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Core Moderate

The Covestor Core Moderate Portfolio is an all-ETF portfolio constructed by Covestor’s Investment Management Team that targets the risk profile of the Dow Jones Moderately Conservative Index. It is designed for a long-term investor seeking a current income stream and looking to avoid excessive volatility of returns with some degree of capital appreciation, and who wants to avoid management fees that drag on returns.

Risk score

Risk Score 2

Best 30 days


Worst 30 days


  • 1.0%
    30 day
  • 2.0%
    90 day
  • 3.7%
    365 day
    March 04, 2014
Monthly vs S&P500
Covestor - Core Moderate Monthly vs S&P500
-9.3% 12 months
  • $10,000 investment min
  • Margin account required
  • NO FEE


  • Debt Fund
  • Equity Fund
  • Commodity Fund

Top 5 securities View all


Portfolio commentary

  1. Core-satellite portfolio strategies for volatile times

    27 April 2015

    In choppy market waters, passive and active strategies can work together.

  2. All you need to know about fees in 1 chart 9 April 2015
  3. What to remember in a wild and volatile stock market 28 October 2014
  4. Covestor investors take market turmoil in stride 23 October 2014
  5. Should investors fear "animal spirits" in October? 14 October 2014

show more

Performance detail

  • Manager (net of fees)
  • Dow Jones Moderate Conservative


Covestor inception March 04, 2014

as of April 30, 2015 Manager (net of fees) Dow Jones Moderate Conservative S&P 500
Past 30 days 1.0% 0.5% 1.0%
Past 90 days 2.0% 1.7% 5.1%
Past 365 days 3.7% 4.3% 13.0%
Since Covestor inception (Annualized) 3.9% 4.0% 11.9%
2015 (YTD) 2.1% 2.0% 1.9%

Risk metrics

Last 365 days

as of April 30, 2015 Manager (net of fees) Dow Jones Moderate Conservative S&P 500
Best 30 days 3.2% 2.3% 9.7%
Worst 30 days -3.0% -2.5% -6.7%
Volatility 5.4% 3.6% 11.6%
Sharpe Ratio 0.69 1.19 1.12
Sortino Ratio 1.08 1.63 1.61
Maximum Drawdown -3.8% -3.3% -7.3%
Value-at-risk (95%, 1 week) -1.2% -0.8% -2.7%
vs. Dow Jones Moderate Conservative vs. S&P 500
Information Ratio - 0.18 - 1.25
Alpha -1.1% -1.4%
Beta 1.22 0.40
R-Squared 0.67 0.76
  • $10,000 investment min
  • Margin account required
  • NO FEE

Latest transactions View all

Average trades per month 0.4
Executed Symbol Security Replicable Type Price
04/23/15 AGG iShares Core U.S. Aggregate Bond ETF Yes Buy $111.22
04/23/15 VWO Vanguard FTSE Emerging Markets ETF Yes Sell $44.19
04/23/15 VTI Vanguard Total Stock Market ETF Yes Sell $109.39
01/22/15 DJP iPath Bloomberg Commodity Index Total Return ETN Yes Buy $28.91
01/22/15 VNQ Vanguard REIT ETF Yes Sell $87.47
06/25/14 AGG iShares Core U.S. Aggregate Bond ETF Yes Sell $109.19
03/05/14 VTI Vanguard Total Stock Market ETF Yes Buy $98.24
03/05/14 VEA Vanguard FTSE Developed Markets ETF Yes Buy $41.72

Important Information

  1. Past performance is no guarantee of future results.
  2. Performance of the portfolio manager's account is calculated by Covestor on a daily time-weighted basis, including cash, dividends and earnings distributions and broker commissions. Manager returns include trades and positions that fail Covestor's trading rules, as a result, actual client returns will differ. Covestor advisory fees are simulated and applied retro-actively to present the portfolio return "net-of-fees".
  3. Average client returns are calculated by Covestor and are composed of the asset-weighted average returns of all active client investments (some of which may contain investment restrictions) to the underlying portfolio. These daily average returns are then linked together for the timeframe presented. These returns include cash, dividends, earnings distributions, brokerage commissions and Covestor advisory fees.
  4. All graph data is as of the end of day for the referenced period, unless otherwise specified. The investment minimum is the minimum investment required to follow a particular portfolio. The minimum amount is determined by Covestor, based on the characteristics of the underlying portfolio. It should not be considered as specific investment advice for your investment situation.
  5. The performance charts are provided for informational purposes only, and should not be used as the basis for making an investment decision. Variables such as corporate actions or foreign exchange may affect daily performance displays. We rely on mathematical formulas, computer programs, and pricing information from third-party vendors to provide these returns. Neither Covestor nor any of its data or content providers shall be liable for any errors in this information or any actions taken by you in reliance upon this information.
  6. Benchmark returns have been calculated by Covestor using a time-weighted calculation of daily index valuations. Benchmarks presented are total return and therefore inclusive of cash, dividends and earnings distributions but not transaction costs. More
  7. Leverage indicates the level of margin utilized and is calculated by dividing gross exposure by portfolio net liquidation value.
  8. All Portfolio Manager information including personal data, profiles, strategies, monthly investment reports, and historical results outside of Covestor has been provided by the Portfolio Manager. Covestor makes no representation or warranty of its accuracy, completeness or relevance and it does not represent the opinions of Covestor. Transaction history is available upon request. Portfolio classifications are provided by Covestor, and are intended to serve as a general guide.
  9. Transactions that are marked as "Replicable" passed Covestor's trading rules and were eligible for replication at the time of execution, subject to individual client constraints. Eligibility for replication may change over time. Actual client investment trade activity may vary.
  10. Index returns do not reflect any management fees, transaction costs or expenses. Individuals cannot invest directly in an Index.