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Second Grader's Starter Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Second Grader's Starter Portfolio, 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

As of Jun 5, 2026, the Second Grader's Starter Portfolio returned 11.63% Year-To-Date and 12.30% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.41%4.48%10.79%10.60%27.02%21.07%12.39%13.65%
Portfolio
Second Grader's Starter Portfolio
0.34%3.95%11.63%12.18%27.27%19.92%10.45%12.30%
BND
Vanguard Total Bond Market ETF
0.14%0.23%0.41%0.44%4.60%4.01%0.11%1.61%
VEU
Vanguard FTSE All-World ex-US ETF
0.15%3.74%14.77%17.23%31.73%19.86%8.71%9.88%
VTI
Vanguard Total Stock Market ETF
0.47%4.59%11.72%11.43%28.79%22.37%12.80%15.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2007, Second Grader's Starter Portfolio's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +11.0%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Second Grader's Starter Portfolio closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +12.1%, while the worst single day was Mar 16, 2020 at -9.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.67%1.47%-5.66%8.60%4.33%0.24%11.63%
20252.90%-0.30%-3.30%0.42%5.07%4.40%1.07%2.76%3.19%1.93%0.35%0.72%20.66%
20240.15%4.01%3.06%-3.60%4.20%1.76%2.13%2.20%2.12%-2.05%4.08%-2.78%15.93%
20237.09%-3.03%2.74%1.27%-0.88%5.40%3.32%-2.55%-4.15%-2.70%8.57%5.01%20.84%
2022-4.56%-2.52%1.49%-7.81%0.44%-7.37%6.85%-3.83%-8.85%5.76%7.38%-4.24%-17.53%
2021-0.17%2.36%2.60%3.88%1.23%1.44%0.74%2.16%-3.79%4.83%-2.14%3.36%17.41%

Benchmark Metrics

Second Grader's Starter Portfolio has an annualized alpha of 0.51%, beta of 0.88, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since April 11, 2007.

  • This portfolio participated in 92.43% of S&P 500 Index downside but only 90.87% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 0.88 and R2 of 0.96, 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
0.51%
Beta
0.88
0.96
Upside Capture
90.87%
Downside Capture
92.43%

Expense Ratio

Second Grader's Starter Portfolio has an expense ratio of 0.03%, 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.


Return for Risk

Risk / Return Rank

Second Grader's Starter Portfolio ranks 51 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


Second Grader's Starter Portfolio Risk / Return Rank: 5151
Overall Rank
Second Grader's Starter Portfolio Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
Second Grader's Starter Portfolio Sortino Ratio Rank: 5252
Sortino Ratio Rank
Second Grader's Starter Portfolio Omega Ratio Rank: 5050
Omega Ratio Rank
Second Grader's Starter Portfolio Calmar Ratio Rank: 4747
Calmar Ratio Rank
Second Grader's Starter Portfolio Martin Ratio Rank: 5656
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 Second Grader's Starter Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.38

2.28

+0.09

Sortino ratioReturn per unit of downside risk

3.32

3.12

+0.19

Omega ratioGain probability vs. loss probability

1.43

1.41

+0.02

Calmar ratioReturn relative to maximum drawdown

3.12

2.98

+0.13

Martin ratioReturn relative to average drawdown

13.94

13.78

+0.16


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
351.241.841.221.735.21
VEU
Vanguard FTSE All-World ex-US ETF
622.092.891.382.7910.84
VTI
Vanguard Total Stock Market ETF
732.383.241.433.2414.94

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.

Second Grader's Starter Portfolio Sharpe ratios as of Jun 5, 2026 (values are recalculated daily):

  • 1-Year: 2.38
  • 5-Year: 0.71
  • 10-Year: 0.79
  • All Time: 0.48

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 1.83 to 2.81, 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 Second Grader's Starter Portfolio 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

Second Grader's Starter Portfolio provided a 1.78% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.78%1.98%2.10%2.17%2.19%1.86%1.69%2.27%2.49%2.08%2.29%2.33%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
VEU
Vanguard FTSE All-World ex-US ETF
2.60%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%
VTI
Vanguard Total Stock Market ETF
1.01%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%

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 Second Grader's Starter Portfolio. 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 Second Grader's Starter Portfolio was 52.66%, occurring on Mar 9, 2009. Recovery took 884 trading sessions.

The current Second Grader's Starter Portfolio drawdown is 0.41%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-52.66%Mar 2009
1y 4mo3y 6mo
4y 10moNov 2007 - Sep 2012
COVID crash2020
-31.07%Mar 2020
1mo 9d4mo 22d
6mo 1dFeb 2020 - Aug 2020
Bear market2022
-25.10%Oct 2022
11mo 9d1y 3mo
2y 2moNov 2021 - Jan 2024
Rate-hike selloffLate 2018
-16.87%Dec 2018
10mo 29d4mo
1y 2moJan 2018 - Apr 2019
2016 correction2016
-16.30%Feb 2016
8mo 25d6mo 2d
1y 2moMay 2015 - Aug 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


Thesis

The portfolio is a classic global stock-and-bond mix: mostly equities through Vanguard Total Stock Market ETF (VTI) and Vanguard FTSE All-World ex-U.S. ETF (VEU), with a small stabilizer in Vanguard Total Bond Market ETF (BND). It is, in some sense, a bet that geography matters more than factor separation.

The numbers

  • The diversification ratio is 1.06 in the most recent window and sits at the 9th percentile on the platform, which is what low incremental diversification benefit looks like in practice.
  • Effective assets are 2.17 of 3, so the portfolio is spread across three tickers but only a little more than two independent bets.
  • VTI and VEU correlate at 0.83, while BND is only mildly negative to both, which means the bond sleeve is doing most of the actual diversification work.

What works

  • The bond sleeve is genuinely distinct: BND’s correlation with equities is negative, so it still helps when stock risk is the thing misbehaving.
  • VTI and VEU give broad market coverage across U.S. and non-U.S. equities, which is a clean way to express global equity exposure without a pile of sector bets.

What does not

  • VTI and VEU live in the same risk family, so the equity sleeves mostly rise and fall together when global growth, earnings, or valuation multiples reset.
  • The portfolio’s low DR across 1Y to Incept says the correlations are not just a short-term coincidence; the structure has been persistently modest.

Stress Scenario

  • A synchronized equity drawdown driven by recession, policy tightening, or a broad repricing of duration-sensitive growth assets would likely leave VTI and VEU behaving as one position, with BND only partially offsetting the move.

Worth knowing

  • Portfolios with this correlation profile usually get most of their diversification from the bond sleeve, not from splitting equity capital across U.S. and foreign markets.
  • The asset cluster result is doing the honest thing: it treats VTI and VEU as one equity block, and BND as the separate idea.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.17, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.06

1.08

1.07

1.06

1.06

The portfolio has a diversification ratio of 1.06, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Second Grader's Starter Portfolio correlation to the S&P 500 Index

Second Grader's Starter Portfolio has a 0.96 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

0.96

Correlation (3Y)
Calculated over the trailing 3-year period

0.96

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.96

Correlation (All Time)
Calculated using the full available price history since Apr 11, 2007

0.97


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.14.

BND
-0.14
VEU
0.83
VTI
0.99

Portfolio Correlations

Correlation vs. Second Grader's Starter Portfolio. VTI has the highest portfolio correlation at 0.98, while BND has the lowest at -0.09.

BND
-0.09
VEU
0.93
VTI
0.98

Asset Correlations Table

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

BNDVEUVTI
BND1.00-0.09-0.13
VEU-0.091.000.83
VTI-0.130.831.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2007
Diversification Analysis

Find what Second Grader's Starter Portfolio is missing

See which holdings overlap, where Second Grader's Starter Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification