Asset Allocation
Find the right asset allocation for SIP 2026
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 SIP 2026, 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
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio SIP 2026 | -0.28% | -0.86% | 5.99% | 9.18% | 18.64% | 12.94% | — | — | 15.26% |
| Portfolio components: | |||||||||
EBND SPDR Bloomberg Barclays Emerging Markets Local Bond ETF | 0.07% | -0.17% | 0.08% | 0.32% | 4.28% | 4.81% | 0.72% | 1.40% | 1.01% |
EMLC VanEck J.P. Morgan EM Local Currency Bond ETF | 0.04% | -0.26% | 0.95% | 1.38% | 7.40% | 5.77% | 1.95% | 1.86% | 1.17% |
FNDA Schwab Fundamental U.S. Small Company ETF | -0.69% | 1.37% | 10.86% | 19.19% | 28.58% | 14.05% | 8.71% | 10.83% | 10.42% |
FNDC Schwab Fundamental International Small Equity ETF | -0.70% | -2.65% | 4.33% | 8.75% | 19.04% | 15.93% | 7.53% | 8.52% | 7.65% |
FNDE Schwab Fundamental Emerging Markets Equity ETF | 0.32% | -1.23% | 7.12% | 12.14% | 24.57% | 19.07% | 10.23% | 9.83% | 7.00% |
FNDF Schwab Fundamental International Equity ETF | -0.63% | -2.61% | 11.64% | 16.58% | 35.80% | 20.51% | 13.79% | 11.49% | 8.84% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | -0.41% | 1.29% | 12.05% | 16.05% | 28.69% | 18.92% | 13.63% | 13.94% | 13.03% |
HAUZ Xtrackers International Real Estate ETF | -0.35% | 2.65% | -4.19% | -0.35% | 5.26% | 6.95% | -0.93% | 3.22% | 3.09% |
PRF Invesco RAFI US 1000 ETF | -0.37% | 0.92% | 12.42% | 16.31% | 28.99% | 19.36% | 13.16% | 13.42% | 10.61% |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | -0.75% | 1.30% | 10.57% | 17.94% | 29.88% | 15.86% | 9.58% | 11.56% | 10.07% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 12, 2022, SIP 2026's average daily return is +0.06%, while the average monthly return is +1.21%. At this rate, an investment would double in approximately 4.8 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2022 with a return of +7.5%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SIP 2026 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.2%, while the worst single day was Apr 4, 2025 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.48% | 2.87% | -4.83% | 5.96% | 2.26% | 0.30% | -0.83% | 9.18% | |||||
| 2025 | 2.21% | 0.50% | -1.65% | -0.03% | 3.25% | 3.29% | 0.30% | 3.23% | 2.45% | 1.13% | 0.93% | 0.82% | 17.58% |
| 2024 | -1.09% | 2.28% | 2.42% | -2.52% | 2.97% | 0.10% | 2.78% | 1.52% | 2.22% | -2.38% | 2.63% | -2.93% | 7.99% |
| 2023 | 6.24% | -2.93% | 1.12% | 0.60% | -1.98% | 4.25% | 3.11% | -2.92% | -3.18% | -2.75% | 7.08% | 4.98% | 13.59% |
| 2022 | 3.57% | 7.51% | -2.58% | 8.47% |
Benchmark Metrics
SIP 2026 has an annualized alpha of 2.76%, beta of 0.58, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since October 12, 2022.
- This portfolio participated in 65.04% of S&P 500 Index downside but only 64.01% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.58 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.76%
- Beta
- 0.58
- R²
- 0.79
- Upside Capture
- 64.01%
- Downside Capture
- 65.04%
Expense Ratio
SIP 2026 has an expense ratio of 0.20%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
SIP 2026 ranks 72 for risk / return — better than 72% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for SIP 2026 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 | 1.97 | 1.45 | +0.51 |
| Sortino ratioReturn per unit of downside risk | 2.77 | 2.03 | +0.74 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.71 | 2.01 | +0.70 |
| Martin ratioReturn relative to average drawdown | 11.05 | 8.68 | +2.37 |
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 |
|---|---|---|---|---|---|---|
EBND SPDR Bloomberg Barclays Emerging Markets Local Bond ETF | 22 | 0.61 | 0.89 | 1.12 | 0.65 | 1.95 |
EMLC VanEck J.P. Morgan EM Local Currency Bond ETF | 36 | 1.04 | 1.47 | 1.20 | 1.20 | 3.84 |
FNDA Schwab Fundamental U.S. Small Company ETF | 73 | 1.68 | 2.48 | 1.29 | 3.07 | 9.90 |
FNDC Schwab Fundamental International Small Equity ETF | 48 | 1.28 | 1.85 | 1.23 | 1.71 | 5.98 |
FNDE Schwab Fundamental Emerging Markets Equity ETF | 62 | 1.54 | 2.10 | 1.28 | 2.41 | 7.74 |
FNDF Schwab Fundamental International Equity ETF | 86 | 2.22 | 2.94 | 1.40 | 3.39 | 11.89 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 94 | 2.81 | 3.93 | 1.52 | 4.75 | 18.42 |
HAUZ Xtrackers International Real Estate ETF | 17 | 0.37 | 0.63 | 1.08 | 0.38 | 0.87 |
PRF Invesco RAFI US 1000 ETF | 93 | 2.70 | 3.76 | 1.50 | 4.42 | 18.03 |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 71 | 1.66 | 2.43 | 1.28 | 2.89 | 9.86 |
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Dividends
Dividend yield
SIP 2026 provided a 2.77% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.77% | 2.87% | 2.76% | 2.62% | 2.08% | 1.82% | 1.43% | 1.86% | 1.88% | 1.50% | 1.53% | 1.69% |
| Portfolio components: | ||||||||||||
EBND SPDR Bloomberg Barclays Emerging Markets Local Bond ETF | 5.88% | 5.54% | 5.89% | 5.26% | 4.75% | 3.83% | 3.67% | 4.68% | 4.70% | 2.00% | 0.00% | 0.00% |
EMLC VanEck J.P. Morgan EM Local Currency Bond ETF | 6.28% | 5.91% | 6.55% | 5.97% | 5.54% | 5.25% | 4.90% | 6.25% | 6.50% | 5.34% | 5.32% | 6.25% |
FNDA Schwab Fundamental U.S. Small Company ETF | 1.11% | 1.22% | 1.53% | 1.37% | 1.38% | 1.15% | 1.31% | 1.38% | 1.64% | 1.30% | 1.18% | 1.33% |
FNDC Schwab Fundamental International Small Equity ETF | 3.74% | 3.86% | 3.59% | 2.86% | 1.98% | 2.58% | 1.77% | 2.71% | 2.68% | 1.94% | 1.95% | 1.30% |
FNDE Schwab Fundamental Emerging Markets Equity ETF | 3.69% | 4.19% | 4.82% | 4.74% | 5.59% | 4.32% | 2.50% | 3.47% | 2.98% | 2.05% | 1.65% | 2.02% |
FNDF Schwab Fundamental International Equity ETF | 3.12% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 1.47% | 1.63% | 1.76% | 1.82% | 2.07% | 1.64% | 2.29% | 2.23% | 2.40% | 1.86% | 2.01% | 2.01% |
HAUZ Xtrackers International Real Estate ETF | 3.57% | 4.46% | 4.50% | 3.50% | 1.99% | 4.84% | 3.37% | 3.69% | 1.93% | 2.59% | 2.18% | 9.42% |
PRF Invesco RAFI US 1000 ETF | 1.37% | 1.59% | 1.78% | 1.84% | 2.01% | 1.58% | 1.97% | 1.99% | 2.25% | 1.58% | 2.17% | 2.25% |
PRFZ Invesco FTSE RAFI US 1500 Small-Mid ETF | 0.80% | 0.82% | 1.45% | 1.42% | 1.33% | 0.93% | 0.91% | 1.29% | 1.37% | 0.97% | 1.31% | 1.39% |
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 SIP 2026. 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 SIP 2026 was 10.97%, occurring on Apr 8, 2025. Recovery took 26 trading sessions.
The current SIP 2026 drawdown is 1.30%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-10.97%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 | 2025 selloff2025 |
-9.44%Oct 2023 | 2mo 27d | 1mo 17d | 4mo 14dAug 2023 - Dec 2023 | — |
-6.92%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 | — |
-6.32%Mar 2023 | 1mo 12d | 3mo | 4mo 12dFeb 2023 - Jun 2023 | — |
-4.80%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 | — |
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 28 assets, with an effective number of assets of 12.16, 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
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.18 | 1.20 | 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.
SIP 2026 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Oct 12, 2022 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SPAXX has the lowest at 0.03.
Asset Correlations Table
Find what SIP 2026 is missing
See which holdings overlap, where SIP 2026 is concentrated, and which low-correlation assets could fill the gaps.
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