Conservative - Ajay | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	10%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	21.20%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	37.50%
VOE Vanguard Mid-Cap Value ETF	Mid Cap Value Equities	4.40%
VOT Vanguard Mid-Cap Growth ETF	Mid Cap Growth Equities	4.40%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	10%
VTV Vanguard Value ETF	Large Cap Value Equities	5.60%
VUG Vanguard Growth ETF	Large Cap Growth Equities	6.90%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Conservative - Ajay, 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.

Loading graphics...

The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP

Returns By Period

As of Apr 3, 2026, the Conservative - Ajay returned -0.18% Year-To-Date and 4.51% 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 Conservative - Ajay	0.16%	-1.09%	-0.18%	0.53%	6.61%	6.72%	3.45%	4.51%
Portfolio components:
VUG Vanguard Growth ETF	0.11%	-3.66%	-9.29%	-8.34%	17.67%	21.67%	11.69%	16.20%
VTV Vanguard Value ETF	0.16%	-3.03%	3.71%	6.74%	16.12%	14.94%	10.95%	11.89%
VOT Vanguard Mid-Cap Growth ETF	0.33%	-4.74%	-6.17%	-11.38%	5.73%	11.14%	4.37%	10.84%
VOE Vanguard Mid-Cap Value ETF	0.31%	-2.67%	5.00%	7.42%	16.77%	13.97%	8.73%	10.36%
VGSH Vanguard Short-Term Treasury ETF	0.09%	-0.23%	0.34%	1.33%	3.82%	3.98%	1.80%	1.74%
VGIT Vanguard Intermediate-Term Treasury ETF	0.13%	-1.05%	0.03%	0.77%	4.08%	3.19%	0.33%	1.32%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	0.23%	0.26%	1.11%	1.40%	4.15%	4.67%	3.51%	3.08%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	0.27%	-1.21%	-0.05%	0.65%	6.13%	5.48%	1.50%	3.09%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 17, 2012, Conservative - Ajay's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, your investment would double in approximately 16.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +3.8%, while the worst month was Sep 2022 at -4.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Conservative - Ajay closed higher 56% of trading days. The best single day was Nov 10, 2022 with a return of +2.1%, while the worst single day was Mar 12, 2020 at -2.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.47%	0.92%	-1.83%	0.29%									-0.18%
2025	1.21%	0.65%	-0.71%	0.59%	1.03%	1.77%	0.38%	1.29%	0.89%	0.45%	0.49%	0.02%	8.34%
2024	0.30%	0.46%	1.18%	-1.74%	1.71%	0.99%	1.78%	1.33%	1.26%	-1.15%	2.01%	-1.29%	6.96%
2023	2.86%	-1.69%	2.24%	0.43%	-0.66%	1.10%	0.92%	-0.45%	-1.70%	-0.87%	3.76%	2.76%	8.85%
2022	-2.31%	-0.72%	-0.98%	-3.07%	0.47%	-2.54%	3.14%	-2.21%	-4.00%	1.53%	2.56%	-1.53%	-9.49%
2021	-0.29%	0.38%	0.39%	1.45%	0.36%	0.61%	0.95%	0.55%	-1.35%	1.21%	-0.30%	0.79%	4.82%

Benchmark Metrics

Conservative - Ajay has an annualized alpha of 1.76%, beta of 0.20, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since October 17, 2012.

This portfolio participated in 26.44% of S&P 500 Index downside but only 25.55% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.20 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: 1.76%

Beta: 0.20

R²: 0.71

Upside Capture: 25.55%

Downside Capture: 26.44%

Expense Ratio

Conservative - Ajay has an expense ratio of 0.04%, 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.

VOT

Vanguard Mid-Cap Growth ETF

VOE

Vanguard Mid-Cap Value ETF

VTV

Vanguard Value ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

VUG

Vanguard Growth ETF

VGSH

Vanguard Short-Term Treasury ETF

VTIP

Vanguard Short-Term Inflation-Protected Securities ETF

Return for Risk

Risk / Return Rank

Conservative - Ajay ranks 75 for risk / return — better than 75% 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	1.62	0.88	+0.74
Sortino ratio Return per unit of downside risk	2.37	1.37	+1.00
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	2.50	1.39	+1.11
Martin ratio Return relative to average drawdown	9.86	6.43	+3.43
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
VUG Vanguard Growth ETF	38	0.78	1.27	1.18	1.13	3.90
VTV Vanguard Value ETF	56	1.09	1.57	1.23	1.48	6.62
VOT Vanguard Mid-Cap Growth ETF	19	0.27	0.54	1.07	0.43	1.32
VOE Vanguard Mid-Cap Value ETF	53	1.02	1.50	1.21	1.43	6.59
VGSH Vanguard Short-Term Treasury ETF	96	2.67	4.30	1.58	4.26	16.01
VGIT Vanguard Intermediate-Term Treasury ETF	52	1.08	1.61	1.19	1.64	5.01
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	93	2.18	3.31	1.47	4.13	13.26
VCIT Vanguard Intermediate-Term Corporate Bond ETF	65	1.27	1.77	1.24	2.10	7.27

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.

Conservative - Ajay Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.62
5-Year: 0.72
10-Year: 1.03
All Time: 1.06

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 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 Conservative - Ajay compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Conservative - Ajay provided a 3.38% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.38%	3.41%	3.34%	2.79%	2.11%	1.61%	1.84%	2.19%	2.11%	1.56%	1.43%	1.31%
Portfolio components:
VUG Vanguard Growth ETF	0.45%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%
VTV Vanguard Value ETF	2.02%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
VOT Vanguard Mid-Cap Growth ETF	0.71%	0.64%	0.67%	0.71%	0.78%	0.34%	0.56%	0.78%	0.84%	0.72%	0.81%	0.81%
VOE Vanguard Mid-Cap Value ETF	1.98%	2.10%	2.11%	2.27%	2.27%	1.78%	2.36%	2.05%	2.75%	1.86%	1.92%	2.05%
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%
VGIT Vanguard Intermediate-Term Treasury ETF	3.82%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.62%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.75%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Conservative - Ajay. 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 Conservative - Ajay was 12.50%, occurring on Oct 14, 2022. Recovery took 363 trading sessions.

The current Conservative - Ajay drawdown is 1.55%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.5%	Nov 10, 2021	234	Oct 14, 2022	363	Mar 27, 2024	597
-7.71%	Feb 21, 2020	21	Mar 20, 2020	46	May 27, 2020	67
-3.62%	Aug 30, 2018	80	Dec 24, 2018	25	Jan 31, 2019	105
-3.1%	Mar 3, 2025	27	Apr 8, 2025	23	May 12, 2025	50
-2.99%	May 22, 2013	23	Jun 24, 2013	80	Oct 16, 2013	103

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 4.60, 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.

	Benchmark	VTIP	VGSH	VCIT	VGIT	VUG	VTV	VOE	VOT	Portfolio
Benchmark	1.00	0.07	-0.12	0.10	-0.16	0.94	0.88	0.85	0.90	0.81
VTIP	0.07	1.00	0.56	0.55	0.58	0.06	0.07	0.08	0.08	0.41
VGSH	-0.12	0.56	1.00	0.65	0.80	-0.10	-0.14	-0.11	-0.08	0.32
VCIT	0.10	0.55	0.65	1.00	0.83	0.12	0.06	0.09	0.14	0.54
VGIT	-0.16	0.58	0.80	0.83	1.00	-0.12	-0.18	-0.16	-0.11	0.33
VUG	0.94	0.06	-0.10	0.12	-0.12	1.00	0.70	0.69	0.89	0.78
VTV	0.88	0.07	-0.14	0.06	-0.18	0.70	1.00	0.94	0.77	0.72
VOE	0.85	0.08	-0.11	0.09	-0.16	0.69	0.94	1.00	0.81	0.74
VOT	0.90	0.08	-0.08	0.14	-0.11	0.89	0.77	0.81	1.00	0.81
Portfolio	0.81	0.41	0.32	0.54	0.33	0.78	0.72	0.74	0.81	1.00

The correlation results are calculated based on daily price changes starting from Oct 17, 2012

Conservative - Ajay

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