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TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10

Currency in USD · Last updated Apr 2, 2026

Asset Allocation

USMV 80.00%SPY 10.00%SPGI 10.00%EquityEquity
PositionCategory/SectorTarget Weight
SPGI
S&P Global Inc.		Financial Services
10%
SPY
State Street SPDR S&P 500 ETF		S&P 500
10%
USMV
iShares MSCI USA Minimum Volatility Factor ETF		Large Cap Blend Equities
80%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10, 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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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of USMV

Returns By Period

As of Apr 2, 2026, the TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 returned -2.44% Year-To-Date and 11.06% of annualized return in the last 10 years.

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10
0.74%-3.49%-2.44%-1.58%0.97%11.12%7.99%11.06%
Portfolio components:
SPY
State Street SPDR S&P 500 ETF		0.09%-3.34%-3.56%-1.44%17.51%18.37%11.88%14.11%
USMV
iShares MSCI USA Minimum Volatility Factor ETF		0.74%-3.57%-0.44%-0.74%1.12%10.38%7.75%9.74%
SPGI
S&P Global Inc.		1.41%-2.89%-17.30%-9.15%-15.45%8.46%4.39%17.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2011, TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +10.8%, while the worst month was Mar 2020 at -11.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -10.2%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.95%0.68%-4.72%0.74%-2.44%
20253.59%2.41%-1.51%-1.20%1.69%1.36%-0.40%1.59%0.26%-1.39%2.10%-0.20%8.46%
20242.07%1.77%2.79%-3.64%3.15%2.19%3.88%4.76%0.63%-1.94%5.53%-5.23%16.48%
20233.04%-3.96%3.23%1.87%-2.34%5.17%1.26%-0.75%-3.44%-1.38%8.02%3.33%14.16%
2022-6.52%-3.65%5.72%-5.95%-0.57%-4.49%6.08%-3.53%-7.82%7.54%6.05%-4.06%-12.22%
2021-2.64%0.39%5.66%4.82%0.47%2.46%3.53%2.20%-4.87%6.38%-2.13%6.21%24.02%

Benchmark Metrics

TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 has an annualized alpha of 2.83%, beta of 0.77, and R² of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 21, 2011.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (83.81%) than losses (76.29%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.83% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Alpha
2.83%
Beta
0.77
R²
0.85
Upside Capture
83.81%
Downside Capture
76.29%

Expense Ratio

TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 has an expense ratio of 0.13%, 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.

USMV
iShares MSCI USA Minimum Volatility Factor ETF
SPY
State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 ranks 5 for risk / return — in the bottom 5% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 Risk / Return Rank: 55
Overall Rank
TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 Sharpe Ratio Rank: 44
Sharpe Ratio Rank
TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 Sortino Ratio Rank: 44
Sortino Ratio Rank
TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 Omega Ratio Rank: 44
Omega Ratio Rank
TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 Calmar Ratio Rank: 66
Calmar Ratio Rank
TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.07

0.88

-0.81

Sortino ratio

Return per unit of downside risk

0.19

1.37

-1.17

Omega ratio

Gain probability vs. loss probability

1.03

1.21

-0.18

Calmar ratio

Return relative to maximum drawdown

0.13

1.39

-1.26

Martin ratio

Return relative to average drawdown

0.58

6.43

-5.85

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
State Street SPDR S&P 500 ETF		530.921.451.221.517.11
USMV
iShares MSCI USA Minimum Volatility Factor ETF		130.090.211.030.150.65
SPGI
S&P Global Inc.		18-0.53-0.520.92-0.49-1.22

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.

TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.07
  • 5-Year: 0.61
  • 10-Year: 0.73
  • All Time: 0.90

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 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

TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 provided a 1.46% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio1.46%1.37%1.53%1.67%1.56%1.20%1.68%1.76%2.02%1.69%2.11%1.95%
Portfolio components:
SPY
State Street SPDR S&P 500 ETF		1.13%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
USMV
iShares MSCI USA Minimum Volatility Factor ETF		1.57%1.49%1.67%1.82%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%
SPGI
S&P Global Inc.		0.89%0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%

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 TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10. 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 TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 was 33.64%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current TOP 3 ASSET PORTFOLIO USMV 80 SPY 10 SPGI 10 drawdown is 4.71%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.64%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-20.64%Dec 30, 2021198Oct 12, 2022306Jan 2, 2024504
-14.69%Sep 24, 201864Dec 24, 201845Mar 1, 2019109
-10.81%Mar 3, 202527Apr 8, 202556Jun 30, 202583
-9.6%Aug 18, 20156Aug 25, 201587Dec 29, 201593

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 3 assets, with an effective number of assets of 1.52, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkSPGIUSMVSPYPortfolio
Benchmark1.000.650.831.000.87
SPGI0.651.000.640.650.76
USMV0.830.641.000.840.98
SPY1.000.650.841.000.88
Portfolio0.870.760.980.881.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011