Asset Allocation
Find the right asset allocation for 401K 2025-11-10
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 401K 2025-11-10, 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 401K 2025-11-10 returned 13.12% Year-To-Date and 18.81% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio 401K 2025-11-10 | 2.47% | 3.38% | 13.12% | 13.78% | 33.28% | 31.73% | 15.50% | 18.81% |
| Portfolio components: | ||||||||
ARKW ARK Next Generation Internet ETF | 4.36% | 3.03% | -0.20% | -1.16% | 15.15% | 37.73% | 1.45% | 22.86% |
GLD SPDR Gold Shares | 2.59% | -4.97% | 0.06% | 0.19% | 25.38% | 29.73% | 18.31% | 12.33% |
ICSH iShares Ultra Short Duration Bond Active ETF | 0.04% | 0.36% | 1.57% | 1.81% | 4.36% | 5.16% | 3.70% | 2.79% |
IDV iShares International Select Dividend ETF | -0.69% | -0.26% | 12.82% | 14.44% | 35.47% | 24.42% | 12.20% | 10.65% |
SPMO Invesco S&P 500 Momentum ETF | 3.52% | 10.01% | 32.66% | 33.70% | 50.00% | 43.16% | 24.34% | 21.24% |
VEU Vanguard FTSE All-World ex-US ETF | 1.47% | 4.95% | 15.75% | 17.16% | 32.51% | 18.83% | 9.05% | 10.40% |
VGSH Vanguard Short-Term Treasury ETF | 0.07% | 0.35% | 0.64% | 0.85% | 3.43% | 4.27% | 1.87% | 1.73% |
XLG Invesco S&P 500 Top 50 ETF | 1.88% | -1.70% | 5.56% | 6.64% | 25.51% | 22.53% | 15.57% | 17.23% |
XLRE Real Estate Select Sector SPDR Fund | -0.82% | 4.07% | 12.25% | 11.92% | 11.14% | 9.79% | 3.41% | 6.91% |
XME SPDR S&P Metals & Mining ETF | 0.16% | 4.36% | 16.50% | 19.83% | 85.37% | 35.28% | 22.93% | 19.14% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 12, 2015, 401K 2025-11-10's average daily return is +0.07%, while the average monthly return is +1.50%. At this rate, an investment would double in approximately 3.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.6%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 401K 2025-11-10 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.60% | -1.00% | -5.31% | 11.97% | 7.55% | -0.39% | 13.12% | ||||||
| 2025 | 5.06% | -2.41% | -5.24% | 2.75% | 9.13% | 9.18% | 3.42% | 1.94% | 6.17% | 1.87% | -2.61% | 0.24% | 32.40% |
| 2024 | -0.16% | 7.62% | 3.65% | -5.02% | 4.98% | 3.75% | 0.82% | 2.22% | 3.57% | -0.14% | 8.45% | -1.84% | 30.70% |
| 2023 | 9.81% | -2.11% | 3.67% | -0.97% | 0.41% | 6.32% | 5.11% | -3.27% | -3.74% | -2.06% | 12.56% | 7.17% | 36.23% |
| 2022 | -7.67% | -1.44% | 3.18% | -11.31% | -1.90% | -9.00% | 7.80% | -4.05% | -8.93% | 7.15% | 3.41% | -5.75% | -26.87% |
| 2021 | 1.27% | 0.85% | 0.76% | 3.87% | -0.22% | 4.34% | 0.95% | 2.74% | -5.06% | 7.44% | -3.77% | 0.07% | 13.36% |
Benchmark Metrics
401K 2025-11-10 has an annualized alpha of 4.97%, beta of 0.97, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.
- This portfolio captured 113.23% of S&P 500 Index gains but only 92.54% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 4.97% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.97 and R2 of 0.88, 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
- 4.97%
- Beta
- 0.97
- R²
- 0.88
- Upside Capture
- 113.23%
- Downside Capture
- 92.54%
Expense Ratio
401K 2025-11-10 has an expense ratio of 0.31%, 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
401K 2025-11-10 ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 401K 2025-11-10 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 | 2.00 | 2.14 | -0.13 |
| Sortino ratioReturn per unit of downside risk | 2.66 | 2.89 | -0.23 |
| Omega ratioGain probability vs. loss probability | 1.35 | 1.39 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.77 | 2.91 | -0.15 |
| Martin ratioReturn relative to average drawdown | 10.03 | 13.08 | -3.05 |
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 |
|---|---|---|---|---|---|---|
ARKW ARK Next Generation Internet ETF | 16 | 0.46 | 0.83 | 1.10 | 0.42 | 0.85 |
GLD SPDR Gold Shares | 27 | 0.93 | 1.30 | 1.19 | 1.04 | 2.97 |
ICSH iShares Ultra Short Duration Bond Active ETF | 99 | 11.08 | 27.75 | 6.64 | 44.30 | 292.98 |
IDV iShares International Select Dividend ETF | 87 | 2.73 | 3.57 | 1.50 | 4.18 | 15.48 |
SPMO Invesco S&P 500 Momentum ETF | 85 | 2.55 | 3.34 | 1.46 | 3.96 | 14.96 |
VEU Vanguard FTSE All-World ex-US ETF | 67 | 2.02 | 2.77 | 1.37 | 2.86 | 10.95 |
VGSH Vanguard Short-Term Treasury ETF | 89 | 2.71 | 4.47 | 1.58 | 3.90 | 15.21 |
XLG Invesco S&P 500 Top 50 ETF | 56 | 1.86 | 2.52 | 1.33 | 2.06 | 7.55 |
XLRE Real Estate Select Sector SPDR Fund | 26 | 0.81 | 1.18 | 1.15 | 1.34 | 3.69 |
XME SPDR S&P Metals & Mining ETF | 72 | 2.38 | 2.84 | 1.37 | 3.80 | 9.44 |
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Dividends
Dividend yield
401K 2025-11-10 provided a 1.49% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.49% | 1.47% | 1.22% | 1.55% | 1.61% | 1.03% | 1.54% | 1.55% | 4.23% | 1.70% | 1.67% | 1.69% |
| Portfolio components: | ||||||||||||
ARKW ARK Next Generation Internet ETF | 1.59% | 1.59% | 0.00% | 0.00% | 0.00% | 0.17% | 1.29% | 0.00% | 13.05% | 2.05% | 0.00% | 2.29% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.33% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
IDV iShares International Select Dividend ETF | 7.09% | 4.94% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% |
SPMO Invesco S&P 500 Momentum ETF | 0.64% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
VEU Vanguard FTSE All-World ex-US ETF | 2.58% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
XLG Invesco S&P 500 Top 50 ETF | 0.61% | 0.64% | 0.72% | 0.97% | 1.34% | 0.94% | 1.25% | 1.58% | 2.00% | 1.85% | 2.00% | 2.09% |
XLRE Real Estate Select Sector SPDR Fund | 3.11% | 3.45% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% |
XME SPDR S&P Metals & Mining ETF | 0.32% | 0.38% | 0.65% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% |
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 401K 2025-11-10. 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 401K 2025-11-10 was 34.41%, occurring on Oct 14, 2022. Recovery took 341 trading sessions.
The current 401K 2025-11-10 drawdown is 3.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -34.41%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
COVID crash2020 | -30.43%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
2025 selloff2025 | -19.36%Apr 2025 | 1mo 19d | 1mo 8d | 2mo 27dFeb 2025 - May 2025 |
Rate-hike selloffLate 2018 | -18.28%Dec 2018 | 3mo 26d | 2mo 27d | 6mo 23dAug 2018 - Mar 2019 |
2016 correction2016 | -12.82%Feb 2016 | 3mo 9d | 2mo 2d | 5mo 11dNov 2015 - Apr 2016 |
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 10 assets, with an effective number of assets of 5.59, 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 | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.22 | 1.20 | 1.20 | 1.19 | 1.20 |
The portfolio has a diversification ratio of 1.20, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
401K 2025-11-10 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2015 | 0.90 |
Benchmark Correlations
Correlation vs. S&P 500 Index. XLG has the highest benchmark correlation at 0.95, while VGSH has the lowest at -0.09.
Asset Correlations Table
| ICSH | VGSH | GLD | XLRE | XME | ARKW | IDV | SPMO | XLG | VEU | |
|---|---|---|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.31 | 0.12 | 0.11 | 0.04 | 0.07 | 0.08 | 0.04 | 0.07 | 0.10 |
| VGSH | 0.31 | 1.00 | 0.37 | 0.15 | -0.07 | -0.05 | -0.02 | -0.07 | -0.10 | -0.02 |
| GLD | 0.12 | 0.37 | 1.00 | 0.12 | 0.29 | 0.06 | 0.21 | 0.08 | 0.02 | 0.21 |
| XLRE | 0.11 | 0.15 | 0.12 | 1.00 | 0.31 | 0.35 | 0.48 | 0.41 | 0.45 | 0.48 |
| XME | 0.04 | -0.07 | 0.29 | 0.31 | 1.00 | 0.45 | 0.61 | 0.44 | 0.48 | 0.64 |
| ARKW | 0.07 | -0.05 | 0.06 | 0.35 | 0.45 | 1.00 | 0.44 | 0.62 | 0.69 | 0.59 |
| IDV | 0.08 | -0.02 | 0.21 | 0.48 | 0.61 | 0.44 | 1.00 | 0.50 | 0.59 | 0.88 |
| SPMO | 0.04 | -0.07 | 0.08 | 0.41 | 0.44 | 0.62 | 0.50 | 1.00 | 0.77 | 0.62 |
| XLG | 0.07 | -0.10 | 0.02 | 0.45 | 0.48 | 0.69 | 0.59 | 0.77 | 1.00 | 0.73 |
| VEU | 0.10 | -0.02 | 0.21 | 0.48 | 0.64 | 0.59 | 0.88 | 0.62 | 0.73 | 1.00 |
Find what 401K 2025-11-10 is missing
See which holdings overlap, where 401K 2025-11-10 is concentrated, and which low-correlation assets could fill the gaps.
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