Test
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test, 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.
The earliest data available for this chart is Oct 17, 2022, corresponding to the inception date of BBLU
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -13.73% | -12.06% | -11.77% | -2.50% | 13.85% | 9.30% |
| Test | -4.80% | -5.16% | -5.14% | 0.22% | N/A | N/A |
| Portfolio components: | ||||||
XMHQ Invesco S&P MidCap Quality ETF | -13.55% | -9.05% | -16.76% | -18.02% | 17.20% | 9.45% |
BBLU Ea Bridgeway Blue Chip ETF | -11.69% | -11.52% | -8.20% | 1.44% | N/A | N/A |
FTLS First Trust Long/Short Equity ETF | -7.20% | -6.01% | -3.63% | 0.83% | 11.17% | 7.28% |
ESGV Vanguard ESG U.S. Stock ETF | -15.17% | -12.65% | -11.83% | -2.36% | 15.04% | N/A |
ONEY SPDR Russell 1000 Yield Focus ETF | -8.13% | -9.68% | -10.21% | -4.46% | 18.76% | N/A |
FMIMX FMI Common Stock Fund | -11.48% | -10.44% | -13.82% | -10.72% | 11.28% | 1.91% |
GRPM Invesco S&P MidCap 400® GARP ETF | -16.42% | -10.57% | -19.26% | -20.41% | 16.75% | 7.20% |
VBR Vanguard Small-Cap Value ETF | -14.10% | -10.99% | -14.22% | -7.86% | 16.18% | 6.63% |
BIMIX Baird Intermediate Bond Fund Class Institutional | 2.93% | 1.11% | 2.16% | 6.92% | 1.07% | 1.86% |
SCHP Schwab U.S. TIPS ETF | 4.39% | 1.73% | 2.34% | 7.24% | 1.90% | 2.45% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.93% | 1.96% | 2.52% | 7.17% | -0.33% | 1.35% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | -0.17% | -2.85% | -4.88% | 2.04% | 2.96% | 2.87% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | -8.00% | -10.32% | -8.79% | -2.51% | 12.19% | N/A |
GLD SPDR Gold Trust | 15.52% | 4.22% | 14.17% | 30.02% | 12.43% | 9.35% |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.38% | 0.84% | 2.41% | 5.97% | 1.19% | 1.47% |
Monthly Returns
The table below presents the monthly returns of Test, 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 | 2.14% | -0.42% | -1.78% | -4.70% | -4.80% | ||||||||
| 2024 | 0.33% | 2.66% | 3.37% | -2.98% | 2.72% | 0.23% | 2.98% | 0.93% | 1.29% | -1.03% | 3.73% | -3.19% | 11.29% |
| 2023 | 4.51% | -1.81% | 1.15% | 0.62% | -1.36% | 3.48% | 2.22% | -1.06% | -2.65% | -1.62% | 5.22% | 4.10% | 13.12% |
| 2022 | 2.66% | 4.14% | -3.15% | 3.54% |
Expense Ratio
Test has an expense ratio of 0.30%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Test is 52, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
XMHQ Invesco S&P MidCap Quality ETF | -0.90 | -1.16 | 0.86 | -0.82 | -2.47 |
BBLU Ea Bridgeway Blue Chip ETF | 0.06 | 0.17 | 1.02 | 0.06 | 0.29 |
FTLS First Trust Long/Short Equity ETF | 0.07 | 0.15 | 1.02 | 0.07 | 0.30 |
ESGV Vanguard ESG U.S. Stock ETF | -0.15 | -0.09 | 0.99 | -0.14 | -0.68 |
ONEY SPDR Russell 1000 Yield Focus ETF | -0.34 | -0.36 | 0.95 | -0.34 | -1.30 |
FMIMX FMI Common Stock Fund | -0.59 | -0.71 | 0.91 | -0.55 | -1.89 |
GRPM Invesco S&P MidCap 400® GARP ETF | -0.96 | -1.25 | 0.85 | -0.81 | -2.51 |
VBR Vanguard Small-Cap Value ETF | -0.44 | -0.49 | 0.94 | -0.39 | -1.43 |
BIMIX Baird Intermediate Bond Fund Class Institutional | 2.06 | 3.14 | 1.39 | 2.85 | 6.66 |
SCHP Schwab U.S. TIPS ETF | 1.61 | 2.33 | 1.28 | 1.95 | 4.78 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.72 | 2.59 | 1.32 | 1.90 | 4.21 |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 0.23 | 0.32 | 1.05 | 0.26 | 0.70 |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | -0.19 | -0.16 | 0.98 | -0.23 | -1.13 |
GLD SPDR Gold Trust | 2.02 | 2.65 | 1.34 | 3.88 | 10.48 |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.36 | 5.53 | 1.76 | 6.06 | 17.38 |
Dividends
Dividend yield
Test provided a 3.07% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.07% | 2.92% | 2.74% | 4.62% | 1.20% | 1.45% | 1.96% | 1.98% | 2.25% | 1.44% | 1.06% | 1.41% |
| Portfolio components: | ||||||||||||
XMHQ Invesco S&P MidCap Quality ETF | 6.01% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.64% | 1.34% | 1.25% |
BBLU Ea Bridgeway Blue Chip ETF | 1.57% | 1.39% | 1.68% | 32.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTLS First Trust Long/Short Equity ETF | 1.66% | 1.50% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% | 0.51% |
ESGV Vanguard ESG U.S. Stock ETF | 1.29% | 1.05% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% |
ONEY SPDR Russell 1000 Yield Focus ETF | 3.48% | 3.18% | 3.14% | 3.17% | 2.46% | 2.74% | 3.17% | 3.72% | 10.73% | 3.19% | 0.29% | 0.00% |
FMIMX FMI Common Stock Fund | 0.24% | 0.21% | 0.27% | 0.14% | 0.33% | 0.76% | 0.43% | 0.44% | 0.02% | 0.00% | 0.00% | 12.38% |
GRPM Invesco S&P MidCap 400® GARP ETF | 1.28% | 0.95% | 0.96% | 1.28% | 0.92% | 1.16% | 1.25% | 1.50% | 1.14% | 1.00% | 1.43% | 1.28% |
VBR Vanguard Small-Cap Value ETF | 2.50% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
BIMIX Baird Intermediate Bond Fund Class Institutional | 3.93% | 3.89% | 3.20% | 2.18% | 1.58% | 2.16% | 2.53% | 2.52% | 2.33% | 2.29% | 2.27% | 2.41% |
SCHP Schwab U.S. TIPS ETF | 3.16% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.63% | 1.90% | 1.38% | 0.28% | 1.30% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.18% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% |
VWIAX Vanguard Wellesley Income Fund Admiral Shares | 3.95% | 3.83% | 5.80% | 3.25% | 2.55% | 2.72% | 2.97% | 3.38% | 2.92% | 3.02% | 3.18% | 3.23% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 3.54% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.51% | 6.15% | 2.52% | 2.57% | 1.75% | 0.00% |
GLD SPDR 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% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.21% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Test. 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 Test was 7.88%, occurring on Apr 4, 2025. The portfolio has not yet recovered.
The current Test drawdown is 6.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.88% | Dec 5, 2024 | 82 | Apr 4, 2025 | — | — | — |
| -5.97% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -4.66% | Feb 3, 2023 | 26 | Mar 13, 2023 | 66 | Jun 15, 2023 | 92 |
| -4.05% | Dec 5, 2022 | 17 | Dec 28, 2022 | 18 | Jan 25, 2023 | 35 |
| -3.77% | Jul 17, 2024 | 16 | Aug 7, 2024 | 12 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current Test volatility is 4.36%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| GLD | SCHO | IEI | BIMIX | SCHP | FTLS | HSCZ | BBLU | ESGV | ONEY | FMIMX | GRPM | XMHQ | VBR | VWIAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.38 | 0.37 | 0.37 | 0.38 | 0.12 | 0.18 | 0.13 | 0.16 | 0.15 | 0.14 | 0.18 | 0.17 | 0.16 | 0.33 |
| SCHO | 0.38 | 1.00 | 0.92 | 0.89 | 0.75 | 0.04 | -0.01 | 0.02 | 0.06 | 0.04 | 0.02 | 0.02 | 0.04 | 0.05 | 0.46 |
| IEI | 0.37 | 0.92 | 1.00 | 0.97 | 0.86 | 0.05 | 0.03 | 0.06 | 0.10 | 0.08 | 0.06 | 0.06 | 0.08 | 0.09 | 0.58 |
| BIMIX | 0.37 | 0.89 | 0.97 | 1.00 | 0.85 | 0.09 | 0.08 | 0.09 | 0.13 | 0.12 | 0.10 | 0.10 | 0.11 | 0.12 | 0.61 |
| SCHP | 0.38 | 0.75 | 0.86 | 0.85 | 1.00 | 0.13 | 0.09 | 0.16 | 0.19 | 0.18 | 0.16 | 0.15 | 0.17 | 0.17 | 0.64 |
| FTLS | 0.12 | 0.04 | 0.05 | 0.09 | 0.13 | 1.00 | 0.56 | 0.71 | 0.76 | 0.56 | 0.60 | 0.62 | 0.66 | 0.61 | 0.49 |
| HSCZ | 0.18 | -0.01 | 0.03 | 0.08 | 0.09 | 0.56 | 1.00 | 0.67 | 0.72 | 0.68 | 0.70 | 0.72 | 0.72 | 0.73 | 0.54 |
| BBLU | 0.13 | 0.02 | 0.06 | 0.09 | 0.16 | 0.71 | 0.67 | 1.00 | 0.91 | 0.69 | 0.69 | 0.72 | 0.73 | 0.72 | 0.60 |
| ESGV | 0.16 | 0.06 | 0.10 | 0.13 | 0.19 | 0.76 | 0.72 | 0.91 | 1.00 | 0.69 | 0.76 | 0.78 | 0.81 | 0.77 | 0.61 |
| ONEY | 0.15 | 0.04 | 0.08 | 0.12 | 0.18 | 0.56 | 0.68 | 0.69 | 0.69 | 1.00 | 0.87 | 0.89 | 0.85 | 0.94 | 0.74 |
| FMIMX | 0.14 | 0.02 | 0.06 | 0.10 | 0.16 | 0.60 | 0.70 | 0.69 | 0.76 | 0.87 | 1.00 | 0.91 | 0.91 | 0.93 | 0.65 |
| GRPM | 0.18 | 0.02 | 0.06 | 0.10 | 0.15 | 0.62 | 0.72 | 0.72 | 0.78 | 0.89 | 0.91 | 1.00 | 0.94 | 0.94 | 0.66 |
| XMHQ | 0.17 | 0.04 | 0.08 | 0.11 | 0.17 | 0.66 | 0.72 | 0.73 | 0.81 | 0.85 | 0.91 | 0.94 | 1.00 | 0.92 | 0.65 |
| VBR | 0.16 | 0.05 | 0.09 | 0.12 | 0.17 | 0.61 | 0.73 | 0.72 | 0.77 | 0.94 | 0.93 | 0.94 | 0.92 | 1.00 | 0.71 |
| VWIAX | 0.33 | 0.46 | 0.58 | 0.61 | 0.64 | 0.49 | 0.54 | 0.60 | 0.61 | 0.74 | 0.65 | 0.66 | 0.65 | 0.71 | 1.00 |