R. Portfolio 02

Asset Allocation

Position	Category/Sector	Target Weight
DXJ WisdomTree Japan Hedged Equity Fund	Japan Equities	10%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	10%
VGT Vanguard Information Technology ETF	Technology Equities	10%
VNQ Vanguard Real Estate ETF	REIT	10%
VOO Vanguard S&P 500 ETF	S&P 500	30%
VPL Vanguard FTSE Pacific ETF	Asia Pacific Equities	10%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in R. Portfolio 02, 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 year.

Loading graphics...

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of VXUS

Returns By Period

As of Apr 3, 2026, the R. Portfolio 02 returned 0.14% Year-To-Date and 12.81% 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 R. Portfolio 02	0.00%	-2.61%	0.14%	3.04%	22.40%	18.42%	11.15%	12.81%
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
VUG Vanguard Growth ETF	0.11%	-3.66%	-9.29%	-8.34%	17.67%	21.67%	11.69%	16.20%
VGT Vanguard Information Technology ETF	0.85%	-1.42%	-5.36%	-5.79%	29.79%	23.50%	15.02%	21.67%
VNQ Vanguard Real Estate ETF	1.36%	-4.43%	3.06%	1.04%	2.95%	7.33%	3.14%	4.85%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	0.27%	-1.21%	-0.05%	0.65%	6.13%	5.48%	1.50%	3.09%
DXJ WisdomTree Japan Hedged Equity Fund	-0.57%	0.26%	11.84%	27.12%	49.43%	34.98%	24.74%	17.53%
VPL Vanguard FTSE Pacific ETF	-1.34%	-3.31%	8.89%	14.35%	40.63%	16.81%	7.01%	9.32%
VXUS Vanguard Total International Stock ETF	-0.68%	-2.51%	2.81%	6.58%	28.04%	15.41%	7.43%	9.01%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 31, 2011, R. Portfolio 02's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +10.2%, while the worst month was Mar 2020 at -12.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, R. Portfolio 02 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.60%	2.51%	-5.83%	1.10%									0.14%
2025	1.72%	-0.32%	-3.49%	0.46%	5.25%	4.33%	1.77%	2.65%	3.33%	2.77%	-0.01%	0.62%	20.48%
2024	1.04%	4.29%	2.80%	-3.84%	4.48%	3.01%	1.14%	1.88%	1.86%	-1.73%	4.07%	-1.78%	18.19%
2023	7.75%	-2.55%	3.81%	1.25%	1.00%	5.93%	2.89%	-1.93%	-4.01%	-2.15%	8.94%	4.38%	27.28%
2022	-5.19%	-2.61%	2.41%	-7.37%	-0.18%	-6.95%	7.65%	-4.00%	-9.06%	4.94%	6.99%	-4.73%	-18.23%
2021	-0.42%	2.09%	3.01%	3.69%	0.86%	2.29%	1.60%	2.20%	-3.32%	4.79%	-1.33%	4.17%	21.14%

Benchmark Metrics

R. Portfolio 02 has an annualized alpha of 1.39%, beta of 0.87, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since January 31, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (90.42%) than losses (87.47%) — typical of diversified or defensive assets.
With beta of 0.87 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: 1.39%

Beta: 0.87

R²: 0.96

Upside Capture: 90.42%

Downside Capture: 87.47%

Expense Ratio

R. Portfolio 02 has an expense ratio of 0.10%, 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.

DXJ

WisdomTree Japan Hedged Equity Fund

VNQ

Vanguard Real Estate ETF

VGT

Vanguard Information Technology ETF

VPL

Vanguard FTSE Pacific ETF

VXUS

Vanguard Total International Stock ETF

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

VOO

Vanguard S&P 500 ETF

VUG

Vanguard Growth ETF

Return for Risk

Risk / Return Rank

R. Portfolio 02 ranks 63 for risk / return — better than 63% 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	1.37	0.88	+0.49
Sortino ratio Return per unit of downside risk	1.99	1.37	+0.62
Omega ratio Gain probability vs. loss probability	1.30	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	2.07	1.39	+0.68
Martin ratio Return relative to average drawdown	9.43	6.43	+3.00
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
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
VUG Vanguard Growth ETF	38	0.78	1.27	1.18	1.13	3.90
VGT Vanguard Information Technology ETF	58	1.10	1.67	1.23	1.88	5.72
VNQ Vanguard Real Estate ETF	16	0.18	0.36	1.05	0.29	1.11
VCIT Vanguard Intermediate-Term Corporate Bond ETF	65	1.27	1.77	1.24	2.10	7.27
DXJ WisdomTree Japan Hedged Equity Fund	92	2.18	2.82	1.44	3.95	15.29
VPL Vanguard FTSE Pacific ETF	88	1.98	2.61	1.39	3.04	12.13
VXUS Vanguard Total International Stock ETF	80	1.63	2.25	1.33	2.52	9.49

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.

R. Portfolio 02 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.37
5-Year: 0.74
10-Year: 0.81
All Time: 0.75

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 R. Portfolio 02 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

R. Portfolio 02 provided a 2.04% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.04%	2.12%	2.31%	2.31%	2.25%	1.92%	1.93%	2.28%	2.63%	2.25%	2.44%	2.74%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
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%
VGT Vanguard Information Technology ETF	0.43%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VNQ Vanguard Real Estate ETF	3.86%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
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%
DXJ WisdomTree Japan Hedged Equity Fund	1.16%	1.29%	3.48%	3.44%	3.02%	2.64%	2.53%	2.47%	2.92%	2.30%	1.98%	5.95%
VPL Vanguard FTSE Pacific ETF	3.26%	4.01%	3.15%	3.12%	2.75%	3.19%	1.81%	2.84%	3.06%	2.57%	2.65%	2.43%
VXUS Vanguard Total International Stock ETF	2.95%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

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 R. Portfolio 02. 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 R. Portfolio 02 was 30.68%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current R. Portfolio 02 drawdown is 5.49%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.68%	Feb 13, 2020	27	Mar 23, 2020	99	Aug 12, 2020	126
-24.5%	Jan 5, 2022	196	Oct 14, 2022	284	Dec 1, 2023	480
-17.07%	Oct 2, 2018	58	Dec 24, 2018	70	Apr 5, 2019	128
-16.76%	Jul 8, 2011	61	Oct 3, 2011	94	Feb 16, 2012	155
-15.65%	Feb 19, 2025	35	Apr 8, 2025	37	Jun 2, 2025	72

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 6.25, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	VCIT	VNQ	DXJ	VPL	VGT	VXUS	VUG	VOO	Portfolio
Benchmark	1.00	0.06	0.61	0.65	0.76	0.89	0.81	0.94	1.00	0.96
VCIT	0.06	1.00	0.25	-0.14	0.10	0.06	0.10	0.08	0.06	0.11
VNQ	0.61	0.25	1.00	0.38	0.52	0.47	0.55	0.54	0.62	0.66
DXJ	0.65	-0.14	0.38	1.00	0.79	0.56	0.68	0.59	0.65	0.75
VPL	0.76	0.10	0.52	0.79	1.00	0.67	0.91	0.71	0.76	0.87
VGT	0.89	0.06	0.47	0.56	0.67	1.00	0.71	0.95	0.89	0.88
VXUS	0.81	0.10	0.55	0.68	0.91	0.71	1.00	0.75	0.81	0.88
VUG	0.94	0.08	0.54	0.59	0.71	0.95	0.75	1.00	0.94	0.93
VOO	1.00	0.06	0.62	0.65	0.76	0.89	0.81	0.94	1.00	0.96
Portfolio	0.96	0.11	0.66	0.75	0.87	0.88	0.88	0.93	0.96	1.00

The correlation results are calculated based on daily price changes starting from Jan 31, 2011

R. Portfolio 02

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