Gemini Portfolio 80/20 Simulation 10 year

Asset Allocation

Position	Category/Sector	Target Weight
DFSVX DFA U.S. Small Cap Value Portfolio I	Small Cap Value Equities	25%
BND Vanguard Total Bond Market ETF	Total Bond Market	20%
DFIVX DFA International Value Portfolio	Foreign Large Cap Equities	20%
VOO Vanguard S&P 500 ETF	S&P 500	15%
QQQ Invesco QQQ ETF	Nasdaq-100	10%
DFEMX DFA Emerging Markets Portfolio	Emerging Markets Diversified	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Gemini Portfolio 80/20 Simulation 10 year, 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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Returns By Period

As of Jun 9, 2026, the Gemini Portfolio 80/20 Simulation 10 year returned 11.10% Year-To-Date and 11.60% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Gemini Portfolio 80/20 Simulation 10 year	0.21%	-0.45%	11.10%	12.06%	27.59%	17.93%	10.13%	11.60%
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.03%	-0.67%	-0.07%	0.23%	4.87%	3.89%	-0.05%	1.53%
DFEMX DFA Emerging Markets Portfolio	-6.18%	-2.48%	20.86%	23.23%	44.94%	22.26%	8.35%	10.34%
DFIVX DFA International Value Portfolio	-2.30%	-0.98%	10.28%	13.96%	33.30%	23.24%	13.59%	11.32%
DFSVX DFA U.S. Small Cap Value Portfolio I	-1.27%	0.05%	14.98%	15.29%	32.71%	17.20%	9.93%	11.15%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, Gemini Portfolio 80/20 Simulation 10 year's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Gemini Portfolio 80/20 Simulation 10 year closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -8.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.14%	2.72%	-4.64%	7.44%	3.22%	-1.80%							11.10%
2025	2.59%	-0.49%	-2.43%	-0.79%	4.69%	4.26%	1.02%	4.16%	2.08%	1.07%	1.48%	1.30%	20.37%
2024	-0.96%	2.68%	3.46%	-3.31%	4.26%	0.26%	3.91%	0.56%	1.53%	-2.31%	4.22%	-3.35%	11.01%
2023	7.39%	-2.08%	0.41%	0.57%	-1.52%	5.83%	4.09%	-2.54%	-3.21%	-3.36%	7.58%	6.15%	19.92%
2022	-2.05%	-1.23%	0.58%	-6.52%	2.12%	-8.07%	6.14%	-3.02%	-8.65%	6.38%	7.32%	-3.94%	-11.93%
2021	1.17%	4.90%	3.53%	2.65%	2.42%	-0.02%	-0.33%	1.77%	-2.17%	3.56%	-2.07%	3.59%	20.40%

Benchmark Metrics

Gemini Portfolio 80/20 Simulation 10 year has an annualized alpha of 0.54%, beta of 0.77, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

This portfolio participated in 87.54% of S&P 500 Index downside but only 80.99% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.54%

Beta: 0.77

R²: 0.87

Upside Capture: 80.99%

Downside Capture: 87.54%

Expense Ratio

Gemini Portfolio 80/20 Simulation 10 year has an expense ratio of 0.20%, 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.

DFEMX

DFA Emerging Markets Portfolio

DFSVX

DFA U.S. Small Cap Value Portfolio I

DFIVX

DFA International Value Portfolio

QQQ

Invesco QQQ ETF

VOO

Vanguard S&P 500 ETF

BND

Vanguard Total Bond Market ETF

Return for Risk

Risk / Return Rank

Gemini Portfolio 80/20 Simulation 10 year ranks 78 for risk / return — better than 78% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for Gemini Portfolio 80/20 Simulation 10 year and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.53	1.94	+0.60
Sortino ratioReturn per unit of downside risk	3.47	2.63	+0.84
Omega ratioGain probability vs. loss probability	1.46	1.35	+0.11
Calmar ratioReturn relative to maximum drawdown	3.88	2.59	+1.30
Martin ratioReturn relative to average drawdown	15.53	11.84	+3.69
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BND Vanguard Total Bond Market ETF	40	1.32	1.96	1.23	1.83	5.43
DFEMX DFA Emerging Markets Portfolio	77	2.57	3.20	1.50	3.60	14.30
DFIVX DFA International Value Portfolio	72	2.42	3.24	1.43	3.54	13.92
DFSVX DFA U.S. Small Cap Value Portfolio I	58	1.99	2.90	1.35	3.64	11.63
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

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.

Gemini Portfolio 80/20 Simulation 10 year Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.53
5-Year: 0.75
10-Year: 0.81
All Time: 0.74

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 1.62 to 2.49, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Gemini Portfolio 80/20 Simulation 10 year 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

Gemini Portfolio 80/20 Simulation 10 year provided a 2.35% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.35%	2.51%	2.45%	3.03%	3.69%	4.74%	1.88%	2.58%	4.38%	2.90%	2.82%	3.15%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.98%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
DFEMX DFA Emerging Markets Portfolio	2.11%	2.55%	3.14%	3.34%	3.90%	6.13%	1.45%	2.33%	2.14%	1.74%	1.92%	2.08%
DFIVX DFA International Value Portfolio	3.82%	4.21%	3.94%	4.40%	3.78%	4.37%	2.42%	3.70%	6.60%	2.85%	3.36%	3.45%
DFSVX DFA U.S. Small Cap Value Portfolio I	1.51%	1.69%	1.47%	3.67%	6.77%	10.40%	1.96%	2.83%	7.54%	5.18%	4.18%	5.29%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 Gemini Portfolio 80/20 Simulation 10 year. 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 Gemini Portfolio 80/20 Simulation 10 year was 30.93%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Gemini Portfolio 80/20 Simulation 10 year drawdown is 2.68%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.93%Mar 2020	2mo 2d	7mo 21d	9mo 23dJan 2020 - Nov 2020
Bear market2022	-21.00%Sep 2022	8mo 20d	1y 2mo	1y 11moJan 2022 - Dec 2023
2011 bear market2011	-20.24%Oct 2011	5mo 4d	11mo 15d	1y 4moMay 2011 - Sep 2012
2016 correction2016	-17.86%Feb 2016	8mo 25d	9mo 10d	1y 6moMay 2015 - Nov 2016
Rate-hike selloffLate 2018	-17.17%Dec 2018	10mo 29d	10mo 18d	1y 9moJan 2018 - Nov 2019

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 6 assets, with an effective number of assets of 5.41, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.21	1.21	1.20	1.19	1.18

The portfolio has a diversification ratio of 1.18, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Gemini Portfolio 80/20 Simulation 10 year correlation to the S&P 500 Index

Gemini Portfolio 80/20 Simulation 10 year has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.88
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Sep 10, 2010	0.92

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while BND has the lowest at -0.08.

-0.08

0.69

0.76

0.79

0.90

1.00

Portfolio Correlations

Correlation vs. Gemini Portfolio 80/20 Simulation 10 year. VOO has the highest portfolio correlation at 0.92, while BND has the lowest at -0.04.

-0.04

0.78

0.80

0.89

0.91

0.92

Asset Correlations Table

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

	BND	DFEMX	QQQ	DFIVX	DFSVX	VOO
BND	1.00	-0.06	-0.04	-0.08	-0.14	-0.07
DFEMX	-0.06	1.00	0.64	0.74	0.60	0.69
QQQ	-0.04	0.64	1.00	0.62	0.63	0.90
DFIVX	-0.08	0.74	0.62	1.00	0.75	0.76
DFSVX	-0.14	0.60	0.63	0.75	1.00	0.79
VOO	-0.07	0.69	0.90	0.76	0.79	1.00

The correlation results are calculated based on daily price changes starting from Sep 10, 2010

Diversification Analysis

Find what Gemini Portfolio 80/20 Simulation 10 year is missing

See which holdings overlap, where Gemini Portfolio 80/20 Simulation 10 year is concentrated, and which low-correlation assets could fill the gaps.

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