2025.06.13 EKY Trad IRA

Asset Allocation

Position	Category/Sector	Target Weight
FXAIX Fidelity 500 Index Fund	S&P 500	26.21%
IEI iShares 3-7 Year Treasury Bond ETF	Government Bonds	18.22%
BND Vanguard Total Bond Market ETF	Total Bond Market	14.02%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	12.96%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	12.42%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	10.10%
USD=X USD Cash		3.08%
TFLR T. Rowe Price Floating Rate ETF	Bank Loan	2.99%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025.06.13 EKY Trad IRA, 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	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 2025.06.13 EKY Trad IRA	0.00%	1.15%	6.19%	6.89%	16.03%	11.98%	—	—
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.12%	1.03%	0.52%	0.91%	4.77%	4.17%	0.03%	1.58%
FXAIX Fidelity 500 Index Fund	1.76%	-0.09%	8.59%	8.94%	25.18%	21.06%	13.34%	15.44%
IEI iShares 3-7 Year Treasury Bond ETF	-0.12%	0.54%	-0.30%	-0.00%	3.16%	3.77%	0.21%	1.24%
TFLR T. Rowe Price Floating Rate ETF	0.00%	0.04%	1.17%	1.49%	5.32%	7.84%	—	—
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	0.34%	3.58%	14.73%	16.65%	31.41%	19.03%	9.51%	10.72%
VEU Vanguard FTSE All-World ex-US ETF	0.40%	3.43%	14.08%	15.91%	30.59%	18.67%	8.56%	10.41%
VGSH Vanguard Short-Term Treasury ETF	-0.03%	0.28%	0.57%	0.83%	3.36%	4.25%	1.83%	1.73%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 17, 2022, 2025.06.13 EKY Trad IRA's average daily return is +0.03%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 73% of months were positive and 27% were negative. The best month was Nov 2023 with a return of +5.8%, while the worst month was Mar 2026 at -4.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025.06.13 EKY Trad IRA closed higher 39% of trading days. The best single day was Apr 9, 2025 with a return of +4.1%, while the worst single day was Apr 4, 2025 at -3.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.91%	1.79%	-4.04%	4.81%	2.59%	-0.79%							6.19%
2025	1.96%	0.91%	-1.25%	1.07%	2.68%	2.78%	0.20%	2.15%	1.96%	1.29%	0.52%	0.74%	15.99%
2024	0.18%	1.70%	2.02%	-2.50%	2.94%	1.02%	1.90%	1.85%	1.49%	-2.23%	1.89%	-1.73%	8.67%
2023	4.90%	-2.51%	2.74%	1.23%	-1.17%	2.64%	1.78%	-1.52%	-2.76%	-1.67%	5.82%	3.64%	13.40%
2022											1.81%	-2.29%	-0.53%

Benchmark Metrics

2025.06.13 EKY Trad IRA has an annualized alpha of 3.04%, beta of 0.47, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since November 17, 2022.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (52.24%) than losses (49.89%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.47 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: 3.04%

Beta: 0.47

R²: 0.81

Upside Capture: 52.24%

Downside Capture: 49.89%

See how alpha, beta & R² have trended over time →

Expense Ratio

2025.06.13 EKY Trad IRA has an expense ratio of 0.07%, 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.

TFLR

T. Rowe Price Floating Rate ETF

IEI

iShares 3-7 Year Treasury Bond ETF

VEU

Vanguard FTSE All-World ex-US ETF

VEA

Vanguard FTSE Developed Markets ETF

BND

Vanguard Total Bond Market ETF

VGSH

Vanguard Short-Term Treasury ETF

FXAIX

Fidelity 500 Index Fund

Return for Risk

Risk / Return Rank

2025.06.13 EKY Trad IRA ranks 59 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2025.06.13 EKY Trad IRA 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	2.09	1.86	+0.22
Sortino ratioReturn per unit of downside risk	2.98	2.53	+0.45
Omega ratioGain probability vs. loss probability	1.41	1.34	+0.07
Calmar ratioReturn relative to maximum drawdown	2.75	2.53	+0.21
Martin ratioReturn relative to average drawdown	11.41	11.37	+0.04

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
BND Vanguard Total Bond Market ETF	36	1.18	1.77	1.21	1.65	4.81
FXAIX Fidelity 500 Index Fund	65	1.97	2.67	1.36	2.74	12.46
IEI iShares 3-7 Year Treasury Bond ETF	28	1.00	1.52	1.17	1.19	3.35
TFLR T. Rowe Price Floating Rate ETF	79	2.65	3.92	1.61	2.42	11.04
USD=X USD Cash	—	—	—	—	—	—
VEA Vanguard FTSE Developed Markets ETF	60	1.81	2.50	1.33	2.58	9.92
VEU Vanguard FTSE All-World ex-US ETF	59	1.79	2.48	1.33	2.53	9.70
VGSH Vanguard Short-Term Treasury ETF	87	2.61	4.30	1.55	3.76	14.67

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current 2025.06.13 EKY Trad IRA Sharpe ratio is 2.09 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2025.06.13 EKY Trad IRA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2025.06.13 EKY Trad IRA provided a 2.75% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.75%	2.88%	2.92%	2.63%	1.96%	1.61%	1.65%	2.30%	2.49%	1.95%	2.10%	2.17%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.96%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
FXAIX Fidelity 500 Index Fund	1.06%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
IEI iShares 3-7 Year Treasury Bond ETF	3.64%	3.48%	3.18%	2.36%	1.37%	0.73%	1.12%	2.01%	1.95%	1.51%	1.33%	1.39%
TFLR T. Rowe Price Floating Rate ETF	6.78%	6.93%	8.18%	7.76%	0.58%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.62%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VEU Vanguard FTSE All-World ex-US ETF	2.62%	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%

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 2025.06.13 EKY Trad IRA. 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 2025.06.13 EKY Trad IRA was 7.39%, occurring on Apr 8, 2025. Recovery took 34 trading sessions.

The current 2025.06.13 EKY Trad IRA drawdown is 1.13%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-7.39%Apr 2025	1mo 18d	1mo 4d	2mo 22dFeb 2025 - May 2025
2023 pullback2023	-6.53%Oct 2023	2mo 27d	1mo 5d	4mo 2dAug 2023 - Dec 2023
2026 pullback2026	-5.84%Mar 2026	29d	21d	1mo 20dFeb 2026 - Apr 2026
2023 pullback2023	-4.18%Mar 2023	1mo 5d	1mo 4d	2mo 9dFeb 2023 - Apr 2023
2024 pullback2024	-3.37%Aug 2024	21d	12d	1mo 3dJul 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 8 assets, with an effective number of assets of 6.03, 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	All Time
Diversification Ratio	1.14	1.21	1.24

The portfolio has a diversification ratio of 1.24, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025.06.13 EKY Trad IRA correlation to the S&P 500 Index

2025.06.13 EKY Trad IRA has a 0.91 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (All Time) Calculated using the full available price history since Nov 17, 2022	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while USD=X has the lowest at 0.00.

0.00

0.04

0.09

0.20

0.51

0.74

0.75

1.00

Portfolio Correlations

Correlation vs. 2025.06.13 EKY Trad IRA. VEA has the highest portfolio correlation at 0.87, while USD=X has the lowest at 0.00.

0.00

0.29

0.35

0.43

0.46

0.84

0.86

0.87

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	USD=X	VGSH	TFLR	IEI	BND	FXAIX	VEU	VEA
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
VGSH	0.00	1.00	0.04	0.90	0.77	0.04	0.16	0.18
TFLR	0.00	0.04	1.00	0.04	0.08	0.47	0.42	0.42
IEI	0.00	0.90	0.04	1.00	0.92	0.09	0.19	0.22
BND	0.00	0.77	0.08	0.92	1.00	0.18	0.26	0.29
FXAIX	0.00	0.04	0.47	0.09	0.18	1.00	0.69	0.70
VEU	0.00	0.16	0.42	0.19	0.26	0.69	1.00	0.96
VEA	0.00	0.18	0.42	0.22	0.29	0.70	0.96	1.00

The correlation results are calculated based on daily price changes starting from Nov 17, 2022

Diversification Analysis

Find what 2025.06.13 EKY Trad IRA is missing

See which holdings overlap, where 2025.06.13 EKY Trad IRA is concentrated, and which low-correlation assets could fill the gaps.

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