Asset Allocation
Find the right asset allocation for 2025JUL04_A/C.Trust
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 Chart
The chart shows the growth of an initial investment of $10,000 in 2025JUL04_A/C.Trust, 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 when any position deviates by more than 5.0% from its target allocation.
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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 2025JUL04_A/C.Trust | 0.00% | 1.41% | 3.98% | 3.95% | 16.82% | — | — | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 1.32% | 8.24% | 1.30% | 3.65% | 23.06% | 22.39% | 18.94% | 19.10% |
AJG Arthur J. Gallagher & Co. | -1.00% | 9.74% | -14.95% | -13.82% | -30.16% | 2.53% | 9.77% | 18.56% |
AMT American Tower Corporation | -0.18% | 10.75% | 8.71% | 6.65% | -9.49% | 3.15% | -3.91% | 8.47% |
AMZN Amazon.com, Inc | -1.23% | -9.69% | 3.35% | 5.46% | 12.47% | 23.49% | 7.35% | 20.83% |
AVDE Avantis International Equity ETF | 0.59% | 1.98% | 10.87% | 12.42% | 27.50% | 19.56% | 9.98% | — |
AVGO Broadcom Inc. | -0.91% | -10.14% | 10.62% | 6.58% | 54.87% | 67.17% | 55.09% | 40.96% |
BRO Brown & Brown, Inc. | 0.07% | 6.59% | -24.34% | -26.12% | -43.23% | -1.70% | 3.56% | 13.86% |
BSX Boston Scientific Corporation | -0.55% | -10.95% | -50.80% | -49.33% | -52.97% | -2.85% | 1.80% | 7.42% |
CB Chubb Limited | 0.38% | 1.55% | 5.77% | 7.02% | 15.88% | 21.39% | 16.27% | 12.26% |
CCEP Coca-Cola European Partners plc | 1.69% | 11.17% | 10.70% | 10.57% | 9.85% | 18.61% | 13.46% | 13.47% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 6, 2024, 2025JUL04_A/C.Trust's average daily return is +0.06%, while the average monthly return is +1.82%. At this rate, an investment would double in approximately 3.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was May 2025 with a return of +7.8%, while the worst month was Mar 2025 at -4.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 2025JUL04_A/C.Trust closed higher 45% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -4.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.22% | -0.31% | -3.48% | 6.32% | 1.85% | -0.42% | 3.98% | ||||||
| 2025 | 5.56% | -0.44% | -3.99% | 3.41% | 7.80% | 5.04% | 1.50% | 1.38% | 4.18% | 2.38% | -0.22% | -1.29% | 27.72% |
| 2024 | 1.12% | 1.65% | 3.48% | 2.18% | 1.48% | 7.09% | -0.91% | 17.05% |
Benchmark Metrics
2025JUL04_A/C.Trust has an annualized alpha of 10.52%, beta of 0.72, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since June 06, 2024.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.80%) than losses (34.14%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 10.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 10.52%
- Beta
- 0.72
- R²
- 0.84
- Upside Capture
- 94.80%
- Downside Capture
- 34.14%
Expense Ratio
2025JUL04_A/C.Trust 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
2025JUL04_A/C.Trust ranks 59 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 2025JUL04_A/C.Trust 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 | 1.74 | 1.86 | -0.13 |
| Sortino ratioReturn per unit of downside risk | 2.42 | 2.53 | -0.12 |
| Omega ratioGain probability vs. loss probability | 1.31 | 1.34 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.53 | -0.30 |
| Martin ratioReturn relative to average drawdown | 8.62 | 11.37 | -2.75 |
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 |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 67 | 0.92 | 1.42 | 1.18 | 1.29 | 2.88 |
AJG Arthur J. Gallagher & Co. | 8 | -1.12 | -1.49 | 0.81 | -0.76 | -1.30 |
AMT American Tower Corporation | 26 | -0.42 | -0.44 | 0.95 | -0.38 | -0.54 |
AMZN Amazon.com, Inc | 53 | 0.40 | 0.76 | 1.09 | 0.55 | 1.29 |
AVDE Avantis International Equity ETF | 56 | 1.76 | 2.47 | 1.32 | 2.30 | 9.00 |
AVGO Broadcom Inc. | 73 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
BRO Brown & Brown, Inc. | 4 | -1.53 | -2.22 | 0.71 | -0.86 | -1.44 |
BSX Boston Scientific Corporation | 2 | -1.51 | -2.27 | 0.67 | -0.93 | -2.00 |
CB Chubb Limited | 68 | 0.87 | 1.37 | 1.17 | 1.64 | 3.73 |
CCEP Coca-Cola European Partners plc | 52 | 0.40 | 0.69 | 1.09 | 0.50 | 0.90 |
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Dividends
Dividend yield
2025JUL04_A/C.Trust provided a 1.47% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.47% | 1.58% | 1.97% | 1.69% | 1.26% | 0.93% | 1.12% | 1.23% | 0.99% | 0.92% | 1.60% | 0.99% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
AJG Arthur J. Gallagher & Co. | 1.23% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
AMT American Tower Corporation | 3.73% | 3.87% | 3.53% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDE Avantis International Equity ETF | 3.84% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
BRO Brown & Brown, Inc. | 1.08% | 0.77% | 0.53% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
CCEP Coca-Cola European Partners plc | 2.41% | 2.57% | 2.77% | 2.95% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.97% | 3.65% | 2.27% |
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 2025JUL04_A/C.Trust. 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 2025JUL04_A/C.Trust was 13.43%, occurring on Apr 4, 2025. Recovery took 38 trading sessions.
The current 2025JUL04_A/C.Trust drawdown is 2.26%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -13.43%Apr 2025 | 1mo 14d | 1mo 8d | 2mo 22dFeb 2025 - May 2025 |
2026 pullback2026 | -7.54%Mar 2026 | 5mo 1d | 18d | 5mo 19dOct 2025 - Apr 2026 |
2024 pullback2024 | -4.66%Aug 2024 | 19d | 9d | 28dJul 2024 - Aug 2024 |
2024 pullback2024 | -3.76%Sep 2024 | 3d | 10d | 13dSep 2024 - Sep 2024 |
2025 pullback2025 | -3.10%Jan 2025 | 3d | 8d | 11dJan 2025 - Feb 2025 |
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 53 assets, with an effective number of assets of 26.53, 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 | All Time | |
|---|---|---|
Diversification Ratio | 2.53 | 1.97 |
The portfolio has a diversification ratio of 1.97, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
2025JUL04_A/C.Trust correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2024 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. GS has the highest benchmark correlation at 0.68, while CTA has the lowest at -0.09.
Portfolio Correlations
Correlation vs. 2025JUL04_A/C.Trust. CLS has the highest portfolio correlation at 0.70, while CTA has the lowest at -0.06.
Asset Correlations Table
Find what 2025JUL04_A/C.Trust is missing
See which holdings overlap, where 2025JUL04_A/C.Trust is concentrated, and which low-correlation assets could fill the gaps.
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