rob roth 1.23.26

Asset Allocation

Position	Category/Sector	Target Weight
GOOG Alphabet Inc	Communication Services	11.40%
IAU iShares Gold Trust	Gold, Precious Metals	5.60%
MSFT Microsoft Corporation	Technology	6%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	8%
SCHZ Schwab U.S. Aggregate Bond ETF	Total Bond Market	4.90%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	23.70%
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	9%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	5%
VTV Vanguard Value ETF	Large Cap Value Equities	2%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	4.10%
VYM Vanguard High Dividend Yield ETF	Dividend	14.90%
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	5.40%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in rob roth 1.23.26, 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 May 28, 2020, corresponding to the inception date of SGOV

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 rob roth 1.23.26	-0.03%	-2.28%	-1.04%	3.85%	21.49%	16.26%	10.42%	—
Portfolio components:
VGIT Vanguard Intermediate-Term Treasury ETF	0.13%	-1.05%	0.03%	0.77%	4.08%	3.19%	0.33%	1.32%
VTI Vanguard Total Stock Market ETF	0.16%	-3.26%	-3.13%	-1.24%	17.86%	18.10%	10.66%	13.75%
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-3.86%	-9.70%	-8.38%	16.03%	22.25%	12.77%	17.00%
SCHZ Schwab U.S. Aggregate Bond ETF	0.26%	-0.98%	0.38%	0.92%	4.48%	3.53%	0.27%	1.65%
VXUS Vanguard Total International Stock ETF	-0.68%	-2.51%	2.81%	6.58%	28.04%	15.41%	7.43%	9.01%
VYMI Vanguard International High Dividend Yield ETF	-0.11%	-0.87%	6.26%	13.90%	33.42%	20.17%	12.59%	10.36%
VTV Vanguard Value ETF	0.16%	-3.03%	3.71%	6.74%	16.12%	14.94%	10.95%	11.89%
IAU iShares Gold Trust	-1.94%	-8.32%	8.34%	21.05%	49.18%	32.68%	21.72%	14.14%
SGOV iShares 0-3 Month Treasury Bond ETF	0.04%	0.32%	0.92%	1.92%	4.10%	4.81%	3.42%	—
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%

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

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2020, rob roth 1.23.26's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +5.9%, while the worst month was Sep 2022 at -6.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, rob roth 1.23.26 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Jun 11, 2020 at -3.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.23%	0.24%	-4.00%	0.58%									-1.04%
2025	2.65%	-1.67%	-1.85%	0.93%	3.89%	2.89%	1.87%	2.81%	3.88%	2.68%	2.52%	-0.01%	22.40%
2024	0.72%	1.54%	3.33%	-0.89%	3.12%	1.92%	0.84%	0.85%	1.70%	-0.49%	1.95%	0.00%	15.50%
2023	4.75%	-2.86%	4.46%	1.75%	1.27%	2.08%	2.80%	-0.73%	-2.57%	-0.79%	5.40%	3.15%	19.90%
2022	-2.60%	-0.92%	1.24%	-5.91%	0.32%	-4.14%	3.99%	-3.10%	-6.12%	2.87%	5.19%	-3.37%	-12.56%
2021	0.42%	2.05%	1.87%	4.17%	1.16%	1.01%	1.88%	2.18%	-3.26%	4.51%	-1.36%	2.31%	18.04%

Benchmark Metrics

rob roth 1.23.26 has an annualized alpha of 4.00%, beta of 0.56, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (63.49%) than losses (57.82%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.00% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.56 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: 4.00%

Beta: 0.56

R²: 0.90

Upside Capture: 63.49%

Downside Capture: 57.82%

Expense Ratio

rob roth 1.23.26 has an expense ratio of 0.06%, 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.

IAU

iShares Gold Trust

SGOV

iShares 0-3 Month Treasury Bond ETF

VYMI

Vanguard International High Dividend Yield ETF

VXUS

Vanguard Total International Stock ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VTV

Vanguard Value ETF

VYM

Vanguard High Dividend Yield ETF

VTI

Vanguard Total Stock Market ETF

SCHZ

Schwab U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

rob roth 1.23.26 ranks 90 for risk / return — in the top 90% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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	2.13	0.88	+1.25
Sortino ratio Return per unit of downside risk	3.21	1.37	+1.84
Omega ratio Gain probability vs. loss probability	1.46	1.21	+0.25
Calmar ratio Return relative to maximum drawdown	3.16	1.39	+1.77
Martin ratio Return relative to average drawdown	13.42	6.43	+6.99
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
VGIT Vanguard Intermediate-Term Treasury ETF	52	1.08	1.61	1.19	1.64	5.01
VTI Vanguard Total Stock Market ETF	54	0.94	1.47	1.22	1.53	7.16
SCHG Schwab U.S. Large-Cap Growth ETF	35	0.72	1.19	1.17	1.04	3.47
SCHZ Schwab U.S. Aggregate Bond ETF	51	1.05	1.49	1.19	1.73	4.91
VXUS Vanguard Total International Stock ETF	80	1.63	2.25	1.33	2.52	9.49
VYMI Vanguard International High Dividend Yield ETF	90	2.11	2.79	1.44	3.04	12.35
VTV Vanguard Value ETF	56	1.09	1.57	1.23	1.48	6.62
IAU iShares Gold Trust	80	1.78	2.21	1.33	2.58	9.32
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.63	286.00	202.83	412.76	4,634.41
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12

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.

rob roth 1.23.26 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.13
5-Year: 1.05
All Time: 1.23

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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of rob roth 1.23.26 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

rob roth 1.23.26 provided a 2.37% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.37%	2.40%	2.76%	2.61%	1.70%	1.21%	1.29%	1.42%	1.54%	1.29%	1.32%	1.24%
Portfolio components:
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%
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%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SCHZ Schwab U.S. Aggregate Bond ETF	4.09%	4.05%	3.96%	3.28%	2.63%	2.16%	2.43%	2.79%	2.56%	2.40%	2.24%	2.11%
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%
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%
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%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SGOV iShares 0-3 Month Treasury Bond ETF	3.95%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%

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 rob roth 1.23.26. 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 rob roth 1.23.26 was 16.76%, occurring on Sep 30, 2022. Recovery took 207 trading sessions.

The current rob roth 1.23.26 drawdown is 4.43%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-16.76%	Dec 28, 2021	192	Sep 30, 2022	207	Jul 31, 2023	399
-9.17%	Jan 27, 2025	51	Apr 8, 2025	27	May 16, 2025	78
-6.88%	Jan 29, 2026	41	Mar 27, 2026	—	—	—
-6.55%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47
-4.86%	Aug 1, 2023	63	Oct 27, 2023	12	Nov 14, 2023	75

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 8.16, 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	SGOV	VGIT	IAU	SCHZ	MSFT	GOOG	VYM	VTV	VYMI	SCHG	VXUS	VTI	Portfolio
Benchmark	1.00	-0.02	0.04	0.12	0.15	0.74	0.69	0.79	0.80	0.70	0.93	0.77	0.99	0.93
SGOV	-0.02	1.00	0.03	0.02	0.02	0.00	0.01	-0.03	-0.03	-0.03	-0.01	-0.02	-0.02	0.01
VGIT	0.04	0.03	1.00	0.32	0.94	0.05	0.04	0.01	0.01	0.08	0.06	0.10	0.05	0.14
IAU	0.12	0.02	0.32	1.00	0.31	0.07	0.11	0.13	0.13	0.32	0.11	0.33	0.13	0.27
SCHZ	0.15	0.02	0.94	0.31	1.00	0.13	0.12	0.10	0.10	0.16	0.17	0.19	0.16	0.24
MSFT	0.74	0.00	0.05	0.07	0.13	1.00	0.65	0.38	0.39	0.39	0.83	0.49	0.71	0.76
GOOG	0.69	0.01	0.04	0.11	0.12	0.65	1.00	0.40	0.40	0.43	0.74	0.52	0.67	0.83
VYM	0.79	-0.03	0.01	0.13	0.10	0.38	0.40	1.00	0.99	0.74	0.55	0.70	0.80	0.71
VTV	0.80	-0.03	0.01	0.13	0.10	0.39	0.40	0.99	1.00	0.74	0.56	0.71	0.81	0.72
VYMI	0.70	-0.03	0.08	0.32	0.16	0.39	0.43	0.74	0.74	1.00	0.56	0.95	0.72	0.73
SCHG	0.93	-0.01	0.06	0.11	0.17	0.83	0.74	0.55	0.56	0.56	1.00	0.68	0.92	0.89
VXUS	0.77	-0.02	0.10	0.33	0.19	0.49	0.52	0.70	0.71	0.95	0.68	1.00	0.79	0.80
VTI	0.99	-0.02	0.05	0.13	0.16	0.71	0.67	0.80	0.81	0.72	0.92	0.79	1.00	0.92
Portfolio	0.93	0.01	0.14	0.27	0.24	0.76	0.83	0.71	0.72	0.73	0.89	0.80	0.92	1.00

The correlation results are calculated based on daily price changes starting from May 29, 2020

rob roth 1.23.26

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