Test

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Test

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BBLU Ea Bridgeway Blue Chip ETF	Large Cap Growth Equities	6.80%
BIMIX Baird Intermediate Bond Fund Class Institutional	Intermediate Core Bond	10.60%
ESGV Vanguard ESG U.S. Stock ETF	Large Cap Blend Equities, ESG	6.80%
FMIMX FMI Common Stock Fund	Mid Cap Blend Equities	3.60%
FTLS First Trust Long/Short Equity ETF	Long-Short, Actively Managed	6.80%
GLD SPDR Gold Trust	Precious Metals, Gold	2.50%
GRPM Invesco S&P MidCap 400® GARP ETF	Mid Cap Blend Equities	3.60%
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	Foreign Small & Mid Cap Equities	2.50%
IEI iShares 3-7 Year Treasury Bond ETF	Government Bonds	6.40%
ONEY SPDR Russell 1000 Yield Focus ETF	All Cap Equities	10.30%
SCHO Schwab Short-Term U.S. Treasury ETF	Government Bonds	20.60%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	2.80%
VBR Vanguard Small-Cap Value ETF	Small Cap Blend Equities	3.60%
VWIAX Vanguard Wellesley Income Fund Admiral Shares	Diversified Portfolio	9.50%
XMHQ Invesco S&P MidCap Quality ETF	Mid Cap Blend Equities	3.60%

Benchmark

Rebalance

Performance

Performance Chart

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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	0.19%	9.00%	-1.55%	12.31%	15.59%	10.78%
Test	1.27%	3.65%	-0.30%	5.88%	N/A	N/A
Portfolio components:
XMHQ Invesco S&P MidCap Quality ETF	0.31%	10.68%	-5.49%	-3.79%	18.67%	11.11%
BBLU Ea Bridgeway Blue Chip ETF	-0.54%	6.66%	-0.82%	12.97%	N/A	N/A
FTLS First Trust Long/Short Equity ETF	-1.46%	3.52%	-0.73%	7.56%	11.09%	7.83%
ESGV Vanguard ESG U.S. Stock ETF	-0.51%	10.13%	-1.69%	13.51%	16.54%	N/A
ONEY SPDR Russell 1000 Yield Focus ETF	-0.99%	5.09%	-4.97%	2.97%	19.43%	N/A
FMIMX FMI Common Stock Fund	0.24%	9.66%	-5.70%	-0.09%	14.41%	3.11%
GRPM Invesco S&P MidCap 400® GARP ETF	-4.24%	10.61%	-10.49%	-8.14%	17.90%	8.64%
VBR Vanguard Small-Cap Value ETF	-2.67%	10.43%	-7.81%	3.01%	18.17%	7.98%
BIMIX Baird Intermediate Bond Fund Class Institutional	2.07%	0.22%	2.34%	5.70%	0.46%	1.78%
SCHP Schwab U.S. TIPS ETF	2.69%	0.35%	2.28%	5.10%	1.43%	2.36%
IEI iShares 3-7 Year Treasury Bond ETF	2.33%	-0.34%	2.60%	5.38%	-0.79%	1.21%
VWIAX Vanguard Wellesley Income Fund Admiral Shares	1.80%	1.41%	-2.36%	2.74%	2.82%	3.05%
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	5.28%	9.11%	6.96%	7.80%	13.75%	N/A
GLD SPDR Gold Trust	21.08%	-1.04%	23.37%	34.42%	12.38%	9.59%
SCHO Schwab Short-Term U.S. Treasury ETF	2.09%	-0.03%	2.35%	5.33%	1.09%	1.44%

*Annualized

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	1.98%	-0.21%	-1.47%	-0.62%	1.63%								1.27%
2024	0.29%	2.35%	3.17%	-2.74%	2.53%	0.26%	2.91%	0.95%	1.25%	-1.06%	3.37%	-2.99%	10.50%
2023	4.45%	-1.80%	1.17%	0.61%	-1.37%	3.39%	2.13%	-1.02%	-2.54%	-1.56%	5.06%	4.04%	12.86%
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.

FTLS

First Trust Long/Short Equity ETF

FMIMX

FMI Common Stock Fund

HSCZ

iShares Currency Hedged MSCI EAFE Small Cap ETF

GLD

SPDR Gold Trust

GRPM

Invesco S&P MidCap 400® GARP ETF

BIMIX

Baird Intermediate Bond Fund Class Institutional

XMHQ

Invesco S&P MidCap Quality ETF

ONEY

SPDR Russell 1000 Yield Focus ETF

VWIAX

Vanguard Wellesley Income Fund Admiral Shares

BBLU

Ea Bridgeway Blue Chip ETF

IEI

iShares 3-7 Year Treasury Bond ETF

ESGV

Vanguard ESG U.S. Stock ETF

VBR

Vanguard Small-Cap Value ETF

SCHP

Schwab U.S. TIPS ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Test is 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
XMHQ Invesco S&P MidCap Quality ETF	-0.17	-0.05	0.99	-0.14	-0.37
BBLU Ea Bridgeway Blue Chip ETF	0.72	1.18	1.17	0.81	2.95
FTLS First Trust Long/Short Equity ETF	0.65	1.05	1.15	0.72	2.51
ESGV Vanguard ESG U.S. Stock ETF	0.65	1.09	1.16	0.70	2.56
ONEY SPDR Russell 1000 Yield Focus ETF	0.18	0.41	1.05	0.20	0.68
FMIMX FMI Common Stock Fund	-0.00	0.17	1.02	0.01	0.02
GRPM Invesco S&P MidCap 400® GARP ETF	-0.33	-0.27	0.97	-0.27	-0.71
VBR Vanguard Small-Cap Value ETF	0.14	0.43	1.06	0.17	0.51
BIMIX Baird Intermediate Bond Fund Class Institutional	1.73	2.71	1.34	2.51	5.90
SCHP Schwab U.S. TIPS ETF	1.08	1.58	1.20	1.45	3.42
IEI iShares 3-7 Year Treasury Bond ETF	1.31	2.07	1.25	1.54	3.41
VWIAX Vanguard Wellesley Income Fund Admiral Shares	0.35	0.55	1.09	0.43	1.13
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF	0.50	0.84	1.12	0.66	2.86
GLD SPDR Gold Trust	1.95	2.60	1.33	4.19	10.93
SCHO Schwab Short-Term U.S. Treasury ETF	3.00	4.93	1.66	5.59	16.01

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.

Test Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 0.68
All Time: 1.36

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 0.54 to 1.04, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Test compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Test provided a 2.97% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.97%	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	5.18%	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	1.39%	1.39%	1.68%	32.08%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTLS First Trust Long/Short Equity ETF	1.57%	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	1.10%	1.04%	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	3.23%	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	0.21%	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	1.12%	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	2.20%	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	3.99%	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	3.30%	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	3.27%	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	3.87%	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	3.10%	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	4.24%	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.

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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 8.34%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Test drawdown is 1.79%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-8.34%	Dec 5, 2024	84	Apr 8, 2025	—	—	—
-5.73%	Aug 1, 2023	63	Oct 27, 2023	24	Dec 1, 2023	87
-4.58%	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
-3.18%	Jul 17, 2024	16	Aug 7, 2024	10	Aug 21, 2024	26

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 15 assets, with an effective number of assets of 10.15, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	GLD	SCHO	IEI	BIMIX	SCHP	FTLS	HSCZ	BBLU	ONEY	FMIMX	ESGV	GRPM	XMHQ	VBR	VWIAX	Portfolio
^GSPC	1.00	0.12	0.01	0.07	0.10	0.18	0.78	0.72	0.92	0.72	0.76	0.99	0.78	0.81	0.78	0.64	0.88
GLD	0.12	1.00	0.37	0.36	0.36	0.36	0.09	0.14	0.09	0.13	0.12	0.12	0.15	0.14	0.13	0.30	0.25
SCHO	0.01	0.37	1.00	0.92	0.88	0.74	0.01	-0.03	-0.00	0.02	-0.01	0.02	-0.01	0.01	0.02	0.43	0.20
IEI	0.07	0.36	0.92	1.00	0.97	0.85	0.05	0.02	0.05	0.07	0.05	0.08	0.04	0.07	0.07	0.56	0.27
BIMIX	0.10	0.36	0.88	0.97	1.00	0.85	0.08	0.07	0.08	0.11	0.10	0.11	0.09	0.10	0.11	0.59	0.30
SCHP	0.18	0.36	0.74	0.85	0.85	1.00	0.13	0.09	0.16	0.18	0.17	0.19	0.15	0.17	0.18	0.63	0.36
FTLS	0.78	0.09	0.01	0.05	0.08	0.13	1.00	0.58	0.72	0.57	0.61	0.77	0.63	0.67	0.63	0.51	0.73
HSCZ	0.72	0.14	-0.03	0.02	0.07	0.09	0.58	1.00	0.67	0.69	0.71	0.72	0.72	0.73	0.73	0.56	0.76
BBLU	0.92	0.09	-0.00	0.05	0.08	0.16	0.72	0.67	1.00	0.69	0.70	0.91	0.73	0.74	0.72	0.62	0.83
ONEY	0.72	0.13	0.02	0.07	0.11	0.18	0.57	0.69	0.69	1.00	0.87	0.69	0.89	0.85	0.95	0.75	0.90
FMIMX	0.76	0.12	-0.01	0.05	0.10	0.17	0.61	0.71	0.70	0.87	1.00	0.76	0.91	0.92	0.93	0.66	0.89
ESGV	0.99	0.12	0.02	0.08	0.11	0.19	0.77	0.72	0.91	0.69	0.76	1.00	0.78	0.81	0.77	0.62	0.87
GRPM	0.78	0.15	-0.01	0.04	0.09	0.15	0.63	0.72	0.73	0.89	0.91	0.78	1.00	0.94	0.94	0.66	0.91
XMHQ	0.81	0.14	0.01	0.07	0.10	0.17	0.67	0.73	0.74	0.85	0.92	0.81	0.94	1.00	0.93	0.66	0.92
VBR	0.78	0.13	0.02	0.07	0.11	0.18	0.63	0.73	0.72	0.95	0.93	0.77	0.94	0.93	1.00	0.72	0.93
VWIAX	0.64	0.30	0.43	0.56	0.59	0.63	0.51	0.56	0.62	0.75	0.66	0.62	0.66	0.66	0.72	1.00	0.84
Portfolio	0.88	0.25	0.20	0.27	0.30	0.36	0.73	0.76	0.83	0.90	0.89	0.87	0.91	0.92	0.93	0.84	1.00

The correlation results are calculated based on daily price changes starting from Oct 18, 2022

Performance Analysis

Risk Analysis

Optimization

Factor Model

Test

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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Screeners

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