MFA SB Portfolio - Sean (Updated + Bonds)

Asset Allocation

Position	Category/Sector	Target Weight
AVEEX Avantis Emerging Markets Equity Fund	Emerging Markets Diversified	10%
AVUVX Avantis U.S. Small Cap Value Fund	Small Cap Value Equities	5%
NEAIX Needham Aggressive Growth Fund Institutional Class	Small Cap Growth Equities	20%
OPGSX Invesco Gold & Special Minerals Fund	Precious Metals	8%
TPINX Templeton Global Bond Fund	Global Bonds	10%
VIGAX Vanguard Growth Index Fund Admiral Shares	Large Cap Growth Equities	10%
VITAX Vanguard Information Technology Index Fund Admiral Shares	Technology Equities	12%
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	Large Cap Growth Equities, Foreign Large Cap Equities	17%
VVOAX Invesco Value Opportunities Fund	Mid Cap Value Equities	8%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MFA SB Portfolio - Sean (Updated + Bonds), 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 Dec 4, 2019, corresponding to the inception date of AVEEX

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 MFA SB Portfolio - Sean (Updated + Bonds)	1.57%	-3.36%	4.12%	7.39%	38.53%	22.11%	12.62%	—
Portfolio components:
NEAIX Needham Aggressive Growth Fund Institutional Class	1.73%	-2.96%	13.95%	16.30%	60.92%	28.18%	16.06%	—
VIGAX Vanguard Growth Index Fund Admiral Shares	1.13%	-3.76%	-9.39%	-8.40%	17.53%	21.58%	11.67%	16.15%
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	1.90%	-2.26%	4.41%	9.61%	31.26%	16.68%	8.91%	9.51%
AVEEX Avantis Emerging Markets Equity Fund	1.84%	-2.95%	4.67%	7.96%	34.54%	18.09%	6.67%	—
VVOAX Invesco Value Opportunities Fund	0.60%	-3.29%	6.62%	11.87%	32.52%	25.99%	16.84%	14.71%
AVUVX Avantis U.S. Small Cap Value Fund	0.32%	-1.47%	8.30%	10.83%	27.00%	16.30%	10.46%	—
VITAX Vanguard Information Technology Index Fund Admiral Shares	1.28%	-2.22%	-6.11%	-6.57%	28.70%	23.10%	14.83%	21.51%
OPGSX Invesco Gold & Special Minerals Fund	4.36%	-9.61%	11.55%	25.01%	102.56%	41.05%	21.68%	18.61%
TPINX Templeton Global Bond Fund	0.28%	-2.63%	-0.73%	-0.42%	9.62%	0.39%	-1.14%	-0.27%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 5, 2019, MFA SB Portfolio - Sean (Updated + Bonds)'s average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, your investment would double in approximately 4.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +14.3%, while the worst month was Mar 2020 at -14.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MFA SB Portfolio - Sean (Updated + Bonds) closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.3%, while the worst single day was Mar 16, 2020 at -10.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.76%	3.78%	-7.48%	1.57%									4.12%
2025	3.14%	-1.93%	-2.99%	1.70%	7.97%	6.07%	1.06%	4.36%	5.53%	2.47%	-0.69%	2.27%	32.37%
2024	-0.76%	4.59%	4.13%	-3.51%	5.45%	0.13%	2.48%	0.84%	2.49%	-3.05%	4.30%	-3.49%	13.82%
2023	8.76%	-2.93%	2.77%	-0.78%	2.04%	6.12%	4.84%	-3.68%	-4.49%	-3.67%	9.50%	6.18%	25.92%
2022	-6.04%	-0.68%	1.64%	-8.60%	-0.31%	-9.59%	7.92%	-3.58%	-9.31%	4.90%	9.22%	-3.70%	-18.63%
2021	0.35%	2.57%	1.87%	3.93%	2.57%	1.18%	0.08%	1.44%	-3.30%	5.53%	0.04%	2.73%	20.44%

Benchmark Metrics

MFA SB Portfolio - Sean (Updated + Bonds) has an annualized alpha of 4.78%, beta of 0.89, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since December 05, 2019.

This portfolio captured 105.59% of S&P 500 Index gains but only 91.65% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 4.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.89 and R² of 0.87, 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: 4.78%

Beta: 0.89

R²: 0.87

Upside Capture: 105.59%

Downside Capture: 91.65%

Expense Ratio

MFA SB Portfolio - Sean (Updated + Bonds) has an expense ratio of 0.59%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

VVOAX

Invesco Value Opportunities Fund

NEAIX

Needham Aggressive Growth Fund Institutional Class

OPGSX

Invesco Gold & Special Minerals Fund

TPINX

Templeton Global Bond Fund

AVEEX

Avantis Emerging Markets Equity Fund

AVUVX

Avantis U.S. Small Cap Value Fund

VITAX

Vanguard Information Technology Index Fund Admiral Shares

VTMGX

Vanguard Developed Markets Index Fund Admiral Shares

VIGAX

Vanguard Growth Index Fund Admiral Shares

Return for Risk

Risk / Return Rank

MFA SB Portfolio - Sean (Updated + Bonds) ranks 89 for risk / return — in the top 89% 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	2.12	0.88	+1.23
Sortino ratio Return per unit of downside risk	2.85	1.37	+1.48
Omega ratio Gain probability vs. loss probability	1.42	1.21	+0.21
Calmar ratio Return relative to maximum drawdown	3.45	1.39	+2.06
Martin ratio Return relative to average drawdown	14.39	6.43	+7.95
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
NEAIX Needham Aggressive Growth Fund Institutional Class	93	2.22	2.79	1.39	4.66	16.55
VIGAX Vanguard Growth Index Fund Admiral Shares	31	0.81	1.32	1.19	1.19	4.16
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	88	1.90	2.49	1.37	2.75	10.66
AVEEX Avantis Emerging Markets Equity Fund	90	2.15	2.75	1.41	2.84	11.09
VVOAX Invesco Value Opportunities Fund	79	1.54	2.07	1.31	2.31	9.79
AVUVX Avantis U.S. Small Cap Value Fund	62	1.23	1.79	1.25	1.90	7.51
VITAX Vanguard Information Technology Index Fund Admiral Shares	53	1.08	1.66	1.23	1.89	5.78
OPGSX Invesco Gold & Special Minerals Fund	95	2.70	2.92	1.42	4.35	16.93
TPINX Templeton Global Bond Fund	51	1.21	1.69	1.22	1.54	6.30

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.

MFA SB Portfolio - Sean (Updated + Bonds) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.12
5-Year: 0.74
All Time: 0.83

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 MFA SB Portfolio - Sean (Updated + Bonds) 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

MFA SB Portfolio - Sean (Updated + Bonds) provided a 2.93% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.93%	3.04%	2.45%	1.73%	2.76%	4.03%	2.06%	3.65%	6.01%	2.70%	1.71%	2.36%
Portfolio components:
NEAIX Needham Aggressive Growth Fund Institutional Class	1.77%	2.01%	0.00%	0.00%	0.00%	6.84%	3.80%	10.42%	16.35%	5.14%	0.00%	0.00%
VIGAX Vanguard Growth Index Fund Admiral Shares	0.44%	0.40%	0.46%	0.57%	0.69%	0.47%	0.66%	0.94%	1.31%	1.14%	1.39%	1.31%
VTMGX Vanguard Developed Markets Index Fund Admiral Shares	2.86%	3.20%	3.34%	3.14%	2.88%	3.14%	2.02%	3.03%	3.33%	2.77%	3.06%	2.91%
AVEEX Avantis Emerging Markets Equity Fund	3.34%	3.50%	2.93%	3.51%	3.48%	1.92%	1.52%	0.26%	0.00%	0.00%	0.00%	0.00%
VVOAX Invesco Value Opportunities Fund	9.78%	10.43%	7.79%	2.27%	9.79%	8.82%	0.25%	1.95%	15.44%	5.11%	1.10%	15.87%
AVUVX Avantis U.S. Small Cap Value Fund	6.55%	7.09%	4.11%	1.57%	8.07%	5.83%	0.73%	0.14%	0.00%	0.00%	0.00%	0.00%
VITAX Vanguard Information Technology Index Fund Admiral Shares	0.43%	0.40%	0.60%	0.65%	0.91%	0.63%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
OPGSX Invesco Gold & Special Minerals Fund	0.38%	0.43%	0.86%	0.81%	0.45%	3.56%	1.55%	0.29%	0.00%	2.78%	7.21%	0.00%
TPINX Templeton Global Bond Fund	5.21%	4.29%	5.77%	3.87%	5.17%	5.38%	4.59%	6.12%	6.53%	3.34%	2.33%	3.11%

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 MFA SB Portfolio - Sean (Updated + Bonds). 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 MFA SB Portfolio - Sean (Updated + Bonds) was 31.44%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current MFA SB Portfolio - Sean (Updated + Bonds) drawdown is 6.68%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.44%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-28.69%	Nov 17, 2021	230	Oct 14, 2022	299	Dec 22, 2023	529
-17.17%	Feb 19, 2025	35	Apr 8, 2025	24	May 13, 2025	59
-11.17%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-10.3%	Jul 17, 2024	16	Aug 7, 2024	35	Sep 26, 2024	51

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 9 assets, with an effective number of assets of 7.78, 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	TPINX	OPGSX	AVUVX	AVEEX	VVOAX	VITAX	VIGAX	NEAIX	VTMGX	Portfolio
Benchmark	1.00	0.28	0.35	0.73	0.68	0.78	0.91	0.94	0.80	0.79	0.90
TPINX	0.28	1.00	0.47	0.26	0.44	0.29	0.24	0.25	0.29	0.50	0.43
OPGSX	0.35	0.47	1.00	0.32	0.45	0.38	0.31	0.31	0.35	0.50	0.55
AVUVX	0.73	0.26	0.32	1.00	0.57	0.90	0.56	0.56	0.72	0.71	0.78
AVEEX	0.68	0.44	0.45	0.57	1.00	0.64	0.65	0.64	0.65	0.79	0.80
VVOAX	0.78	0.29	0.38	0.90	0.64	1.00	0.62	0.61	0.74	0.76	0.83
VITAX	0.91	0.24	0.31	0.56	0.65	0.62	1.00	0.97	0.81	0.68	0.86
VIGAX	0.94	0.25	0.31	0.56	0.64	0.61	0.97	1.00	0.78	0.70	0.85
NEAIX	0.80	0.29	0.35	0.72	0.65	0.74	0.81	0.78	1.00	0.71	0.91
VTMGX	0.79	0.50	0.50	0.71	0.79	0.76	0.68	0.70	0.71	1.00	0.88
Portfolio	0.90	0.43	0.55	0.78	0.80	0.83	0.86	0.85	0.91	0.88	1.00

The correlation results are calculated based on daily price changes starting from Dec 5, 2019

MFA SB Portfolio - Sean (Updated + Bonds)

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