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7Twelve Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 7Twelve Portfolio, 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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Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 2, 2026, the 7Twelve Portfolio returned 10.65% Year-To-Date and 8.12% of annualized return in the last 10 years.


Position1D1M6MYTD1Y3Y*5Y*10Y*ALL TIME*
Benchmark
S&P 500 Index
0.70%0.09%7.94%9.41%20.07%17.84%11.25%13.26%8.09%
Portfolio
7Twelve Portfolio
-0.11%0.68%6.32%10.65%19.02%12.95%7.65%8.12%6.79%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
0.03%0.26%1.78%2.08%3.76%4.56%3.54%2.24%1.37%
BND
Vanguard Total Bond Market ETF
-0.26%-1.20%-0.75%-0.54%1.75%3.92%-0.42%1.36%2.99%
BNDX
Vanguard Total International Bond ETF
-0.23%-0.97%-0.29%0.22%0.83%4.00%-0.07%1.51%2.25%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.28%12.94%25.75%38.94%42.34%14.13%14.47%8.91%-2.13%
IAU
iShares Gold Trust
-1.46%-1.73%-16.48%-6.16%20.35%27.40%17.12%11.21%10.71%
IJH
iShares Core S&P Mid-Cap ETF
-0.11%-1.08%10.14%14.60%22.81%13.01%8.44%11.03%9.85%
VEA
Vanguard FTSE Developed Markets ETF
-0.66%-0.27%7.42%13.84%29.71%18.08%9.76%10.05%5.13%
VIOO
Vanguard S&P Small-Cap 600 ETF
-0.01%-0.56%15.04%21.54%35.81%13.37%7.42%10.87%12.46%
VNQ
Vanguard Real Estate ETF
-0.54%0.95%11.11%14.01%15.59%9.39%2.44%4.90%7.72%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
0.00%0.16%1.28%1.83%3.09%5.11%3.06%3.10%2.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 4, 2013, 7Twelve Portfolio's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +7.1%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 7Twelve Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Mar 16, 2020 at -6.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.07%2.88%-2.16%5.06%0.64%-0.65%0.56%10.65%
20252.41%0.01%-0.46%-0.52%2.38%2.48%0.63%2.64%2.33%0.72%1.14%0.24%14.84%
2024-0.88%1.84%2.97%-2.12%2.40%0.43%3.23%1.09%2.07%-1.06%2.34%-2.67%9.81%
20235.44%-2.98%1.04%0.13%-1.97%3.39%3.15%-1.89%-2.81%-1.74%5.11%4.34%11.18%
2022-2.22%0.40%1.30%-3.81%0.27%-5.03%3.97%-3.16%-6.82%3.55%5.18%-2.57%-9.31%
20210.82%2.23%1.36%3.13%1.67%0.25%0.59%0.78%-1.93%2.96%-2.21%3.28%13.51%

Benchmark Metrics

7Twelve Portfolio has an annualized alpha of 0.57%, beta of 0.50, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.

  • This portfolio participated in 58.64% of S&P 500 Index downside but only 50.14% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.50 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
0.57%
Beta
0.50
0.78
Upside Capture
50.14%
Downside Capture
58.64%

Expense Ratio

7Twelve Portfolio has an expense ratio of 0.14%, 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

7Twelve Portfolio ranks 89 for risk / return — above 89% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.


7Twelve Portfolio Risk / Return Rank: 8989
Overall Rank
7Twelve Portfolio Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
7Twelve Portfolio Sortino Ratio Rank: 8787
Sortino Ratio Rank
7Twelve Portfolio Omega Ratio Rank: 8888
Omega Ratio Rank
7Twelve Portfolio Calmar Ratio Rank: 9090
Calmar Ratio Rank
7Twelve Portfolio Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for 7Twelve Portfolio 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.33

1.42

+0.92

Sortino ratioReturn per unit of downside risk

3.25

1.98

+1.27

Omega ratioGain probability vs. loss probability

1.44

1.25

+0.18

Calmar ratioReturn relative to maximum drawdown

4.41

2.00

+2.40

Martin ratioReturn relative to average drawdown

17.19

8.49

+8.70


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

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. Learn how to interpret the Sharpe ratio.

The current 7Twelve Portfolio Sharpe ratio is 2.33 as of Aug 2, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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 7Twelve Portfolio 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

7Twelve Portfolio provided a 2.28% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.28%2.49%2.50%2.52%2.34%1.87%1.39%2.05%2.17%1.69%1.69%1.59%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.46%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
BND
Vanguard Total Bond Market ETF
3.69%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
4.31%4.39%4.18%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJH
iShares Core S&P Mid-Cap ETF
1.18%1.36%1.33%1.46%1.68%1.18%1.28%1.63%1.72%1.19%1.60%1.56%
VEA
Vanguard FTSE Developed Markets ETF
2.57%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
VIOO
Vanguard S&P Small-Cap 600 ETF
1.12%1.36%1.48%1.47%1.51%1.16%1.09%1.37%1.32%1.11%1.06%1.26%
VNQ
Vanguard Real Estate ETF
3.51%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
4.15%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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the 7Twelve Portfolio. 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 Portfolio was 22.46%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current 7Twelve Portfolio drawdown is 0.53%.


Drawdown

Fall

Recovery

Underwater

Related event

-22.46%Mar 2020
2mo 2d5mo 13d
7mo 15dJan 2020 - Sep 2020
COVID crash2020
-15.35%Sep 2022
10mo 15d1y 3mo
2y 1moNov 2021 - Dec 2023
Bear market2022
-13.82%Jan 2016
1y 6mo6mo 28d
2y 1moJul 2014 - Aug 2016
-10.52%Dec 2018
10mo 29d3mo 8d
1y 2moJan 2018 - Apr 2019
Rate-hike selloffLate 2018
-9.00%Apr 2025
1mo 18d1mo 8d
2mo 26dFeb 2025 - May 2025
2025 selloff2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


The gist

The portfolio is a 12-fund, equal-weight bet on a broad mix of asset classes, but the equity sleeve is doing most of the economic work while the rest mostly decorates the risk budget.

The numbers

  • Effective asset count is 12.0 of 12, so concentration is not the issue; the issue is that several names share the same risk factor in different wrappers.
  • Diversification ratio is 1.63 at 1Y, 1.49 at 3Y, 1.45 at 5Y, and 1.40 incept, all in the 67th-77th percentile range, which is decent diversification by platform standards.
  • Average pairwise correlation is 0.25, but the equity cluster is tight: IJH (Mid Cap Blend Equities) and VIOO (Small Cap Blend Equities) are 0.95, and IJH and VV (Large Cap Blend Equities) are 0.86.

The good

  • The portfolio mixes equities, nominal bonds, inflation-linked bonds, cash-like bills, gold, and commodities, so its return drivers are not all the same species.
  • BNDX (Global Bonds), BND (Total Bond Market), BIL (Government Bonds, Ultrashort Bond), and VTIP (Inflation-Protected Bonds) give the portfolio several ways to express duration, inflation, and liquidity exposures.
  • There are genuine low-correlation sleeves here, especially IAU (Gold, Precious Metals), BIL, and parts of the bond complex.

The bad

  • The equity cluster of VV, VEA, VWO, IJH, and VIOO is highly redundant; in some sense it is one equity sleeve wearing five tickers.
  • VNQ (REIT) behaves more like another equity-like risk asset than a true diversifier, with a 0.67 correlation to the portfolio.
  • BNDX and BND are close enough that their separation is more geographic than mathematical.

The ugly

  • If equity volatility rises together across U.S., foreign, and emerging markets, the portfolio’s correlation structure compresses fast, because the largest block of assets is already linked.
  • Commodity and gold exposures help only when inflation or policy stress is the main shock; in a credit or growth scare, they can be less helpful than their label suggests.

Next steps

  • Portfolios with this profile are usually judged less by the number of holdings than by how many independent return engines remain after the equity cluster is accounted for.
  • The low-correlation sleeves are doing real work, but the bond stack and the equity stack each contain internal overlap that keeps the diversification ratio from looking more dramatic.
  • The data fits a portfolio that is diversified across asset labels, and only moderately diversified across actual economic drivers.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 12.00, 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

1.63

1.49

1.45

1.38

1.40

The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios.

7Twelve Portfolio correlation to the S&P 500 Index

7Twelve Portfolio has a 0.76 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.76

Correlation (3Y)
Balances recent behavior with more history.

0.76

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.83

Correlation (All Time)
Calculated using the full available price history since Jun 4, 2013

0.84


Benchmark Correlations

Correlation vs. S&P 500 Index. VV has the highest benchmark correlation at 1.00, while BND has the lowest at -0.00.

BND
-0.00
BIL
0.01
IAU
0.02
BNDX
0.02
VTIP
0.07
GSG
0.24
VNQ
0.57
VWO
0.68
VIOO
0.79
VEA
0.80

Portfolio Correlations

Correlation vs. 7Twelve Portfolio. IJH has the highest portfolio correlation at 0.87, while BIL has the lowest at 0.02.

BIL
0.02
BNDX
0.13
BND
0.14
VTIP
0.26
IAU
0.30
GSG
0.46
VNQ
0.67
VWO
0.77
VIOO
0.83
VV
0.84

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

Based on daily historical returns since Jun 4, 2013
Diversification Analysis

Find what 7Twelve Portfolio is missing

See which holdings overlap, where 7Twelve Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification