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Os
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VGSH 33.33%SCHD 33.33%SCHG 33.33%BondBondEquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

33.33%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

33.33%

VGSH
Vanguard Short-Term Treasury ETF
Government Bonds

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Os, 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 Quarterly


200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
240.89%
308.69%
Os
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 20, 2024, the Os returned 2.23% Year-To-Date and 9.39% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Os2.23%-3.53%11.87%14.96%10.10%9.41%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.98%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%-6.73%20.82%34.53%16.79%15.27%
VGSH
Vanguard Short-Term Treasury ETF
-0.13%-0.38%2.20%2.52%1.03%0.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.04%2.79%2.33%
2023-3.23%-1.66%6.13%3.98%

Expense Ratio

The Os has an expense ratio of 0.05% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Os
Sharpe ratio
The chart of Sharpe ratio for Os, currently valued at 1.77, compared to the broader market-1.000.001.002.003.004.001.77
Sortino ratio
The chart of Sortino ratio for Os, currently valued at 2.62, compared to the broader market-2.000.002.004.006.002.62
Omega ratio
The chart of Omega ratio for Os, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Os, currently valued at 1.40, compared to the broader market0.002.004.006.008.001.40
Martin ratio
The chart of Martin ratio for Os, currently valued at 7.96, compared to the broader market0.0010.0020.0030.0040.007.96
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
SCHG
Schwab U.S. Large-Cap Growth ETF
2.132.951.371.4611.63
VGSH
Vanguard Short-Term Treasury ETF
1.282.021.230.713.89

Sharpe Ratio

The current Os Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.77

The Sharpe ratio of Os lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.77
1.66
Os
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Os granted a 2.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Os2.55%2.42%1.70%1.29%1.81%2.03%2.04%1.58%1.51%1.63%1.39%1.29%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.46%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%
VGSH
Vanguard Short-Term Treasury ETF
3.71%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.81%
-5.46%
Os
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Os. 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 Os was 21.40%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Os drawdown is 3.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.4%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-18.04%Dec 28, 2021200Oct 12, 2022294Dec 13, 2023494
-12.33%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-7.84%Nov 4, 201568Feb 11, 201634Apr 1, 2016102
-7.79%May 22, 201566Aug 25, 201548Nov 2, 2015114

Volatility

Volatility Chart

The current Os volatility is 2.11%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.11%
3.15%
Os
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VGSHSCHGSCHD
VGSH1.00-0.12-0.14
SCHG-0.121.000.73
SCHD-0.140.731.00