Stable Core Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
AVGO Broadcom Inc.	Technology	5.35%
EQIX Equinix, Inc.	Real Estate	4.50%
LMT Lockheed Martin Corporation	Industrials	5.55%
MRK Merck & Co., Inc.	Healthcare	2.50%
MSFT Microsoft Corporation	Technology	6.30%
PGR The Progressive Corporation	Financial Services	7.40%
RTX Raytheon Technologies Corporation	Industrials	1.25%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	6%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	2.75%
UNH UnitedHealth Group Incorporated	Healthcare	8.40%
VOO Vanguard S&P 500 ETF	S&P 500	50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stable Core Portfolio, 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 3, 2026, the Stable Core Portfolio returned -0.94% Year-To-Date and 17.66% 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 Stable Core Portfolio	0.38%	-3.42%	-0.94%	-0.31%	15.36%	18.54%	14.57%	17.66%
Portfolio components:
MRK Merck & Co., Inc.	0.02%	1.62%	15.68%	37.20%	44.64%	6.77%	13.97%	12.22%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
EQIX Equinix, Inc.	0.44%	2.92%	31.28%	30.98%	23.09%	14.49%	10.22%	13.80%
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
UNH UnitedHealth Group Incorporated	1.20%	-3.39%	-15.36%	-20.48%	-45.51%	-15.89%	-3.82%	9.69%
AVGO Broadcom Inc.	0.34%	0.44%	-8.93%	-6.61%	84.26%	72.07%	48.84%	38.50%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.72%	-3.72%	11.88%	18.31%	101.39%	56.27%	24.16%	32.63%
RTX Raytheon Technologies Corporation	0.77%	-4.99%	7.34%	18.61%	49.85%	27.70%	23.21%	16.59%
PGR The Progressive Corporation	1.03%	-8.44%	-8.77%	-14.68%	-26.04%	13.80%	18.00%	22.03%
LMT Lockheed Martin Corporation	0.83%	-6.74%	29.44%	26.33%	41.28%	11.53%	13.95%	13.73%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, Stable Core Portfolio's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, your investment would double in approximately 3.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +12.5%, while the worst month was Sep 2022 at -8.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Stable Core Portfolio closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.3%, while the worst single day was Mar 16, 2020 at -12.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.55%	1.64%	-4.96%	0.99%									-0.94%
2025	1.97%	-1.88%	-3.79%	-1.13%	4.76%	4.12%	-0.74%	3.44%	4.70%	1.03%	0.53%	-0.27%	13.02%
2024	2.62%	4.65%	3.35%	-3.46%	4.15%	3.86%	2.91%	3.77%	2.04%	-1.76%	4.88%	-2.19%	27.30%
2023	4.49%	-1.70%	3.70%	0.95%	1.63%	5.16%	1.72%	-1.21%	-3.82%	1.50%	7.59%	3.53%	25.58%
2022	-3.79%	-1.59%	4.28%	-6.76%	1.26%	-6.28%	6.57%	-3.42%	-8.48%	8.42%	6.82%	-4.06%	-8.55%
2021	-1.38%	1.56%	5.59%	4.55%	1.14%	2.01%	1.62%	2.33%	-4.69%	7.87%	-1.23%	6.83%	28.70%

Benchmark Metrics

Stable Core Portfolio has an annualized alpha of 6.35%, beta of 0.94, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

This portfolio captured 108.29% of S&P 500 Index gains but only 76.81% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 6.35% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R² of 0.95, 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: 6.35%

Beta: 0.94

R²: 0.95

Upside Capture: 108.29%

Downside Capture: 76.81%

Expense Ratio

Stable Core Portfolio has an expense ratio of 0.02%, 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.

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Stable Core Portfolio ranks 30 for risk / return — below 30% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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	0.94	0.88	+0.06
Sortino ratio Return per unit of downside risk	1.44	1.37	+0.08
Omega ratio Gain probability vs. loss probability	1.21	1.21	0.00
Calmar ratio Return relative to maximum drawdown	1.73	1.39	+0.34
Martin ratio Return relative to average drawdown	7.03	6.43	+0.60
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
MRK Merck & Co., Inc.	82	1.55	2.20	1.28	2.89	7.69
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
EQIX Equinix, Inc.	64	0.83	1.30	1.19	1.29	2.29
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
UNH UnitedHealth Group Incorporated	11	-0.89	-1.09	0.82	-0.76	-1.00
AVGO Broadcom Inc.	84	1.76	2.49	1.32	3.08	7.50
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.64	3.23	1.41	5.70	18.99
RTX Raytheon Technologies Corporation	87	1.79	2.31	1.36	3.44	14.23
PGR The Progressive Corporation	6	-1.04	-1.35	0.83	-0.91	-1.47
LMT Lockheed Martin Corporation	81	1.55	1.99	1.29	2.74	7.01

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.

Stable Core Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 0.94
5-Year: 0.96
10-Year: 1.03
All Time: 1.15

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 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Stable Core Portfolio 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

Stable Core Portfolio provided a 2.02% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.02%	1.64%	1.47%	1.59%	1.78%	1.89%	2.10%	2.18%	2.23%	1.85%	2.13%	2.34%
Portfolio components:
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
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%
EQIX Equinix, Inc.	1.92%	2.45%	1.81%	1.80%	1.89%	1.36%	1.49%	1.69%	2.59%	1.77%	1.96%	5.86%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
UNH UnitedHealth Group Incorporated	3.19%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
AVGO Broadcom Inc.	0.79%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.98%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
RTX Raytheon Technologies Corporation	1.39%	1.46%	2.14%	2.76%	2.14%	2.33%	21.21%	1.96%	2.66%	2.13%	2.39%	2.66%
PGR The Progressive Corporation	7.17%	2.15%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%
LMT Lockheed Martin Corporation	2.17%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%

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 Stable Core Portfolio. 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 Stable Core Portfolio was 31.74%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.

The current Stable Core Portfolio drawdown is 4.30%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.74%	Feb 13, 2020	27	Mar 23, 2020	83	Jul 21, 2020	110
-18.58%	Dec 30, 2021	200	Oct 14, 2022	157	Jun 1, 2023	357
-18.05%	Oct 3, 2018	57	Dec 24, 2018	59	Mar 21, 2019	116
-15.14%	Jan 24, 2025	52	Apr 8, 2025	57	Jul 1, 2025	109
-11.41%	Jul 21, 2015	26	Aug 25, 2015	42	Oct 23, 2015	68

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 3.58, 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	MRK	EQIX	UNH	LMT	PGR	TSM	AVGO	RTX	MSFT	SCHD	VOO	Portfolio
Benchmark	1.00	0.39	0.48	0.45	0.41	0.44	0.59	0.64	0.57	0.71	0.82	1.00	0.95
MRK	0.39	1.00	0.26	0.34	0.30	0.33	0.12	0.16	0.29	0.24	0.46	0.39	0.43
EQIX	0.48	0.26	1.00	0.26	0.24	0.26	0.29	0.32	0.27	0.38	0.40	0.48	0.53
UNH	0.45	0.34	0.26	1.00	0.32	0.33	0.20	0.23	0.33	0.30	0.45	0.45	0.56
LMT	0.41	0.30	0.24	0.32	1.00	0.36	0.18	0.21	0.56	0.25	0.50	0.41	0.49
PGR	0.44	0.33	0.26	0.33	0.36	1.00	0.17	0.22	0.39	0.30	0.49	0.45	0.53
TSM	0.59	0.12	0.29	0.20	0.18	0.17	1.00	0.56	0.29	0.46	0.44	0.59	0.59
AVGO	0.64	0.16	0.32	0.23	0.21	0.22	0.56	1.00	0.34	0.51	0.46	0.63	0.68
RTX	0.57	0.29	0.27	0.33	0.56	0.39	0.29	0.34	1.00	0.35	0.63	0.57	0.59
MSFT	0.71	0.24	0.38	0.30	0.25	0.30	0.46	0.51	0.35	1.00	0.50	0.71	0.72
SCHD	0.82	0.46	0.40	0.45	0.50	0.49	0.44	0.46	0.63	0.50	1.00	0.82	0.82
VOO	1.00	0.39	0.48	0.45	0.41	0.45	0.59	0.63	0.57	0.71	0.82	1.00	0.95
Portfolio	0.95	0.43	0.53	0.56	0.49	0.53	0.59	0.68	0.59	0.72	0.82	0.95	1.00

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

Stable Core Portfolio

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