DVTST 2-22-2026 SET GOAL

Asset Allocation

Position	Category/Sector	Target Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	10%
BNDX Vanguard Total International Bond ETF	Global Bonds	10%
ICSH iShares Ultra Short Duration Bond Active ETF	Ultrashort Bond	10%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	10%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Derivative Income	10%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	10%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	10%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	15%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	15%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DVTST 2-22-2026 SET GOAL, 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 May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

	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 DVTST 2-22-2026 SET GOAL	0.04%	-1.44%	2.15%	4.74%	15.95%	12.13%	—	—
Portfolio components:
VXUS Vanguard Total International Stock ETF	-0.68%	-2.51%	2.81%	6.58%	28.04%	15.41%	7.43%	9.01%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.55%	-0.08%	0.10%	2.63%	3.79%	0.18%	1.74%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
VTI Vanguard Total Stock Market ETF	0.16%	-3.26%	-3.13%	-1.24%	17.86%	18.10%	10.66%	13.75%
BND Vanguard Total Bond Market ETF	0.22%	-0.98%	0.31%	0.85%	4.27%	3.53%	0.30%	1.70%
SCHP Schwab U.S. TIPS ETF	0.45%	-0.60%	0.82%	0.63%	3.42%	3.21%	1.46%	2.60%
ICSH iShares Ultra Short Duration Bond Active ETF	0.06%	0.20%	0.85%	1.93%	4.51%	5.23%	3.57%	2.72%
IDV iShares International Select Dividend ETF	0.30%	0.77%	8.93%	19.54%	44.88%	22.73%	12.82%	10.28%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.13%	-1.64%	-1.76%	2.43%	19.67%	19.59%	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since May 5, 2022, DVTST 2-22-2026 SET GOAL's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2022 with a return of +6.3%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DVTST 2-22-2026 SET GOAL closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +4.6%, while the worst single day was Apr 4, 2025 at -3.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.91%	2.43%	-3.50%	0.42%									2.15%
2025	1.95%	1.06%	-0.97%	0.22%	2.56%	2.87%	0.54%	2.54%	1.67%	1.19%	0.85%	0.80%	16.31%
2024	0.07%	1.56%	2.33%	-2.39%	3.07%	0.53%	2.22%	1.71%	1.78%	-1.71%	2.41%	-2.19%	9.58%
2023	4.70%	-2.38%	2.24%	0.97%	-1.29%	2.83%	2.30%	-1.61%	-2.73%	-1.80%	5.95%	4.11%	13.57%
2022					-1.06%	-5.69%	4.36%	-3.44%	-7.06%	3.91%	6.29%	-2.47%	-5.86%

Benchmark Metrics

DVTST 2-22-2026 SET GOAL has an annualized alpha of 2.66%, beta of 0.51, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since May 05, 2022.

This portfolio participated in 58.40% of S&P 500 Index downside but only 57.37% of its upside — more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.66% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.51 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: 2.66%

Beta: 0.51

R²: 0.86

Upside Capture: 57.37%

Downside Capture: 58.40%

Expense Ratio

DVTST 2-22-2026 SET GOAL 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.

IDV

iShares International Select Dividend ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

ICSH

iShares Ultra Short Duration Bond Active ETF

BNDX

Vanguard Total International Bond ETF

SCHD

Schwab U.S. Dividend Equity ETF

VXUS

Vanguard Total International Stock ETF

SCHP

Schwab U.S. TIPS ETF

VTI

Vanguard Total Stock Market ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

DVTST 2-22-2026 SET GOAL ranks 76 for risk / return — better than 76% 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	1.67	0.88	+0.79
Sortino ratio Return per unit of downside risk	2.39	1.37	+1.02
Omega ratio Gain probability vs. loss probability	1.37	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	2.24	1.39	+0.85
Martin ratio Return relative to average drawdown	10.75	6.43	+4.32
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
VXUS Vanguard Total International Stock ETF	80	1.63	2.25	1.33	2.52	9.49
BNDX Vanguard Total International Bond ETF	34	0.82	1.15	1.15	0.89	3.55
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
VTI Vanguard Total Stock Market ETF	54	0.94	1.47	1.22	1.53	7.16
BND Vanguard Total Bond Market ETF	48	1.00	1.42	1.18	1.71	4.64
SCHP Schwab U.S. TIPS ETF	36	0.84	1.17	1.15	1.19	3.52
ICSH iShares Ultra Short Duration Bond Active ETF	100	11.08	26.38	6.68	45.39	285.14
IDV iShares International Select Dividend ETF	96	2.89	3.59	1.59	4.17	18.36
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	63	1.07	1.63	1.26	1.75	8.55

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.

DVTST 2-22-2026 SET GOAL Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.67
All Time: 0.94

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 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 DVTST 2-22-2026 SET GOAL 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

DVTST 2-22-2026 SET GOAL provided a 4.18% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.18%	4.26%	4.28%	4.24%	4.03%	2.57%	1.98%	2.61%	2.71%	2.19%	2.15%	2.03%
Portfolio components:
VXUS Vanguard Total International Stock ETF	2.95%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
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%
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%
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
SCHP Schwab U.S. TIPS ETF	3.70%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
ICSH iShares Ultra Short Duration Bond Active ETF	4.42%	4.55%	5.24%	4.78%	1.66%	0.42%	1.21%	2.61%	2.20%	1.36%	0.88%	0.54%
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%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.12%	10.53%	9.65%	10.03%	9.44%	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 DVTST 2-22-2026 SET GOAL. 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 DVTST 2-22-2026 SET GOAL was 12.91%, occurring on Oct 12, 2022. Recovery took 166 trading sessions.

The current DVTST 2-22-2026 SET GOAL drawdown is 3.24%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.91%	May 5, 2022	111	Oct 12, 2022	166	Jun 12, 2023	277
-8.27%	Feb 21, 2025	33	Apr 8, 2025	23	May 12, 2025	56
-6.8%	Aug 1, 2023	63	Oct 27, 2023	24	Dec 1, 2023	87
-5.33%	Feb 26, 2026	22	Mar 27, 2026	—	—	—
-3.64%	Jul 17, 2024	16	Aug 7, 2024	8	Aug 19, 2024	24

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 9 assets, with an effective number of assets of 8.70, 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	ICSH	BNDX	SCHP	BND	SCHD	JEPQ	IDV	VXUS	VTI	Portfolio
Benchmark	1.00	0.10	0.19	0.21	0.21	0.69	0.93	0.60	0.76	0.99	0.90
ICSH	0.10	1.00	0.45	0.46	0.53	0.12	0.07	0.18	0.18	0.11	0.23
BNDX	0.19	0.45	1.00	0.70	0.82	0.17	0.16	0.22	0.24	0.20	0.36
SCHP	0.21	0.46	0.70	1.00	0.85	0.23	0.17	0.29	0.27	0.22	0.40
BND	0.21	0.53	0.82	0.85	1.00	0.20	0.17	0.28	0.28	0.22	0.41
SCHD	0.69	0.12	0.17	0.23	0.20	1.00	0.50	0.63	0.63	0.71	0.77
JEPQ	0.93	0.07	0.16	0.17	0.17	0.50	1.00	0.49	0.69	0.91	0.80
IDV	0.60	0.18	0.22	0.29	0.28	0.63	0.49	1.00	0.87	0.61	0.82
VXUS	0.76	0.18	0.24	0.27	0.28	0.63	0.69	0.87	1.00	0.78	0.92
VTI	0.99	0.11	0.20	0.22	0.22	0.71	0.91	0.61	0.78	1.00	0.91
Portfolio	0.90	0.23	0.36	0.40	0.41	0.77	0.80	0.82	0.92	0.91	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2022

DVTST 2-22-2026 SET GOAL

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