Asset Allocation
Find the right asset allocation for 12-3-25
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 12-3-25, 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.
Loading charts...
Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 12-3-25 | 0.29% | -0.04% | 9.79% | 10.34% | 22.84% | 17.58% | — | — |
| Portfolio components: | ||||||||
CGDV Capital Group Dividend Value ETF | 0.66% | 0.35% | 11.55% | 12.50% | 28.33% | 24.15% | — | — |
IVLU iShares MSCI International Value Factor ETF | 0.56% | 0.66% | 12.96% | 14.33% | 35.32% | 23.53% | 14.06% | 11.63% |
IVV iShares Core S&P 500 ETF | 0.55% | -0.85% | 9.08% | 9.43% | 25.77% | 20.95% | 13.42% | 15.47% |
LSGRX Loomis Sayles Growth Fund | 0.67% | -5.92% | -4.82% | -3.89% | 5.03% | 17.85% | 11.20% | 16.10% |
MDFGX BlackRock Capital Appreciation Fund | 2.30% | -3.72% | 8.54% | 10.22% | 20.45% | 22.77% | 10.48% | 16.67% |
QQQ Invesco QQQ ETF | 0.59% | 0.22% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
SMH VanEck Semiconductor ETF | 1.72% | 7.20% | 72.15% | 75.62% | 141.99% | 60.05% | 38.42% | 37.49% |
VCSH Vanguard Short-Term Corporate Bond ETF | -0.03% | 0.30% | 0.80% | 1.22% | 4.60% | 5.69% | 2.33% | 2.70% |
VGSH Vanguard Short-Term Treasury ETF | -0.03% | 0.16% | 0.57% | 0.83% | 3.36% | 4.25% | 1.83% | 1.73% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 24, 2022, 12-3-25's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +7.9%, while the worst month was Sep 2022 at -7.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 12-3-25 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Apr 4, 2025 at -4.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.17% | 0.28% | -3.80% | 7.94% | 4.24% | -1.00% | 9.79% | ||||||
| 2025 | 2.22% | -0.61% | -3.68% | -0.65% | 4.68% | 4.48% | 1.33% | 1.87% | 2.61% | 1.62% | 0.55% | 0.40% | 15.53% |
| 2024 | 1.29% | 3.68% | 2.83% | -3.16% | 3.64% | 2.51% | 1.52% | 1.83% | 1.65% | -0.94% | 4.05% | -1.75% | 18.24% |
| 2023 | 5.24% | -2.24% | 3.21% | 0.93% | 0.48% | 4.17% | 2.66% | -1.29% | -3.65% | -1.64% | 7.19% | 4.28% | 20.41% |
| 2022 | 2.47% | 1.47% | -6.72% | 1.15% | -6.36% | 6.37% | -3.50% | -7.28% | 5.52% | 5.83% | -3.83% | -6.10% |
Benchmark Metrics
12-3-25 has an annualized alpha of 2.66%, beta of 0.71, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since February 24, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.19%) than losses (75.86%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.66% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.66%
- Beta
- 0.71
- R²
- 0.98
- Upside Capture
- 77.19%
- Downside Capture
- 75.86%
Expense Ratio
12-3-25 has an expense ratio of 0.18%, 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
12-3-25 ranks 77 for risk / return — better than 77% 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 12-3-25 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 | 2.40 | 1.86 | +0.54 |
| Sortino ratioReturn per unit of downside risk | 3.30 | 2.53 | +0.76 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.41 | 2.53 | +0.88 |
| Martin ratioReturn relative to average drawdown | 15.50 | 11.37 | +4.13 |
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 |
|---|---|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 76 | 2.27 | 3.11 | 1.42 | 2.83 | 13.19 |
IVLU iShares MSCI International Value Factor ETF | 71 | 2.17 | 2.98 | 1.39 | 2.90 | 11.01 |
IVV iShares Core S&P 500 ETF | 67 | 2.00 | 2.70 | 1.36 | 2.76 | 12.43 |
LSGRX Loomis Sayles Growth Fund | 6 | 0.38 | 0.64 | 1.08 | 0.37 | 1.08 |
MDFGX BlackRock Capital Appreciation Fund | 17 | 1.05 | 1.47 | 1.19 | 1.14 | 3.80 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
SMH VanEck Semiconductor ETF | 95 | 4.13 | 4.26 | 1.60 | 9.18 | 33.74 |
VCSH Vanguard Short-Term Corporate Bond ETF | 81 | 2.37 | 3.71 | 1.47 | 3.18 | 12.95 |
VGSH Vanguard Short-Term Treasury ETF | 87 | 2.61 | 4.30 | 1.55 | 3.76 | 14.67 |
Loading charts...
Dividends
Dividend yield
12-3-25 provided a 5.44% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.44% | 5.62% | 5.67% | 3.77% | 5.12% | 4.63% | 3.96% | 3.41% | 4.87% | 3.34% | 2.63% | 3.48% |
| Portfolio components: | ||||||||||||
CGDV Capital Group Dividend Value ETF | 1.17% | 1.29% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IVLU iShares MSCI International Value Factor ETF | 3.28% | 3.71% | 4.46% | 4.69% | 3.59% | 3.47% | 2.05% | 3.53% | 2.82% | 2.87% | 2.53% | 0.93% |
IVV iShares Core S&P 500 ETF | 1.08% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
LSGRX Loomis Sayles Growth Fund | 2.33% | 2.22% | 5.62% | 6.02% | 16.47% | 4.73% | 4.41% | 2.70% | 5.82% | 2.41% | 1.48% | 0.54% |
MDFGX BlackRock Capital Appreciation Fund | 17.98% | 19.51% | 12.73% | 3.59% | 9.46% | 12.95% | 5.46% | 10.67% | 14.31% | 12.51% | 4.01% | 11.22% |
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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% |
VCSH Vanguard Short-Term Corporate Bond ETF | 4.45% | 4.35% | 3.96% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the 12-3-25. 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 12-3-25 was 17.56%, occurring on Oct 14, 2022. Recovery took 184 trading sessions.
The current 12-3-25 drawdown is 1.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -17.56%Oct 2022 | 6mo 18d | 9mo 1d | 1y 3moMar 2022 - Jul 2023 |
2025 selloff2025 | -13.29%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 |
2023 pullback2023 | -7.51%Oct 2023 | 2mo 27d | 1mo 3d | 4moAug 2023 - Nov 2023 |
2026 pullback2026 | -6.43%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2024 pullback2024 | -5.74%Aug 2024 | 19d | 16d | 1mo 5dJul 2024 - Aug 2024 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 6.98, 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
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.17 | 1.14 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
12-3-25 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Feb 24, 2022 | 0.99 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VINIX has the highest benchmark correlation at 1.00, while VGSH has the lowest at 0.07.
Asset Correlations Table
Find what 12-3-25 is missing
See which holdings overlap, where 12-3-25 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification