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2025-08 Güter
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AMZN 16.67%NKE 16.67%MC 16.67%KO 16.67%PG 16.67%CL 16.67%EquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025-08 Güter, 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

As of Jun 13, 2026, the 2025-08 Güter returned 2.62% Year-To-Date and 12.29% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2025-08 Güter
-0.72%1.69%2.62%1.92%6.02%8.31%4.88%12.29%
AMZN
Amazon.com, Inc
-1.23%-9.69%3.35%5.46%12.47%23.49%7.35%20.83%
CL
Colgate-Palmolive Company
0.07%0.69%14.60%15.59%1.61%8.47%3.79%4.62%
KO
The Coca-Cola Company
0.11%2.23%18.99%17.96%18.86%14.33%11.29%9.55%
MC
Moelis & Company
-1.78%6.23%0.47%-0.98%25.81%19.10%10.06%18.82%
NKE
NIKE, Inc.
-2.24%8.24%-28.37%-32.37%-23.74%-23.49%-18.04%-0.48%
PG
The Procter & Gamble Company
0.86%5.68%5.93%6.28%-3.97%3.69%4.73%8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 16, 2014, 2025-08 Güter's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2019 with a return of +11.5%, while the worst month was Sep 2022 at -13.2%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 2025-08 Güter closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -9.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.53%0.47%-9.14%5.49%2.35%-1.34%2.62%
20252.22%0.74%-7.40%-4.35%5.04%4.06%1.29%1.91%-4.09%-1.31%1.07%-0.67%-2.20%
20241.48%3.42%1.24%-2.22%3.74%-0.70%3.85%4.43%1.73%-6.38%7.08%-2.64%15.23%
20236.59%-5.36%2.86%3.32%-4.03%7.63%2.72%-2.36%-5.32%2.61%7.20%3.03%19.18%
2022-5.35%-4.23%-0.08%-4.07%-1.33%-6.83%9.19%-4.90%-13.16%7.95%6.51%-2.04%-18.87%
2021-4.78%-0.40%4.65%2.57%1.00%3.62%3.35%0.68%-4.67%7.86%-2.44%5.59%17.42%

Benchmark Metrics

2025-08 Güter has an annualized alpha of 3.21%, beta of 0.80, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since April 16, 2014.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.57%) than losses (87.14%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.21% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
3.21%
Beta
0.80
0.69
Upside Capture
92.57%
Downside Capture
87.14%

Expense Ratio

2025-08 Güter has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

2025-08 Güter ranks 6 for risk / return — in the bottom 6% 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.


2025-08 Güter Risk / Return Rank: 66
Overall Rank
2025-08 Güter Sharpe Ratio Rank: 66
Sharpe Ratio Rank
2025-08 Güter Sortino Ratio Rank: 66
Sortino Ratio Rank
2025-08 Güter Omega Ratio Rank: 66
Omega Ratio Rank
2025-08 Güter Calmar Ratio Rank: 66
Calmar Ratio Rank
2025-08 Güter 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

The table below presents risk-adjusted performance metrics for 2025-08 Güter 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

0.23

1.86

-1.64

Sortino ratioReturn per unit of downside risk

0.44

2.53

-2.10

Omega ratioGain probability vs. loss probability

1.05

1.34

-0.29

Calmar ratioReturn relative to maximum drawdown

0.25

2.53

-2.28

Martin ratioReturn relative to average drawdown

0.62

11.37

-10.75


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
AMZN
Amazon.com, Inc
53
0.400.761.090.551.29
CL
Colgate-Palmolive Company
37
-0.070.051.01-0.08-0.14
KO
The Coca-Cola Company
73
1.061.731.192.264.51
MC
Moelis & Company
57
0.560.961.120.591.41
NKE
NIKE, Inc.
17
-0.69-0.840.89-0.58-1.09
PG
The Procter & Gamble Company
28
-0.30-0.310.97-0.37-0.68

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. Learn how to interpret the Sharpe ratio.

The current 2025-08 Güter Sharpe ratio is 0.23 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 2025-08 Güter 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

2025-08 Güter provided a 2.42% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.42%2.46%2.15%2.27%2.47%3.09%2.81%3.14%4.08%2.43%3.32%2.17%
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%
CL
Colgate-Palmolive Company
2.34%2.61%2.18%2.40%2.36%2.10%2.05%2.48%2.79%2.11%2.37%2.25%
KO
The Coca-Cola Company
1.88%2.92%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%
MC
Moelis & Company
3.84%3.78%3.25%4.28%6.25%10.88%8.88%10.18%14.19%5.11%9.71%3.43%
NKE
NIKE, Inc.
3.63%2.53%2.00%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%
PG
The Procter & Gamble Company
2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

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 2025-08 Güter. 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 2025-08 Güter was 28.57%, occurring on Sep 30, 2022. Recovery took 342 trading sessions.

The current 2025-08 Güter drawdown is 4.64%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-28.57%Sep 2022
10mo 26d1y 4mo
2y 3moNov 2021 - Feb 2024
COVID crash2020
-26.76%Mar 2020
1mo 2d4mo 10d
5mo 12dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018
-17.25%Dec 2018
3mo 1d1mo 21d
4mo 22dSep 2018 - Feb 2019
2025 selloff2025
-16.94%Apr 2025
6mo 15d3mo 21d
10mo 6dSep 2024 - Jul 2025
2026 correction2026
-13.55%Apr 2026
2mo 1d
4mo 10dFeb 2026 - now

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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.76

1.72

1.56

1.51

1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025-08 Güter correlation to the S&P 500 Index

2025-08 Güter has a 0.51 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.51

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2014

0.75


Benchmark Correlations

Correlation vs. S&P 500 Index. AMZN has the highest benchmark correlation at 0.64, while CL has the lowest at 0.35.

CL
0.35
PG
0.37
KO
0.39
MC
0.55
NKE
0.56
AMZN
0.64

Portfolio Correlations

Correlation vs. 2025-08 Güter. NKE has the highest portfolio correlation at 0.69, while KO has the lowest at 0.56.

KO
0.56
CL
0.57
PG
0.58
AMZN
0.62
MC
0.63
NKE
0.69

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from Apr 16, 2014
Diversification Analysis

Find what 2025-08 Güter is missing

See which holdings overlap, where 2025-08 Güter is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification