2050 portfolio

Asset Allocation

Position	Category/Sector	Target Weight
SPGI S&P Global Inc.	Financial Services	6.67%
MCO Moody's Corporation	Financial Services	6.67%
MSCI MSCI Inc.	Financial Services	6.67%
V Visa Inc.	Financial Services	6.67%
ASML ASML Holding N.V.	Technology	6.67%
MA Mastercard Incorporated	Financial Services	6.67%
MSFT Microsoft Corporation	Technology	6.67%
VRSK Verisk Analytics, Inc.	Industrials	6.67%
ICE Intercontinental Exchange, Inc.	Financial Services	6.67%
LMT Lockheed Martin Corporation	Industrials	6.67%
RTX RTX Corporation	Industrials	6.67%
UNH UnitedHealth Group Incorporated	Healthcare	6.67%
CME CME Group Inc.	Financial Services	6.67%
WM Waste Management, Inc.	Industrials	6.67%
AMT American Tower Corporation	Real Estate	6.67%

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 2050 portfolio, 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 2050 portfolio returned 2.16% Year-To-Date and 18.71% 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 2050 portfolio	0.41%	3.56%	2.16%	3.29%	4.68%	13.11%	9.82%	18.71%
Portfolio components:
AMT American Tower Corporation	-0.18%	10.75%	8.71%	6.65%	-9.49%	3.15%	-3.91%	8.47%
ASML ASML Holding N.V.	-1.89%	24.09%	74.80%	73.02%	146.81%	37.59%	22.97%	36.00%
CME CME Group Inc.	2.80%	-9.35%	1.58%	1.41%	3.90%	19.92%	9.17%	15.38%
ICE Intercontinental Exchange, Inc.	1.12%	-8.96%	-12.95%	-13.36%	-20.53%	10.22%	5.87%	11.91%
LMT Lockheed Martin Corporation	-1.52%	5.40%	13.04%	13.84%	14.07%	8.98%	9.78%	11.37%
MA Mastercard Incorporated	0.71%	-0.85%	-13.89%	-14.05%	-12.30%	10.32%	6.66%	18.64%
MCO Moody's Corporation	1.36%	4.42%	-11.93%	-7.54%	-4.30%	10.65%	6.32%	17.53%
MSCI MSCI Inc.	0.81%	6.66%	5.22%	9.54%	11.93%	9.01%	5.72%	24.54%
MSFT Microsoft Corporation	0.10%	-7.19%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
RTX RTX Corporation	-0.37%	7.66%	0.82%	3.50%	27.98%	25.18%	18.20%	15.68%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 7, 2009, 2050 portfolio's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, an investment would double in approximately 3.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +13.3%, while the worst month was Sep 2022 at -10.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2050 portfolio closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +11.8%, while the worst single day was Mar 16, 2020 at -12.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.85%	-0.91%	-6.30%	4.30%	0.82%	0.75%							2.16%
2025	4.40%	2.01%	-1.06%	-1.02%	3.79%	1.56%	-2.56%	1.41%	1.20%	-1.94%	0.44%	2.01%	10.44%
2024	2.11%	2.35%	1.46%	-5.30%	5.02%	1.48%	5.51%	4.55%	0.04%	-2.87%	5.04%	-5.13%	14.30%
2023	5.92%	-3.96%	5.09%	0.75%	-0.36%	5.03%	0.64%	-0.76%	-5.31%	2.65%	8.79%	3.78%	23.54%
2022	-5.59%	-1.55%	4.25%	-5.97%	-2.56%	-4.50%	8.00%	-4.81%	-10.00%	8.65%	7.73%	-4.32%	-12.14%
2021	-4.92%	3.07%	6.49%	7.22%	0.08%	3.30%	4.67%	1.09%	-4.33%	8.25%	-2.97%	5.37%	29.62%

Benchmark Metrics

2050 portfolio has an annualized alpha of 8.12%, beta of 0.93, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 07, 2009.

This portfolio captured 108.95% of S&P 500 Index gains but only 71.10% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R2 of 0.82, 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: 8.12%

Beta: 0.93

R²: 0.82

Upside Capture: 108.95%

Downside Capture: 71.10%

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

Expense Ratio

2050 portfolio has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

2050 portfolio ranks 7 for risk / return — in the bottom 7% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 2050 portfolio 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	0.29	1.86	-1.57
Sortino ratioReturn per unit of downside risk	0.48	2.53	-2.05
Omega ratioGain probability vs. loss probability	1.06	1.34	-0.28
Calmar ratioReturn relative to maximum drawdown	0.36	2.53	-2.18
Martin ratioReturn relative to average drawdown	1.03	11.37	-10.34

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
AMT American Tower Corporation	26	-0.42	-0.44	0.95	-0.38	-0.54
ASML ASML Holding N.V.	95	3.27	3.70	1.45	7.83	21.08
CME CME Group Inc.	44	0.16	0.35	1.05	0.16	0.50
ICE Intercontinental Exchange, Inc.	9	-0.95	-1.21	0.85	-0.80	-1.50
LMT Lockheed Martin Corporation	60	0.69	1.05	1.14	0.73	1.69
MA Mastercard Incorporated	11	-0.74	-0.91	0.89	-0.79	-1.59
MCO Moody's Corporation	31	-0.23	-0.14	0.98	-0.26	-0.56
MSCI MSCI Inc.	52	0.33	0.65	1.09	0.52	1.37
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
RTX RTX Corporation	76	1.34	2.02	1.25	1.68	4.55

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 2050 portfolio Sharpe ratio is 0.29 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 places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2050 portfolio 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

2050 portfolio provided a 1.56% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.56%	1.45%	1.54%	1.55%	1.62%	1.22%	2.58%	1.33%	1.50%	1.44%	1.73%	1.77%
Portfolio components:
AMT American Tower Corporation	3.73%	3.87%	3.53%	2.99%	2.77%	1.78%	2.02%	1.64%	1.99%	1.84%	2.05%	1.87%
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%
CME CME Group Inc.	4.17%	1.83%	4.48%	4.58%	5.05%	3.00%	3.24%	2.74%	2.42%	4.20%	4.90%	5.41%
ICE Intercontinental Exchange, Inc.	1.05%	1.19%	1.21%	1.31%	1.48%	0.97%	1.04%	1.19%	1.27%	1.13%	1.21%	1.13%
LMT Lockheed Martin Corporation	2.53%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
MA Mastercard Incorporated	0.67%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
MCO Moody's Corporation	0.88%	0.74%	0.72%	0.79%	1.26%	0.63%	0.77%	0.84%	1.26%	1.03%	1.57%	1.36%
MSCI MSCI Inc.	1.29%	1.25%	1.07%	0.98%	0.98%	0.59%	0.65%	0.98%	1.30%	1.04%	1.27%	1.11%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
RTX RTX Corporation	1.51%	1.46%	2.14%	2.76%	2.14%	2.33%	21.21%	1.96%	2.66%	2.13%	2.39%	2.66%

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 2050 portfolio. 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 2050 portfolio was 34.04%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current 2050 portfolio drawdown is 2.67%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.04%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020
Bear market2022	-24.04%Oct 2022	9mo 18d	9mo 3d	1y 6moDec 2021 - Jul 2023
2011 correction2011	-16.89%Aug 2011	1mo 1d	5mo 13d	6mo 14dJul 2011 - Jan 2012
Rate-hike selloffLate 2018	-16.40%Dec 2018	3mo 4d	1mo 23d	4mo 27dSep 2018 - Feb 2019
2010 correction2010	-15.44%Aug 2010	4mo 6d	2mo 5d	6mo 11dApr 2010 - Nov 2010

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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.13	1.96	1.65	1.45	1.46

The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2050 portfolio correlation to the S&P 500 Index

2050 portfolio has a 0.46 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	0.46
Correlation (3Y) Calculated over the trailing 3-year period	0.61
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Oct 7, 2009	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.70, while CME has the lowest at 0.41.

0.41

0.42

0.43

0.46

0.49

0.50

0.55

0.60

0.62

0.64

0.65

0.66

MCO

0.68

MSFT

0.70

Portfolio Correlations

Correlation vs. 2050 portfolio. MCO has the highest portfolio correlation at 0.78, while AMT has the lowest at 0.52.

0.52

0.53

0.53

0.56

0.60

0.62

0.62

0.63

0.66

0.67

0.72

0.73

0.74

SPGI

0.76

MCO

0.78

Asset Correlations Table

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

	UNH	AMT	LMT	CME	ASML	WM	RTX	VRSK	MSFT	ICE	MSCI	V	MA	SPGI	MCO
UNH	1.00	0.27	0.33	0.27	0.26	0.36	0.35	0.31	0.30	0.29	0.32	0.35	0.35	0.37	0.36
AMT	0.27	1.00	0.28	0.27	0.25	0.40	0.29	0.36	0.31	0.35	0.34	0.35	0.35	0.38	0.39
LMT	0.33	0.28	1.00	0.33	0.23	0.43	0.57	0.31	0.27	0.33	0.28	0.34	0.35	0.34	0.34
CME	0.27	0.27	0.33	1.00	0.23	0.39	0.34	0.34	0.29	0.61	0.39	0.37	0.36	0.40	0.40
ASML	0.26	0.25	0.23	0.23	1.00	0.27	0.37	0.32	0.50	0.34	0.45	0.43	0.43	0.43	0.45
WM	0.36	0.40	0.43	0.39	0.27	1.00	0.42	0.44	0.34	0.41	0.38	0.41	0.41	0.43	0.44
RTX	0.35	0.29	0.57	0.34	0.37	0.42	1.00	0.34	0.37	0.38	0.38	0.43	0.44	0.42	0.44
VRSK	0.31	0.36	0.31	0.34	0.32	0.44	0.34	1.00	0.42	0.41	0.49	0.44	0.45	0.52	0.51
MSFT	0.30	0.31	0.27	0.29	0.50	0.34	0.37	0.42	1.00	0.40	0.50	0.50	0.51	0.50	0.52
ICE	0.29	0.35	0.33	0.61	0.34	0.41	0.38	0.41	0.40	1.00	0.49	0.45	0.47	0.51	0.53
MSCI	0.32	0.34	0.28	0.39	0.45	0.38	0.38	0.49	0.50	0.49	1.00	0.50	0.52	0.60	0.63
V	0.35	0.35	0.34	0.37	0.43	0.41	0.43	0.44	0.50	0.45	0.50	1.00	0.82	0.54	0.55
MA	0.35	0.35	0.35	0.36	0.43	0.41	0.44	0.45	0.51	0.47	0.52	0.82	1.00	0.54	0.57
SPGI	0.37	0.38	0.34	0.40	0.43	0.43	0.42	0.52	0.50	0.51	0.60	0.54	0.54	1.00	0.76
MCO	0.36	0.39	0.34	0.40	0.45	0.44	0.44	0.51	0.52	0.53	0.63	0.55	0.57	0.76	1.00

The correlation results are calculated based on daily price changes starting from Oct 7, 2009

Diversification Analysis

Find what 2050 portfolio is missing

See which holdings overlap, where 2050 portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification