David's Portfolio August 2024

Asset Allocation

Position	Category/Sector	Target Weight
DNN Denison Mines Corp	Energy	3%
FCEL FuelCell Energy, Inc.	Industrials	0.50%
PG The Procter & Gamble Company	Consumer Defensive	4%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Growth Equities	3%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	27%
URA Global X Uranium ETF	Commodity Producers Equities	2%
VGT Vanguard Information Technology ETF	Technology Equities	33.50%
VOO Vanguard S&P 500 ETF	S&P 500	27%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in David's Portfolio August 2024, 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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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 9, 2026, the David's Portfolio August 2024 returned 4.83% Year-To-Date and 17.23% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	2.51%	-0.19%	-0.92%	0.43%	36.13%	18.22%	10.44%	12.72%
Portfolio David's Portfolio August 2024	2.31%	0.21%	4.83%	4.40%	48.60%	20.73%	12.53%	17.23%
Portfolio components:
VOO Vanguard S&P 500 ETF	2.52%	-0.08%	-0.61%	1.02%	37.67%	19.83%	12.02%	14.63%
VGT Vanguard Information Technology ETF	2.87%	1.09%	-1.85%	-3.57%	57.81%	25.56%	14.88%	22.29%
SCHD Schwab U.S. Dividend Equity ETF	0.98%	0.33%	13.46%	15.67%	31.80%	12.37%	8.29%	12.43%
SCHA Schwab U.S. Small-Cap ETF	3.07%	3.87%	7.55%	8.80%	51.66%	16.06%	5.35%	10.58%
URA Global X Uranium ETF	7.19%	0.65%	20.29%	5.55%	165.81%	45.48%	25.49%	17.31%
DNN Denison Mines Corp	1.15%	-7.35%	32.71%	23.43%	206.96%	52.26%	24.93%	20.21%
PG The Procter & Gamble Company	2.55%	-6.65%	1.83%	-2.48%	-6.01%	0.91%	3.81%	8.63%
FCEL FuelCell Energy, Inc.	2.23%	-13.14%	-12.31%	-37.34%	63.73%	-55.29%	-55.66%	-44.52%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, David's Portfolio August 2024's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, your investment would double in approximately 4.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +15.5%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, David's Portfolio August 2024 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.7%, 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	5.04%	1.39%	-4.93%	3.53%									4.83%
2025	1.11%	-1.48%	-5.72%	-1.74%	7.10%	6.27%	2.24%	3.04%	4.40%	2.98%	-2.08%	0.25%	16.77%
2024	1.84%	3.10%	3.21%	-4.41%	5.69%	2.67%	1.50%	1.23%	2.04%	-0.11%	6.35%	-4.12%	20.06%
2023	6.82%	-2.25%	3.70%	0.16%	1.42%	6.45%	3.45%	-1.53%	-4.05%	-2.39%	9.63%	4.86%	28.42%
2022	-5.72%	-1.72%	3.25%	-8.40%	-0.02%	-8.79%	9.16%	-3.01%	-10.08%	8.52%	5.73%	-5.59%	-17.59%
2021	-0.58%	4.83%	4.55%	3.66%	1.37%	2.58%	1.65%	3.12%	-3.65%	6.93%	-0.07%	3.78%	31.55%

Benchmark Metrics

David's Portfolio August 2024 has an annualized alpha of 2.81%, beta of 1.02, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio captured 111.34% of S&P 500 Index gains but only 96.77% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 2.81% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.02 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: 2.81%

Beta: 1.02

R²: 0.96

Upside Capture: 111.34%

Downside Capture: 96.77%

Expense Ratio

David's Portfolio August 2024 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.

URA

Global X Uranium ETF

VGT

Vanguard Information Technology ETF

SCHD

Schwab U.S. Dividend Equity ETF

SCHA

Schwab U.S. Small-Cap ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

David's Portfolio August 2024 ranks 79 for risk / return — better than 79% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	2.81	2.19	+0.62
Sortino ratio Return per unit of downside risk	4.28	3.49	+0.78
Omega ratio Gain probability vs. loss probability	1.59	1.48	+0.11
Calmar ratio Return relative to maximum drawdown	5.22	3.70	+1.52
Martin ratio Return relative to average drawdown	20.54	16.45	+4.10
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
VOO Vanguard S&P 500 ETF	80	2.30	3.63	1.50	3.94	17.63
VGT Vanguard Information Technology ETF	69	2.29	3.31	1.44	3.36	10.72
SCHD Schwab U.S. Dividend Equity ETF	80	2.32	3.71	1.45	5.81	14.18
SCHA Schwab U.S. Small-Cap ETF	80	2.45	3.59	1.45	4.86	17.49
URA Global X Uranium ETF	83	3.42	3.70	1.46	5.58	13.13
DNN Denison Mines Corp	91	3.31	3.47	1.42	6.67	18.23
PG The Procter & Gamble Company	19	-0.33	-0.35	0.96	-0.52	-0.97
FCEL FuelCell Energy, Inc.	54	0.62	1.68	1.18	0.92	1.50

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.

David's Portfolio August 2024 Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

1-Year: 2.81
5-Year: 0.70
10-Year: 0.91
All Time: 0.91

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 2.13 to 2.98, 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 David's Portfolio August 2024 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

David's Portfolio August 2024 provided a 1.60% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.60%	1.72%	1.72%	1.82%	1.83%	1.54%	1.70%	1.85%	2.00%	1.72%	2.08%	2.02%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.15%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VGT Vanguard Information Technology ETF	0.41%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
SCHD Schwab U.S. Dividend Equity ETF	3.42%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHA Schwab U.S. Small-Cap ETF	1.11%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%
URA Global X Uranium ETF	4.06%	4.88%	2.86%	6.07%	0.76%	5.84%	1.69%	1.66%	0.44%	2.03%	7.28%	1.96%
DNN Denison Mines Corp	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PG The Procter & Gamble Company	2.92%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
FCEL FuelCell Energy, 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%

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 David's Portfolio August 2024. 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 David's Portfolio August 2024 was 33.06%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current David's Portfolio August 2024 drawdown is 2.63%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.06%	Feb 20, 2020	23	Mar 23, 2020	82	Jul 20, 2020	105
-25.29%	Dec 28, 2021	200	Oct 12, 2022	286	Dec 1, 2023	486
-21.46%	Dec 5, 2024	84	Apr 8, 2025	56	Jun 30, 2025	140
-19.62%	Oct 4, 2018	56	Dec 24, 2018	68	Apr 3, 2019	124
-15.18%	May 19, 2015	69	Aug 25, 2015	162	Apr 18, 2016	231

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 8 assets, with an effective number of assets of 3.82, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

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	PG	FCEL	DNN	URA	SCHD	VGT	SCHA	VOO	Portfolio
Benchmark	1.00	0.40	0.35	0.35	0.53	0.82	0.89	0.85	1.00	0.96
PG	0.40	1.00	0.04	0.07	0.15	0.52	0.26	0.27	0.40	0.39
FCEL	0.35	0.04	1.00	0.25	0.32	0.29	0.34	0.46	0.35	0.40
DNN	0.35	0.07	0.25	1.00	0.71	0.28	0.33	0.39	0.35	0.48
URA	0.53	0.15	0.32	0.71	1.00	0.43	0.48	0.54	0.53	0.62
SCHD	0.82	0.52	0.29	0.28	0.43	1.00	0.63	0.78	0.82	0.82
VGT	0.89	0.26	0.34	0.33	0.48	0.63	1.00	0.74	0.89	0.91
SCHA	0.85	0.27	0.46	0.39	0.54	0.78	0.74	1.00	0.85	0.85
VOO	1.00	0.40	0.35	0.35	0.53	0.82	0.89	0.85	1.00	0.96
Portfolio	0.96	0.39	0.40	0.48	0.62	0.82	0.91	0.85	0.96	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

David's Portfolio August 2024

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