Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 7twelve TRL, 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 Nov 7, 2014, corresponding to the inception date of PDBC
Returns By Period
As of Apr 9, 2026, the 7twelve TRL returned 7.46% Year-To-Date and 8.41% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.51% | -0.19% | -0.92% | 0.43% | 36.13% | 18.22% | 10.44% | 12.72% |
Portfolio 7twelve TRL | 1.34% | 1.66% | 7.46% | 8.31% | 30.95% | 11.38% | 6.64% | 8.41% |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 2.52% | -0.08% | -0.61% | 1.02% | 37.67% | 19.83% | 12.02% | 14.63% |
VO Vanguard Mid-Cap ETF | 2.53% | 0.55% | 3.22% | 1.82% | 32.57% | 14.76% | 7.18% | 11.27% |
SCHA Schwab U.S. Small-Cap ETF | 3.07% | 3.87% | 7.55% | 8.80% | 51.66% | 16.06% | 5.35% | 10.58% |
VWO Vanguard FTSE Emerging Markets ETF | 4.46% | 2.49% | 5.10% | 4.76% | 45.59% | 15.34% | 4.90% | 8.36% |
VNQ Vanguard Real Estate ETF | 1.80% | -0.70% | 5.21% | 4.67% | 20.04% | 8.07% | 3.52% | 5.12% |
GNR SPDR S&P Global Natural Resources ETF | 0.48% | 3.52% | 21.24% | 28.36% | 70.02% | 13.80% | 12.25% | 11.75% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -2.91% | 5.06% | 28.38% | 30.31% | 44.72% | 10.02% | 14.00% | 9.50% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.39% | -0.79% | 0.49% | 0.65% | 8.77% | 4.23% | 0.24% | 2.67% |
SCHP Schwab U.S. TIPS ETF | 0.04% | -0.64% | 0.90% | 0.60% | 4.67% | 2.98% | 1.51% | 2.61% |
BNDX Vanguard Total International Bond ETF | 0.77% | -0.24% | 0.59% | 0.65% | 3.02% | 3.96% | 0.30% | 1.78% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 10, 2014, 7twelve TRL's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +9.2%, while the worst month was Mar 2020 at -13.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 7twelve TRL closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +5.6%, while the worst single day was Mar 16, 2020 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.72% | 3.08% | -1.74% | 2.29% | 7.46% | ||||||||
| 2025 | 2.22% | 0.18% | -1.47% | -1.77% | 2.64% | 3.17% | 1.00% | 2.48% | 1.97% | 0.29% | 0.98% | 0.02% | 12.20% |
| 2024 | -1.71% | 1.50% | 3.12% | -2.73% | 2.61% | 0.27% | 2.78% | 1.20% | 2.37% | -1.67% | 2.88% | -3.75% | 6.73% |
| 2023 | 6.16% | -3.78% | 0.69% | -0.09% | -2.95% | 4.36% | 3.64% | -2.45% | -3.10% | -2.97% | 6.35% | 4.83% | 10.28% |
| 2022 | -2.49% | -0.09% | 2.15% | -4.69% | 0.62% | -6.94% | 5.10% | -2.87% | -8.32% | 4.49% | 5.84% | -3.67% | -11.47% |
| 2021 | 0.73% | 3.36% | 1.30% | 3.67% | 1.55% | 1.41% | 0.62% | 0.82% | -2.05% | 3.80% | -2.43% | 3.59% | 17.40% |
Benchmark Metrics
7twelve TRL has an annualized alpha of -0.01%, beta of 0.60, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since November 10, 2014.
- This portfolio participated in 71.42% of S&P 500 Index downside but only 60.32% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.60 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
- -0.01%
- Beta
- 0.60
- R²
- 0.81
- Upside Capture
- 60.32%
- Downside Capture
- 71.42%
Expense Ratio
7twelve TRL 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
7twelve TRL ranks 91 for risk / return — in the top 91% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.19 | 2.19 | +1.01 |
Sortino ratioReturn per unit of downside risk | 4.97 | 3.49 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.70 | 1.48 | +0.22 |
Calmar ratioReturn relative to maximum drawdown | 7.48 | 3.70 | +3.78 |
Martin ratioReturn relative to average drawdown | 27.13 | 16.45 | +10.69 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 80 | 2.30 | 3.63 | 1.50 | 3.94 | 17.63 |
VO Vanguard Mid-Cap ETF | 69 | 2.08 | 3.25 | 1.41 | 3.59 | 13.70 |
SCHA Schwab U.S. Small-Cap ETF | 80 | 2.45 | 3.59 | 1.45 | 4.86 | 17.49 |
VWO Vanguard FTSE Emerging Markets ETF | 80 | 2.74 | 3.96 | 1.54 | 3.39 | 12.62 |
VNQ Vanguard Real Estate ETF | 33 | 1.35 | 2.00 | 1.26 | 1.65 | 5.23 |
GNR SPDR S&P Global Natural Resources ETF | 96 | 3.82 | 5.02 | 1.71 | 7.95 | 33.70 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 75 | 2.50 | 3.31 | 1.44 | 5.45 | 12.01 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 33 | 1.43 | 2.07 | 1.26 | 1.59 | 4.91 |
SCHP Schwab U.S. TIPS ETF | 29 | 1.23 | 1.73 | 1.22 | 1.65 | 4.25 |
BNDX Vanguard Total International Bond ETF | 22 | 0.94 | 1.35 | 1.17 | 0.94 | 3.62 |
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Dividends
Dividend yield
7twelve TRL provided a 2.80% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.80% | 3.01% | 3.21% | 3.09% | 4.21% | 7.34% | 1.75% | 2.53% | 2.65% | 2.44% | 2.75% | 2.22% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.15% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VO Vanguard Mid-Cap ETF | 1.45% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
SCHA Schwab U.S. Small-Cap ETF | 1.11% | 1.26% | 1.51% | 1.42% | 1.37% | 1.19% | 1.05% | 1.39% | 1.58% | 1.24% | 1.50% | 1.48% |
VWO Vanguard FTSE Emerging Markets ETF | 2.57% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VNQ Vanguard Real Estate ETF | 3.78% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
GNR SPDR S&P Global Natural Resources ETF | 2.28% | 2.76% | 4.73% | 3.37% | 4.37% | 3.44% | 2.78% | 3.84% | 3.51% | 2.40% | 2.06% | 4.59% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 2.99% | 3.84% | 4.42% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% | 0.00% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.52% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
SCHP Schwab U.S. TIPS ETF | 3.70% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
BNDX Vanguard Total International Bond ETF | 4.44% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
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 7twelve TRL. 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 7twelve TRL was 27.32%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.32% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -17.71% | Apr 5, 2022 | 121 | Sep 27, 2022 | 384 | Apr 9, 2024 | 505 |
| -17.36% | Apr 27, 2015 | 186 | Jan 20, 2016 | 144 | Aug 15, 2016 | 330 |
| -12.87% | Jan 29, 2018 | 229 | Dec 24, 2018 | 66 | Apr 1, 2019 | 295 |
| -11.45% | Feb 21, 2025 | 33 | Apr 8, 2025 | 45 | Jun 12, 2025 | 78 |
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 10 assets, with an effective number of assets of 10.00, 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
| Benchmark | BNDX | SCHP | PDBC | LQD | VNQ | VWO | GNR | SCHA | VOO | VO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.02 | 0.01 | 0.26 | 0.17 | 0.59 | 0.68 | 0.65 | 0.84 | 1.00 | 0.91 | 0.86 |
| BNDX | 0.02 | 1.00 | 0.59 | -0.11 | 0.68 | 0.20 | 0.01 | -0.06 | 0.01 | 0.02 | 0.03 | 0.12 |
| SCHP | 0.01 | 0.59 | 1.00 | 0.06 | 0.73 | 0.21 | 0.04 | 0.04 | 0.00 | 0.01 | 0.03 | 0.18 |
| PDBC | 0.26 | -0.11 | 0.06 | 1.00 | -0.02 | 0.12 | 0.33 | 0.56 | 0.28 | 0.26 | 0.27 | 0.49 |
| LQD | 0.17 | 0.68 | 0.73 | -0.02 | 1.00 | 0.33 | 0.15 | 0.09 | 0.15 | 0.17 | 0.19 | 0.30 |
| VNQ | 0.59 | 0.20 | 0.21 | 0.12 | 0.33 | 1.00 | 0.41 | 0.42 | 0.61 | 0.59 | 0.67 | 0.69 |
| VWO | 0.68 | 0.01 | 0.04 | 0.33 | 0.15 | 0.41 | 1.00 | 0.70 | 0.63 | 0.68 | 0.66 | 0.78 |
| GNR | 0.65 | -0.06 | 0.04 | 0.56 | 0.09 | 0.42 | 0.70 | 1.00 | 0.68 | 0.65 | 0.69 | 0.84 |
| SCHA | 0.84 | 0.01 | 0.00 | 0.28 | 0.15 | 0.61 | 0.63 | 0.68 | 1.00 | 0.84 | 0.93 | 0.87 |
| VOO | 1.00 | 0.02 | 0.01 | 0.26 | 0.17 | 0.59 | 0.68 | 0.65 | 0.84 | 1.00 | 0.91 | 0.86 |
| VO | 0.91 | 0.03 | 0.03 | 0.27 | 0.19 | 0.67 | 0.66 | 0.69 | 0.93 | 0.91 | 1.00 | 0.90 |
| Portfolio | 0.86 | 0.12 | 0.18 | 0.49 | 0.30 | 0.69 | 0.78 | 0.84 | 0.87 | 0.86 | 0.90 | 1.00 |