May 14, 2025 Simple But Targeted

Asset Allocation

Position	Category/Sector	Target Weight
FNDF Schwab Fundamental International Large Company Index ETF	Foreign Large Cap Equities	2.50%
MTUM iShares MSCI USA Momentum Factor ETF	Large Cap Blend Equities	15%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	30%
REZ iShares Residential Real Estate ETF	REIT	1.35%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	4.10%
USMV iShares MSCI USA Minimum Volatility Factor ETF	Large Cap Blend Equities	15%
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	4.30%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	1.35%
VOO Vanguard S&P 500 ETF	S&P 500	10%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	13.90%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	2.50%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in May 14, 2025 Simple But Targeted, 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 Mar 2, 2016, corresponding to the inception date of VYMI

Returns By Period

As of Apr 2, 2026, the May 14, 2025 Simple But Targeted returned -1.67% Year-To-Date and 14.01% 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 May 14, 2025 Simple But Targeted	0.25%	-2.46%	-1.67%	-0.67%	16.83%	17.95%	10.83%	14.01%
Portfolio components:
VTI Vanguard Total Stock Market ETF	0.16%	-3.26%	-3.13%	-1.24%	17.86%	18.10%	10.66%	13.75%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
MTUM iShares MSCI USA Momentum Factor ETF	0.25%	-0.38%	-1.69%	-3.55%	20.25%	21.22%	9.74%	14.17%
USMV iShares MSCI USA Minimum Volatility Factor ETF	0.74%	-3.57%	-0.44%	-0.74%	1.12%	10.38%	7.75%	9.74%
VDC Vanguard Consumer Staples ETF	0.55%	-5.21%	7.09%	7.05%	4.82%	7.52%	7.37%	7.77%
REZ iShares Residential Real Estate ETF	1.60%	-4.87%	2.93%	2.11%	0.78%	9.26%	5.03%	5.77%
VGSH Vanguard Short-Term Treasury ETF	0.09%	-0.23%	0.34%	1.33%	3.82%	3.98%	1.80%	1.74%
STIP iShares 0-5 Year TIPS Bond ETF	0.18%	0.26%	1.11%	1.41%	4.14%	4.66%	3.51%	3.11%
FNDF Schwab Fundamental International Large Company Index ETF	-0.53%	-1.24%	8.87%	17.04%	40.55%	20.19%	12.57%	11.19%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 3, 2016, May 14, 2025 Simple But Targeted's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +11.5%, while the worst month was Mar 2020 at -10.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, May 14, 2025 Simple But Targeted closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.90%	0.26%	-4.86%	1.17%									-1.67%
2025	3.08%	-0.31%	-4.71%	0.79%	6.30%	4.01%	1.06%	1.68%	3.50%	1.47%	0.06%	-0.22%	17.56%
2024	1.94%	4.93%	2.50%	-3.91%	4.70%	3.63%	0.48%	2.62%	1.99%	-1.12%	5.25%	-2.44%	22.04%
2023	5.54%	-2.09%	4.58%	1.40%	0.71%	5.67%	2.80%	-1.30%	-4.19%	-1.87%	8.51%	4.60%	26.26%
2022	-6.36%	-2.97%	3.86%	-9.19%	-0.61%	-6.87%	7.96%	-3.69%	-8.45%	6.92%	5.24%	-5.52%	-19.73%
2021	-0.39%	0.80%	2.78%	4.99%	0.07%	2.94%	2.21%	2.96%	-4.41%	6.52%	-0.91%	3.08%	22.17%

Benchmark Metrics

May 14, 2025 Simple But Targeted has an annualized alpha of 2.43%, beta of 0.92, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since March 03, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.69%) than losses (86.54%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.43% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.92 and R² of 0.97, 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: 2.43%

Beta: 0.92

R²: 0.97

Upside Capture: 95.69%

Downside Capture: 86.54%

Expense Ratio

May 14, 2025 Simple But Targeted has an expense ratio of 0.13%, 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

REZ

iShares Residential Real Estate ETF

FNDF

Schwab Fundamental International Large Company Index ETF

QQQ

Invesco QQQ ETF

MTUM

iShares MSCI USA Momentum Factor ETF

USMV

iShares MSCI USA Minimum Volatility Factor ETF

VDC

Vanguard Consumer Staples ETF

VYMI

Vanguard International High Dividend Yield ETF

STIP

iShares 0-5 Year TIPS Bond ETF

VTI

Vanguard Total Stock Market ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

May 14, 2025 Simple But Targeted ranks 37 for risk / return — below 37% 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	1.01	0.88	+0.13
Sortino ratio Return per unit of downside risk	1.54	1.37	+0.18
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.61	1.39	+0.22
Martin ratio Return relative to average drawdown	7.86	6.43	+1.43
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
VTI Vanguard Total Stock Market ETF	54	0.94	1.47	1.22	1.53	7.16
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
MTUM iShares MSCI USA Momentum Factor ETF	51	0.89	1.36	1.20	1.78	6.63
USMV iShares MSCI USA Minimum Volatility Factor ETF	13	0.09	0.21	1.03	0.15	0.65
VDC Vanguard Consumer Staples ETF	20	0.35	0.61	1.07	0.51	1.24
REZ iShares Residential Real Estate ETF	12	0.05	0.18	1.02	0.07	0.21
VGSH Vanguard Short-Term Treasury ETF	96	2.67	4.30	1.58	4.26	16.01
STIP iShares 0-5 Year TIPS Bond ETF	94	2.26	3.46	1.49	4.28	14.52
FNDF Schwab Fundamental International Large Company Index ETF	93	2.33	3.04	1.46	3.68	14.10

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.

May 14, 2025 Simple But Targeted Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.01
5-Year: 0.69
10-Year: 0.84
All Time: 0.86

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 1.01 to 1.70, 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 May 14, 2025 Simple But Targeted 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

May 14, 2025 Simple But Targeted provided a 1.27% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.27%	1.30%	1.35%	1.52%	1.76%	1.18%	1.28%	1.61%	1.76%	1.46%	1.68%	1.47%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
MTUM iShares MSCI USA Momentum Factor ETF	0.80%	0.91%	0.75%	1.35%	1.80%	0.55%	0.83%	1.48%	1.27%	1.02%	1.43%	1.12%
USMV iShares MSCI USA Minimum Volatility Factor ETF	1.57%	1.49%	1.67%	1.82%	1.62%	1.26%	1.81%	1.88%	2.12%	1.77%	2.22%	2.02%
VDC Vanguard Consumer Staples ETF	2.14%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%
REZ iShares Residential Real Estate ETF	2.23%	2.74%	2.26%	2.94%	3.37%	1.81%	3.17%	2.90%	3.63%	3.57%	5.55%	3.18%
VGSH Vanguard Short-Term Treasury ETF	3.92%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%
STIP iShares 0-5 Year TIPS Bond ETF	3.42%	4.11%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%
FNDF Schwab Fundamental International Large Company Index ETF	3.16%	3.44%	4.01%	3.41%	3.10%	3.54%	2.17%	3.20%	3.47%	2.32%	2.42%	2.08%

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 May 14, 2025 Simple But Targeted. 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 May 14, 2025 Simple But Targeted was 30.26%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current May 14, 2025 Simple But Targeted drawdown is 4.62%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.26%	Feb 20, 2020	23	Mar 23, 2020	79	Jul 15, 2020	102
-25.18%	Dec 28, 2021	202	Oct 14, 2022	296	Dec 19, 2023	498
-17.79%	Oct 2, 2018	58	Dec 24, 2018	70	Apr 5, 2019	128
-16.72%	Feb 20, 2025	34	Apr 8, 2025	38	Jun 3, 2025	72
-9.36%	Jan 29, 2018	9	Feb 8, 2018	104	Jul 10, 2018	113

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 5.90, 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	VGSH	STIP	REZ	VDC	VYMI	FNDF	MTUM	QQQ	USMV	VTI	VOO	Portfolio
Benchmark	1.00	-0.10	0.09	0.44	0.55	0.73	0.74	0.85	0.91	0.81	0.99	1.00	0.98
VGSH	-0.10	1.00	0.60	0.17	0.06	-0.04	-0.04	-0.09	-0.08	0.02	-0.10	-0.10	-0.06
STIP	0.09	0.60	1.00	0.22	0.13	0.15	0.15	0.07	0.06	0.15	0.09	0.09	0.10
REZ	0.44	0.17	0.22	1.00	0.54	0.39	0.39	0.35	0.32	0.62	0.45	0.44	0.45
VDC	0.55	0.06	0.13	0.54	1.00	0.48	0.47	0.45	0.40	0.77	0.54	0.56	0.56
VYMI	0.73	-0.04	0.15	0.39	0.48	1.00	0.97	0.60	0.60	0.62	0.74	0.73	0.71
FNDF	0.74	-0.04	0.15	0.39	0.47	0.97	1.00	0.61	0.61	0.62	0.75	0.74	0.72
MTUM	0.85	-0.09	0.07	0.35	0.45	0.60	0.61	1.00	0.84	0.70	0.85	0.85	0.91
QQQ	0.91	-0.08	0.06	0.32	0.40	0.60	0.61	0.84	1.00	0.66	0.90	0.91	0.95
USMV	0.81	0.02	0.15	0.62	0.77	0.62	0.62	0.70	0.66	1.00	0.80	0.81	0.81
VTI	0.99	-0.10	0.09	0.45	0.54	0.74	0.75	0.85	0.90	0.80	1.00	0.99	0.97
VOO	1.00	-0.10	0.09	0.44	0.56	0.73	0.74	0.85	0.91	0.81	0.99	1.00	0.98
Portfolio	0.98	-0.06	0.10	0.45	0.56	0.71	0.72	0.91	0.95	0.81	0.97	0.98	1.00

The correlation results are calculated based on daily price changes starting from Mar 3, 2016

May 14, 2025 Simple But Targeted

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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