Asset Allocation
Find the right asset allocation for Alles 2026-07-18
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 Alles 2026-07-18, 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 never rebalanced.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.01% | -0.35% | 8.98% | 11.89% | 20.36% | 16.94% | 12.03% | 12.65% | 10.08% |
Portfolio Alles 2026-07-18 | -0.20% | 0.47% | 9.35% | 13.29% | — | — | — | — | — |
| Portfolio components: | |||||||||
3GOL.L WisdomTree Gold 3x Daily Leveraged | 0.16% | -11.33% | -49.86% | -36.27% | 16.92% | 51.76% | 28.45% | 14.92% | 3.40% |
AMDI.L IncomeShares AMD Options ETP | 0.00% | -10.09% | 76.50% | 86.60% | 104.05% | — | — | — | 19,697.94% |
AOD Abrdn Total Dynamic Dividend Fund | 0.59% | 2.36% | 14.32% | 17.79% | 35.04% | 19.62% | 11.64% | 12.73% | 5.27% |
AOMR Angel Oak Mortgage, Inc. | -2.87% | 12.64% | 12.22% | 22.09% | 19.11% | 13.56% | 0.84% | — | -0.30% |
ASGI Abrdn Global Infrastructure Income Fund | -1.84% | 9.69% | 17.69% | 16.95% | 30.10% | 21.71% | 14.45% | — | 13.70% |
ATH.TO Athabasca Oil Corporation | 0.24% | 1.80% | 55.11% | 53.71% | 92.19% | 41.84% | 65.05% | 21.55% | -2.78% |
BNP.PA BNP Paribas SA | 1.33% | 1.69% | 22.47% | 31.65% | 41.31% | 29.14% | 24.04% | 15.14% | 6.14% |
CII BlackRock Enhanced Large Cap Core Fund | 0.57% | 1.42% | 10.66% | 12.88% | 39.60% | 20.15% | 14.36% | 14.42% | 12.23% |
CSH2.L Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc | 0.09% | 2.33% | 4.19% | 5.02% | 6.40% | 5.60% | 4.02% | 1.97% | 0.46% |
DBSDY DBS Group Holdings Ltd ADR | 0.15% | 9.91% | 26.98% | 33.87% | 62.90% | 42.08% | 30.44% | 23.58% | 13.89% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 28, 2025, Alles 2026-07-18's average daily return is +0.10%, while the average monthly return is +1.88%. At this rate, an investment would double in approximately 3.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +8.4%, while the worst month was Mar 2026 at -5.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Alles 2026-07-18 closed higher 55% of trading days. The best single day was Oct 24, 2025 with a return of +6.4%, while the worst single day was Oct 27, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.87% | -1.42% | -5.78% | 8.38% | 6.38% | 2.54% | -1.62% | 13.29% | |||||
| 2025 | 2.59% | -0.28% | 2.87% | 5.24% | -1.25% | 1.92% | 11.47% |
Benchmark Metrics
Alles 2026-07-18 has an annualized alpha of 13.63%, beta of 0.69, and R2 of 0.28 versus S&P 500 Index. Calculated based on daily prices since July 28, 2025.
- This portfolio captured 148.80% of S&P 500 Index gains and 141.83% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- Beta of 0.69 may look defensive, but with R2 of 0.28 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.28 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 13.63%
- Beta
- 0.69
- R²
- 0.28
- Upside Capture
- 148.80%
- Downside Capture
- 141.83%
Expense Ratio
Alles 2026-07-18 has an expense ratio of 0.35%, 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Alles 2026-07-18 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 | — | 1.62 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.14 | — |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.70 | — |
| Martin ratioReturn relative to average drawdown | — | 9.96 | — |
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 |
|---|---|---|---|---|---|---|
3GOL.L WisdomTree Gold 3x Daily Leveraged | 17 | 0.22 | 0.81 | 1.11 | 0.26 | 0.56 |
AMDI.L IncomeShares AMD Options ETP | 56 | 1.38 | 2.15 | 1.31 | 2.18 | 3.71 |
AOD Abrdn Total Dynamic Dividend Fund | 91 | 2.26 | 2.95 | 1.41 | 2.41 | 10.63 |
AOMR Angel Oak Mortgage, Inc. | 68 | 0.76 | 1.17 | 1.15 | 1.35 | 2.61 |
ASGI Abrdn Global Infrastructure Income Fund | 50 | 1.56 | 2.06 | 1.28 | 2.31 | 7.25 |
ATH.TO Athabasca Oil Corporation | 92 | 2.36 | 2.69 | 1.36 | 4.01 | 11.30 |
BNP.PA BNP Paribas SA | 81 | 1.45 | 2.02 | 1.27 | 2.09 | 5.36 |
CII BlackRock Enhanced Large Cap Core Fund | 85 | 2.35 | 3.05 | 1.39 | 3.71 | 11.94 |
CSH2.L Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc | 77 | 1.64 | 2.44 | 1.31 | 4.42 | 11.29 |
DBSDY DBS Group Holdings Ltd ADR | 98 | 3.94 | 5.60 | 1.72 | 8.31 | 24.92 |
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Dividends
Dividend yield
Alles 2026-07-18 provided a 14.24% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 14.24% | 8.85% | 3.90% | 3.25% | 4.34% | 1.71% | 1.72% | 2.06% | 2.54% | 2.00% | 2.05% | 2.10% |
| Portfolio components: | ||||||||||||
3GOL.L WisdomTree Gold 3x Daily Leveraged | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMDI.L IncomeShares AMD Options ETP | 52.97% | 8.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AOD Abrdn Total Dynamic Dividend Fund | 11.62% | 12.00% | 10.73% | 8.56% | 8.85% | 6.75% | 7.80% | 7.71% | 9.57% | 7.29% | 9.10% | 8.93% |
AOMR Angel Oak Mortgage, Inc. | 21.17% | 14.87% | 13.79% | 12.08% | 35.31% | 2.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASGI Abrdn Global Infrastructure Income Fund | 10.88% | 10.96% | 12.84% | 8.03% | 8.25% | 6.33% | 1.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ATH.TO Athabasca Oil Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNP.PA BNP Paribas SA | 5.00% | 9.13% | 7.77% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% |
CII BlackRock Enhanced Large Cap Core Fund | 15.82% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
CSH2.L Amundi Smart Overnight Return UCITS ETF GBP Hedged Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBSDY DBS Group Holdings Ltd ADR | 3.72% | 4.42% | 4.94% | 6.76% | 4.09% | 3.11% | 2.55% | 6.59% | 7.22% | 3.53% | 7.42% | 3.77% |
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 Alles 2026-07-18. 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 Alles 2026-07-18 was 10.35%, occurring on Mar 27, 2026. Recovery took 27 trading sessions.
The current Alles 2026-07-18 drawdown is 2.69%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-10.35%Mar 2026 | 1mo 27d | 1mo 10d | 3mo 7dJan 2026 - May 2026 | — |
-9.53%Nov 2025 | 25d | 2mo 1d | 2mo 26dOct 2025 - Jan 2026 | — |
-4.25%Jun 2026 | 9d | 5d | 14dJun 2026 - Jun 2026 | — |
-3.03%Jul 2026 | 1d | 6d | 7dJul 2026 - Jul 2026 | — |
-2.69%Jul 2026 | 5d | — | 6dJul 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 25 assets, with an effective number of assets of 9.66, 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
All Time | |
|---|---|
Diversification Ratio | 1.92 |
The portfolio has a diversification ratio of 1.92, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
Alles 2026-07-18 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 28, 2025 | 0.59 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AOD has the highest benchmark correlation at 0.73, while VIST has the lowest at -0.01.
Asset Correlations Table
Find what Alles 2026-07-18 is missing
See which holdings overlap, where Alles 2026-07-18 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification