AA HI RISK STDDEV OPTIMIZED 3YR

Asset Allocation

Position	Category/Sector	Target Weight
MBB iShares MBS Bond ETF	Mortgage Backed Securities	1.18%
SCHI Schwab 5-10 Year Corporate Bond ETF	Corporate Bonds	1.18%
SCHR Schwab Intermediate-Term U.S. Treasury ETF	Government Bonds	1.18%
FLTR VanEck Vectors Investment Grade Floating Rate ETF	Corporate Bonds	1.18%
SPSB SPDR Portfolio Short Term Corporate Bond ETF	Corporate Bonds	1.18%
JMBS Janus Henderson Mortgage-Backed Securities ETF	Mortgage Backed Securities	1.18%
EBND SPDR Bloomberg Barclays Emerging Markets Local Bond ETF	Emerging Markets Bonds	1.18%
SPHY SPDR Portfolio High Yield Bond ETF	High Yield Bonds	1.18%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	1.18%
BKLN Invesco Senior Loan ETF	Bank Loan	1.18%
HYLB Xtrackers USD High Yield Corporate Bond ETF	High Yield Bonds	1.18%
EMLC VanEck Vectors J.P. Morgan EM Local Currency Bond ETF	Emerging Markets Bonds	1.18%
GLD SPDR Gold Shares	Gold, Precious Metals	1.18%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	1.18%
HDEF Xtrackers MSCI EAFE High Dividend Yield Equity ETF	Foreign Large Cap Equities, Dividend	1.18%
AAPL Apple Inc	Technology	1.18%
XOM Exxon Mobil Corporation	Energy	1.18%
MO Altria Group, Inc.	Consumer Defensive	1.18%
JEPIX JPMorgan Equity Premium Income Fund Class I	Derivative Income	1.18%
CVX Chevron Corporation	Energy	1.18%
HD The Home Depot, Inc.	Consumer Cyclical	1.18%
ABBV AbbVie Inc.	Healthcare	1.18%
GD General Dynamics Corporation		1.18%
MSFT Microsoft Corporation	Technology	1.18%
CSCO Cisco Systems, Inc.	Technology	1.18%
BTI British American Tobacco p.l.c.	Consumer Defensive	1.18%
JPM JPMorgan Chase & Co.	Financial Services	1.18%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	1.18%
RIO Rio Tinto Group	Basic Materials	1.18%
VZ Verizon Communications Inc.	Communication Services	1.18%
SPG Simon Property Group, Inc.	Real Estate	1.18%
SHEL Shell plc	Energy	1.18%
LMT Lockheed Martin Corporation	Industrials	1.18%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	1.18%
BHP BHP Group	Basic Materials	1.18%
GOOGL Alphabet Inc. Class A	Communication Services	1.18%
NVS Novartis AG	Healthcare	1.18%
DUK Duke Energy Corporation	Utilities	1.18%
AVGO Broadcom Inc.	Technology	1.18%
KO The Coca-Cola Company	Consumer Defensive	1.18%
IBM International Business Machines Corporation	Technology	1.18%
ORCL Oracle Corporation	Technology	1.18%
BLW BlackRock Limited Duration Income Trust	Financial Services	1.18%
GPC Genuine Parts Company	Consumer Cyclical	1.18%
LVHI Franklin International Low Volatility High Dividend Index ETF	Volatility Hedged Equity, Dividend	1.18%
MDT Medtronic plc	Healthcare	1.18%
WMT Walmart Inc.	Consumer Defensive	1.18%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	1.18%
NVDA NVIDIA Corporation	Technology	1.18%
RHHBY Roche Holding AG	Healthcare	1.18%
T AT&T Inc.	Communication Services	1.18%
MET MetLife, Inc.	Financial Services	1.18%
GLW Corning Incorporated	Technology	1.18%
SBAC SBA Communications Corporation	Real Estate	1.18%
EELV Invesco S&P Emerging Markets Low Volatility ETF	Volatility Hedged Equity	1.18%
OLP One Liberty Properties, Inc.	Real Estate	1.18%
PFE Pfizer Inc.	Healthcare	1.18%
CVS CVS Health Corporation	Healthcare	1.18%
SNY Sanofi	Healthcare	1.18%
KR The Kroger Co.	Consumer Defensive	1.18%
EQNR Equinor ASA	Energy	1.18%
VIG Vanguard Dividend Appreciation ETF	Dividend	1.18%
ADP Automatic Data Processing, Inc.	Industrials	1.18%
BEP Brookfield Renewable Partners L.P.	Utilities	1.18%
VOD Vodafone Group Plc	Communication Services	1.18%
SYY Sysco Corporation	Consumer Defensive	1.18%
AMLP Alerian MLP ETF	MLPs	1.18%
FOXA Fox Corporation	Communication Services	1.18%
RVT Royce Value Trust Inc.	Financial Services	1.18%
TD The Toronto-Dominion Bank	Financial Services	1.18%
CL Colgate-Palmolive Company	Consumer Defensive	1.18%
ZURVY Zurich Insurance Group Ltd	Financial Services	1.18%
NEE NextEra Energy, Inc.	Utilities	1.18%
AMT American Tower Corporation	Real Estate	1.18%
ADM Archer-Daniels-Midland Company	Consumer Defensive	1.18%
TEF Telefónica, S.A.	Communication Services	1.18%
CLX The Clorox Company	Consumer Defensive	1.18%
CII BlackRock Enhanced Large Cap Core Fund	Derivative Income	1.18%
WBD Warner Bros. Discovery, Inc.	Communication Services	1.18%
VWELX Vanguard Wellington Fund Investor Shares	Diversified Portfolio	1.18%
FPEI First Trust Institutional Preferred Securities & Income ETF	Preferred Stock/Convertible Bonds	1.18%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	1.18%
SCHH Schwab US REIT ETF	REIT	1.18%
HAUZ Xtrackers International Real Estate ETF	REIT	1.18%
REET iShares Global REIT ETF	REIT	1.18%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AA HI RISK STDDEV OPTIMIZED 3YR, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio AA HI RISK STDDEV OPTIMIZED 3YR	-0.99%	0.72%	10.34%	11.02%	24.37%	18.28%	11.66%	—
Portfolio components:
AAPL Apple Inc	-1.25%	4.88%	13.26%	10.45%	51.31%	20.25%	20.16%	29.85%
ABBV AbbVie Inc.	1.02%	12.74%	1.08%	2.16%	23.60%	23.16%	19.52%	18.45%
ADM Archer-Daniels-Midland Company	-2.94%	4.88%	42.75%	39.07%	76.02%	7.28%	6.26%	9.55%
ADP Automatic Data Processing, Inc.	0.28%	8.90%	-9.08%	-10.03%	-27.24%	4.66%	5.48%	12.74%
AMLP Alerian MLP ETF	-0.90%	1.19%	16.71%	14.37%	17.34%	20.21%	16.98%	6.58%
AMT American Tower Corporation	0.11%	9.96%	11.67%	10.68%	-5.30%	4.43%	-3.16%	8.74%
AVGO Broadcom Inc.	-7.92%	-10.30%	11.68%	-0.76%	57.48%	71.92%	55.10%	40.58%
BEP Brookfield Renewable Partners L.P.	-0.27%	8.46%	38.52%	31.69%	60.32%	10.65%	3.51%	14.55%
BHP BHP Group	-6.83%	-2.36%	39.72%	43.33%	73.88%	17.50%	14.03%	20.91%
BKLN Invesco Senior Loan ETF	-0.20%	-0.43%	-0.04%	0.65%	4.39%	7.54%	5.09%	4.25%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 11, 2019, AA HI RISK STDDEV OPTIMIZED 3YR's average daily return is +0.05%, while the average monthly return is +1.09%. At this rate, an investment would double in approximately 5.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +11.3%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, AA HI RISK STDDEV OPTIMIZED 3YR closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -9.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.34%	3.77%	-3.36%	4.33%	1.81%	-0.73%							10.34%
2025	2.67%	2.52%	-0.30%	-0.64%	3.09%	3.34%	1.10%	3.20%	2.88%	0.26%	1.74%	0.34%	22.06%
2024	0.15%	0.76%	3.96%	-2.98%	4.42%	0.56%	4.32%	2.85%	2.86%	-2.65%	3.03%	-3.49%	14.19%
2023	4.35%	-2.38%	1.80%	1.11%	-3.59%	4.37%	2.52%	-1.73%	-3.45%	-1.88%	6.25%	3.82%	11.08%
2022	-0.54%	-0.32%	3.04%	-4.86%	1.80%	-6.08%	4.30%	-2.83%	-8.39%	7.26%	6.22%	-2.93%	-4.59%
2021	0.34%	2.93%	4.15%	3.18%	1.70%	0.55%	1.18%	1.81%	-3.33%	3.32%	-1.17%	5.54%	21.81%

Benchmark Metrics

AA HI RISK STDDEV OPTIMIZED 3YR has an annualized alpha of 3.06%, beta of 0.66, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since October 11, 2019.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.19%) than losses (67.54%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.66 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: 3.06%

Beta: 0.66

R²: 0.83

Upside Capture: 69.19%

Downside Capture: 67.54%

Expense Ratio

AA HI RISK STDDEV OPTIMIZED 3YR has an expense ratio of 0.10%, 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.

Top 10 holdings

CII

BlackRock Enhanced Large Cap Core Fund

AMLP

Alerian MLP ETF

FPEI

First Trust Institutional Preferred Securities & Income ETF

BKLN

Invesco Senior Loan ETF

JEPIX

JPMorgan Equity Premium Income Fund Class I

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

PFF

iShares Preferred and Income Securities ETF

LVHI

Franklin International Low Volatility High Dividend Index ETF

GLD

SPDR Gold Shares

JMBS

Janus Henderson Mortgage-Backed Securities ETF

Return for Risk

Risk / Return Rank

AA HI RISK STDDEV OPTIMIZED 3YR ranks 89 for risk / return — in the top 89% 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

The table below presents risk-adjusted performance metrics for AA HI RISK STDDEV OPTIMIZED 3YR and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.27	2.01	+1.26
Sortino ratioReturn per unit of downside risk	4.66	2.71	+1.94
Omega ratioGain probability vs. loss probability	1.62	1.36	+0.25
Calmar ratioReturn relative to maximum drawdown	4.71	2.69	+2.03
Martin ratioReturn relative to average drawdown	20.17	12.34	+7.82
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	90	2.42	3.39	1.43	3.92	9.86
ABBV AbbVie Inc.	69	1.04	1.57	1.20	1.46	3.27
ADM Archer-Daniels-Midland Company	94	2.88	3.73	1.45	6.11	17.02
ADP Automatic Data Processing, Inc.	9	-1.12	-1.60	0.81	-0.67	-1.19
AMLP Alerian MLP ETF	48	1.59	2.22	1.27	2.10	6.93
AMT American Tower Corporation	30	-0.29	-0.25	0.97	-0.26	-0.38
AVGO Broadcom Inc.	72	1.10	1.67	1.22	1.74	4.15
BEP Brookfield Renewable Partners L.P.	88	2.08	2.80	1.36	4.31	9.87
BHP BHP Group	89	2.32	2.88	1.36	3.71	13.71
BKLN Invesco Senior Loan ETF	53	1.71	2.52	1.40	1.53	6.04

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.

AA HI RISK STDDEV OPTIMIZED 3YR Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.27
5-Year: 1.07
All Time: 0.90

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 1.64 to 2.53, 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 AA HI RISK STDDEV OPTIMIZED 3YR 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

AA HI RISK STDDEV OPTIMIZED 3YR provided a 4.01% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.01%	4.18%	4.39%	4.34%	4.26%	3.54%	3.82%	3.69%	3.93%	3.17%	3.22%	3.29%
Portfolio components:
AAPL Apple Inc	0.34%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
ABBV AbbVie Inc.	2.97%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
ADM Archer-Daniels-Midland Company	2.55%	3.55%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%
ADP Automatic Data Processing, Inc.	2.79%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
AMLP Alerian MLP ETF	7.62%	8.36%	7.70%	7.86%	7.70%	8.55%	12.31%	9.12%	9.29%	7.97%	8.09%	9.84%
AMT American Tower Corporation	3.55%	3.87%	3.53%	2.99%	2.77%	1.78%	2.02%	1.64%	1.99%	1.84%	2.05%	1.87%
AVGO Broadcom Inc.	0.64%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
BEP Brookfield Renewable Partners L.P.	4.19%	5.53%	6.23%	5.14%	5.05%	4.42%	2.68%	4.42%	7.57%	5.36%	5.99%	6.34%
BHP BHP Group	3.22%	3.64%	5.98%	4.98%	22.44%	9.98%	3.67%	8.59%	4.89%	3.61%	1.68%	9.38%
BKLN Invesco Senior Loan ETF	6.63%	6.95%	8.41%	8.59%	4.93%	3.11%	3.56%	4.86%	4.52%	3.50%	4.54%	4.12%

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 AA HI RISK STDDEV OPTIMIZED 3YR. 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 AA HI RISK STDDEV OPTIMIZED 3YR was 30.94%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

The current AA HI RISK STDDEV OPTIMIZED 3YR drawdown is 1.21%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.94%Mar 2020	1mo 2d	7mo 25d	8mo 27dFeb 2020 - Nov 2020
Bear market2022	-16.48%Oct 2022	6mo 4d	9mo 17d	1y 3moApr 2022 - Jul 2023
2025 selloff2025	-9.44%Apr 2025	29d	1mo 7d	2mo 6dMar 2025 - May 2025
2023 pullback2023	-8.47%Oct 2023	3mo 2d	1mo 17d	4mo 19dJul 2023 - Dec 2023
2026 pullback2026	-5.29%Mar 2026	17d	28d	1mo 15dMar 2026 - Apr 2026

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 85 assets, with an effective number of assets of 85.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.70	2.13	1.91	1.63

The portfolio has a diversification ratio of 1.63, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

AA HI RISK STDDEV OPTIMIZED 3YR correlation to the S&P 500 Index

AA HI RISK STDDEV OPTIMIZED 3YR has a 0.67 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	0.67
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019	0.84

Benchmark Correlations

Correlation vs. S&P 500 Index. VWELX has the highest benchmark correlation at 0.96, while SCHR has the lowest at 0.00.

SCHR

0.00

0.08

0.12

0.16

0.16

0.17

0.22

0.22

0.22

0.24

0.25

0.26

0.27

0.27

0.28

0.29

0.29

0.31

0.31

0.31

0.31

0.32

0.33

0.33

0.34

0.34

0.34

0.35

0.35

0.36

0.37

0.37

0.41

0.41

0.42

0.43

0.43

0.44

0.44

0.44

0.45

0.45

0.45

0.46

0.47

0.50

0.51

0.51

0.52

0.52

0.53

0.57

0.58

0.58

0.59

0.60

0.60

0.61

0.62

0.62

0.62

0.63

0.64

0.64

0.64

0.65

0.67

0.69

0.70

0.70

0.71

0.72

0.73

0.73

0.73

0.74

0.76

0.77

0.79

0.79

0.91

0.96

Portfolio Correlations

Correlation vs. AA HI RISK STDDEV OPTIMIZED 3YR. VIG has the highest portfolio correlation at 0.89, while SCHR has the lowest at 0.09.

SCHR

0.09

FLTR

0.21

GLD

0.22

0.23

0.24

0.24

0.27

0.28

0.34

0.37

0.40

0.40

0.41

0.42

0.42

0.43

0.43

0.44

0.44

0.45

0.46

0.46

0.46

0.46

0.47

0.48

0.48

0.48

0.49

0.49

0.49

0.50

0.50

0.50

0.50

0.51

0.52

0.52

0.52

0.53

0.53

0.53

0.54

0.54

0.54

0.57

0.57

0.58

0.58

0.58

0.58

0.58

0.59

0.59

0.60

0.61

0.62

0.63

0.63

0.63

0.64

0.65

0.66

0.67

0.68

0.69

0.69

0.70

0.72

0.72

0.73

0.75

0.75

0.77

0.78

0.79

0.82

0.84

0.84

0.85

0.89

0.89

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Oct 11, 2019

Diversification Analysis

Find what AA HI RISK STDDEV OPTIMIZED 3YR is missing

See which holdings overlap, where AA HI RISK STDDEV OPTIMIZED 3YR is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification