Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VT Vanguard Total World Stock ETF | Global Equities | 25% |
VDE Vanguard Energy ETF | Energy Equities | 25% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 25% |
IYR iShares U.S. Real Estate ETF | REIT | 25% |
Find the right asset allocation for 1st Conservative Portfolio
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1st Conservative Portfolio, 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.
Loading charts...
Returns By Period
As of Jun 13, 2026, the 1st Conservative Portfolio returned 19.77% Year-To-Date and 11.40% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 1st Conservative Portfolio | 0.74% | 1.28% | 19.77% | 19.39% | 27.24% | 16.39% | 11.42% | 11.40% |
| Portfolio components: | ||||||||
IYR iShares U.S. Real Estate ETF | 0.89% | 3.00% | 11.47% | 11.46% | 12.40% | 9.71% | 2.47% | 5.97% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
VDE Vanguard Energy ETF | 0.77% | -1.49% | 29.66% | 28.33% | 35.15% | 16.71% | 20.05% | 9.39% |
VT Vanguard Total World Stock ETF | 0.44% | 0.17% | 11.06% | 11.82% | 27.43% | 19.71% | 10.65% | 12.93% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, 1st Conservative Portfolio's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +16.3%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 1st Conservative Portfolio closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -12.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.13% | 5.87% | -0.51% | 5.16% | -0.17% | 1.11% | 19.77% | ||||||
| 2025 | 2.18% | 2.08% | -0.94% | -5.76% | 2.58% | 3.17% | 1.00% | 3.71% | 0.53% | -0.88% | 2.04% | -0.34% | 9.38% |
| 2024 | -1.43% | 2.93% | 5.09% | -4.31% | 2.89% | 0.48% | 4.57% | 1.95% | 0.87% | -1.13% | 5.36% | -6.72% | 10.21% |
| 2023 | 5.65% | -4.78% | -0.29% | 0.97% | -4.71% | 6.09% | 4.49% | -1.32% | -3.14% | -3.92% | 6.69% | 5.29% | 10.37% |
| 2022 | 0.50% | 0.03% | 5.81% | -4.50% | 3.89% | -10.34% | 7.56% | -2.35% | -9.74% | 11.17% | 5.48% | -4.12% | 0.84% |
| 2021 | 0.83% | 8.54% | 5.08% | 3.66% | 3.03% | 1.94% | -0.72% | 1.18% | -1.22% | 6.68% | -3.23% | 5.81% | 35.72% |
Benchmark Metrics
1st Conservative Portfolio has an annualized alpha of -0.61%, beta of 0.89, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio participated in 94.52% of S&P 500 Index downside but only 86.43% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.89 and R2 of 0.79, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.61%
- Beta
- 0.89
- R²
- 0.79
- Upside Capture
- 86.43%
- Downside Capture
- 94.52%
Expense Ratio
1st Conservative Portfolio has an expense ratio of 0.16%, 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
1st Conservative Portfolio ranks 92 for risk / return — in the top 92% 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
The table below presents risk-adjusted performance metrics for 1st Conservative Portfolio and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.78 | 1.86 | +0.92 |
| Sortino ratioReturn per unit of downside risk | 3.93 | 2.53 | +1.39 |
| Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 7.70 | 2.53 | +5.17 |
| Martin ratioReturn relative to average drawdown | 24.14 | 11.37 | +12.77 |
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 |
|---|---|---|---|---|---|---|
IYR iShares U.S. Real Estate ETF | 27 | 0.84 | 1.24 | 1.15 | 1.34 | 4.19 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
VDE Vanguard Energy ETF | 60 | 1.85 | 2.43 | 1.30 | 3.20 | 8.95 |
VT Vanguard Total World Stock ETF | 65 | 1.94 | 2.67 | 1.35 | 2.68 | 11.67 |
Loading charts...
Dividends
Dividend yield
1st Conservative Portfolio 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% | 2.81% | 2.85% | 2.92% | 3.04% | 2.70% | 3.04% | 2.94% | 3.12% | 2.84% | 3.00% | 3.13% |
| Portfolio components: | ||||||||||||
IYR iShares U.S. Real Estate ETF | 2.15% | 2.48% | 2.57% | 2.75% | 2.92% | 2.06% | 2.58% | 3.05% | 3.53% | 3.73% | 4.41% | 3.92% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VDE Vanguard Energy ETF | 2.42% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
VT Vanguard Total World Stock ETF | 1.61% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the 1st Conservative Portfolio. 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 1st Conservative Portfolio was 41.51%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.
The current 1st Conservative Portfolio drawdown is 0.23%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -41.51%Mar 2020 | 2mo 2d | 9mo 19d | 11mo 21dJan 2020 - Jan 2021 |
2016 correction2016 | -18.80%Jan 2016 | 8mo 26d | 5mo 23d | 1y 2moApr 2015 - Jul 2016 |
Rate-hike selloffLate 2018 | -18.77%Dec 2018 | 3mo 1d | 3mo 19d | 6mo 20dSep 2018 - Apr 2019 |
Bear market2022 | -18.16%Sep 2022 | 5mo 9d | 1y 2mo | 1y 7moApr 2022 - Dec 2023 |
2025 selloff2025 | -16.68%Apr 2025 | 4mo 7d | 4mo 16d | 8mo 23dDec 2024 - Aug 2025 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, 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 | 1.50 | 1.25 | 1.22 | 1.16 | 1.15 |
The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
1st Conservative Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.73 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VT has the highest benchmark correlation at 0.95, while VDE has the lowest at 0.54.
Asset Correlations Table
Find what 1st Conservative Portfolio is missing
See which holdings overlap, where 1st Conservative Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification