Test
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test, 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.
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 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Test | 5.28% | 2.11% | 25.53% | 57.32% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -10.40% | -6.01% | -9.47% | 5.87% | 14.30% | 10.94% |
VXUS Vanguard Total International Stock ETF | 4.37% | -4.33% | -1.26% | 9.37% | 10.00% | 4.68% |
DEM WisdomTree Emerging Markets Equity Income Fund | 1.68% | -4.54% | -4.52% | 4.65% | 10.14% | 4.00% |
ACN Accenture plc | -19.00% | -12.44% | -24.04% | -8.64% | 11.71% | 13.59% |
COIN Coinbase Global, Inc. | -29.51% | -3.37% | -14.29% | -18.13% | N/A | N/A |
PLTR Palantir Technologies Inc. | 24.00% | 11.79% | 123.29% | 340.08% | N/A | N/A |
IXUS iShares Core MSCI Total International Stock ETF | 4.20% | -4.37% | -1.40% | 9.24% | 9.88% | 4.67% |
TFLO iShares Treasury Floating Rate Bond ETF | 1.26% | 0.36% | 2.34% | 4.91% | 2.72% | 2.02% |
FNDB Schwab Fundamental U.S. Broad Market Index ETF | -7.31% | -6.54% | -9.06% | 6.52% | 17.95% | 11.91% |
DBLTX DoubleLine Total Return Bond Fund Class I | 2.37% | -0.26% | 1.22% | 7.83% | 0.36% | 1.52% |
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | -16.63% | -9.70% | -18.42% | -5.98% | 12.97% | 6.07% |
VBK Vanguard Small-Cap Growth ETF | -15.41% | -7.23% | -13.07% | -0.88% | 8.04% | 6.54% |
FXAIX Fidelity 500 Index Fund | -9.86% | -5.85% | -9.00% | 6.58% | 14.71% | 11.47% |
LMT Lockheed Martin Corporation | -3.79% | -1.11% | -22.83% | 4.43% | 5.77% | 11.94% |
QQQ Invesco QQQ | -13.00% | -6.28% | -9.32% | 4.93% | 16.35% | 16.17% |
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 | 4.97% | 0.43% | -2.34% | 2.26% | 5.28% | ||||||||
| 2024 | -0.37% | 9.78% | 0.18% | -3.34% | 2.23% | 4.11% | 2.87% | 4.40% | 5.01% | 1.77% | 18.15% | 2.77% | 57.10% |
| 2023 | 5.92% | -1.66% | 2.37% | 0.08% | 6.41% | 4.12% | 6.01% | -4.94% | -1.84% | -2.52% | 10.05% | 1.12% | 26.87% |
| 2022 | -7.01% | -3.35% | 3.24% | -7.99% | -1.40% | -4.64% | 6.16% | -4.82% | -5.48% | 5.33% | 2.90% | -4.25% | -20.43% |
| 2021 | 0.04% | 0.46% | 3.68% | -2.82% | 5.18% | -4.09% | 4.82% | -4.97% | 0.88% | 2.65% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 96, Test is among the top 4% 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.27 | 0.52 | 1.08 | 0.27 | 1.20 |
VXUS Vanguard Total International Stock ETF | 0.56 | 0.90 | 1.12 | 0.70 | 2.21 |
DEM WisdomTree Emerging Markets Equity Income Fund | 0.30 | 0.54 | 1.07 | 0.32 | 0.85 |
ACN Accenture plc | -0.32 | -0.28 | 0.96 | -0.29 | -0.91 |
COIN Coinbase Global, Inc. | -0.24 | 0.22 | 1.02 | -0.34 | -0.77 |
PLTR Palantir Technologies Inc. | 4.59 | 4.22 | 1.58 | 8.09 | 23.79 |
IXUS iShares Core MSCI Total International Stock ETF | 0.55 | 0.89 | 1.12 | 0.67 | 2.16 |
TFLO iShares Treasury Floating Rate Bond ETF | 15.36 | 54.07 | 12.87 | 191.45 | 841.48 |
FNDB Schwab Fundamental U.S. Broad Market Index ETF | 0.38 | 0.63 | 1.09 | 0.37 | 1.64 |
DBLTX DoubleLine Total Return Bond Fund Class I | 1.59 | 2.40 | 1.28 | 0.74 | 4.19 |
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | -0.30 | -0.28 | 0.97 | -0.24 | -0.76 |
VBK Vanguard Small-Cap Growth ETF | -0.08 | 0.06 | 1.01 | -0.07 | -0.25 |
FXAIX Fidelity 500 Index Fund | 0.31 | 0.57 | 1.08 | 0.32 | 1.43 |
LMT Lockheed Martin Corporation | 0.21 | 0.42 | 1.07 | 0.16 | 0.33 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.58 |
Dividends
Dividend yield
Test provided a 2.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.31% | 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 | 1.45% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.18% | 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 | 5.68% | 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 | 2.03% | 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 | 3.19% | 3.33% | 3.13% | 2.48% | 3.12% | 1.85% | 3.09% | 3.00% | 2.40% | 2.58% | 2.81% | 2.95% |
TFLO iShares Treasury Floating Rate Bond ETF | 4.79% | 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 | 1.92% | 1.74% | 1.80% | 1.98% | 1.63% | 2.15% | 2.24% | 2.41% | 1.92% | 2.06% | 2.26% | 1.65% |
DBLTX DoubleLine Total Return Bond Fund Class I | 5.01% | 5.03% | 4.36% | 3.84% | 3.13% | 3.39% | 3.67% | 3.74% | 3.66% | 3.72% | 4.11% | 4.77% |
DGRS WisdomTree US Smallcap Quality Dividend Growth Fund | 2.75% | 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 | 0.63% | 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 | 1.41% | 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 | 2.78% | 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 | 0.67% | 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.
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 28.40%, occurring on Oct 14, 2022. Recovery took 329 trading sessions.
The current Test drawdown is 12.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.4% | Nov 9, 2021 | 235 | Oct 14, 2022 | 329 | Feb 7, 2024 | 564 |
| -25.65% | Feb 19, 2025 | 33 | Apr 4, 2025 | — | — | — |
| -9.43% | Dec 26, 2024 | 11 | Jan 13, 2025 | 12 | Jan 30, 2025 | 23 |
| -7.41% | Jul 17, 2024 | 14 | Aug 5, 2024 | 8 | Aug 15, 2024 | 22 |
| -6.65% | Mar 8, 2024 | 30 | Apr 19, 2024 | 40 | Jun 17, 2024 | 70 |
Volatility
Volatility Chart
The current Test volatility is 16.17%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| TFLO | DBLTX | LMT | COIN | PLTR | ACN | DEM | DGRS | QQQ | VXUS | IXUS | FNDB | VBK | FXAIX | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| TFLO | 1.00 | 0.01 | -0.02 | -0.06 | -0.07 | -0.10 | -0.02 | -0.07 | -0.09 | -0.05 | -0.06 | -0.09 | -0.09 | -0.09 | -0.09 |
| DBLTX | 0.01 | 1.00 | 0.01 | 0.07 | 0.07 | 0.09 | 0.11 | 0.09 | 0.10 | 0.15 | 0.15 | 0.07 | 0.13 | 0.09 | 0.10 |
| LMT | -0.02 | 0.01 | 1.00 | 0.02 | -0.01 | 0.16 | 0.15 | 0.27 | 0.07 | 0.15 | 0.15 | 0.32 | 0.13 | 0.21 | 0.21 |
| COIN | -0.06 | 0.07 | 0.02 | 1.00 | 0.55 | 0.33 | 0.37 | 0.44 | 0.56 | 0.47 | 0.47 | 0.46 | 0.63 | 0.53 | 0.56 |
| PLTR | -0.07 | 0.07 | -0.01 | 0.55 | 1.00 | 0.41 | 0.35 | 0.42 | 0.65 | 0.48 | 0.48 | 0.49 | 0.68 | 0.59 | 0.62 |
| ACN | -0.10 | 0.09 | 0.16 | 0.33 | 0.41 | 1.00 | 0.38 | 0.53 | 0.64 | 0.52 | 0.53 | 0.63 | 0.62 | 0.69 | 0.69 |
| DEM | -0.02 | 0.11 | 0.15 | 0.37 | 0.35 | 0.38 | 1.00 | 0.54 | 0.51 | 0.84 | 0.83 | 0.62 | 0.56 | 0.58 | 0.59 |
| DGRS | -0.07 | 0.09 | 0.27 | 0.44 | 0.42 | 0.53 | 0.54 | 1.00 | 0.57 | 0.69 | 0.70 | 0.88 | 0.80 | 0.73 | 0.77 |
| QQQ | -0.09 | 0.10 | 0.07 | 0.56 | 0.65 | 0.64 | 0.51 | 0.57 | 1.00 | 0.69 | 0.70 | 0.73 | 0.80 | 0.94 | 0.93 |
| VXUS | -0.05 | 0.15 | 0.15 | 0.47 | 0.48 | 0.52 | 0.84 | 0.69 | 0.69 | 1.00 | 1.00 | 0.78 | 0.75 | 0.77 | 0.79 |
| IXUS | -0.06 | 0.15 | 0.15 | 0.47 | 0.48 | 0.53 | 0.83 | 0.70 | 0.70 | 1.00 | 1.00 | 0.78 | 0.75 | 0.77 | 0.79 |
| FNDB | -0.09 | 0.07 | 0.32 | 0.46 | 0.49 | 0.63 | 0.62 | 0.88 | 0.73 | 0.78 | 0.78 | 1.00 | 0.83 | 0.89 | 0.91 |
| VBK | -0.09 | 0.13 | 0.13 | 0.63 | 0.68 | 0.62 | 0.56 | 0.80 | 0.80 | 0.75 | 0.75 | 0.83 | 1.00 | 0.85 | 0.90 |
| FXAIX | -0.09 | 0.09 | 0.21 | 0.53 | 0.59 | 0.69 | 0.58 | 0.73 | 0.94 | 0.77 | 0.77 | 0.89 | 0.85 | 1.00 | 0.99 |
| VTI | -0.09 | 0.10 | 0.21 | 0.56 | 0.62 | 0.69 | 0.59 | 0.77 | 0.93 | 0.79 | 0.79 | 0.91 | 0.90 | 0.99 | 1.00 |