Test

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Test

Currency in USD · Last updated May 20, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ACN Accenture plc	Technology	3.34%
COIN Coinbase Global, Inc.	Technology	0.04%
DBLTX DoubleLine Total Return Bond Fund Class I	Total Bond Market	2.28%
DEM WisdomTree Emerging Markets Equity Income Fund	Emerging Markets Equities	0.24%
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund	Small Cap Blend Equities, Dividend	1.46%
FNDB Schwab Fundamental U.S. Broad Market Index ETF	Large Cap Blend Equities	2.65%
FXAIX Fidelity 500 Index Fund	Large Cap Blend Equities	0.42%
IXUS iShares Core MSCI Total International Stock ETF	Foreign Large Cap Equities	3.30%
LMT Lockheed Martin Corporation	Industrials	0.52%
PLTR Palantir Technologies Inc.	Technology	18.84%
QQQ Invesco QQQ	Large Cap Blend Equities	0.60%
TFLO iShares Treasury Floating Rate Bond ETF	Government Bonds	23.68%
VBK Vanguard Small-Cap Growth ETF	Small Cap Blend Equities	0.33%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	34.08%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	8.22%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.39%	12.89%	1.19%	12.45%	14.95%	10.86%
Test	13.79%	13.62%	21.20%	60.36%	N/A	N/A
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.39%	13.16%	1.13%	13.13%	16.07%	12.16%
VXUS Vanguard Total International Stock ETF	13.59%	8.84%	11.98%	10.79%	10.95%	5.32%
DEM WisdomTree Emerging Markets Equity Income Fund	9.99%	8.17%	7.86%	4.23%	10.96%	4.65%
ACN Accenture plc	-8.37%	13.12%	-8.63%	7.08%	12.00%	14.59%
COIN Coinbase Global, Inc.	6.32%	50.83%	-18.87%	27.16%	N/A	N/A
PLTR Palantir Technologies Inc.	67.04%	34.71%	106.22%	480.56%	N/A	N/A
IXUS iShares Core MSCI Total International Stock ETF	13.67%	9.08%	12.19%	10.80%	10.89%	5.36%
TFLO iShares Treasury Floating Rate Bond ETF	1.64%	0.37%	2.25%	4.79%	2.79%	1.95%
FNDB Schwab Fundamental U.S. Broad Market Index ETF	1.29%	9.27%	-1.49%	8.12%	17.38%	10.94%
DBLTX DoubleLine Total Return Bond Fund Class I	2.41%	0.04%	2.45%	6.32%	0.14%	1.61%
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund	-7.82%	10.56%	-11.89%	-2.55%	14.11%	7.23%
VBK Vanguard Small-Cap Growth ETF	-3.39%	14.22%	-4.05%	6.39%	8.21%	7.93%
FXAIX Fidelity 500 Index Fund	2.20%	13.03%	2.16%	14.29%	16.77%	12.69%
LMT Lockheed Martin Corporation	-1.93%	1.94%	-9.68%	4.13%	8.35%	12.36%
QQQ Invesco QQQ	2.26%	17.54%	4.72%	16.26%	18.41%	17.72%

*Annualized

Monthly Returns

The table below presents the monthly returns of Test, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.69%	-0.19%	-2.52%	7.38%	5.03%								13.79%
2024	-0.80%	12.41%	-0.19%	-3.23%	2.08%	4.22%	2.95%	4.63%	5.22%	1.31%	15.78%	2.45%	56.08%
2023	8.17%	-1.36%	3.15%	-0.96%	16.04%	4.16%	7.70%	-6.67%	-1.24%	-2.89%	11.73%	-0.03%	41.90%
2022	-7.65%	-3.62%	3.52%	-9.22%	-2.44%	-4.10%	7.15%	-7.27%	-4.65%	5.78%	1.06%	-5.40%	-25.00%
2021				0.04%	0.46%	3.70%	-2.57%	4.92%	-3.99%	4.73%	-4.97%	0.67%	2.47%

Expense Ratio

Test has an expense ratio of 0.08%, 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.

DEM

WisdomTree Emerging Markets Equity Income Fund

VXUS

Vanguard Total International Stock ETF

VTI

Vanguard Total Stock Market ETF

DBLTX

DoubleLine Total Return Bond Fund Class I

DGRS

WisdomTree US Smallcap Quality Dividend Growth Fund

FNDB

Schwab Fundamental U.S. Broad Market Index ETF

QQQ

Invesco QQQ

TFLO

iShares Treasury Floating Rate Bond ETF

IXUS

iShares Core MSCI Total International Stock ETF

VBK

Vanguard Small-Cap Growth ETF

FXAIX

Fidelity 500 Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 97, Test is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	0.65	1.04	1.15	0.67	2.54
VXUS Vanguard Total International Stock ETF	0.64	1.02	1.14	0.80	2.54
DEM WisdomTree Emerging Markets Equity Income Fund	0.26	0.57	1.07	0.34	0.89
ACN Accenture plc	0.26	0.47	1.06	0.18	0.47
COIN Coinbase Global, Inc.	0.32	1.03	1.12	0.34	0.71
PLTR Palantir Technologies Inc.	6.76	5.16	1.70	11.89	35.94
IXUS iShares Core MSCI Total International Stock ETF	0.64	1.03	1.14	0.80	2.55
TFLO iShares Treasury Floating Rate Bond ETF	14.96	51.73	12.09	189.91	807.03
FNDB Schwab Fundamental U.S. Broad Market Index ETF	0.48	0.79	1.11	0.49	1.82
DBLTX DoubleLine Total Return Bond Fund Class I	1.22	1.69	1.20	0.56	2.85
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund	-0.11	-0.02	1.00	-0.10	-0.27
VBK Vanguard Small-Cap Growth ETF	0.26	0.49	1.06	0.20	0.61
FXAIX Fidelity 500 Index Fund	0.73	1.13	1.17	0.77	2.95
LMT Lockheed Martin Corporation	0.18	0.41	1.06	0.15	0.28
QQQ Invesco QQQ	0.64	1.04	1.15	0.70	2.29

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.

Test Sharpe ratios as of May 20, 2025 (values are recalculated daily):

1-Year: 2.70
All Time: 0.88

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 0.57 to 1.05, 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 Test compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Test provided a 2.19% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.19%	2.33%	2.28%	1.58%	0.99%	1.05%	1.70%	1.74%	1.35%	1.33%	1.34%	1.30%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.28%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%
VXUS Vanguard Total International Stock ETF	2.92%	3.37%	3.25%	3.09%	3.10%	2.14%	3.06%	3.17%	2.73%	2.93%	2.83%	3.40%
DEM WisdomTree Emerging Markets Equity Income Fund	5.25%	5.24%	5.49%	8.62%	5.87%	4.21%	4.78%	4.47%	3.67%	3.63%	5.21%	5.51%
ACN Accenture plc	1.79%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%	2.18%
COIN Coinbase Global, 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%
PLTR Palantir Technologies 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%
IXUS iShares Core MSCI Total International Stock ETF	2.93%	3.33%	3.13%	2.48%	3.12%	1.85%	3.09%	3.00%	2.41%	2.58%	2.81%	2.95%
TFLO iShares Treasury Floating Rate Bond ETF	4.71%	5.21%	4.89%	1.67%	0.00%	0.36%	2.08%	1.65%	0.86%	0.30%	0.15%	0.08%
FNDB Schwab Fundamental U.S. Broad Market Index ETF	1.76%	1.74%	1.80%	1.98%	1.63%	2.15%	2.24%	2.41%	1.91%	2.06%	2.25%	1.65%
DBLTX DoubleLine Total Return Bond Fund Class I	5.02%	5.03%	4.35%	3.86%	3.12%	3.39%	3.66%	3.73%	3.65%	3.72%	4.11%	4.78%
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund	2.62%	2.15%	2.36%	2.88%	2.19%	2.32%	2.39%	2.64%	2.09%	1.82%	2.55%	2.07%
VBK Vanguard Small-Cap Growth ETF	0.55%	0.54%	0.68%	0.55%	0.36%	0.44%	0.57%	0.79%	0.82%	1.08%	0.98%	1.01%
FXAIX Fidelity 500 Index Fund	1.54%	1.25%	1.45%	1.69%	1.22%	1.60%	1.95%	2.07%	1.81%	2.01%	2.56%	2.63%
LMT Lockheed Martin Corporation	2.73%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%
QQQ Invesco QQQ	0.57%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%

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 Test. 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 Test was 31.44%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.

The current Test drawdown is 1.13%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.44%	Nov 9, 2021	235	Oct 14, 2022	276	Nov 20, 2023	511
-19.05%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-7.38%	Jul 17, 2024	14	Aug 5, 2024	8	Aug 15, 2024	22
-7.24%	Mar 8, 2024	30	Apr 19, 2024	40	Jun 17, 2024	70
-6.43%	Dec 26, 2024	11	Jan 13, 2025	12	Jan 30, 2025	23

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 15 assets, with an effective number of assets of 4.58, 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.

	^GSPC	TFLO	DBLTX	LMT	COIN	PLTR	DEM	ACN	DGRS	VXUS	IXUS	QQQ	FNDB	VBK	FXAIX	VTI	Portfolio
^GSPC	1.00	-0.09	0.09	0.22	0.53	0.60	0.58	0.69	0.74	0.76	0.77	0.94	0.90	0.85	1.00	0.99	0.83
TFLO	-0.09	1.00	0.01	-0.02	-0.05	-0.06	-0.01	-0.10	-0.08	-0.05	-0.05	-0.08	-0.09	-0.09	-0.08	-0.08	-0.07
DBLTX	0.09	0.01	1.00	0.02	0.07	0.07	0.11	0.09	0.09	0.15	0.15	0.09	0.07	0.13	0.09	0.10	0.10
LMT	0.22	-0.02	0.02	1.00	0.02	-0.01	0.15	0.16	0.27	0.15	0.15	0.08	0.33	0.14	0.22	0.21	0.10
COIN	0.53	-0.05	0.07	0.02	1.00	0.55	0.37	0.33	0.44	0.46	0.47	0.57	0.47	0.63	0.53	0.56	0.60
PLTR	0.60	-0.06	0.07	-0.01	0.55	1.00	0.35	0.41	0.42	0.47	0.48	0.65	0.49	0.68	0.60	0.62	0.92
DEM	0.58	-0.01	0.11	0.15	0.37	0.35	1.00	0.39	0.54	0.84	0.83	0.51	0.62	0.56	0.58	0.59	0.53
ACN	0.69	-0.10	0.09	0.16	0.33	0.41	0.39	1.00	0.53	0.53	0.53	0.64	0.63	0.62	0.69	0.69	0.59
DGRS	0.74	-0.08	0.09	0.27	0.44	0.42	0.54	0.53	1.00	0.69	0.69	0.58	0.89	0.80	0.74	0.77	0.63
VXUS	0.76	-0.05	0.15	0.15	0.46	0.47	0.84	0.53	0.69	1.00	1.00	0.69	0.78	0.75	0.76	0.78	0.69
IXUS	0.77	-0.05	0.15	0.15	0.47	0.48	0.83	0.53	0.69	1.00	1.00	0.70	0.78	0.75	0.77	0.79	0.70
QQQ	0.94	-0.08	0.09	0.08	0.57	0.65	0.51	0.64	0.58	0.69	0.70	1.00	0.74	0.81	0.94	0.93	0.83
FNDB	0.90	-0.09	0.07	0.33	0.47	0.49	0.62	0.63	0.89	0.78	0.78	0.74	1.00	0.83	0.90	0.91	0.74
VBK	0.85	-0.09	0.13	0.14	0.63	0.68	0.56	0.62	0.80	0.75	0.75	0.81	0.83	1.00	0.85	0.90	0.84
FXAIX	1.00	-0.08	0.09	0.22	0.53	0.60	0.58	0.69	0.74	0.76	0.77	0.94	0.90	0.85	1.00	0.99	0.83
VTI	0.99	-0.08	0.10	0.21	0.56	0.62	0.59	0.69	0.77	0.78	0.79	0.93	0.91	0.90	0.99	1.00	0.85
Portfolio	0.83	-0.07	0.10	0.10	0.60	0.92	0.53	0.59	0.63	0.69	0.70	0.83	0.74	0.84	0.83	0.85	1.00

The correlation results are calculated based on daily price changes starting from Apr 15, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Test

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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