Chase Brosamle

Asset Allocation

Position	Category/Sector	Target Weight
GOOGL Alphabet Inc Class A	Communication Services	6%
NVDA NVIDIA Corporation	Technology	11%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Growth Equities	8%
SCHC Schwab International Small-Cap Equity ETF	Foreign Small & Mid Cap Equities	6%
SCHE Schwab Emerging Markets Equity ETF	Emerging Markets Equities	6%
SCHF Schwab International Equity ETF	Foreign Large Cap Equities	20%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	15%
SCHH Schwab US REIT ETF	REIT	6%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	12%
SWRSX Schwab Treasury Inflation Protected Securities Index Fund	Inflation-Protected Bonds	2%
SWVXX Schwab Value Advantage Money Fund	Money Market	4%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	4%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Chase Brosamle, 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 May 25, 2021, corresponding to the inception date of SWVXX

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.80%	4.83%	2.59%	5.27%	30.14%	19.29%	10.91%	12.94%
Portfolio Chase Brosamle	0.37%	5.50%	6.44%	10.41%	39.17%	26.55%	—	—
Portfolio components:
SCHG Schwab U.S. Large-Cap Growth ETF	1.84%	6.14%	-1.50%	0.72%	31.41%	25.80%	13.33%	17.93%
SCHF Schwab International Equity ETF	-0.41%	5.41%	10.23%	15.99%	40.20%	17.82%	9.52%	9.84%
SCHA Schwab U.S. Small-Cap ETF	-0.03%	8.38%	10.47%	11.36%	45.38%	16.54%	5.67%	10.56%
SCHE Schwab Emerging Markets Equity ETF	0.08%	5.52%	7.97%	8.51%	36.78%	16.53%	5.02%	8.28%
SCHH Schwab US REIT ETF	-0.04%	2.56%	10.12%	8.14%	15.98%	9.76%	4.14%	3.96%
XLI Industrial Select Sector SPDR Fund	-1.25%	3.37%	10.66%	12.88%	37.31%	21.49%	12.80%	13.79%
SWVXX Schwab Value Advantage Money Fund	0.00%	0.29%	0.86%	1.85%	3.98%	4.78%	—	—
SCHC Schwab International Small-Cap Equity ETF	-0.10%	5.72%	9.99%	14.01%	43.92%	17.31%	6.93%	8.44%
SWRSX Schwab Treasury Inflation Protected Securities Index Fund	0.19%	-0.10%	0.97%	0.44%	5.32%	3.37%	1.32%	2.66%
SGOV iShares 0-3 Month Treasury Bond ETF	0.02%	0.30%	1.02%	1.87%	4.05%	4.78%	3.44%	—

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

Monthly Returns

Based on dividend-adjusted daily data since May 26, 2021, Chase Brosamle's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Jan 2023 with a return of +10.5%, while the worst month was Apr 2022 at -10.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Chase Brosamle closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.9%, while the worst single day was Apr 4, 2025 at -4.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.27%	0.89%	-5.19%	7.76%									6.44%
2025	1.36%	-0.83%	-3.63%	1.28%	6.90%	5.16%	2.44%	2.61%	3.87%	3.05%	-0.27%	1.03%	25.04%
2024	1.93%	6.46%	4.73%	-2.52%	6.41%	2.82%	1.24%	1.54%	1.95%	-0.65%	2.93%	-1.85%	27.49%
2023	10.45%	0.05%	5.53%	0.88%	4.23%	5.17%	4.31%	-1.23%	-4.80%	-3.12%	8.26%	5.34%	39.74%
2022	-5.98%	-1.76%	2.53%	-9.97%	-0.24%	-7.40%	7.69%	-5.47%	-9.64%	4.80%	9.09%	-5.27%	-21.54%
2021					0.99%	3.78%	0.79%	3.50%	-4.18%	6.59%	1.44%	0.76%	14.15%

Benchmark Metrics

Chase Brosamle has an annualized alpha of 6.00%, beta of 0.91, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

This portfolio captured 107.79% of S&P 500 Index gains but only 85.77% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 6.00% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.91 and R² of 0.88, 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: 6.00%

Beta: 0.91

R²: 0.88

Upside Capture: 107.79%

Downside Capture: 85.77%

Expense Ratio

Chase Brosamle has an expense ratio of 0.07%, 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.

SWVXX

Schwab Value Advantage Money Fund

XLI

Industrial Select Sector SPDR Fund

SCHE

Schwab Emerging Markets Equity ETF

SCHC

Schwab International Small-Cap Equity ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

SCHH

Schwab US REIT ETF

SCHF

Schwab International Equity ETF

SWRSX

Schwab Treasury Inflation Protected Securities Index Fund

SCHG

Schwab U.S. Large-Cap Growth ETF

SCHA

Schwab U.S. Small-Cap ETF

Return for Risk

Risk / Return Rank

Chase Brosamle ranks 83 for risk / return — in the top 83% 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.

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	3.21	2.30	+0.92
Sortino ratio Return per unit of downside risk	4.39	3.18	+1.21
Omega ratio Gain probability vs. loss probability	1.60	1.43	+0.17
Calmar ratio Return relative to maximum drawdown	4.41	3.40	+1.01
Martin ratio Return relative to average drawdown	20.49	15.35	+5.13
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
SCHG Schwab U.S. Large-Cap Growth ETF	36	1.85	2.54	1.33	1.97	6.60
SCHF Schwab International Equity ETF	71	2.76	3.69	1.50	3.72	14.92
SCHA Schwab U.S. Small-Cap ETF	72	2.45	3.41	1.41	4.96	18.22
SCHE Schwab Emerging Markets Equity ETF	61	2.37	3.27	1.45	3.37	12.46
SCHH Schwab US REIT ETF	26	1.21	1.68	1.22	2.25	7.13
XLI Industrial Select Sector SPDR Fund	61	2.45	3.38	1.42	3.12	13.36
SWVXX Schwab Value Advantage Money Fund	—	3.69	—	—	—	—
SCHC Schwab International Small-Cap Equity ETF	76	3.05	4.02	1.56	3.75	14.98
SWRSX Schwab Treasury Inflation Protected Securities Index Fund	24	1.47	2.15	1.27	3.07	7.86
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.60	283.02	200.33	408.59	4,587.57

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.

Chase Brosamle Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

1-Year: 3.21
All Time: 1.01

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 2.17 to 2.99, 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 Chase Brosamle 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

Chase Brosamle provided a 2.06% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.06%	2.22%	2.40%	2.29%	1.60%	1.39%	1.08%	1.54%	1.65%	1.29%	1.38%	1.43%
Portfolio components:
SCHG Schwab U.S. Large-Cap Growth ETF	0.39%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
SCHF Schwab International Equity ETF	3.10%	3.42%	3.26%	2.97%	2.80%	3.19%	2.08%	2.95%	3.06%	2.35%	2.58%	2.26%
SCHA Schwab U.S. Small-Cap ETF	1.08%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%
SCHE Schwab Emerging Markets Equity ETF	2.67%	2.88%	3.03%	3.83%	2.88%	2.86%	2.09%	3.27%	2.64%	2.31%	2.27%	2.50%
SCHH Schwab US REIT ETF	2.85%	3.04%	3.22%	3.24%	2.55%	1.50%	2.86%	2.86%	3.64%	2.22%	2.81%	2.48%
XLI Industrial Select Sector SPDR Fund	1.20%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%
SWVXX Schwab Value Advantage Money Fund	3.89%	4.06%	5.02%	4.91%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHC Schwab International Small-Cap Equity ETF	3.33%	3.66%	3.72%	2.94%	1.78%	3.02%	1.62%	3.23%	2.51%	2.73%	2.01%	2.34%
SWRSX Schwab Treasury Inflation Protected Securities Index Fund	3.34%	4.20%	3.68%	3.11%	7.95%	4.45%	1.33%	2.20%	2.87%	1.75%	1.81%	1.06%
SGOV iShares 0-3 Month Treasury Bond ETF	3.95%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%

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 Chase Brosamle. 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 Chase Brosamle was 30.16%, occurring on Oct 14, 2022. Recovery took 184 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.16%	Nov 22, 2021	226	Oct 14, 2022	184	Jul 12, 2023	410
-15.04%	Feb 19, 2025	35	Apr 8, 2025	26	May 15, 2025	61
-10.02%	Aug 1, 2023	63	Oct 27, 2023	32	Dec 13, 2023	95
-9.18%	Feb 26, 2026	23	Mar 30, 2026	10	Apr 14, 2026	33
-8.08%	Jul 17, 2024	14	Aug 5, 2024	14	Aug 23, 2024	28

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 8.82, 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	SGOV	SWVXX	SWRSX	SCHH	GOOGL	NVDA	SCHE	XLI	SCHA	SCHC	SCHG	SCHF	Portfolio
Benchmark	1.00	-0.00	0.00	0.16	0.58	0.68	0.69	0.62	0.81	0.83	0.75	0.94	0.77	0.93
SGOV	-0.00	1.00	0.05	0.01	0.01	0.02	0.02	0.03	0.00	-0.02	-0.01	0.00	-0.01	0.01
SWVXX	0.00	0.05	1.00	-0.01	0.03	-0.02	-0.03	-0.03	0.03	0.01	-0.01	-0.00	-0.03	-0.03
SWRSX	0.16	0.01	-0.01	1.00	0.30	0.13	0.07	0.12	0.14	0.16	0.25	0.14	0.22	0.18
SCHH	0.58	0.01	0.03	0.30	1.00	0.30	0.23	0.39	0.62	0.64	0.58	0.44	0.57	0.53
GOOGL	0.68	0.02	-0.02	0.13	0.30	1.00	0.52	0.46	0.43	0.49	0.47	0.74	0.49	0.69
NVDA	0.69	0.02	-0.03	0.07	0.23	0.52	1.00	0.48	0.45	0.50	0.49	0.78	0.50	0.83
SCHE	0.62	0.03	-0.03	0.12	0.39	0.46	0.48	1.00	0.52	0.61	0.76	0.59	0.76	0.72
XLI	0.81	0.00	0.03	0.14	0.62	0.43	0.45	0.52	1.00	0.84	0.71	0.65	0.72	0.72
SCHA	0.83	-0.02	0.01	0.16	0.64	0.49	0.50	0.61	0.84	1.00	0.76	0.72	0.75	0.79
SCHC	0.75	-0.01	-0.01	0.25	0.58	0.47	0.49	0.76	0.71	0.76	1.00	0.66	0.95	0.81
SCHG	0.94	0.00	-0.00	0.14	0.44	0.74	0.78	0.59	0.65	0.72	0.66	1.00	0.67	0.92
SCHF	0.77	-0.01	-0.03	0.22	0.57	0.49	0.50	0.76	0.72	0.75	0.95	0.67	1.00	0.82
Portfolio	0.93	0.01	-0.03	0.18	0.53	0.69	0.83	0.72	0.72	0.79	0.81	0.92	0.82	1.00

The correlation results are calculated based on daily price changes starting from May 26, 2021

Chase Brosamle

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

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