Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ARCC Ares Capital Corporation | Financial Services | 40% |
EPD Enterprise Products Partners L.P. | Energy | 20% |
ET Energy Transfer LP | Energy | 20% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
Find the right asset allocation for 3 ultra high
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 3 ultra high, 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 3 ultra high returned 11.84% Year-To-Date and 13.99% of annualized return in the last 10 years.
| 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 3 ultra high | 0.90% | -0.93% | 11.84% | 11.19% | 11.62% | 16.66% | 13.30% | 13.99% |
| Portfolio components: | ||||||||
ARCC Ares Capital Corporation | 1.00% | 1.69% | -2.20% | -2.87% | -3.87% | 10.27% | 9.04% | 13.20% |
EPD Enterprise Products Partners L.P. | -0.08% | -5.05% | 19.79% | 19.53% | 24.08% | 20.73% | 15.96% | 10.61% |
ET Energy Transfer LP | 1.65% | -6.34% | 19.85% | 19.34% | 12.14% | 24.04% | 20.15% | 13.14% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, 3 ultra high's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +32.0%, while the worst month was Mar 2020 at -35.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 3 ultra high closed higher 56% of trading days. The best single day was Mar 19, 2020 with a return of +12.4%, while the worst single day was Mar 18, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.49% | 1.61% | 1.02% | 5.12% | -1.71% | 0.92% | 11.84% | ||||||
| 2025 | 5.68% | -0.39% | -1.71% | -8.61% | 5.11% | 2.04% | 1.46% | 1.41% | -4.17% | -0.87% | 2.69% | -0.44% | 1.36% |
| 2024 | 1.86% | 1.84% | 5.86% | -1.71% | 2.91% | 0.56% | 1.77% | 1.27% | 0.63% | 1.01% | 11.44% | -3.06% | 26.42% |
| 2023 | 6.38% | -1.23% | -1.39% | 1.64% | -1.27% | 3.48% | 3.99% | 0.31% | 1.53% | -3.24% | 4.76% | 2.24% | 18.11% |
| 2022 | 6.39% | 1.57% | 3.56% | -1.89% | 1.61% | -8.91% | 9.02% | 0.85% | -9.37% | 13.10% | 1.53% | -3.70% | 11.99% |
| 2021 | 2.19% | 9.56% | 4.10% | 5.31% | 5.17% | 2.98% | -1.48% | -0.76% | 0.99% | 4.27% | -5.73% | 4.38% | 34.67% |
Benchmark Metrics
3 ultra high has an annualized alpha of 3.92%, beta of 0.81, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.50%) than losses (90.95%) - typical of diversified or defensive assets.
- R2 of 0.48 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.92%
- Beta
- 0.81
- R²
- 0.48
- Upside Capture
- 96.50%
- Downside Capture
- 90.95%
Expense Ratio
3 ultra high has an expense ratio of 0.01%, 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
3 ultra high ranks 14 for risk / return — in the bottom 14% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 3 ultra high 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 | 1.03 | 1.86 | -0.84 |
| Sortino ratioReturn per unit of downside risk | 1.54 | 2.53 | -1.00 |
| Omega ratioGain probability vs. loss probability | 1.18 | 1.34 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.53 | -1.29 |
| Martin ratioReturn relative to average drawdown | 4.13 | 11.37 | -7.24 |
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 |
|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 30 | -0.27 | -0.26 | 0.97 | -0.26 | -0.47 |
EPD Enterprise Products Partners L.P. | 83 | 1.54 | 2.24 | 1.28 | 3.24 | 9.50 |
ET Energy Transfer LP | 63 | 0.71 | 1.16 | 1.13 | 1.22 | 2.70 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
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Dividends
Dividend yield
3 ultra high provided a 6.21% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.21% | 7.50% | 6.86% | 7.83% | 7.75% | 6.74% | 9.69% | 7.35% | 7.81% | 6.98% | 6.62% | 7.67% |
| Portfolio components: | ||||||||||||
ARCC Ares Capital Corporation | 7.48% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
EPD Enterprise Products Partners L.P. | 5.88% | 6.74% | 6.63% | 7.51% | 7.79% | 8.20% | 9.09% | 6.23% | 6.97% | 6.29% | 5.88% | 5.90% |
ET Energy Transfer LP | 7.00% | 7.97% | 6.51% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% |
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% |
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 3 ultra high. 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 3 ultra high was 52.67%, occurring on Mar 23, 2020. Recovery took 233 trading sessions.
The current 3 ultra high drawdown is 1.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -52.67%Mar 2020 | 2mo 6d | 11mo 8d | 1y 1moJan 2020 - Feb 2021 |
2016 bear market2016 | -39.10%Feb 2016 | 9mo 13d | 6mo 3d | 1y 3moMay 2015 - Aug 2016 |
Rate-hike selloffLate 2018 | -18.67%Dec 2018 | 2mo 23d | 2mo 26d | 5mo 19dOct 2018 - Mar 2019 |
2025 selloff2025 | -17.01%Apr 2025 | 2mo 7d | 9mo 19d | 11mo 26dJan 2025 - Jan 2026 |
Bear market2022 | -16.34%Jun 2022 | 1mo 27d | 6mo 29d | 8mo 26dApr 2022 - Jan 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 4 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.48 | 1.27 | 1.25 | 1.24 | 1.27 |
The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
3 ultra high correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.63 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.82, while ET has the lowest at 0.40.
Asset Correlations Table
Find what 3 ultra high is missing
See which holdings overlap, where 3 ultra high is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification