May 14, 2025 Standard

Asset Allocation

Position	Category/Sector	Target Weight
BTC-USD Bitcoin		3%
ETH-USD Ethereum		1%
FALN iShares Fallen Angels USD Bond ETF	High Yield Bonds	0.60%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	Emerging Markets Equities	1%
FNDF Schwab Fundamental International Large Company Index ETF	Foreign Large Cap Equities	4%
HYGH iShares Interest Rate Hedged High Yield Bond ETF	High Yield Bonds, Actively Managed	1.40%
MTUM iShares MSCI USA Momentum Factor ETF	Large Cap Blend Equities	8%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	30%
REZ iShares Residential Real Estate ETF	REIT	1%
USMV iShares MSCI USA Minimum Volatility Factor ETF	Large Cap Blend Equities	8%
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	7%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	30%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	Inflation-Protected Bonds	4%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	1%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in May 14, 2025 Standard, 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 Jun 17, 2016, corresponding to the inception date of FALN

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 May 14, 2025 Standard	0.10%	-2.59%	-2.43%	-2.35%	17.00%	18.87%	11.28%	—
Portfolio components:
VTI Vanguard Total Stock Market ETF	0.16%	-3.26%	-3.13%	-1.24%	17.86%	18.10%	10.66%	13.75%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
MTUM iShares MSCI USA Momentum Factor ETF	0.25%	-0.38%	-1.69%	-3.55%	20.25%	21.22%	9.74%	14.17%
USMV iShares MSCI USA Minimum Volatility Factor ETF	0.74%	-3.57%	-0.44%	-0.74%	1.12%	10.38%	7.75%	9.74%
VDC Vanguard Consumer Staples ETF	0.55%	-5.21%	7.09%	7.05%	4.82%	7.52%	7.37%	7.77%
FNDF Schwab Fundamental International Large Company Index ETF	-0.53%	-1.24%	8.87%	17.04%	40.55%	20.19%	12.57%	11.19%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	0.03%	-1.09%	5.80%	8.94%	28.85%	18.68%	9.45%	10.44%
VYMI Vanguard International High Dividend Yield ETF	-0.11%	-0.87%	6.26%	13.90%	33.42%	20.17%	12.59%	10.36%
REZ iShares Residential Real Estate ETF	1.60%	-4.87%	2.93%	2.11%	0.78%	9.26%	5.03%	5.77%
HYGH iShares Interest Rate Hedged High Yield Bond ETF	0.12%	0.44%	0.76%	2.25%	7.51%	9.56%	6.57%	6.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 18, 2016, May 14, 2025 Standard's average daily return is +0.05%, while the average monthly return is +1.50%. At this rate, your investment would double in approximately 3.9 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -11.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.

On a daily basis, May 14, 2025 Standard closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -10.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.62%	-0.16%	-4.71%	0.92%									-2.43%
2025	3.00%	-1.44%	-4.83%	0.98%	6.75%	4.06%	1.98%	1.77%	3.30%	1.59%	-0.59%	-0.29%	17.01%
2024	1.47%	6.30%	3.11%	-4.23%	5.02%	3.00%	0.65%	1.77%	2.19%	-0.86%	6.69%	-2.40%	24.51%
2023	7.57%	-1.77%	5.51%	1.34%	0.93%	5.88%	2.81%	-1.96%	-4.02%	-1.03%	8.63%	5.13%	32.03%
2022	-6.56%	-2.41%	3.57%	-9.23%	-1.39%	-8.11%	9.07%	-4.11%	-8.68%	6.68%	4.54%	-5.67%	-21.96%
2021	0.82%	2.51%	4.76%	4.96%	-0.86%	2.51%	2.57%	3.63%	-4.58%	7.70%	-0.93%	2.02%	27.49%

Benchmark Metrics

May 14, 2025 Standard has an annualized alpha of 5.11%, beta of 0.93, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since June 18, 2016.

This portfolio captured 105.94% of S&P 500 Index gains but only 85.05% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 5.11% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R² of 0.95, 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: 5.11%

Beta: 0.93

R²: 0.95

Upside Capture: 105.94%

Downside Capture: 85.05%

Expense Ratio

May 14, 2025 Standard has an expense ratio of 0.12%, 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.

Top 10 holdings

HYGH

iShares Interest Rate Hedged High Yield Bond ETF

REZ

iShares Residential Real Estate ETF

FNDE

Schwab Fundamental Emerging Markets Large Company Index ETF

FNDF

Schwab Fundamental International Large Company Index ETF

FALN

iShares Fallen Angels USD Bond ETF

QQQ

Invesco QQQ ETF

MTUM

iShares MSCI USA Momentum Factor ETF

USMV

iShares MSCI USA Minimum Volatility Factor ETF

VDC

Vanguard Consumer Staples ETF

VYMI

Vanguard International High Dividend Yield ETF

Return for Risk

Risk / Return Rank

May 14, 2025 Standard ranks 21 for risk / return — below 21% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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	0.99	0.88	+0.11
Sortino ratio Return per unit of downside risk	1.54	1.37	+0.17
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	0.45	1.39	-0.94
Martin ratio Return relative to average drawdown	1.60	6.43	-4.83
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
VTI Vanguard Total Stock Market ETF	54	0.94	1.47	1.22	1.53	7.16
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
MTUM iShares MSCI USA Momentum Factor ETF	51	0.89	1.36	1.20	1.78	6.63
USMV iShares MSCI USA Minimum Volatility Factor ETF	13	0.09	0.21	1.03	0.15	0.65
VDC Vanguard Consumer Staples ETF	20	0.35	0.61	1.07	0.51	1.24
FNDF Schwab Fundamental International Large Company Index ETF	93	2.33	3.04	1.46	3.68	14.10
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	78	1.63	2.20	1.33	2.11	9.26
VYMI Vanguard International High Dividend Yield ETF	90	2.11	2.79	1.44	3.04	12.35
REZ iShares Residential Real Estate ETF	12	0.05	0.18	1.02	0.07	0.21
HYGH iShares Interest Rate Hedged High Yield Bond ETF	56	1.06	1.36	1.28	1.18	8.72

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.

May 14, 2025 Standard Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.99
5-Year: 0.69
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 0.99 to 1.68, 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 May 14, 2025 Standard 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

May 14, 2025 Standard provided a 1.34% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.34%	1.35%	1.44%	1.59%	1.83%	1.29%	1.29%	1.61%	1.82%	1.51%	1.66%	1.54%
Portfolio components:
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%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
MTUM iShares MSCI USA Momentum Factor ETF	0.80%	0.91%	0.75%	1.35%	1.80%	0.55%	0.83%	1.48%	1.27%	1.02%	1.43%	1.12%
USMV iShares MSCI USA Minimum Volatility Factor ETF	1.57%	1.49%	1.67%	1.82%	1.62%	1.26%	1.81%	1.88%	2.12%	1.77%	2.22%	2.02%
VDC Vanguard Consumer Staples ETF	2.14%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%
FNDF Schwab Fundamental International Large Company Index ETF	3.16%	3.44%	4.01%	3.41%	3.10%	3.54%	2.17%	3.20%	3.47%	2.32%	2.42%	2.08%
FNDE Schwab Fundamental Emerging Markets Large Company Index ETF	3.96%	4.19%	4.82%	4.74%	5.59%	4.32%	2.50%	3.47%	2.98%	2.05%	1.65%	2.02%
VYMI Vanguard International High Dividend Yield ETF	3.61%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%
REZ iShares Residential Real Estate ETF	2.23%	2.74%	2.26%	2.94%	3.37%	1.81%	3.17%	2.90%	3.63%	3.57%	5.55%	3.18%
HYGH iShares Interest Rate Hedged High Yield Bond ETF	6.78%	6.86%	7.85%	8.95%	6.21%	3.74%	4.06%	4.89%	6.45%	4.79%	4.60%	5.75%

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 May 14, 2025 Standard. 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 May 14, 2025 Standard was 30.88%, occurring on Mar 23, 2020. Recovery took 119 trading sessions.

The current May 14, 2025 Standard drawdown is 5.40%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.88%	Feb 15, 2020	38	Mar 23, 2020	119	Jul 20, 2020	157
-27.31%	Nov 9, 2021	341	Oct 15, 2022	424	Dec 13, 2023	765
-19.07%	Aug 30, 2018	118	Dec 25, 2018	110	Apr 14, 2019	228
-17.4%	Feb 20, 2025	48	Apr 8, 2025	56	Jun 3, 2025	104
-10.21%	Jan 29, 2018	64	Apr 2, 2018	114	Jul 25, 2018	178

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 14 assets, with an effective number of assets of 4.94, 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	BTC-USD	ETH-USD	REZ	VDC	FALN	HYGH	FNDE	MTUM	VYMI	USMV	QQQ	FNDF	VTI	Portfolio
Benchmark	1.00	0.09	0.22	0.25	0.45	0.56	0.63	0.70	0.64	0.86	0.73	0.81	0.91	0.74	0.99	0.95
VTIP	0.09	1.00	0.04	0.05	0.21	0.13	0.27	-0.01	0.11	0.06	0.14	0.15	0.07	0.15	0.09	0.10
BTC-USD	0.22	0.04	1.00	0.73	0.08	0.07	0.15	0.16	0.16	0.16	0.16	0.13	0.18	0.17	0.19	0.46
ETH-USD	0.25	0.05	0.73	1.00	0.07	0.09	0.17	0.17	0.19	0.18	0.19	0.15	0.20	0.19	0.20	0.45
REZ	0.45	0.21	0.08	0.07	1.00	0.51	0.35	0.28	0.26	0.31	0.36	0.56	0.28	0.36	0.41	0.38
VDC	0.56	0.13	0.07	0.09	0.51	1.00	0.37	0.34	0.33	0.41	0.44	0.73	0.36	0.43	0.50	0.48
FALN	0.63	0.27	0.15	0.17	0.35	0.37	1.00	0.60	0.46	0.49	0.52	0.51	0.53	0.53	0.58	0.56
HYGH	0.70	-0.01	0.16	0.17	0.28	0.34	0.60	1.00	0.50	0.55	0.56	0.49	0.57	0.57	0.66	0.60
FNDE	0.64	0.11	0.16	0.19	0.26	0.33	0.46	0.50	1.00	0.50	0.80	0.46	0.54	0.74	0.60	0.57
MTUM	0.86	0.06	0.16	0.18	0.31	0.41	0.49	0.55	0.50	1.00	0.56	0.66	0.79	0.57	0.81	0.78
VYMI	0.73	0.14	0.16	0.19	0.36	0.44	0.52	0.56	0.80	0.56	1.00	0.58	0.56	0.94	0.68	0.63
USMV	0.81	0.15	0.13	0.15	0.56	0.73	0.51	0.49	0.46	0.66	0.58	1.00	0.60	0.58	0.75	0.70
QQQ	0.91	0.07	0.18	0.20	0.28	0.36	0.53	0.57	0.54	0.79	0.56	0.60	1.00	0.57	0.85	0.85
FNDF	0.74	0.15	0.17	0.19	0.36	0.43	0.53	0.57	0.74	0.57	0.94	0.58	0.57	1.00	0.71	0.65
VTI	0.99	0.09	0.19	0.20	0.41	0.50	0.58	0.66	0.60	0.81	0.68	0.75	0.85	0.71	1.00	0.88
Portfolio	0.95	0.10	0.46	0.45	0.38	0.48	0.56	0.60	0.57	0.78	0.63	0.70	0.85	0.65	0.88	1.00

The correlation results are calculated based on daily price changes starting from Jun 18, 2016

May 14, 2025 Standard

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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