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Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 1

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 1, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.17%8.56%8.85%22.93%19.37%11.84%13.61%
Portfolio
1
1.24%11.94%
ABBV
AbbVie Inc.
1.32%9.22%1.30%3.65%22.21%22.39%18.94%19.10%
AMAT
Applied Materials, Inc.
2.64%30.08%121.28%119.38%226.52%60.05%34.02%38.86%
ASM.AS
ASM International NV
4.14%14.63%93.86%94.48%93.71%38.91%29.92%43.95%
CAT
Caterpillar Inc.
1.44%0.92%59.62%52.94%154.99%57.16%35.17%31.33%
CDNS
Cadence Design Systems, Inc.
0.32%8.58%23.16%19.10%25.05%17.22%24.39%31.77%
DE
Deere & Company
1.55%-0.55%24.40%19.88%13.19%14.77%12.54%23.07%
ENOG.L
Energean Oil & Gas plc
-1.29%-13.95%-13.52%-12.98%-7.45%-2.07%4.97%
KLAC
KLA Corporation
5.55%37.79%110.02%113.75%192.78%75.88%52.93%45.08%
LRCX
Lam Research Corporation
1.18%24.16%114.54%128.79%303.12%81.91%43.22%48.23%
MA
Mastercard Incorporated
0.71%-0.13%-13.89%-14.05%-16.36%10.32%6.66%18.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 6, 2026, 1's average daily return is +0.38%, while the average monthly return is +7.16%. At this rate, an investment would double in approximately 0.8 years.

Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +18.3%, while the worst month was Mar 2026 at -7.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.

On a daily basis, 1 closed higher 66% of trading days. The best single day was Jun 11, 2026 with a return of +5.7%, while the worst single day was Jun 5, 2026 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.92%-7.25%18.29%9.72%8.11%39.14%

Benchmark Metrics

1 has an annualized alpha of 72.09%, beta of 1.68, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since February 06, 2026.

  • This portfolio captured 297.91% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.64%) - a profile typical of hedging or uncorrelated assets.
  • This portfolio generated an annualized alpha of 72.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 1.68 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
72.09%
Beta
1.68
0.69
Upside Capture
297.91%
Downside Capture
-4.64%

Expense Ratio

1 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

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 1 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.86

Sortino ratioReturn per unit of downside risk

2.53

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.37


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBV
AbbVie Inc.
68
0.921.421.181.292.88
AMAT
Applied Materials, Inc.
97
4.654.131.5910.6730.41
ASM.AS
ASM International NV
87
2.092.771.343.428.30
CAT
Caterpillar Inc.
98
4.435.031.6511.2436.80
CDNS
Cadence Design Systems, Inc.
61
0.651.181.150.871.84
DE
Deere & Company
56
0.440.891.110.671.38
ENOG.L
Energean Oil & Gas plc
29
-0.26-0.160.98-0.31-0.81
KLAC
KLA Corporation
96
3.933.751.548.6627.54
LRCX
Lam Research Corporation
98
5.794.751.6315.2651.20
MA
Mastercard Incorporated
11
-0.74-0.910.89-0.79-1.59

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 1. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

1 provided a 1.69% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.69%1.87%1.81%1.82%2.38%1.23%1.50%2.19%3.32%1.69%2.17%2.47%
ABBV
AbbVie Inc.
2.96%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%
AMAT
Applied Materials, Inc.
0.34%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
ASM.AS
ASM International NV
0.32%0.58%0.49%0.53%1.06%0.51%0.83%2.00%13.26%1.24%1.64%1.66%
CAT
Caterpillar Inc.
0.66%1.02%1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%
CDNS
Cadence Design Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DE
Deere & Company
1.12%1.39%1.42%1.33%1.05%1.14%1.13%1.75%1.84%1.53%2.33%3.15%
ENOG.L
Energean Oil & Gas plc
9.99%10.16%7.89%11.49%4.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KLAC
KLA Corporation
0.31%0.61%0.96%0.92%1.25%0.91%1.35%1.74%3.17%2.15%2.67%2.94%
LRCX
Lam Research Corporation
0.28%0.57%1.19%0.95%1.53%0.78%1.04%1.54%2.79%1.01%1.28%1.36%
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%

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 1. 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 1 was 12.04%, occurring on Mar 30, 2026. Recovery took 10 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-12.04%Mar 2026
1mo 5d15d
1mo 20dFeb 2026 - Apr 2026
2026 pullback2026
-6.16%Jun 2026
0s6d
6dJun 2026 - Jun 2026
2026 pullback2026
-4.79%May 2026
4d3d
7dMay 2026 - May 2026
2026 pullback2026
-3.10%Apr 2026
1d2d
3dApr 2026 - Apr 2026
2026 pullback2026
-1.37%Feb 2026
0s1d
1dFeb 2026 - Feb 2026

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
All Time
Diversification Ratio

1.59

The portfolio has a diversification ratio of 1.59, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

1 correlation to the S&P 500 Index

1 has a 0.80 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 6, 2026

0.80


Benchmark Correlations

Correlation vs. S&P 500 Index. LRCX has the highest benchmark correlation at 0.70, while MYTHY has the lowest at 0.00.

MYTHY
0.00
ENOG.L
0.01
ABBV
0.02
MA
0.13
DE
0.29
ML.PA
0.42
NVO
0.42
RNECY
0.53
CAT
0.60
CDNS
0.61
KLAC
0.63
AMAT
0.64
ASM.AS
0.65
STM
0.70
LRCX
0.70

Portfolio Correlations

Correlation vs. 1. AMAT has the highest portfolio correlation at 0.87, while MA has the lowest at -0.16.

MA
-0.16
MYTHY
0.00
ENOG.L
0.03
ABBV
0.08
NVO
0.28
DE
0.45
ML.PA
0.46
CDNS
0.53
RNECY
0.72
ASM.AS
0.78
STM
0.81
CAT
0.82
KLAC
0.84
LRCX
0.87
AMAT
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.

The correlation results are calculated based on daily price changes starting from Feb 6, 2026
Diversification Analysis

Find what 1 is missing

See which holdings overlap, where 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification