Growth/Dividend/Defensive

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab U.S. Dividend Equity ETF	Dividend	20%
BRK-B Berkshire Hathaway Inc.	Financial Services	15%
VOO Vanguard S&P 500 ETF	S&P 500	12%
VGT Vanguard Information Technology ETF	Technology Equities	10%
VB Vanguard Small-Cap ETF	Small Cap Blend Equities	5%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	5%
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	5%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	4%
MA Mastercard Incorporated	Financial Services	3.80%
LLY Eli Lilly and Company	Healthcare	3.80%
AMZN Amazon.com, Inc	Consumer Cyclical	3.80%
JPM JPMorgan Chase & Co.	Financial Services	3.80%
COST Costco Wholesale Corporation	Consumer Defensive	3.80%
GLD SPDR Gold Shares	Gold, Precious Metals	3%
BTC-USD Bitcoin		2%

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 Growth/Dividend/Defensive, 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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Returns By Period

As of Jun 13, 2026, the Growth/Dividend/Defensive returned 9.83% Year-To-Date and 19.62% of annualized return in the last 10 years.

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 Growth/Dividend/Defensive	0.02%	0.50%	9.83%	10.10%	20.77%	21.06%	14.07%	19.62%
Portfolio components:
AMZN Amazon.com, Inc	-1.23%	-10.73%	3.35%	5.46%	12.47%	23.49%	7.35%	20.83%
BRK-B Berkshire Hathaway Inc.	0.71%	1.07%	-2.67%	-2.06%	0.35%	13.30%	11.27%	13.22%
BTC-USD Bitcoin	1.71%	-20.43%	-26.27%	-28.52%	-39.20%	36.94%	9.74%	57.23%
COST Costco Wholesale Corporation	0.68%	-5.66%	14.24%	11.38%	-0.24%	25.12%	22.12%	22.27%
GLD SPDR Gold Shares	0.06%	-9.52%	-2.47%	-2.25%	22.21%	28.89%	17.08%	12.15%
IEFA iShares Core MSCI EAFE ETF	0.18%	1.09%	9.51%	11.08%	22.43%	16.31%	8.10%	9.90%
IEMG iShares Core MSCI Emerging Markets ETF	0.61%	0.34%	22.84%	25.59%	44.83%	21.33%	7.15%	10.42%
JPM JPMorgan Chase & Co.	2.31%	6.94%	0.50%	1.66%	23.40%	34.22%	17.82%	21.02%
LLY Eli Lilly and Company	-2.41%	12.74%	5.78%	10.64%	39.26%	37.45%	39.59%	33.45%
MA Mastercard Incorporated	0.71%	0.01%	-13.89%	-14.05%	-12.30%	10.32%	6.66%	18.64%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 24, 2012, Growth/Dividend/Defensive's average daily return is +0.06%, while the average monthly return is +2.03%. At this rate, an investment would double in approximately 2.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2013 with a return of +98.4%, while the worst month was Dec 2013 at -21.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Growth/Dividend/Defensive closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +18.6%, while the worst single day was Dec 6, 2013 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.50%	2.45%	-4.86%	6.72%	3.41%	-0.39%							9.83%
2025	3.49%	1.82%	-2.83%	-0.48%	2.25%	2.53%	0.36%	3.18%	1.81%	0.69%	1.87%	0.07%	15.61%
2024	2.22%	6.06%	3.66%	-4.16%	4.34%	1.70%	2.63%	3.85%	0.41%	-0.71%	6.31%	-3.72%	24.30%
2023	6.13%	-3.02%	3.12%	2.31%	-0.15%	6.11%	3.10%	-0.67%	-3.88%	-1.10%	8.15%	4.65%	26.79%
2022	-3.47%	-0.88%	4.11%	-7.12%	-0.11%	-8.66%	7.58%	-4.58%	-7.54%	8.64%	6.66%	-4.28%	-11.13%
2021	-0.21%	4.20%	4.70%	4.08%	0.95%	0.58%	1.60%	2.68%	-4.11%	6.03%	-1.67%	4.77%	25.72%

Benchmark Metrics

Growth/Dividend/Defensive has an annualized alpha of 11.08%, beta of 0.87, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since October 24, 2012.

This portfolio captured 125.54% of S&P 500 Index gains but only 81.81% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 11.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.87 and R2 of 0.59, 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: 11.08%

Beta: 0.87

R²: 0.59

Upside Capture: 125.54%

Downside Capture: 81.81%

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

Expense Ratio

Growth/Dividend/Defensive has an expense ratio of 0.05%, 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.

GLD

SPDR Gold Shares

VGT

Vanguard Information Technology ETF

IEMG

iShares Core MSCI Emerging Markets ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

IEFA

iShares Core MSCI EAFE ETF

SCHD

Schwab U.S. Dividend Equity ETF

Vanguard Small-Cap ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Growth/Dividend/Defensive ranks 52 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 Growth/Dividend/Defensive 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	2.11	1.86	+0.25
Sortino ratioReturn per unit of downside risk	2.95	2.53	+0.42
Omega ratioGain probability vs. loss probability	1.37	1.34	+0.03
Calmar ratioReturn relative to maximum drawdown	2.99	2.53	+0.46
Martin ratioReturn relative to average drawdown	12.47	11.37	+1.10

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
AMZN Amazon.com, Inc	53	0.40	0.76	1.09	0.55	1.29
BRK-B Berkshire Hathaway Inc.	38	-0.02	0.08	1.01	-0.02	-0.05
BTC-USD Bitcoin	34	-0.92	-1.27	0.87	-0.77	-1.33
COST Costco Wholesale Corporation	36	-0.08	0.02	1.00	-0.10	-0.22
GLD SPDR Gold Shares	26	0.87	1.24	1.18	0.98	2.81
IEFA iShares Core MSCI EAFE ETF	42	1.35	1.97	1.25	1.83	6.93
IEMG iShares Core MSCI Emerging Markets ETF	70	2.03	2.65	1.39	3.23	11.89
JPM JPMorgan Chase & Co.	69	1.01	1.43	1.18	1.42	3.36
LLY Eli Lilly and Company	72	1.07	1.62	1.22	1.72	4.28
MA Mastercard Incorporated	11	-0.74	-0.91	0.89	-0.79	-1.59

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.

The current Growth/Dividend/Defensive Sharpe ratio is 2.11 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 1.54 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 Growth/Dividend/Defensive 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

Growth/Dividend/Defensive provided a 1.37% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.37%	1.56%	1.58%	1.67%	1.63%	1.42%	1.57%	1.64%	1.74%	1.63%	1.64%	1.77%
Portfolio components:
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IEFA iShares Core MSCI EAFE ETF	3.24%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
IEMG iShares Core MSCI Emerging Markets ETF	2.24%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
JPM JPMorgan Chase & Co.	1.84%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
MA Mastercard Incorporated	0.67%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%

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 Growth/Dividend/Defensive. 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 Growth/Dividend/Defensive was 33.13%, occurring on Dec 18, 2013. Recovery took 967 trading sessions.

The current Growth/Dividend/Defensive drawdown is 0.64%.

Related event	Drawdown	Fall	Recovery	Underwater
2013 bear market2013	-33.13%Dec 2013	13d	2y 7mo	2y 8moDec 2013 - Aug 2016
COVID crash2020	-29.82%Mar 2020	1mo 2d	4mo 15d	5mo 17dFeb 2020 - Aug 2020
Bear market2022	-20.97%Oct 2022	6mo 16d	8mo 6d	1y 2moMar 2022 - Jun 2023
Rate-hike selloffLate 2018	-17.60%Dec 2018	3mo 5d	3mo 11d	6mo 16dSep 2018 - Apr 2019
2013 correction2013	-16.42%Apr 2013	6d	6mo 4d	6mo 10dApr 2013 - Oct 2013

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 15 assets, with an effective number of assets of 9.57, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.80	1.50	1.37	1.32	1.34

The portfolio has a diversification ratio of 1.34, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Growth/Dividend/Defensive correlation to the S&P 500 Index

Growth/Dividend/Defensive has a 0.86 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	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (5Y) Calculated over the trailing 5-year period	0.93
Correlation (10Y) Calculated over the trailing 10-year period	0.93
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012	0.90

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.02.

0.02

0.16

0.40

0.52

0.57

0.64

0.64

0.66

0.67

IEMG

0.70

IEFA

0.79

SCHD

0.81

0.86

VGT

0.89

VOO

1.00

Portfolio Correlations

Correlation vs. Growth/Dividend/Defensive. VOO has the highest portfolio correlation at 0.84, while GLD has the lowest at 0.05.

0.05

0.38

0.39

0.47

0.52

0.54

0.58

0.59

0.61

0.64

0.70

0.71

0.74

SCHD

0.75

VOO

0.84

Asset Correlations Table

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

	GLD	BTC-USD	LLY	COST	AMZN	XLP	JPM	MA	BRK-B	IEMG	VGT	IEFA	VB	SCHD	VOO
GLD	1.00	0.07	-0.00	0.00	-0.00	0.03	-0.08	-0.04	-0.04	0.17	0.01	0.15	0.03	0.02	0.02
BTC-USD	0.07	1.00	0.03	0.07	0.10	0.03	0.07	0.07	0.05	0.10	0.13	0.11	0.14	0.08	0.13
LLY	-0.00	0.03	1.00	0.25	0.23	0.31	0.22	0.26	0.29	0.22	0.29	0.30	0.28	0.34	0.37
COST	0.00	0.07	0.25	1.00	0.34	0.54	0.24	0.35	0.35	0.28	0.40	0.34	0.35	0.43	0.47
AMZN	-0.00	0.10	0.23	0.34	1.00	0.26	0.29	0.44	0.29	0.42	0.61	0.45	0.46	0.35	0.59
XLP	0.03	0.03	0.31	0.54	0.26	1.00	0.33	0.40	0.49	0.33	0.35	0.46	0.42	0.66	0.52
JPM	-0.08	0.07	0.22	0.24	0.29	0.33	1.00	0.42	0.63	0.42	0.43	0.51	0.58	0.60	0.59
MA	-0.04	0.07	0.26	0.35	0.44	0.40	0.42	1.00	0.49	0.42	0.57	0.51	0.53	0.53	0.61
BRK-B	-0.04	0.05	0.29	0.35	0.29	0.49	0.63	0.49	1.00	0.40	0.41	0.52	0.55	0.66	0.60
IEMG	0.17	0.10	0.22	0.28	0.42	0.33	0.42	0.42	0.40	1.00	0.60	0.73	0.60	0.53	0.65
VGT	0.01	0.13	0.29	0.40	0.61	0.35	0.43	0.57	0.41	0.60	1.00	0.62	0.69	0.56	0.84
IEFA	0.15	0.11	0.30	0.34	0.45	0.46	0.51	0.51	0.52	0.73	0.62	1.00	0.69	0.66	0.74
VB	0.03	0.14	0.28	0.35	0.46	0.42	0.58	0.53	0.55	0.60	0.69	0.69	1.00	0.73	0.81
SCHD	0.02	0.08	0.34	0.43	0.35	0.66	0.60	0.53	0.66	0.53	0.56	0.66	0.73	1.00	0.76
VOO	0.02	0.13	0.37	0.47	0.59	0.52	0.59	0.61	0.60	0.65	0.84	0.74	0.81	0.76	1.00

The correlation results are calculated based on daily price changes starting from Oct 24, 2012

Diversification Analysis

Find what Growth/Dividend/Defensive is missing

See which holdings overlap, where Growth/Dividend/Defensive is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification