Roth
Long only US
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Apr 9, 2020, corresponding to the inception date of BKLC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.39% | 12.89% | 1.19% | 12.45% | 14.95% | 10.86% |
| Roth | 5.20% | 11.68% | 6.90% | 20.53% | 17.65% | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | -0.36% | 17.10% | 2.58% | 17.63% | 18.84% | 15.85% |
VB Vanguard Small-Cap ETF | -2.30% | 12.94% | -4.73% | 5.18% | 12.98% | 8.22% |
SCHV Schwab U.S. Large-Cap Value ETF | 4.69% | 8.64% | 0.66% | 12.36% | 16.64% | 11.95% |
VWO Vanguard FTSE Emerging Markets ETF | 8.94% | 10.69% | 7.99% | 10.21% | 8.48% | 3.87% |
GLDM SPDR Gold MiniShares Trust | 23.14% | -2.68% | 23.78% | 33.60% | 12.90% | N/A |
SCHX Schwab U.S. Large-Cap ETF | 1.94% | 13.32% | 1.75% | 15.44% | 17.48% | 14.16% |
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.91% | 13.27% | 1.92% | 14.42% | 16.74% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 15.42% | 8.26% | 13.49% | 10.96% | 11.84% | 5.81% |
COST Costco Wholesale Corporation | 13.16% | 4.14% | 12.76% | 30.65% | 29.80% | 23.97% |
Monthly Returns
The table below presents the monthly returns of Roth, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.30% | -2.05% | -4.05% | 1.80% | 6.43% | 5.20% | |||||||
| 2024 | 1.58% | 5.23% | 3.51% | -2.57% | 4.82% | 4.56% | 0.84% | 2.12% | 2.99% | 0.33% | 4.98% | -0.82% | 30.88% |
| 2023 | 8.04% | -2.33% | 7.02% | 1.43% | 3.38% | 5.04% | 3.25% | -1.08% | -4.86% | 0.07% | 8.87% | 3.97% | 36.89% |
| 2022 | -6.46% | -1.72% | 3.77% | -10.01% | -2.27% | -6.61% | 8.98% | -4.43% | -8.52% | 4.28% | 5.13% | -5.49% | -22.65% |
| 2021 | -1.25% | -0.39% | 1.79% | 6.11% | 0.70% | 2.76% | 2.98% | 2.93% | -4.77% | 6.92% | -0.08% | 2.43% | 21.45% |
| 2020 | 5.31% | 5.49% | 3.19% | 7.69% | 7.51% | -4.02% | -2.68% | 7.44% | 4.60% | 39.34% |
Expense Ratio
Roth has an expense ratio of 0.05%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, Roth is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 0.70 | 1.11 | 1.15 | 0.74 | 2.45 |
VB Vanguard Small-Cap ETF | 0.23 | 0.45 | 1.06 | 0.18 | 0.55 |
SCHV Schwab U.S. Large-Cap Value ETF | 0.78 | 1.20 | 1.17 | 0.83 | 3.08 |
VWO Vanguard FTSE Emerging Markets ETF | 0.55 | 0.99 | 1.13 | 0.59 | 1.94 |
GLDM SPDR Gold MiniShares Trust | 1.90 | 2.68 | 1.34 | 4.36 | 11.20 |
SCHX Schwab U.S. Large-Cap ETF | 0.79 | 1.20 | 1.18 | 0.81 | 3.06 |
BKLC BNY Mellon US Large Cap Core Equity ETF | 0.74 | 1.13 | 1.17 | 0.75 | 2.87 |
VEA Vanguard FTSE Developed Markets ETF | 0.64 | 1.00 | 1.13 | 0.80 | 2.41 |
COST Costco Wholesale Corporation | 1.41 | 1.99 | 1.27 | 1.86 | 5.38 |
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Dividends
Dividend yield
Roth provided a 0.57% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.57% | 0.57% | 0.67% | 0.77% | 0.55% | 0.55% | 0.42% | 0.65% | 0.55% | 0.53% | 0.65% | 0.55% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
VB Vanguard Small-Cap ETF | 1.44% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% |
SCHV Schwab U.S. Large-Cap Value ETF | 2.20% | 2.25% | 2.42% | 2.38% | 1.93% | 3.03% | 3.02% | 3.05% | 2.37% | 3.96% | 2.69% | 2.38% |
VWO Vanguard FTSE Emerging Markets ETF | 2.96% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
GLDM SPDR Gold MiniShares 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% |
SCHX Schwab U.S. Large-Cap ETF | 1.20% | 1.22% | 1.39% | 1.64% | 1.21% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
BKLC BNY Mellon US Large Cap Core Equity ETF | 1.20% | 1.22% | 1.35% | 1.64% | 1.10% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.84% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
COST Costco Wholesale Corporation | 0.46% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
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 Roth. 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 Roth was 27.08%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Roth drawdown is 0.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.08% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -16.98% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -9.43% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
| -8.77% | Jul 17, 2024 | 16 | Aug 7, 2024 | 30 | Sep 19, 2024 | 46 |
| -7.91% | Feb 16, 2021 | 15 | Mar 8, 2021 | 22 | Apr 8, 2021 | 37 |
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 2.66, 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
| ^GSPC | GLDM | COST | VWO | SCHV | VEA | VB | SCHG | BKLC | SCHX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.12 | 0.59 | 0.63 | 0.84 | 0.79 | 0.85 | 0.93 | 0.99 | 0.99 | 0.94 |
| GLDM | 0.12 | 1.00 | 0.11 | 0.29 | 0.12 | 0.29 | 0.13 | 0.11 | 0.12 | 0.13 | 0.28 |
| COST | 0.59 | 0.11 | 1.00 | 0.29 | 0.46 | 0.41 | 0.42 | 0.58 | 0.59 | 0.58 | 0.59 |
| VWO | 0.63 | 0.29 | 0.29 | 1.00 | 0.55 | 0.77 | 0.62 | 0.60 | 0.63 | 0.64 | 0.64 |
| SCHV | 0.84 | 0.12 | 0.46 | 0.55 | 1.00 | 0.77 | 0.88 | 0.62 | 0.79 | 0.84 | 0.68 |
| VEA | 0.79 | 0.29 | 0.41 | 0.77 | 0.77 | 1.00 | 0.78 | 0.68 | 0.77 | 0.79 | 0.74 |
| VB | 0.85 | 0.13 | 0.42 | 0.62 | 0.88 | 0.78 | 1.00 | 0.73 | 0.82 | 0.87 | 0.75 |
| SCHG | 0.93 | 0.11 | 0.58 | 0.60 | 0.62 | 0.68 | 0.73 | 1.00 | 0.95 | 0.93 | 0.98 |
| BKLC | 0.99 | 0.12 | 0.59 | 0.63 | 0.79 | 0.77 | 0.82 | 0.95 | 1.00 | 0.98 | 0.96 |
| SCHX | 0.99 | 0.13 | 0.58 | 0.64 | 0.84 | 0.79 | 0.87 | 0.93 | 0.98 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.28 | 0.59 | 0.64 | 0.68 | 0.74 | 0.75 | 0.98 | 0.96 | 0.94 | 1.00 |