZX PGIM Jennison International Opportunities Fund	0.17%	0.19%	0.07%	0.09%	0.00%	0.09%	0.00%	0.00%	0.06%	0.17%	0.24%	0.00%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
XMMO Invesco S&P MidCap Momentum ETF	0.61%	0.78%	0.34%	0.80%	1.43%	0.41%	0.61%	0.60%	0.19%	0.21%	0.22%	0.64%

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 3 Index-Fund, 1 Growth, 1 Int.. 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 3 Index-Fund, 1 Growth, 1 Int. was 30.73%, occurring on Mar 23, 2020. Recovery took 70 trading sessions.

The current 3 Index-Fund, 1 Growth, 1 Int. drawdown is 1.95%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.73%Mar 2020	1mo 2d	3mo 10d	4mo 12dFeb 2020 - Jul 2020
Bear market2022	-29.22%Sep 2022	10mo 25d	1y 3mo	2y 2moNov 2021 - Jan 2024
2025 selloff2025	-20.11%Apr 2025	1mo 18d	3mo 16d	5mo 4dFeb 2025 - Jul 2025
Rate-hike selloffLate 2018	-19.27%Dec 2018	2mo 21d	2mo 24d	5mo 15dOct 2018 - Mar 2019
2024 pullback2024	-9.92%Aug 2024	19d	1mo 22d	2mo 11dJul 2024 - Sep 2024

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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.25	1.14	1.12	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

3 Index-Fund, 1 Growth, 1 Int. correlation to the S&P 500 Index

3 Index-Fund, 1 Growth, 1 Int. has a 0.95 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 4, 2018	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while GQEPX has the lowest at 0.74.

0.74

0.77

0.81

0.92

1.00

Portfolio Correlations

Correlation vs. 3 Index-Fund, 1 Growth, 1 Int.. VOO has the highest portfolio correlation at 0.95, while GQEPX has the lowest at 0.79.

0.79

0.88

0.88

0.93

0.95

Asset Correlations Table

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

	GQEPX	PWJZX	XMMO	QQQ	VOO
GQEPX	1.00	0.59	0.64	0.69	0.74
PWJZX	0.59	1.00	0.71	0.79	0.77
XMMO	0.64	0.71	1.00	0.73	0.81
QQQ	0.69	0.79	0.73	1.00	0.92
VOO	0.74	0.77	0.81	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 4, 2018

Diversification Analysis

Find what 3 Index-Fund, 1 Growth, 1 Int. is missing

See which holdings overlap, where 3 Index-Fund, 1 Growth, 1 Int. is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification