Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHB Schwab U.S. Broad Market ETF | Large Cap Blend Equities | 20% |
IYW iShares U.S. Technology ETF | Technology Equities | 20% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 20% |
NVDA NVIDIA Corporation | Technology | 20% |
RSG Republic Services, Inc. | Industrials | 20% |
Find the right asset allocation for 2025 TEST
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 2025 TEST , 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 TEST returned 9.81% Year-To-Date and 30.37% 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 TEST | 0.44% | -1.60% | 9.81% | 11.27% | 24.93% | 33.42% | 27.10% | 30.37% |
| Portfolio components: | ||||||||
IYW iShares U.S. Technology ETF | 0.61% | 0.73% | 22.66% | 23.40% | 50.17% | 32.06% | 21.19% | 25.63% |
NVDA NVIDIA Corporation | 0.16% | -8.83% | 10.16% | 17.38% | 44.72% | 71.13% | 63.13% | 67.95% |
RSG Republic Services, Inc. | 0.89% | 0.76% | -0.38% | -1.18% | -15.54% | 14.95% | 15.35% | 17.46% |
SCHB Schwab U.S. Broad Market ETF | 0.49% | -0.35% | 9.68% | 9.76% | 26.16% | 20.63% | 12.26% | 15.01% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.12% | -3.66% | 2.58% | 2.96% | 20.32% | 22.68% | 14.33% | 18.50% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 11, 2009, 2025 TEST 's average daily return is +0.09%, while the average monthly return is +1.94%. At this rate, an investment would double in approximately 3.0 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2011 with a return of +13.7%, while the worst month was Apr 2022 at -13.2%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, 2025 TEST closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -13.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.66% | -1.95% | -3.93% | 10.95% | 6.44% | -1.95% | 9.81% | ||||||
| 2025 | 0.57% | 0.88% | -6.47% | 1.34% | 10.36% | 7.05% | 3.33% | 0.53% | 4.31% | 2.53% | -3.21% | 0.60% | 22.89% |
| 2024 | 6.94% | 11.46% | 5.80% | -3.47% | 8.38% | 7.48% | -1.38% | 2.82% | 1.05% | 1.27% | 6.75% | -2.64% | 52.94% |
| 2023 | 11.69% | 4.55% | 10.46% | 1.90% | 10.20% | 7.98% | 4.16% | -0.61% | -5.99% | -1.51% | 11.42% | 4.52% | 74.59% |
| 2022 | -9.70% | -3.57% | 6.60% | -13.23% | -0.86% | -8.77% | 11.87% | -5.99% | -10.89% | 5.07% | 9.52% | -8.89% | -28.43% |
| 2021 | -1.37% | 1.81% | 2.99% | 7.68% | 1.91% | 8.66% | 2.81% | 6.16% | -5.31% | 12.08% | 6.18% | -0.42% | 51.01% |
Benchmark Metrics
2025 TEST has an annualized alpha of 9.51%, beta of 1.13, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since December 11, 2009.
- This portfolio captured 145.20% of S&P 500 Index gains but only 95.36% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 9.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.13 and R2 of 0.83, 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
- 9.51%
- Beta
- 1.13
- R²
- 0.83
- Upside Capture
- 145.20%
- Downside Capture
- 95.36%
Expense Ratio
2025 TEST has an expense ratio of 0.09%, 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 TEST ranks 25 for risk / return — below 25% 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 2025 TEST 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 | 1.52 | 1.86 | -0.34 |
| Sortino ratioReturn per unit of downside risk | 2.07 | 2.53 | -0.46 |
| Omega ratioGain probability vs. loss probability | 1.27 | 1.34 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.01 | 2.53 | -0.52 |
| Martin ratioReturn relative to average drawdown | 6.56 | 11.37 | -4.81 |
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 |
|---|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 67 | 2.24 | 2.82 | 1.38 | 2.70 | 8.68 |
NVDA NVIDIA Corporation | 74 | 1.20 | 1.75 | 1.21 | 2.07 | 4.94 |
RSG Republic Services, Inc. | 11 | -0.85 | -1.10 | 0.87 | -0.77 | -1.28 |
SCHB Schwab U.S. Broad Market ETF | 67 | 1.96 | 2.66 | 1.35 | 2.78 | 12.44 |
SCHG Schwab U.S. Large-Cap Growth ETF | 32 | 1.18 | 1.64 | 1.21 | 1.14 | 3.78 |
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Dividends
Dividend yield
2025 TEST provided a 0.56% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.56% | 0.55% | 0.54% | 0.70% | 0.85% | 0.65% | 0.91% | 1.07% | 1.33% | 1.15% | 1.33% | 1.63% |
| Portfolio components: | ||||||||||||
IYW iShares U.S. Technology ETF | 0.11% | 0.14% | 0.21% | 0.34% | 0.50% | 0.31% | 0.56% | 0.72% | 0.92% | 0.82% | 1.14% | 1.12% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
RSG Republic Services, Inc. | 1.17% | 1.12% | 0.82% | 1.25% | 1.48% | 1.27% | 1.72% | 1.74% | 2.00% | 1.97% | 2.17% | 2.64% |
SCHB Schwab U.S. Broad Market ETF | 1.03% | 1.11% | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.00% | 1.65% | 1.86% | 2.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
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 TEST . 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 TEST was 36.16%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.
The current 2025 TEST drawdown is 3.88%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -36.16%Oct 2022 | 10mo 26d | 7mo 14d | 1y 6moNov 2021 - May 2023 |
COVID crash2020 | -32.81%Mar 2020 | 1mo 2d | 2mo 18d | 3mo 20dFeb 2020 - Jun 2020 |
2011 bear market2011 | -26.84%Aug 2011 | 5mo 21d | 1y 8mo | 2y 2moFeb 2011 - Apr 2013 |
Rate-hike selloffLate 2018 | -25.59%Dec 2018 | 2mo 23d | 7mo 1d | 9mo 24dOct 2018 - Jul 2019 |
2025 selloff2025 | -19.97%Apr 2025 | 1mo 17d | 1mo 21d | 3mo 8dFeb 2025 - May 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 5 assets, with an effective number of assets of 5.00, 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 | 1.38 | 1.22 | 1.17 | 1.16 | 1.17 |
The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 TEST correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SCHB has the highest benchmark correlation at 0.99, while RSG has the lowest at 0.49.
Asset Correlations Table
Find what 2025 TEST is missing
See which holdings overlap, where 2025 TEST is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification