Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | Corporate Bonds | 25% |
ICSH iShares Ultra Short Duration Bond Active ETF | Ultrashort Bond | 40% |
MINT PIMCO Enhanced Short Maturity Active ETF | Ultrashort Bond | 15% |
PULS PGIM Ultra Short Bond ETF | Ultrashort Bond | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Freedom March 2026 Conservative, 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 never rebalanced.
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The earliest data available for this chart is Apr 10, 2018, corresponding to the inception date of PULS
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 Freedom March 2026 Conservative | 0.05% | 0.24% | 0.89% | 1.98% | 4.58% | 5.50% | 3.73% | — |
| Portfolio components: | ||||||||
ICSH iShares Ultra Short Duration Bond Active ETF | 0.06% | 0.20% | 0.85% | 1.93% | 4.51% | 5.23% | 3.57% | 2.72% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 0.03% | 0.22% | 0.80% | 1.91% | 4.50% | 5.79% | 4.00% | 2.95% |
PULS PGIM Ultra Short Bond ETF | 0.04% | 0.24% | 0.97% | 2.06% | 4.80% | 5.67% | 3.99% | — |
MINT PIMCO Enhanced Short Maturity Active ETF | 0.09% | 0.33% | 1.05% | 2.17% | 4.63% | 5.54% | 3.35% | 2.69% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 11, 2018, Freedom March 2026 Conservative's average daily return is +0.01%, while the average monthly return is +0.25%. At this rate, your investment would double in approximately 23.1 years.
Historically, 90% of months were positive and 10% were negative. The best month was Apr 2020 with a return of +1.6%, while the worst month was Mar 2020 at -2.4%. The longest winning streak lasted 43 consecutive months, and the longest losing streak was 7 months.
On a daily basis, Freedom March 2026 Conservative closed higher 74% of trading days. The best single day was Mar 24, 2020 with a return of +1.4%, while the worst single day was Mar 18, 2020 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.37% | 0.32% | 0.13% | 0.07% | 0.89% | ||||||||
| 2025 | 0.44% | 0.44% | 0.32% | 0.28% | 0.45% | 0.48% | 0.40% | 0.48% | 0.42% | 0.38% | 0.35% | 0.40% | 4.94% |
| 2024 | 0.53% | 0.48% | 0.50% | 0.45% | 0.55% | 0.41% | 0.55% | 0.54% | 0.51% | 0.37% | 0.43% | 0.44% | 5.90% |
| 2023 | 0.65% | 0.41% | 0.09% | 0.63% | 0.50% | 0.46% | 0.55% | 0.52% | 0.45% | 0.42% | 0.59% | 0.63% | 6.06% |
| 2022 | -0.05% | -0.14% | -0.31% | -0.08% | 0.04% | -0.35% | 0.33% | 0.33% | -0.06% | 0.13% | 0.54% | 0.51% | 0.87% |
| 2021 | 0.10% | 0.01% | 0.02% | 0.05% | 0.07% | 0.01% | 0.03% | 0.01% | 0.05% | -0.06% | -0.04% | -0.01% | 0.25% |
Benchmark Metrics
Freedom March 2026 Conservative has an annualized alpha of 2.71%, beta of 0.03, and R² of 0.17 versus S&P 500 Index. Calculated based on daily prices since April 11, 2018.
- This portfolio captured 7.14% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -3.76%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.03 may look defensive, but with R² of 0.17 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.17 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.71%
- Beta
- 0.03
- R²
- 0.17
- Upside Capture
- 7.14%
- Downside Capture
- -3.76%
Expense Ratio
Freedom March 2026 Conservative has an expense ratio of 0.15%, 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.
Return for Risk
Risk / Return Rank
Freedom March 2026 Conservative ranks 100 for risk / return — in the top 100% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 8.27 | 0.88 | +7.39 |
Sortino ratioReturn per unit of downside risk | 11.50 | 1.37 | +10.13 |
Omega ratioGain probability vs. loss probability | 5.35 | 1.21 | +4.14 |
Calmar ratioReturn relative to maximum drawdown | 12.52 | 1.39 | +11.13 |
Martin ratioReturn relative to average drawdown | 92.51 | 6.43 | +86.08 |
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 | |
|---|---|---|---|---|---|---|
ICSH iShares Ultra Short Duration Bond Active ETF | 100 | 11.08 | 26.38 | 6.68 | 45.39 | 285.14 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 95 | 2.49 | 3.11 | 2.05 | 3.17 | 25.95 |
PULS PGIM Ultra Short Bond ETF | 99 | 9.37 | 18.64 | 5.42 | 13.93 | 96.29 |
MINT PIMCO Enhanced Short Maturity Active ETF | 100 | 12.64 | 25.24 | 9.92 | 29.18 | 240.78 |
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Dividends
Dividend yield
Freedom March 2026 Conservative provided a 4.53% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.53% | 4.69% | 5.42% | 5.16% | 1.90% | 0.57% | 1.33% | 2.67% | 2.20% | 1.20% | 0.82% | 0.50% |
| Portfolio components: | ||||||||||||
ICSH iShares Ultra Short Duration Bond Active ETF | 4.42% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 4.65% | 4.89% | 5.67% | 5.68% | 1.95% | 0.39% | 1.22% | 2.76% | 2.39% | 1.64% | 1.06% | 0.63% |
PULS PGIM Ultra Short Bond ETF | 4.68% | 4.78% | 5.62% | 5.48% | 2.30% | 1.19% | 1.85% | 2.69% | 1.87% | 0.00% | 0.00% | 0.00% |
MINT PIMCO Enhanced Short Maturity Active ETF | 4.43% | 4.63% | 5.22% | 4.91% | 1.90% | 0.44% | 1.15% | 2.65% | 2.32% | 1.61% | 1.35% | 0.88% |
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 Freedom March 2026 Conservative. 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 Freedom March 2026 Conservative was 5.87%, occurring on Mar 20, 2020. Recovery took 53 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -5.87% | Mar 5, 2020 | 12 | Mar 20, 2020 | 53 | Jun 5, 2020 | 65 |
| -1.08% | Oct 7, 2021 | 174 | Jun 15, 2022 | 107 | Nov 16, 2022 | 281 |
| -0.56% | Mar 13, 2023 | 3 | Mar 15, 2023 | 13 | Apr 3, 2023 | 16 |
| -0.37% | Apr 2, 2025 | 5 | Apr 8, 2025 | 7 | Apr 17, 2025 | 12 |
| -0.18% | Nov 19, 2018 | 12 | Dec 6, 2018 | 16 | Dec 31, 2018 | 28 |
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 4 assets, with an effective number of assets of 3.51, 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
| Benchmark | FLRN | PULS | MINT | ICSH | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.19 | 0.08 | 0.07 | 0.06 | 0.17 |
| FLRN | 0.19 | 1.00 | 0.10 | 0.18 | 0.10 | 0.68 |
| PULS | 0.08 | 0.10 | 1.00 | 0.32 | 0.30 | 0.51 |
| MINT | 0.07 | 0.18 | 0.32 | 1.00 | 0.31 | 0.50 |
| ICSH | 0.06 | 0.10 | 0.30 | 0.31 | 1.00 | 0.64 |
| Portfolio | 0.17 | 0.68 | 0.51 | 0.50 | 0.64 | 1.00 |