Asset Allocation
Find the right asset allocation for new meets old
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in new meets old, 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 | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.17% | 8.56% | 8.85% | 22.93% | 19.37% | 11.84% | 13.61% |
Portfolio new meets old | 0.31% | 2.53% | 20.98% | 22.84% | 49.84% | — | — | — |
| Portfolio components: | ||||||||
ALIZY Allianz SE ADR | 0.01% | 2.36% | 1.59% | 4.55% | 17.68% | 31.68% | 16.69% | — |
AMLP Alerian MLP ETF | -0.34% | -1.96% | 15.29% | 14.35% | 14.76% | 20.22% | 15.26% | 6.92% |
AMZN Amazon.com, Inc | -1.23% | -11.69% | 3.35% | 5.46% | 11.87% | 23.49% | 7.35% | 20.83% |
ASML ASML Holding N.V. | -1.89% | 17.83% | 74.80% | 73.02% | 138.89% | 37.59% | 22.97% | 36.00% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 1.07% | -4.15% | -9.55% | -8.65% | -3.36% | 6.19% | 14.67% | 10.32% |
AVGO Broadcom Inc. | -0.91% | -8.33% | 10.62% | 6.58% | 50.41% | 67.17% | 55.09% | 40.96% |
AXP American Express Company | 2.18% | 5.11% | -11.56% | -14.47% | 10.36% | 24.40% | 16.02% | 19.88% |
B Barrick Mining Corporation | 2.81% | -10.03% | -6.52% | -5.53% | 96.46% | 36.83% | 14.31% | 9.32% |
BABA Alibaba Group Holding Limited | 0.12% | -21.91% | -22.32% | -26.87% | -2.37% | 11.06% | -10.74% | 4.42% |
BKNG Booking Holdings Inc. | 0.83% | 6.66% | -22.63% | -21.85% | -23.87% | 17.23% | 12.82% | 12.44% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 25, 2024, new meets old's average daily return is +0.14%, while the average monthly return is +2.70%. At this rate, an investment would double in approximately 2.2 years.
Historically, 73% of months were positive and 27% were negative. The best month was Apr 2026 with a return of +9.8%, while the worst month was Mar 2026 at -7.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.
On a daily basis, new meets old closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.6%, while the worst single day was Apr 4, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 8.62% | 0.73% | -7.19% | 9.81% | 8.74% | -0.22% | 20.98% | ||||||
| 2025 | 4.65% | -0.17% | -2.40% | 3.20% | 7.10% | 6.65% | 0.35% | 1.94% | 7.04% | 4.55% | 2.64% | 2.23% | 44.38% |
| 2024 | 0.33% | -0.44% | 2.67% | -1.48% | 1.02% |
Benchmark Metrics
new meets old has an annualized alpha of 20.92%, beta of 0.96, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since September 25, 2024.
- This portfolio captured 149.63% of S&P 500 Index gains but only 33.89% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 20.92% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.96 and R2 of 0.77, 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
- 20.92%
- Beta
- 0.96
- R²
- 0.77
- Upside Capture
- 149.63%
- Downside Capture
- 33.89%
Expense Ratio
new meets old has an expense ratio of 0.08%, 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
new meets old ranks 86 for risk / return — in the top 86% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for new meets old 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 | 2.85 | 1.86 | +0.99 |
| Sortino ratioReturn per unit of downside risk | 3.72 | 2.53 | +1.19 |
| Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.98 | 2.53 | +1.44 |
| Martin ratioReturn relative to average drawdown | 17.15 | 11.37 | +5.78 |
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 |
|---|---|---|---|---|---|---|
ALIZY Allianz SE ADR | 67 | 0.89 | 1.31 | 1.16 | 1.31 | 3.39 |
AMLP Alerian MLP ETF | 38 | 1.25 | 1.79 | 1.22 | 1.66 | 5.35 |
AMZN Amazon.com, Inc | 54 | 0.40 | 0.76 | 1.09 | 0.55 | 1.29 |
ASML ASML Holding N.V. | 95 | 3.27 | 3.70 | 1.45 | 7.83 | 21.08 |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 36 | -0.13 | -0.00 | 1.00 | -0.13 | -0.33 |
AVGO Broadcom Inc. | 74 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
AXP American Express Company | 52 | 0.39 | 0.69 | 1.09 | 0.44 | 0.93 |
B Barrick Mining Corporation | 86 | 2.15 | 2.48 | 1.34 | 3.31 | 7.95 |
BABA Alibaba Group Holding Limited | 40 | -0.05 | 0.26 | 1.03 | -0.06 | -0.12 |
BKNG Booking Holdings Inc. | 13 | -0.75 | -0.93 | 0.89 | -0.72 | -1.36 |
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Dividends
Dividend yield
new meets old provided a 1.93% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.93% | 2.07% | 2.16% | 2.12% | 2.06% | 1.37% | 1.89% | 1.36% | 1.60% | 1.30% | 2.02% | 2.02% |
| Portfolio components: | ||||||||||||
ALIZY Allianz SE ADR | 4.37% | 3.71% | 4.91% | 4.70% | 5.43% | 4.87% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMLP Alerian MLP ETF | 7.71% | 8.36% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.29% | 7.97% | 8.09% | 9.84% |
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% |
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
ASR Grupo Aeroportuario del Sureste, S. A. B. de C. V. | 7.64% | 12.61% | 4.68% | 3.86% | 3.18% | 2.00% | 0.00% | 2.80% | 2.29% | 0.05% | 0.05% | 0.52% |
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
AXP American Express Company | 1.05% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
B Barrick Mining Corporation | 2.29% | 1.21% | 2.58% | 2.21% | 3.20% | 2.47% | 1.82% | 0.70% | 1.40% | 0.83% | 0.50% | 1.90% |
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BKNG Booking Holdings Inc. | 0.97% | 0.72% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 new meets old. 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 new meets old was 13.95%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.
The current new meets old drawdown is 1.81%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -13.95%Apr 2025 | 1mo 18d | 24d | 2mo 12dFeb 2025 - May 2025 |
2026 correction2026 | -12.30%Mar 2026 | 1mo 29d | 1mo 6d | 3mo 5dJan 2026 - May 2026 |
2026 pullback2026 | -5.88%Jun 2026 | 7d | — | 10d 23hJun 2026 - now |
2025 pullback2025 | -4.62%Nov 2025 | 7d | 6d | 13dNov 2025 - Nov 2025 |
2024 pullback2024 | -3.92%Dec 2024 | 2d | 1mo 3d | 1mo 5dDec 2024 - Jan 2025 |
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 44 assets, with an effective number of assets of 30.73, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | All Time | |
|---|---|---|
Diversification Ratio | 2.19 | 1.91 |
The portfolio has a diversification ratio of 1.91, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
new meets old correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Sep 25, 2024 | 0.85 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AMZN has the highest benchmark correlation at 0.65, while SGOV has the lowest at -0.06.
Portfolio Correlations
Correlation vs. new meets old. LRCX has the highest portfolio correlation at 0.77, while SGOV has the lowest at -0.07.
Asset Correlations Table
Find what new meets old is missing
See which holdings overlap, where new meets old is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification