** 2025 Nov 26 IRA proxies

Asset Allocation

Position	Category/Sector	Target Weight
BTC-USD Bitcoin		3%
DBC Invesco DB Commodity Index Tracking Fund	Commodities	5%
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	11%
GLD SPDR Gold Shares	Gold, Precious Metals	15%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	22%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	10%
VGT Vanguard Information Technology ETF	Technology Equities	5%
VIG Vanguard Dividend Appreciation ETF	Dividend	10%
VTV Vanguard Value ETF	Large Cap Value Equities	8%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	5%
XLU Utilities Select Sector SPDR Fund	Utilities 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 ** 2025 Nov 26 IRA proxies, 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 Jun 12, 2014, corresponding to the inception date of DGRO

Returns By Period

As of Apr 2, 2026, the 2025 Nov 26 IRA proxies returned 7.62% Year-To-Date and 17.80%** of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio ** 2025 Nov 26 IRA proxies	0.02%	-1.51%	7.62%	12.39%	29.21%	21.11%	14.80%	17.80%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
XLU Utilities Select Sector SPDR Fund	0.50%	-0.86%	9.31%	6.98%	20.02%	14.75%	11.01%	9.89%
BTC-USD Bitcoin	-1.99%	-2.31%	-23.70%	-44.66%	-19.07%	33.89%	3.18%	66.03%
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
VTV Vanguard Value ETF	0.16%	-3.03%	3.71%	6.74%	16.12%	14.94%	10.95%	11.89%
VIG Vanguard Dividend Appreciation ETF	0.16%	-3.69%	-1.33%	0.36%	12.71%	13.72%	9.86%	12.36%
DBC Invesco DB Commodity Index Tracking Fund	2.27%	13.20%	31.17%	35.71%	33.85%	11.56%	14.82%	10.42%
XLE State Street Energy Select Sector SPDR ETF	0.47%	5.52%	33.39%	36.01%	29.93%	14.70%	23.16%	11.36%
IDV iShares International Select Dividend ETF	0.30%	0.77%	8.93%	19.54%	44.88%	22.73%	12.82%	10.28%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 13, 2014, 2025 Nov 26 IRA proxies's average daily return is +0.04%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years**.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 2025 Nov 26 IRA proxies closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 12, 2020 at -10.2%**.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.84%	5.12%	-3.37%	0.10%									7.62%
2025	3.74%	1.27%	1.51%	-0.31%	3.27%	3.26%	1.31%	3.20%	3.54%	1.39%	2.20%	1.01%	28.47%
2024	-0.23%	2.85%	5.40%	-2.18%	4.00%	-0.97%	4.12%	1.88%	2.58%	-0.41%	3.92%	-4.05%	17.73%
2023	5.21%	-3.75%	2.90%	1.40%	-3.94%	4.01%	3.30%	-2.75%	-2.94%	0.48%	6.04%	4.38%	14.48%
2022	-0.59%	0.61%	3.54%	-4.23%	2.33%	-8.69%	3.66%	-3.02%	-8.36%	7.63%	7.27%	-1.54%	-2.97%
2021	-0.37%	4.14%	5.56%	3.17%	1.14%	-1.26%	1.56%	1.55%	-3.18%	6.26%	-2.90%	4.57%	21.60%

Benchmark Metrics

** 2025 Nov 26 IRA proxies has an annualized alpha of 5.82%, beta of 0.68, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since June 13, 2014.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.59%) than losses (69.62%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.82% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.68 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 5.82%

Beta: 0.68

R²: 0.73

Upside Capture: 86.59%

Downside Capture: 69.62%

Expense Ratio

** 2025 Nov 26 IRA proxies has an expense ratio of 0.25%, 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.

DBC

Invesco DB Commodity Index Tracking Fund

IDV

iShares International Select Dividend ETF

GLD

SPDR Gold Shares

XLU

Utilities Select Sector SPDR Fund

VGT

Vanguard Information Technology ETF

XLE

State Street Energy Select Sector SPDR ETF

DGRO

iShares Core Dividend Growth ETF

SCHD

Schwab U.S. Dividend Equity ETF

VTV

Vanguard Value ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

Risk / Return Rank

2025 Nov 26 IRA proxies ranks 93 for risk / return — in the top 93% 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.

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	2.18	0.88	+1.30
Sortino ratio Return per unit of downside risk	2.94	1.37	+1.57
Omega ratio Gain probability vs. loss probability	1.46	1.21	+0.25
Calmar ratio Return relative to maximum drawdown	4.56	1.39	+3.17
Martin ratio Return relative to average drawdown	16.25	6.43	+9.82
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
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
XLU Utilities Select Sector SPDR Fund	62	1.27	1.73	1.24	2.24	5.38
BTC-USD Bitcoin	39	-0.43	-0.36	0.96	-1.14	-2.03
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
VTV Vanguard Value ETF	56	1.09	1.57	1.23	1.48	6.62
VIG Vanguard Dividend Appreciation ETF	43	0.84	1.28	1.19	1.24	5.41
DBC Invesco DB Commodity Index Tracking Fund	81	1.80	2.41	1.32	3.16	8.12
XLE State Street Energy Select Sector SPDR ETF	54	1.19	1.58	1.23	1.60	4.21
IDV iShares International Select Dividend ETF	96	2.89	3.59	1.59	4.17	18.36

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.

** 2025 Nov 26 IRA proxies Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.18
5-Year: 1.19
10-Year: 1.22
All Time: 1.02

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 1.00 to 1.69, 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 ** 2025 Nov 26 IRA proxies 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

** 2025 Nov 26 IRA proxies provided a 2.33% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.33%	2.54%	3.03%	3.10%	3.04%	2.50%	2.65%	2.69%	2.81%	2.25%	2.36%	2.59%
Portfolio components:
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
XLU Utilities Select Sector SPDR Fund	2.57%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%
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%
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%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
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%
VIG Vanguard Dividend Appreciation ETF	1.60%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%
DBC Invesco DB Commodity Index Tracking Fund	2.54%	3.33%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%	0.00%	0.00%	0.00%
XLE State Street Energy Select Sector SPDR ETF	2.52%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
IDV iShares International Select Dividend ETF	4.59%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%

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 ** 2025 Nov 26 IRA proxies. 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 ** 2025 Nov 26 IRA proxies was 31.59%, occurring on Mar 23, 2020. Recovery took 231 trading sessions.

The current 2025 Nov 26 IRA proxies drawdown is 3.51%**.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.59%	Feb 20, 2020	33	Mar 23, 2020	231	Nov 9, 2020	264
-21.08%	Dec 17, 2017	374	Dec 25, 2018	261	Sep 12, 2019	635
-18.49%	Apr 21, 2022	165	Oct 2, 2022	290	Jul 19, 2023	455
-17.28%	Jul 4, 2014	566	Jan 20, 2016	164	Jul 2, 2016	730
-10.32%	Apr 3, 2025	6	Apr 8, 2025	24	May 2, 2025	30

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 11 assets, with an effective number of assets of 8.24, 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	GLD	BTC-USD	DBC	XLU	XLE	VGT	IDV	SCHD	VIG	VTV	DGRO	Portfolio
Benchmark	1.00	0.01	0.18	0.28	0.39	0.50	0.90	0.68	0.80	0.92	0.87	0.90	0.80
GLD	0.01	1.00	0.09	0.23	0.13	0.06	0.01	0.19	0.02	0.03	0.01	-0.00	0.28
BTC-USD	0.18	0.09	1.00	0.06	0.04	0.05	0.15	0.13	0.10	0.12	0.11	0.11	0.42
DBC	0.28	0.23	0.06	1.00	0.07	0.58	0.18	0.35	0.27	0.21	0.28	0.24	0.42
XLU	0.39	0.13	0.04	0.07	1.00	0.19	0.22	0.32	0.42	0.45	0.42	0.45	0.42
XLE	0.50	0.06	0.05	0.58	0.19	1.00	0.29	0.50	0.58	0.43	0.60	0.52	0.57
VGT	0.90	0.01	0.15	0.18	0.22	0.29	1.00	0.51	0.56	0.70	0.59	0.65	0.59
IDV	0.68	0.19	0.13	0.35	0.32	0.50	0.51	1.00	0.64	0.62	0.66	0.65	0.76
SCHD	0.80	0.02	0.10	0.27	0.42	0.58	0.56	0.64	1.00	0.84	0.90	0.90	0.74
VIG	0.92	0.03	0.12	0.21	0.45	0.43	0.70	0.62	0.84	1.00	0.87	0.92	0.73
VTV	0.87	0.01	0.11	0.28	0.42	0.60	0.59	0.66	0.90	0.87	1.00	0.94	0.76
DGRO	0.90	-0.00	0.11	0.24	0.45	0.52	0.65	0.65	0.90	0.92	0.94	1.00	0.76
Portfolio	0.80	0.28	0.42	0.42	0.42	0.57	0.59	0.76	0.74	0.73	0.76	0.76	1.00

The correlation results are calculated based on daily price changes starting from Jun 13, 2014

** 2025 Nov 26 IRA proxies

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