Asset Allocation
Find the right asset allocation for Apex Global Moderate Conservative
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 Apex Global Moderate Conservative, 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 18, 2026, the Apex Global Moderate Conservative returned 5.43% Year-To-Date and 7.00% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.08% | 2.00% | 9.57% | 10.71% | 25.41% | 19.37% | 12.48% | 13.67% |
Portfolio Apex Global Moderate Conservative | 0.00% | 2.22% | 5.43% | 5.74% | 13.47% | 10.53% | 5.50% | 7.00% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | 0.27% | 1.57% | 0.65% | 0.54% | 4.73% | 4.05% | 0.04% | 1.60% |
BNDX Vanguard Total International Bond ETF | 0.08% | 1.84% | 1.21% | 1.17% | 2.25% | 4.33% | 0.43% | 1.74% |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.32% | 0.03% | 4.05% | 5.38% | 21.75% | 22.88% | 14.43% | 18.65% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.08% | 0.27% | 0.46% | 0.57% | 3.22% | 4.23% | 1.85% | 1.70% |
SPHY SPDR Portfolio High Yield Bond ETF | 0.30% | 1.45% | 1.98% | 2.24% | 7.25% | 8.90% | 4.43% | 5.17% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 1.84% | 7.29% | 18.15% | 18.64% | 32.71% | 16.94% | 5.58% | 11.88% |
VBR Vanguard Small-Cap Value ETF | 0.62% | 5.45% | 13.21% | 12.18% | 27.70% | 15.68% | 9.37% | 10.72% |
VEA Vanguard FTSE Developed Markets ETF | 0.96% | 5.36% | 16.56% | 18.46% | 34.18% | 19.30% | 10.55% | 10.46% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.18% | -0.22% | 1.52% | 1.58% | 3.97% | 5.06% | 3.38% | 3.06% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 4, 2013, Apex Global Moderate Conservative's average daily return is +0.02%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.
Historically, 71% of months were positive and 29% were negative. The best month was Apr 2020 with a return of +6.1%, while the worst month was Mar 2020 at -6.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Apex Global Moderate Conservative closed higher 39% of trading days. The best single day was Mar 13, 2020 with a return of +4.3%, while the worst single day was Mar 12, 2020 at -5.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.29% | 1.33% | -2.99% | 3.78% | 2.03% | 0.01% | 5.43% | ||||||
| 2025 | 1.82% | 0.11% | -1.89% | 0.11% | 2.06% | 2.53% | 0.46% | 1.84% | 1.55% | 0.97% | 0.54% | 0.20% | 10.72% |
| 2024 | 0.09% | 1.49% | 1.98% | -2.74% | 2.46% | 1.09% | 2.43% | 1.43% | 1.46% | -1.52% | 3.23% | -2.31% | 9.23% |
| 2023 | 4.53% | -2.06% | 2.12% | 0.68% | -0.58% | 2.61% | 1.60% | -1.14% | -2.77% | -1.73% | 5.50% | 4.14% | 13.20% |
| 2022 | -3.23% | -1.20% | -0.19% | -5.02% | 0.40% | -4.29% | 4.81% | -2.95% | -5.58% | 3.06% | 3.92% | -2.64% | -12.78% |
| 2021 | -0.29% | 0.84% | 1.02% | 2.22% | 0.42% | 1.09% | 0.91% | 0.94% | -2.07% | 2.36% | -1.01% | 1.52% | 8.14% |
Benchmark Metrics
Apex Global Moderate Conservative has an annualized alpha of 1.32%, beta of 0.41, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.
- This portfolio participated in 49.00% of S&P 500 Index downside but only 43.69% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.41 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
- 1.32%
- Beta
- 0.41
- R²
- 0.88
- Upside Capture
- 43.69%
- Downside Capture
- 49.00%
Expense Ratio
Apex Global Moderate Conservative 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
Apex Global Moderate Conservative ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Apex Global Moderate Conservative 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 | 2.17 | 2.05 | +0.13 |
| Sortino ratioReturn per unit of downside risk | 3.17 | 2.77 | +0.40 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.37 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 2.81 | +0.27 |
| Martin ratioReturn relative to average drawdown | 12.79 | 12.55 | +0.23 |
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 |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 37 | 1.27 | 1.91 | 1.22 | 1.77 | 5.10 |
BNDX Vanguard Total International Bond ETF | 18 | 0.66 | 0.95 | 1.12 | 0.77 | 2.13 |
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 1.35 | 1.86 | 1.24 | 1.33 | 4.37 |
SCHO Schwab Short-Term U.S. Treasury ETF | 82 | 2.31 | 3.66 | 1.46 | 3.76 | 15.73 |
SPHY SPDR Portfolio High Yield Bond ETF | 69 | 1.95 | 2.97 | 1.39 | 3.02 | 13.62 |
USD=X USD Cash | — | — | — | — | — | — |
VBK Vanguard Small-Cap Growth ETF | 54 | 1.64 | 2.27 | 1.28 | 2.87 | 10.76 |
VBR Vanguard Small-Cap Value ETF | 61 | 1.82 | 2.67 | 1.31 | 3.14 | 11.11 |
VEA Vanguard FTSE Developed Markets ETF | 67 | 2.08 | 2.84 | 1.38 | 2.95 | 11.39 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 90 | 2.54 | 4.03 | 1.53 | 5.59 | 20.92 |
Loading charts...
Dividends
Dividend yield
Apex Global Moderate Conservative provided a 3.04% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.04% | 3.09% | 3.10% | 2.86% | 2.16% | 1.83% | 1.84% | 2.39% | 2.35% | 1.99% | 1.94% | 1.94% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.95% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
BNDX Vanguard Total International Bond ETF | 4.46% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.37% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.91% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.23% | 7.38% | 7.80% | 7.30% | 6.47% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBK Vanguard Small-Cap Growth ETF | 0.44% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
VBR Vanguard Small-Cap Value ETF | 1.74% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
VEA Vanguard FTSE Developed Markets ETF | 3.12% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.60% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Apex Global Moderate Conservative. 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 Apex Global Moderate Conservative was 17.40%, occurring on Oct 14, 2022. Recovery took 504 trading sessions.
The current Apex Global Moderate Conservative drawdown is 0.77%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.40%Oct 2022 | 11mo 10d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
COVID crash2020 | -15.83%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -7.61%Dec 2018 | 3mo 26d | 1mo 28d | 5mo 24dAug 2018 - Feb 2019 |
2025 selloff2025 | -7.39%Apr 2025 | 4mo | 1mo 27d | 5mo 27dDec 2024 - Jun 2025 |
2016 pullback2016 | -6.73%Feb 2016 | 9mo 20d | 3mo 21d | 1y 1moApr 2015 - Jun 2016 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 6.17, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.26 | 1.30 | 1.30 | 1.29 | 1.30 |
The portfolio has a diversification ratio of 1.30, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Apex Global Moderate Conservative correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHG has the highest benchmark correlation at 0.94, while SCHO has the lowest at -0.11.
Asset Correlations Table
| USD=X | BNDX | VTIP | SCHO | BND | SPHY | VEA | SCHG | VTV | VBR | VBK | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| BNDX | 0.00 | 1.00 | 0.36 | 0.50 | 0.69 | 0.21 | 0.04 | 0.04 | -0.02 | -0.02 | 0.04 |
| VTIP | 0.00 | 0.36 | 1.00 | 0.52 | 0.52 | 0.20 | 0.13 | 0.06 | 0.06 | 0.07 | 0.08 |
| SCHO | 0.00 | 0.50 | 0.52 | 1.00 | 0.67 | 0.13 | -0.02 | -0.09 | -0.12 | -0.11 | -0.07 |
| BND | 0.00 | 0.69 | 0.52 | 0.67 | 1.00 | 0.25 | 0.04 | 0.01 | -0.05 | -0.04 | 0.02 |
| SPHY | 0.00 | 0.21 | 0.20 | 0.13 | 0.25 | 1.00 | 0.44 | 0.43 | 0.40 | 0.40 | 0.44 |
| VEA | 0.00 | 0.04 | 0.13 | -0.02 | 0.04 | 0.44 | 1.00 | 0.67 | 0.71 | 0.68 | 0.68 |
| SCHG | 0.00 | 0.04 | 0.06 | -0.09 | 0.01 | 0.43 | 0.67 | 1.00 | 0.64 | 0.63 | 0.78 |
| VTV | 0.00 | -0.02 | 0.06 | -0.12 | -0.05 | 0.40 | 0.71 | 0.64 | 1.00 | 0.84 | 0.69 |
| VBR | 0.00 | -0.02 | 0.07 | -0.11 | -0.04 | 0.40 | 0.68 | 0.63 | 0.84 | 1.00 | 0.82 |
| VBK | 0.00 | 0.04 | 0.08 | -0.07 | 0.02 | 0.44 | 0.68 | 0.78 | 0.69 | 0.82 | 1.00 |
Find what Apex Global Moderate Conservative is missing
See which holdings overlap, where Apex Global Moderate Conservative is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification