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1
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 1

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1, 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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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
1
4GLD.DE
Xetra-Gold
0.00%-8.19%-1.51%3.21%29.90%30.22%18.00%13.08%
ASML
ASML Holding N.V.
6.54%9.86%64.06%56.76%134.10%36.05%21.93%34.75%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
0.01%0.29%1.54%1.78%3.88%4.62%3.42%2.19%
BTC-USD
Bitcoin
-1.22%-22.47%-28.54%-31.02%-40.89%33.16%10.82%59.68%
COPX
Global X Copper Miners ETF
0.81%-5.44%13.23%23.36%93.73%32.33%18.13%20.76%
FCX
Freeport-McMoRan Inc.
0.85%3.67%26.42%42.69%55.87%20.64%10.82%21.11%
LGO
Largo Resources Ltd
-2.04%-26.27%-10.32%-18.40%-38.20%-42.10%-43.84%-14.53%
OXY
Occidental Petroleum Corporation
0.97%8.39%40.45%40.45%38.05%0.57%16.66%0.01%
SCHD
Schwab U.S. Dividend Equity ETF
-0.03%2.12%18.71%19.28%26.37%14.73%8.49%12.65%
SIRI
Sirius XM Holdings Inc.
1.59%2.27%40.39%29.18%30.91%-6.89%-13.63%-1.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


Expense Ratio

1 has an expense ratio of 0.02%, 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.


4GLD.DE
Xetra-Gold

Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 1 and compares them with S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
4GLD.DE
Xetra-Gold
361.231.651.231.654.28
ASML
ASML Holding N.V.
953.243.631.457.5620.33
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
10019.64174.6688.16356.402,826.06
BTC-USD
Bitcoin
28-0.95-1.350.86-0.80-1.42
COPX
Global X Copper Miners ETF
672.202.541.343.3910.72
FCX
Freeport-McMoRan Inc.
741.161.571.222.265.66
LGO
Largo Resources Ltd
26-0.42-0.050.99-0.57-0.88
OXY
Occidental Petroleum Corporation
721.111.631.201.923.96
SCHD
Schwab U.S. Dividend Equity ETF
852.433.751.435.7414.06
SIRI
Sirius XM Holdings Inc.
690.871.501.181.783.51

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 1. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

1 provided a 0.66% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.66%0.71%0.75%0.69%0.38%0.15%0.22%0.42%0.40%0.26%0.22%0.27%
4GLD.DE
Xetra-Gold
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ASML
ASML Holding N.V.
0.50%0.97%0.97%0.86%1.27%0.50%0.50%1.40%0.94%0.64%0.92%0.73%
BIL
SPDR Bloomberg 1-3 Month T-Bill ETF
3.86%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COPX
Global X Copper Miners ETF
2.36%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
FCX
Freeport-McMoRan Inc.
0.94%1.18%1.58%1.41%0.99%0.54%0.19%1.52%1.45%0.00%0.00%8.46%
LGO
Largo Resources Ltd
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OXY
Occidental Petroleum Corporation
1.70%2.33%1.78%1.21%0.83%0.14%4.74%7.62%5.05%4.15%4.24%4.39%
SCHD
Schwab U.S. Dividend Equity ETF
3.27%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SIRI
Sirius XM Holdings Inc.
3.94%5.40%4.68%1.81%5.82%1.04%0.86%0.69%0.79%0.76%0.22%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 1. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.


Related event

Drawdown

Fall

Recovery

Underwater

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 15 assets, with an effective number of assets of 1.67, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio

Not enough data to calculate this metric.