Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 50% |
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 30% |
SPMO Invesco S&P 500 Momentum ETF | Momentum, S&P 500 | 20% |
Find the right asset allocation for 2025
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 2025, 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 returned 48.14% Year-To-Date and 30.69% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 | 1.34% | 8.12% | 48.14% | 49.85% | 91.28% | 47.54% | 30.51% | 30.69% |
| Portfolio components: | ||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.61% | 1.44% | 24.27% | 24.36% | 51.03% | 30.29% | 20.63% | 24.98% |
SMH VanEck Semiconductor ETF | 1.72% | 7.20% | 72.15% | 75.62% | 141.99% | 60.05% | 38.42% | 37.49% |
SPMO Invesco S&P 500 Momentum ETF | 1.26% | 3.36% | 28.15% | 28.70% | 44.90% | 41.53% | 23.50% | 20.86% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 12, 2015, 2025's average daily return is +0.12%, while the average monthly return is +2.35%. At this rate, an investment would double in approximately 2.5 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +25.5%, while the worst month was Jun 2022 at -12.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +14.9%, while the worst single day was Mar 16, 2020 at -14.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.88% | -0.49% | -5.24% | 25.52% | 16.92% | 1.10% | 48.14% | ||||||
| 2025 | 1.13% | -3.15% | -8.75% | 0.80% | 12.13% | 12.40% | 3.64% | 0.64% | 9.19% | 7.67% | -3.30% | 1.33% | 36.42% |
| 2024 | 4.92% | 10.82% | 4.45% | -5.21% | 10.02% | 8.17% | -3.42% | 0.33% | 1.48% | -0.98% | 3.58% | -0.17% | 37.96% |
| 2023 | 11.22% | -0.19% | 8.46% | -2.53% | 9.53% | 5.76% | 3.96% | -1.57% | -5.72% | -2.85% | 13.66% | 7.57% | 55.79% |
| 2022 | -9.04% | -3.01% | 2.00% | -12.63% | 2.95% | -12.83% | 13.81% | -7.11% | -11.80% | 6.06% | 12.10% | -7.99% | -28.03% |
| 2021 | 1.70% | 3.38% | 1.06% | 2.50% | 0.70% | 6.26% | 1.62% | 3.43% | -5.33% | 7.30% | 6.08% | 2.19% | 34.87% |
Benchmark Metrics
2025 has an annualized alpha of 11.79%, beta of 1.30, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.
- This portfolio captured 164.42% of S&P 500 Index gains but only 98.09% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 11.79% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 11.79%
- Beta
- 1.30
- R²
- 0.79
- Upside Capture
- 164.42%
- Downside Capture
- 98.09%
Expense Ratio
2025 has an expense ratio of 0.23%, 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
2025 ranks 93 for risk / return — in the top 93% 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 2025 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 | 3.32 | 1.86 | +1.46 |
| Sortino ratioReturn per unit of downside risk | 3.79 | 2.53 | +1.25 |
| Omega ratioGain probability vs. loss probability | 1.53 | 1.34 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 6.80 | 2.53 | +4.27 |
| Martin ratioReturn relative to average drawdown | 25.55 | 11.37 | +14.18 |
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 |
|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 68 | 2.21 | 2.76 | 1.37 | 3.00 | 9.36 |
SMH VanEck Semiconductor ETF | 95 | 4.13 | 4.26 | 1.60 | 9.18 | 33.74 |
SPMO Invesco S&P 500 Momentum ETF | 77 | 2.24 | 2.98 | 1.41 | 3.44 | 13.01 |
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Dividends
Dividend yield
2025 provided a 0.32% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.32% | 0.43% | 0.46% | 0.86% | 1.20% | 0.55% | 0.85% | 1.34% | 1.51% | 1.16% | 1.17% | 1.52% |
| Portfolio components: | ||||||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.34% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
SMH VanEck Semiconductor ETF | 0.18% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
SPMO Invesco S&P 500 Momentum ETF | 0.67% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
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. 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 was 37.42%, occurring on Oct 14, 2022. Recovery took 272 trading sessions.
The current 2025 drawdown is 3.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -37.42%Oct 2022 | 9mo 20d | 1y 1mo | 1y 10moDec 2021 - Nov 2023 |
COVID crash2020 | -31.87%Mar 2020 | 29d | 2mo 22d | 3mo 21dFeb 2020 - Jun 2020 |
2025 selloff2025 | -28.25%Apr 2025 | 2mo 14d | 2mo 5d | 4mo 19dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -24.02%Dec 2018 | 3mo 26d | 2mo 27d | 6mo 23dAug 2018 - Mar 2019 |
2024 correction2024 | -19.61%Aug 2024 | 27d | 5mo 17d | 6mo 14dJul 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 3 assets, with an effective number of assets of 2.63, 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 | 1.03 | 1.03 | 1.04 | 1.04 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2015 | 0.85 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FTEC has the highest benchmark correlation at 0.89, while SMH has the lowest at 0.77.
Asset Correlations Table
Find what 2025 is missing
See which holdings overlap, where 2025 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification