60/40 - 2024 | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
AVUV Avantis US Small Cap Value ETF	Small Cap Value Equities	9%
BND Vanguard Total Bond Market ETF	Total Bond Market	6%
BNDX Vanguard Total International Bond ETF	Global Bonds	8%
COWZ Pacer US Cash Cows 100 ETF	Mid Cap Value Equities, Dividend	9%
IDEV iShares Core MSCI International Developed Markets ETF	Foreign Large Cap Equities	9%
SCHO Schwab Short-Term U.S. Treasury ETF	Government Bonds, Short-Term Bond	12%
SCHP Schwab U.S. TIPS ETF	Inflation-Protected Bonds	6%
SPEM SPDR Portfolio Emerging Markets ETF	Emerging Markets Equities	3%
SPHY SPDR Portfolio High Yield Bond ETF	High Yield Bonds	4%
SPTL SPDR Portfolio Long Term Treasury ETF	Government Bonds, Long-Term Bond	4%
SPYM State Street SPDR Portfolio S&P 500 ETF	S&P 500	27%
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	Foreign Small & Mid Cap Equities	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 60/40 - 2024, 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 Sep 26, 2019, corresponding to the inception date of AVUV

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 60/40 - 2024	0.08%	-1.90%	0.71%	2.66%	13.95%	11.26%	6.73%	—
Portfolio components:
SPYM State Street SPDR Portfolio S&P 500 ETF	0.09%	-3.33%	-3.54%	-1.41%	17.61%	18.45%	11.96%	14.24%
AVUV Avantis US Small Cap Value ETF	0.68%	-0.56%	9.54%	12.30%	27.33%	16.21%	10.57%	—
COWZ Pacer US Cash Cows 100 ETF	0.32%	-2.57%	4.25%	9.83%	16.39%	11.56%	10.99%	—
IDEV iShares Core MSCI International Developed Markets ETF	-0.55%	-2.44%	2.28%	6.36%	26.17%	15.14%	8.49%	—
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	-0.89%	-3.51%	2.34%	4.98%	30.37%	13.86%	5.51%	7.76%
SPTL SPDR Portfolio Long Term Treasury ETF	0.46%	-2.57%	0.33%	-0.63%	0.15%	-1.60%	-4.82%	-0.84%
SCHO Schwab Short-Term U.S. Treasury ETF	0.04%	-0.23%	0.30%	1.35%	3.86%	3.97%	1.80%	1.71%
SCHP Schwab U.S. TIPS ETF	0.45%	-0.60%	0.82%	0.63%	3.42%	3.21%	1.46%	2.60%
BND Vanguard Total Bond Market ETF	0.22%	-0.98%	0.31%	0.85%	4.27%	3.53%	0.30%	1.70%
BNDX Vanguard Total International Bond ETF	-0.10%	-1.55%	-0.08%	0.10%	2.63%	3.79%	0.18%	1.74%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 27, 2019, 60/40 - 2024's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +8.5%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 60/40 - 2024 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.9%, while the worst single day was Mar 12, 2020 at -6.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.25%	1.70%	-3.62%	0.48%									0.71%
2025	1.88%	-0.11%	-2.37%	-0.48%	3.18%	3.09%	0.64%	2.70%	1.69%	0.92%	0.87%	0.52%	13.12%
2024	-0.18%	2.06%	2.94%	-3.12%	3.19%	0.62%	3.07%	1.07%	1.58%	-1.81%	3.70%	-2.97%	10.27%
2023	5.59%	-2.47%	1.48%	0.66%	-1.54%	4.12%	2.85%	-1.56%	-3.11%	-2.21%	6.29%	4.74%	15.17%
2022	-2.87%	-1.16%	0.63%	-5.41%	1.08%	-6.70%	5.87%	-3.27%	-7.21%	5.31%	5.44%	-3.59%	-12.33%
2021	0.32%	2.22%	3.27%	2.61%	1.42%	0.69%	1.02%	1.53%	-2.31%	3.05%	-0.95%	2.66%	16.49%

Benchmark Metrics

60/40 - 2024 has an annualized alpha of 1.40%, beta of 0.57, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.

This portfolio participated in 69.51% of S&P 500 Index downside but only 62.03% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.40%

Beta: 0.57

R²: 0.90

Upside Capture: 62.03%

Downside Capture: 69.51%

Expense Ratio

60/40 - 2024 has an expense ratio of 0.10%, 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.

Top 10 holdings

COWZ

Pacer US Cash Cows 100 ETF

AVUV

Avantis US Small Cap Value ETF

SPEM

SPDR Portfolio Emerging Markets ETF

SPHY

SPDR Portfolio High Yield Bond ETF

VSS

Vanguard FTSE All-World ex-US Small-Cap ETF

BNDX

Vanguard Total International Bond ETF

IDEV

iShares Core MSCI International Developed Markets ETF

SCHP

Schwab U.S. TIPS ETF

SPTL

SPDR Portfolio Long Term Treasury ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

Return for Risk

Risk / Return Rank

60/40 - 2024 ranks 56 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.32	0.88	+0.44
Sortino ratio Return per unit of downside risk	1.92	1.37	+0.56
Omega ratio Gain probability vs. loss probability	1.28	1.21	+0.08
Calmar ratio Return relative to maximum drawdown	1.82	1.39	+0.43
Martin ratio Return relative to average drawdown	8.56	6.43	+2.13
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
SPYM State Street SPDR Portfolio S&P 500 ETF	54	0.97	1.48	1.23	1.52	7.13
AVUV Avantis US Small Cap Value ETF	63	1.17	1.73	1.24	1.90	7.48
COWZ Pacer US Cash Cows 100 ETF	48	0.94	1.41	1.21	1.26	5.81
IDEV iShares Core MSCI International Developed Markets ETF	77	1.53	2.14	1.31	2.37	9.19
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	85	1.86	2.48	1.38	2.66	10.27
SPTL SPDR Portfolio Long Term Treasury ETF	11	0.01	0.09	1.01	0.01	0.03
SCHO Schwab Short-Term U.S. Treasury ETF	96	2.56	4.13	1.53	4.35	16.94
SCHP Schwab U.S. TIPS ETF	36	0.84	1.17	1.15	1.19	3.52
BND Vanguard Total Bond Market ETF	48	1.00	1.42	1.18	1.71	4.64
BNDX Vanguard Total International Bond ETF	34	0.82	1.15	1.15	0.89	3.55

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.

60/40 - 2024 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.32
5-Year: 0.65
All Time: 0.75

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 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 60/40 - 2024 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

60/40 - 2024 provided a 2.85% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.85%	2.91%	2.86%	2.76%	2.44%	2.05%	1.79%	2.32%	2.20%	1.76%	1.43%	1.34%
Portfolio components:
SPYM State Street SPDR Portfolio S&P 500 ETF	1.15%	1.13%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%
AVUV Avantis US Small Cap Value ETF	1.39%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%
COWZ Pacer US Cash Cows 100 ETF	2.06%	2.19%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.95%	0.13%	0.00%
IDEV iShares Core MSCI International Developed Markets ETF	3.33%	3.40%	3.30%	3.07%	2.69%	3.05%	2.00%	3.18%	3.16%	1.54%	0.00%	0.00%
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	3.31%	3.39%	3.44%	3.14%	2.30%	2.74%	1.90%	3.25%	2.80%	2.83%	2.93%	2.66%
SPTL SPDR Portfolio Long Term Treasury ETF	4.15%	4.12%	4.03%	3.24%	2.75%	1.68%	1.71%	2.45%	2.69%	2.53%	2.56%	2.60%
SCHO Schwab Short-Term U.S. Treasury ETF	3.97%	4.06%	4.29%	3.76%	1.34%	0.41%	1.27%	2.27%	1.60%	1.12%	0.82%	0.68%
SCHP Schwab U.S. TIPS ETF	3.70%	4.06%	2.99%	3.02%	7.19%	4.39%	1.11%	2.02%	2.26%	1.90%	1.38%	0.28%
BND Vanguard Total Bond Market ETF	3.92%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%

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 60/40 - 2024. 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 60/40 - 2024 was 22.25%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current 60/40 - 2024 drawdown is 3.34%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.25%	Feb 13, 2020	27	Mar 23, 2020	53	Jun 8, 2020	80
-18.47%	Jan 5, 2022	186	Sep 30, 2022	306	Dec 19, 2023	492
-11%	Dec 5, 2024	84	Apr 8, 2025	43	Jun 10, 2025	127
-6.1%	Jun 9, 2020	3	Jun 11, 2020	37	Aug 4, 2020	40
-5.37%	Feb 26, 2026	22	Mar 27, 2026	—	—	—

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 12 assets, with an effective number of assets of 7.68, 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	SCHO	SPTL	BNDX	SCHP	BND	SPEM	AVUV	COWZ	SPYM	SPHY	IDEV	VSS	Portfolio
Benchmark	1.00	-0.02	-0.04	0.11	0.12	0.11	0.66	0.72	0.75	1.00	0.71	0.79	0.77	0.92
SCHO	-0.02	1.00	0.59	0.61	0.61	0.73	-0.01	-0.06	-0.04	-0.02	0.24	0.06	0.07	0.09
SPTL	-0.04	0.59	1.00	0.75	0.73	0.91	-0.05	-0.13	-0.11	-0.04	0.22	-0.01	0.00	0.07
BNDX	0.11	0.61	0.75	1.00	0.64	0.80	0.08	0.02	0.03	0.11	0.32	0.15	0.16	0.22
SCHP	0.12	0.61	0.73	0.64	1.00	0.78	0.09	0.05	0.07	0.12	0.33	0.16	0.18	0.23
BND	0.11	0.73	0.91	0.80	0.78	1.00	0.08	0.01	0.03	0.11	0.40	0.16	0.17	0.23
SPEM	0.66	-0.01	-0.05	0.08	0.09	0.08	1.00	0.56	0.57	0.66	0.56	0.77	0.84	0.73
AVUV	0.72	-0.06	-0.13	0.02	0.05	0.01	0.56	1.00	0.89	0.73	0.59	0.71	0.70	0.86
COWZ	0.75	-0.04	-0.11	0.03	0.07	0.03	0.57	0.89	1.00	0.75	0.59	0.72	0.71	0.87
SPYM	1.00	-0.02	-0.04	0.11	0.12	0.11	0.66	0.73	0.75	1.00	0.71	0.79	0.77	0.93
SPHY	0.71	0.24	0.22	0.32	0.33	0.40	0.56	0.59	0.59	0.71	1.00	0.68	0.68	0.77
IDEV	0.79	0.06	-0.01	0.15	0.16	0.16	0.77	0.71	0.72	0.79	0.68	1.00	0.94	0.88
VSS	0.77	0.07	0.00	0.16	0.18	0.17	0.84	0.70	0.71	0.77	0.68	0.94	1.00	0.87
Portfolio	0.92	0.09	0.07	0.22	0.23	0.23	0.73	0.86	0.87	0.93	0.77	0.88	0.87	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

60/40 - 2024

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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