Test
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 24, 2010, corresponding to the inception date of VONG
Returns By Period
As of Jun 2, 2025, the Test returned 8.39% Year-To-Date and 14.71% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| Test | 8.39% | 3.38% | 5.85% | 19.40% | 21.63% | 14.71% |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 11.18% | -6.64% | 4.34% | 21.61% | 22.12% | 13.42% |
FFH.TO Fairfax Financial Holdings Limited | 23.55% | 6.98% | 21.11% | 52.59% | 46.27% | 15.25% |
MKL Markel Corporation | 12.48% | 3.45% | 8.91% | 18.28% | 16.69% | 9.54% |
VEU Vanguard FTSE All-World ex-US ETF | 13.97% | 2.81% | 11.01% | 13.21% | 10.58% | 5.68% |
VGT Vanguard Information Technology ETF | -2.36% | 6.84% | -2.31% | 14.03% | 19.26% | 19.78% |
COST Costco Wholesale Corporation | 13.80% | 3.16% | 7.29% | 29.10% | 29.64% | 24.24% |
VONG Vanguard Russell 1000 Growth ETF | -0.33% | 6.06% | 0.51% | 17.41% | 17.61% | 15.95% |
VONE Vanguard Russell 1000 ETF | 0.79% | 4.05% | -1.98% | 13.47% | 15.54% | 12.45% |
VGK Vanguard FTSE Europe ETF | 21.43% | 3.48% | 18.10% | 13.57% | 12.96% | 6.41% |
AAPL Apple Inc | -19.60% | -2.06% | -15.17% | 4.96% | 21.05% | 21.31% |
JPM JPMorgan Chase & Co. | 11.38% | 4.55% | 6.92% | 33.31% | 25.54% | 18.06% |
EWW iShares MSCI Mexico ETF | 28.51% | 5.67% | 23.49% | -3.56% | 16.63% | 2.76% |
SCHV Schwab U.S. Large-Cap Value ETF | 3.34% | 2.33% | -3.57% | 12.36% | 15.55% | 11.89% |
SCHG Schwab U.S. Large-Cap Growth ETF | -1.01% | 5.59% | -0.61% | 17.22% | 18.23% | 15.84% |
Monthly Returns
The table below presents the monthly returns of Test, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.24% | 2.11% | -3.93% | 1.81% | 5.13% | 8.39% | |||||||
| 2024 | 2.58% | 3.74% | 2.46% | -3.41% | 6.37% | 1.55% | 2.14% | 2.60% | 0.71% | -1.46% | 6.81% | -2.34% | 23.41% |
| 2023 | 8.79% | -1.13% | 2.54% | 3.04% | 0.41% | 6.03% | 4.08% | -1.98% | -3.42% | -2.11% | 9.33% | 4.84% | 33.76% |
| 2022 | -4.11% | -1.74% | 5.93% | -8.54% | -0.17% | -8.09% | 7.86% | -4.96% | -8.62% | 9.33% | 7.73% | -5.04% | -12.22% |
| 2021 | -1.04% | 3.42% | 4.16% | 5.02% | 1.85% | 1.14% | 1.95% | 3.75% | -4.61% | 5.79% | -0.28% | 5.19% | 29.13% |
| 2020 | 0.42% | -7.45% | -14.87% | 6.89% | 4.87% | 3.40% | 6.60% | 7.19% | -3.87% | -3.00% | 13.74% | 4.74% | 16.40% |
| 2019 | 6.75% | 2.03% | 1.74% | 5.45% | -6.43% | 7.10% | 0.75% | -1.00% | 2.31% | 3.07% | 3.13% | 3.78% | 31.81% |
| 2018 | 5.17% | -2.86% | -1.31% | 0.67% | 0.81% | 0.25% | 4.69% | 3.42% | 0.18% | -7.40% | -0.33% | -7.75% | -5.29% |
| 2017 | 2.16% | 4.36% | 1.27% | 1.39% | 1.68% | -0.18% | 3.55% | 1.92% | 1.09% | 2.24% | 3.11% | 0.84% | 26.03% |
| 2016 | -4.34% | -0.28% | 7.31% | -0.86% | 0.87% | -0.13% | 3.45% | 1.30% | 0.08% | -1.82% | 1.25% | 2.97% | 9.76% |
| 2015 | -1.77% | 6.45% | -0.52% | 0.44% | 0.95% | -2.05% | 2.34% | -6.01% | -2.28% | 7.62% | 0.28% | -2.55% | 2.12% |
| 2014 | -4.87% | 4.61% | 1.88% | 1.35% | 2.38% | 2.10% | -0.67% | 3.78% | -1.51% | 2.56% | 3.55% | -1.50% | 14.09% |
Expense Ratio
Test has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 78, Test is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.17 | 1.67 | 1.24 | 2.61 | 6.10 |
FFH.TO Fairfax Financial Holdings Limited | 2.29 | 2.82 | 1.40 | 4.45 | 15.27 |
MKL Markel Corporation | 0.83 | 1.50 | 1.20 | 1.14 | 3.19 |
VEU Vanguard FTSE All-World ex-US ETF | 0.80 | 1.14 | 1.16 | 0.90 | 2.78 |
VGT Vanguard Information Technology ETF | 0.46 | 0.69 | 1.10 | 0.39 | 1.25 |
COST Costco Wholesale Corporation | 1.27 | 1.64 | 1.22 | 1.46 | 4.17 |
VONG Vanguard Russell 1000 Growth ETF | 0.70 | 0.97 | 1.14 | 0.62 | 2.03 |
VONE Vanguard Russell 1000 ETF | 0.73 | 0.99 | 1.14 | 0.64 | 2.37 |
VGK Vanguard FTSE Europe ETF | 0.82 | 1.12 | 1.15 | 0.89 | 2.46 |
AAPL Apple Inc | 0.16 | 0.37 | 1.05 | 0.09 | 0.27 |
JPM JPMorgan Chase & Co. | 1.24 | 1.89 | 1.28 | 1.51 | 5.05 |
EWW iShares MSCI Mexico ETF | -0.12 | 0.24 | 1.03 | 0.03 | 0.08 |
SCHV Schwab U.S. Large-Cap Value ETF | 0.87 | 1.19 | 1.17 | 0.83 | 3.03 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.67 | 0.93 | 1.13 | 0.59 | 1.94 |
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Dividends
Dividend yield
Test provided a 1.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.27% | 1.43% | 1.51% | 1.60% | 1.31% | 1.57% | 1.67% | 1.84% | 1.78% | 1.81% | 1.96% | 1.71% |
| Portfolio components: | ||||||||||||
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% |
FFH.TO Fairfax Financial Holdings Limited | 0.92% | 1.01% | 1.10% | 1.56% | 2.05% | 3.01% | 2.17% | 2.06% | 1.96% | 2.24% | 1.81% | 1.80% |
MKL Markel Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.82% | 3.24% | 3.32% | 3.12% | 3.07% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
VGT Vanguard Information Technology ETF | 0.53% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% |
COST Costco Wholesale Corporation | 0.46% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
VONG Vanguard Russell 1000 Growth ETF | 0.54% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% |
VONE Vanguard Russell 1000 ETF | 1.22% | 1.20% | 1.40% | 1.59% | 1.16% | 1.45% | 1.66% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% |
VGK Vanguard FTSE Europe ETF | 2.89% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
AAPL Apple Inc | 0.50% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
JPM JPMorgan Chase & Co. | 1.91% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
EWW iShares MSCI Mexico ETF | 3.42% | 4.39% | 2.19% | 3.64% | 2.06% | 1.43% | 2.92% | 2.30% | 2.22% | 1.77% | 2.34% | 1.23% |
SCHV Schwab U.S. Large-Cap Value ETF | 2.23% | 2.25% | 2.42% | 2.37% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 3.95% | 2.69% | 2.38% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
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 Test. 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 Test was 34.46%, occurring on Mar 23, 2020. Recovery took 116 trading sessions.
The current Test drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 116 | Sep 2, 2020 | 139 |
| -22.57% | Mar 30, 2022 | 139 | Oct 12, 2022 | 163 | Jun 2, 2023 | 302 |
| -20.2% | Sep 21, 2018 | 67 | Dec 24, 2018 | 132 | Jul 2, 2019 | 199 |
| -17.52% | May 2, 2011 | 110 | Oct 3, 2011 | 90 | Feb 8, 2012 | 200 |
| -15.81% | Feb 19, 2025 | 35 | Apr 8, 2025 | 26 | May 15, 2025 | 61 |
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 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | FFH.TO | COST | MKL | AAPL | EWW | JPM | BRK-B | VGK | VGT | VEU | VONG | SCHV | SCHG | VONE | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.33 | 0.56 | 0.53 | 0.63 | 0.59 | 0.66 | 0.72 | 0.78 | 0.89 | 0.82 | 0.94 | 0.91 | 0.95 | 0.98 | 0.95 |
| FFH.TO | 0.33 | 1.00 | 0.18 | 0.27 | 0.20 | 0.29 | 0.26 | 0.28 | 0.34 | 0.27 | 0.35 | 0.28 | 0.34 | 0.28 | 0.32 | 0.45 |
| COST | 0.56 | 0.18 | 1.00 | 0.31 | 0.37 | 0.30 | 0.30 | 0.42 | 0.39 | 0.49 | 0.40 | 0.54 | 0.50 | 0.54 | 0.54 | 0.57 |
| MKL | 0.53 | 0.27 | 0.31 | 1.00 | 0.27 | 0.35 | 0.51 | 0.56 | 0.46 | 0.38 | 0.46 | 0.42 | 0.59 | 0.43 | 0.52 | 0.59 |
| AAPL | 0.63 | 0.20 | 0.37 | 0.27 | 1.00 | 0.32 | 0.34 | 0.38 | 0.45 | 0.74 | 0.49 | 0.67 | 0.47 | 0.68 | 0.61 | 0.66 |
| EWW | 0.59 | 0.29 | 0.30 | 0.35 | 0.32 | 1.00 | 0.44 | 0.47 | 0.64 | 0.49 | 0.70 | 0.52 | 0.59 | 0.53 | 0.58 | 0.66 |
| JPM | 0.66 | 0.26 | 0.30 | 0.51 | 0.34 | 0.44 | 1.00 | 0.69 | 0.58 | 0.50 | 0.59 | 0.52 | 0.75 | 0.54 | 0.65 | 0.70 |
| BRK-B | 0.72 | 0.28 | 0.42 | 0.56 | 0.38 | 0.47 | 0.69 | 1.00 | 0.61 | 0.53 | 0.61 | 0.57 | 0.78 | 0.59 | 0.69 | 0.74 |
| VGK | 0.78 | 0.34 | 0.39 | 0.46 | 0.45 | 0.64 | 0.58 | 0.61 | 1.00 | 0.66 | 0.94 | 0.70 | 0.76 | 0.71 | 0.76 | 0.82 |
| VGT | 0.89 | 0.27 | 0.49 | 0.38 | 0.74 | 0.49 | 0.50 | 0.53 | 0.66 | 1.00 | 0.71 | 0.93 | 0.71 | 0.94 | 0.88 | 0.85 |
| VEU | 0.82 | 0.35 | 0.40 | 0.46 | 0.49 | 0.70 | 0.59 | 0.61 | 0.94 | 0.71 | 1.00 | 0.74 | 0.79 | 0.75 | 0.81 | 0.86 |
| VONG | 0.94 | 0.28 | 0.54 | 0.42 | 0.67 | 0.52 | 0.52 | 0.57 | 0.70 | 0.93 | 0.74 | 1.00 | 0.76 | 0.98 | 0.93 | 0.88 |
| SCHV | 0.91 | 0.34 | 0.50 | 0.59 | 0.47 | 0.59 | 0.75 | 0.78 | 0.76 | 0.71 | 0.79 | 0.76 | 1.00 | 0.76 | 0.89 | 0.88 |
| SCHG | 0.95 | 0.28 | 0.54 | 0.43 | 0.68 | 0.53 | 0.54 | 0.59 | 0.71 | 0.94 | 0.75 | 0.98 | 0.76 | 1.00 | 0.93 | 0.89 |
| VONE | 0.98 | 0.32 | 0.54 | 0.52 | 0.61 | 0.58 | 0.65 | 0.69 | 0.76 | 0.88 | 0.81 | 0.93 | 0.89 | 0.93 | 1.00 | 0.93 |
| Portfolio | 0.95 | 0.45 | 0.57 | 0.59 | 0.66 | 0.66 | 0.70 | 0.74 | 0.82 | 0.85 | 0.86 | 0.88 | 0.88 | 0.89 | 0.93 | 1.00 |