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Test Portfolio 2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Test Portfolio 2 , 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 Test Portfolio 2 returned 27.41% Year-To-Date and 19.74% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Test Portfolio 2
0.93%3.10%27.41%26.44%48.68%26.77%18.67%19.74%
FSHOX
Fidelity Select Construction & Housing Portfolio
3.42%0.88%7.27%4.94%15.36%14.91%10.49%15.05%
PKB
Invesco Dynamic Building & Construction ETF
1.14%0.71%14.33%10.23%37.69%27.82%16.59%15.78%
QLD
ProShares Ultra QQQ
1.30%-0.55%32.65%32.82%73.89%44.57%23.24%35.67%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
0.93%-1.22%31.50%28.78%37.06%18.49%20.90%9.46%
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
1.00%0.48%6.94%7.66%15.11%15.64%10.86%9.57%
SOXX
iShares Semiconductor ETF
1.59%12.49%98.11%99.51%171.57%53.00%33.69%35.55%
VO
Vanguard Mid-Cap ETF
0.97%2.97%10.43%9.31%19.60%15.74%7.79%11.77%
XLV
State Street Health Care Select Sector SPDR ETF
-0.18%4.90%-0.23%0.67%15.00%7.12%6.00%9.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 7, 2006, Test Portfolio 2 's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +18.9%, while the worst month was Oct 2008 at -20.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Test Portfolio 2 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -15.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.77%5.25%-5.08%13.17%5.44%1.05%27.41%
20253.35%-1.82%-4.87%-2.08%6.17%6.01%2.57%3.36%4.23%2.71%1.08%-1.76%19.88%
2024-0.36%7.09%5.41%-4.99%4.77%0.91%3.60%1.02%2.72%-2.37%6.58%-6.78%17.82%
20238.32%-2.78%4.36%0.71%0.15%9.33%4.86%-2.51%-5.78%-3.94%10.50%8.09%33.94%
2022-6.08%-1.86%3.87%-8.40%3.49%-11.94%11.80%-4.23%-10.50%8.67%7.72%-6.20%-15.90%
20211.48%4.89%5.40%4.56%1.08%2.50%1.32%2.94%-4.27%8.05%1.05%5.31%39.56%

Benchmark Metrics

Test Portfolio 2 has an annualized alpha of 4.34%, beta of 1.13, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since November 07, 2006.

  • This portfolio captured 136.26% of S&P 500 Index gains and 110.51% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 4.34% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.13 and R2 of 0.93, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
4.34%
Beta
1.13
0.93
Upside Capture
136.26%
Downside Capture
110.51%

Expense Ratio

Test Portfolio 2 has an expense ratio of 0.45%, placing it in the medium range. 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

Test Portfolio 2 ranks 91 for risk / return — in the top 91% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Test Portfolio 2 Risk / Return Rank: 9191
Overall Rank
Test Portfolio 2 Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
Test Portfolio 2 Sortino Ratio Rank: 8989
Sortino Ratio Rank
Test Portfolio 2 Omega Ratio Rank: 9090
Omega Ratio Rank
Test Portfolio 2 Calmar Ratio Rank: 9393
Calmar Ratio Rank
Test Portfolio 2 Martin Ratio Rank: 9393
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 Test Portfolio 2 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

2.90

1.86

+1.04

Sortino ratioReturn per unit of downside risk

3.77

2.53

+1.24

Omega ratioGain probability vs. loss probability

1.51

1.34

+0.18

Calmar ratioReturn relative to maximum drawdown

5.93

2.53

+3.40

Martin ratioReturn relative to average drawdown

23.16

11.37

+11.79


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

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.

The current Test Portfolio 2 Sharpe ratio is 2.90 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Test Portfolio 2 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

Test Portfolio 2 provided a 1.75% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.75%1.63%1.65%1.39%1.46%1.70%1.86%2.25%3.27%2.90%1.55%1.83%
FSHOX
Fidelity Select Construction & Housing Portfolio
6.00%3.91%4.05%0.82%0.80%5.45%4.73%7.91%15.47%13.62%3.61%3.26%
PKB
Invesco Dynamic Building & Construction ETF
0.14%0.14%0.23%0.33%0.43%0.25%0.30%0.37%0.54%0.17%0.31%0.11%
QLD
ProShares Ultra QQQ
0.13%0.17%0.25%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.21%0.11%
RSPG
Invesco S&P 500 Equal Weight Energy ETF
1.99%2.60%2.43%2.84%3.43%2.37%3.15%2.15%2.18%2.55%1.14%2.80%
RSPU
Invesco S&P 500 Equal Weight Utilities ETF
2.49%2.54%2.39%2.92%2.35%2.41%2.94%2.54%3.11%3.08%2.98%4.14%
SOXX
iShares Semiconductor ETF
0.28%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%
VO
Vanguard Mid-Cap ETF
1.36%1.52%1.49%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%
XLV
State Street Health Care Select Sector SPDR ETF
1.63%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

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 Test Portfolio 2 . 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 Test Portfolio 2 was 58.42%, occurring on Mar 9, 2009. Recovery took 536 trading sessions.

The current Test Portfolio 2 drawdown is 1.07%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-58.42%Mar 2009
1y 5mo2y 1mo
3y 6moOct 2007 - Apr 2011
COVID crash2020
-42.75%Mar 2020
1mo 2d4mo 20d
5mo 22dFeb 2020 - Aug 2020
Bear market2022
-24.16%Oct 2022
9mo 12d8mo 4d
1y 5moJan 2022 - Jun 2023
2011 bear market2011
-23.82%Oct 2011
5mo 4d4mo 3d
9mo 7dMay 2011 - Feb 2012
Rate-hike selloffLate 2018
-23.04%Dec 2018
3mo 26d3mo 19d
7mo 15dAug 2018 - Apr 2019

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 8 assets, with an effective number of assets of 8.00, 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

1.46

1.30

1.27

1.23

1.19

The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Test Portfolio 2 correlation to the S&P 500 Index

Test Portfolio 2 has a 0.84 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

0.84

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

0.90

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

0.93

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

0.94

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2006

0.94


Benchmark Correlations

Correlation vs. S&P 500 Index. VO has the highest benchmark correlation at 0.93, while RSPU has the lowest at 0.46.

RSPU
0.46
RSPG
0.54
XLV
0.73
SOXX
0.77
PKB
0.79
FSHOX
0.80
QLD
0.89
VO
0.93

Portfolio Correlations

Correlation vs. Test Portfolio 2 . VO has the highest portfolio correlation at 0.96, while RSPU has the lowest at 0.50.

RSPU
0.50
RSPG
0.64
XLV
0.69
SOXX
0.82
FSHOX
0.85
PKB
0.87
QLD
0.87
VO
0.96

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 Nov 7, 2006
Diversification Analysis

Find what Test Portfolio 2 is missing

See which holdings overlap, where Test Portfolio 2 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification