Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | Government Bonds, Short-Term Bond | 33.33% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 33.33% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 33.33% |
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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 Every 3 months.
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Returns By Period
As of Jun 13, 2026, the Os returned 8.46% Year-To-Date and 11.49% 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 Os | 0.33% | -0.31% | 8.46% | 8.35% | 17.57% | 14.41% | 8.92% | 11.49% |
| Portfolio components: | ||||||||
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.12% | -3.66% | 2.58% | 2.96% | 20.32% | 22.68% | 14.33% | 18.50% |
VGSH Vanguard Short-Term Treasury ETF | -0.03% | 0.16% | 0.57% | 0.83% | 3.36% | 4.25% | 1.83% | 1.73% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, Os'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, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +9.1%, while the worst month was Mar 2020 at -6.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Os closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.7%, while the worst single day was Mar 16, 2020 at -7.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.34% | 1.24% | -2.55% | 5.98% | 2.91% | -1.51% | 8.46% | ||||||
| 2025 | 1.45% | -0.27% | -2.87% | -1.79% | 3.24% | 3.08% | 1.14% | 2.40% | 1.23% | 0.97% | 0.57% | 0.09% | 9.43% |
| 2024 | 1.04% | 2.79% | 2.33% | -2.95% | 2.92% | 2.56% | 2.16% | 1.67% | 1.41% | -0.28% | 4.04% | -1.99% | 16.60% |
| 2023 | 4.25% | -1.76% | 3.08% | 0.27% | 0.68% | 3.91% | 2.68% | -0.68% | -3.23% | -1.66% | 6.13% | 3.98% | 18.60% |
| 2022 | -4.12% | -2.07% | 1.95% | -5.92% | 0.64% | -5.38% | 5.71% | -2.96% | -6.29% | 5.16% | 3.94% | -3.89% | -13.40% |
| 2021 | -0.53% | 2.15% | 3.59% | 3.33% | 0.51% | 1.79% | 1.39% | 2.00% | -3.12% | 4.32% | -0.59% | 2.83% | 18.88% |
Benchmark Metrics
Os has an annualized alpha of 2.36%, beta of 0.63, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (66.85%) than losses (63.59%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.63 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
- 2.36%
- Beta
- 0.63
- R²
- 0.98
- Upside Capture
- 66.85%
- Downside Capture
- 63.59%
Expense Ratio
Os has an expense ratio of 0.04%, 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
Os ranks 82 for risk / return — in the top 82% 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 Os 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 | 2.41 | 1.86 | +0.55 |
| Sortino ratioReturn per unit of downside risk | 3.42 | 2.53 | +0.89 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 4.14 | 2.53 | +1.61 |
| Martin ratioReturn relative to average drawdown | 17.29 | 11.37 | +5.92 |
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 |
|---|---|---|---|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
SCHG Schwab U.S. Large-Cap Growth ETF | 32 | 1.18 | 1.64 | 1.21 | 1.14 | 3.78 |
VGSH Vanguard Short-Term Treasury ETF | 87 | 2.61 | 4.30 | 1.55 | 3.76 | 14.67 |
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Dividends
Dividend yield
Os provided a 2.49% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.49% | 2.73% | 2.74% | 2.42% | 1.70% | 1.29% | 1.81% | 2.03% | 2.04% | 1.58% | 1.59% | 1.63% |
| Portfolio components: | ||||||||||||
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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
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 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 1.51%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -21.40%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
Bear market2022 | -18.04%Oct 2022 | 9mo 18d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -12.33%Dec 2018 | 3mo 4d | 2mo 27d | 6mo 1dSep 2018 - Mar 2019 |
2025 selloff2025 | -11.68%Apr 2025 | 1mo 17d | 2mo 23d | 4mo 10dFeb 2025 - Jun 2025 |
2016 pullback2016 | -7.85%Feb 2016 | 3mo 9d | 1mo 25d | 5mo 4dNov 2015 - Apr 2016 |
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 3 assets, with an effective number of assets of 3.00, 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 | 1.35 | 1.22 | 1.16 | 1.13 | 1.12 |
The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Os correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.94, while VGSH has the lowest at -0.12.
Asset Correlations Table
Find what Os is missing
See which holdings overlap, where Os is concentrated, and which low-correlation assets could fill the gaps.
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