Asset Allocation
Find the right asset allocation for 2025
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 2025, 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 year.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 | 0.85% | 2.82% | 21.84% | 22.09% | 42.34% | 30.42% | 19.58% | — |
| Portfolio components: | ||||||||
DXJ WisdomTree Japan Hedged Equity Fund | 0.74% | -0.37% | 18.74% | 19.84% | 54.41% | 30.91% | 26.01% | 18.72% |
FSPCX Fidelity Select Insurance Portfolio | 0.03% | 2.47% | -0.79% | -0.60% | -0.58% | 14.50% | 11.71% | 12.26% |
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund | -0.18% | -4.22% | 23.59% | 24.02% | 43.17% | 23.21% | 16.83% | 19.76% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 0.33% | 2.52% | 11.36% | 12.73% | 28.01% | 18.32% | 13.57% | 13.27% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.83% | 2.57% | 3.17% | 2.78% | 21.00% | 28.06% | 14.44% | 19.37% |
KSCOX Kinetics Small Cap Opportunities Fund | -0.30% | -1.82% | 16.92% | 17.67% | 3.51% | 25.95% | 13.81% | 19.39% |
QQQ Invesco QQQ ETF | 0.59% | 0.22% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 0.22% | 17.59% | 17.91% | 37.64% | 26.52% | 16.94% | — |
SMH VanEck Semiconductor ETF | 1.72% | 7.20% | 72.15% | 75.62% | 141.99% | 60.05% | 38.42% | 37.49% |
URA Global X Uranium ETF | 1.54% | -13.30% | 6.53% | 3.57% | 32.00% | 32.17% | 18.77% | 15.90% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2020, 2025's average daily return is +0.09%, while the average monthly return is +1.84%. At this rate, an investment would double in approximately 3.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +12.5%, while the worst month was Jun 2022 at -9.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.1%, while the worst single day was Apr 4, 2025 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.04% | 3.65% | -5.30% | 12.08% | 5.88% | -0.42% | 21.84% | ||||||
| 2025 | 3.92% | -3.04% | -5.69% | 0.91% | 8.35% | 6.08% | 1.65% | 1.23% | 5.41% | 4.19% | -1.57% | 0.59% | 23.31% |
| 2024 | 2.99% | 7.82% | 4.97% | -3.81% | 6.43% | 2.06% | 1.47% | 0.06% | 1.94% | 1.01% | 7.66% | -5.20% | 29.96% |
| 2023 | 8.17% | -1.28% | 2.32% | -0.37% | 2.75% | 6.98% | 3.92% | -0.84% | -2.69% | -2.99% | 9.18% | 5.77% | 34.41% |
| 2022 | -7.34% | 0.20% | 3.11% | -8.29% | 0.57% | -9.86% | 11.40% | -3.11% | -9.14% | 8.38% | 6.97% | -6.53% | -15.43% |
| 2021 | 1.27% | 4.95% | 4.11% | 2.81% | 0.48% | 2.97% | 0.44% | 2.77% | -3.11% | 7.49% | -0.71% | 2.15% | 28.37% |
Benchmark Metrics
2025 has an annualized alpha of 6.97%, beta of 1.10, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.
- This portfolio captured 120.32% of S&P 500 Index gains but only 86.33% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 6.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.10 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 6.97%
- Beta
- 1.10
- R²
- 0.88
- Upside Capture
- 120.32%
- Downside Capture
- 86.33%
Expense Ratio
2025 has an expense ratio of 0.43%, placing it in the medium range. 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
2025 ranks 78 for risk / return — better than 78% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 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 | 2.34 | 1.86 | +0.48 |
| Sortino ratioReturn per unit of downside risk | 3.08 | 2.53 | +0.55 |
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.38 | 2.53 | +1.84 |
| Martin ratioReturn relative to average drawdown | 18.05 | 11.37 | +6.68 |
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 |
|---|---|---|---|---|---|---|
DXJ WisdomTree Japan Hedged Equity Fund | 91 | 3.02 | 4.04 | 1.54 | 4.88 | 18.93 |
FSPCX Fidelity Select Insurance Portfolio | 3 | -0.01 | 0.10 | 1.01 | -0.01 | -0.03 |
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund | 71 | 2.02 | 2.70 | 1.35 | 3.57 | 12.89 |
HEFA iShares Currency Hedged MSCI EAFE ETF | 70 | 2.05 | 2.87 | 1.38 | 2.81 | 11.78 |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 28 | 1.00 | 1.43 | 1.18 | 1.17 | 3.33 |
KSCOX Kinetics Small Cap Opportunities Fund | 5 | 0.15 | 0.39 | 1.05 | 0.21 | 0.47 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
QQQM Invesco NASDAQ 100 ETF | 69 | 2.11 | 2.74 | 1.37 | 3.02 | 11.23 |
SMH VanEck Semiconductor ETF | 95 | 4.13 | 4.26 | 1.60 | 9.18 | 33.74 |
URA Global X Uranium ETF | 23 | 0.64 | 1.21 | 1.14 | 1.04 | 2.30 |
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Dividends
Dividend yield
2025 provided a 1.29% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.29% | 1.37% | 1.63% | 2.11% | 3.60% | 1.58% | 1.23% | 1.75% | 2.64% | 1.42% | 1.18% | 1.41% |
| Portfolio components: | ||||||||||||
DXJ WisdomTree Japan Hedged Equity Fund | 1.09% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
FSPCX Fidelity Select Insurance Portfolio | 4.74% | 3.35% | 8.72% | 8.48% | 0.74% | 8.40% | 8.80% | 6.90% | 32.69% | 12.52% | 2.81% | 3.11% |
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund | 0.80% | 1.01% | 1.06% | 1.23% | 1.26% | 0.63% | 0.68% | 1.26% | 1.28% | 1.07% | 1.07% | 1.23% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 3.95% | 4.40% | 3.09% | 3.02% | 25.14% | 3.06% | 2.10% | 7.56% | 4.58% | 2.55% | 3.17% | 3.54% |
IAI iShares U.S. Broker-Dealers & Securities Exchanges ETF | 1.05% | 0.95% | 1.05% | 1.80% | 2.14% | 1.31% | 1.55% | 1.52% | 1.58% | 1.37% | 1.49% | 1.31% |
KSCOX Kinetics Small Cap Opportunities Fund | 0.15% | 0.18% | 3.58% | 6.71% | 0.00% | 1.67% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Semiconductor ETF | 0.18% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
URA Global X Uranium ETF | 4.58% | 4.88% | 2.86% | 6.07% | 0.76% | 5.84% | 1.69% | 1.66% | 0.44% | 2.03% | 7.28% | 1.96% |
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 2025. 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 2025 was 24.57%, occurring on Sep 30, 2022. Recovery took 197 trading sessions.
The current 2025 drawdown is 1.91%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.57%Sep 2022 | 10mo 25d | 9mo 20d | 1y 8moNov 2021 - Jul 2023 |
2025 selloff2025 | -21.20%Apr 2025 | 2mo 14d | 2mo 9d | 4mo 23dJan 2025 - Jun 2025 |
2024 correction2024 | -11.96%Aug 2024 | 19d | 2mo 5d | 2mo 24dJul 2024 - Oct 2024 |
2026 pullback2026 | -9.38%Mar 2026 | 1mo 2d | 14d | 1mo 16dFeb 2026 - Apr 2026 |
2023 pullback2023 | -8.17%Oct 2023 | 2mo 27d | 18d | 3mo 15dAug 2023 - Nov 2023 |
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 11 assets, with an effective number of assets of 6.25, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.26 | 1.22 | 1.19 | 1.21 |
The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.93, while KSCOX has the lowest at 0.44.
Asset Correlations Table
| FSPCX | KSCOX | URA | DXJ | IAI | SMH | HEFA | QQQM | QQQ | XMMO | GRID | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| FSPCX | 1.00 | 0.38 | 0.25 | 0.43 | 0.61 | 0.21 | 0.50 | 0.30 | 0.30 | 0.52 | 0.44 |
| KSCOX | 0.38 | 1.00 | 0.42 | 0.35 | 0.47 | 0.37 | 0.41 | 0.33 | 0.33 | 0.53 | 0.47 |
| URA | 0.25 | 0.42 | 1.00 | 0.42 | 0.45 | 0.47 | 0.49 | 0.47 | 0.47 | 0.52 | 0.56 |
| DXJ | 0.43 | 0.35 | 0.42 | 1.00 | 0.53 | 0.49 | 0.77 | 0.51 | 0.51 | 0.55 | 0.59 |
| IAI | 0.61 | 0.47 | 0.45 | 0.53 | 1.00 | 0.53 | 0.67 | 0.59 | 0.59 | 0.71 | 0.68 |
| SMH | 0.21 | 0.37 | 0.47 | 0.49 | 0.53 | 1.00 | 0.64 | 0.87 | 0.87 | 0.68 | 0.75 |
| HEFA | 0.50 | 0.41 | 0.49 | 0.77 | 0.67 | 0.64 | 1.00 | 0.68 | 0.68 | 0.69 | 0.79 |
| QQQM | 0.30 | 0.33 | 0.47 | 0.51 | 0.59 | 0.87 | 0.68 | 1.00 | 1.00 | 0.70 | 0.76 |
| QQQ | 0.30 | 0.33 | 0.47 | 0.51 | 0.59 | 0.87 | 0.68 | 1.00 | 1.00 | 0.70 | 0.76 |
| XMMO | 0.52 | 0.53 | 0.52 | 0.55 | 0.71 | 0.68 | 0.69 | 0.70 | 0.70 | 1.00 | 0.80 |
| GRID | 0.44 | 0.47 | 0.56 | 0.59 | 0.68 | 0.75 | 0.79 | 0.76 | 0.76 | 0.80 | 1.00 |
Find what 2025 is missing
See which holdings overlap, where 2025 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification