*2025 SPY BND vymi stip

Asset Allocation

Position	Category/Sector	Target Weight
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	25%
BND Vanguard Total Bond Market ETF	Total Bond Market	24%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	24%
SPY State Street SPDR S&P 500 ETF	S&P 500	10%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	10%
GLD SPDR Gold Shares	Gold, Precious Metals	5%
BTC-USD Bitcoin		2%

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 SPY BND vymi stip, 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 year.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio *2025 SPY BND vymi stip	0.25%	-1.20%	4.25%	5.32%	14.29%	13.38%	7.39%	—
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.03%	-0.67%	-0.07%	0.23%	4.87%	3.89%	-0.05%	1.53%
BTC-USD Bitcoin	-1.22%	-22.47%	-28.54%	-31.02%	-40.89%	33.16%	10.82%	59.68%
DIVO Amplify CWP Enhanced Dividend Income ETF	-0.30%	1.64%	5.28%	5.66%	17.72%	15.15%	10.72%	—
GLD SPDR Gold Shares	0.26%	-8.41%	0.24%	3.07%	30.18%	29.71%	17.55%	12.56%
SPY State Street SPDR S&P 500 ETF	0.23%	0.22%	8.70%	8.75%	24.79%	21.35%	13.42%	15.27%
STIP iShares 0-5 Year TIPS Bond ETF	0.01%	-0.17%	1.78%	1.92%	4.65%	5.17%	3.38%	3.12%
VEA Vanguard FTSE Developed Markets ETF	1.00%	-1.37%	12.02%	14.95%	28.06%	18.65%	9.09%	10.14%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 15, 2016, *2025 SPY BND vymi stip's average daily return is +0.03%, while the average monthly return is +0.90%. At this rate, an investment would double in approximately 6.4 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +6.9%, while the worst month was Mar 2020 at -6.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, *2025 SPY BND vymi stip closed higher 56% of trading days. The best single day was Dec 7, 2017 with a return of +5.0%, while the worst single day was Mar 12, 2020 at -6.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.52%	2.43%	-4.11%	3.48%	1.75%	-1.68%							4.25%
2025	2.75%	0.92%	-0.12%	1.63%	2.23%	2.29%	0.07%	2.34%	2.34%	1.14%	0.67%	0.91%	18.54%
2024	0.06%	2.00%	2.82%	-2.48%	2.98%	0.16%	2.24%	1.61%	1.72%	-1.66%	2.72%	-2.28%	10.11%
2023	5.05%	-2.38%	3.30%	1.34%	-2.03%	2.44%	1.47%	-1.97%	-2.51%	-0.21%	5.27%	3.86%	13.99%
2022	-2.80%	-0.64%	0.21%	-4.32%	0.36%	-5.04%	3.66%	-3.29%	-5.84%	3.23%	5.12%	-1.51%	-10.97%
2021	-0.38%	1.31%	2.45%	2.09%	0.38%	-0.21%	1.74%	1.04%	-2.41%	3.69%	-1.72%	1.75%	10.01%

Benchmark Metrics

*2025 SPY BND vymi stip has an annualized alpha of 4.76%, beta of 0.40, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since December 15, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (53.12%) than losses (48.20%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.40 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: 4.76%

Beta: 0.40

R²: 0.67

Upside Capture: 53.12%

Downside Capture: 48.20%

Expense Ratio

*2025 SPY BND vymi stip has an expense ratio of 0.11%, 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.

DIVO

Amplify CWP Enhanced Dividend Income ETF

GLD

SPDR Gold Shares

SPY

State Street SPDR S&P 500 ETF

STIP

iShares 0-5 Year TIPS Bond ETF

BND

Vanguard Total Bond Market ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

*2025 SPY BND vymi stip ranks 37 for risk / return — below 37% 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.

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 SPY BND vymi stip and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.91	1.94	-0.03
Sortino ratioReturn per unit of downside risk	2.66	2.63	+0.04
Omega ratioGain probability vs. loss probability	1.35	1.35	-0.01
Calmar ratioReturn relative to maximum drawdown	2.48	2.59	-0.10
Martin ratioReturn relative to average drawdown	10.15	11.84	-1.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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	40	1.32	1.96	1.23	1.83	5.43
BTC-USD Bitcoin	28	-0.95	-1.35	0.86	-0.80	-1.42
DIVO Amplify CWP Enhanced Dividend Income ETF	66	1.96	2.91	1.34	2.99	10.79
GLD SPDR Gold Shares	33	1.13	1.51	1.23	1.51	3.78
SPY State Street SPDR S&P 500 ETF	69	2.06	2.78	1.38	2.80	12.93
STIP iShares 0-5 Year TIPS Bond ETF	95	3.22	5.56	1.70	6.72	26.62
VEA Vanguard FTSE Developed Markets ETF	56	1.75	2.39	1.32	2.42	9.39

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.

*2025 SPY BND vymi stip Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.91
5-Year: 0.91
All Time: 1.21

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.51, 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 SPY BND vymi stip 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 SPY BND vymi stip provided a 3.41% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.41%	3.47%	2.94%	2.82%	3.44%	2.90%	2.06%	2.90%	2.83%	2.25%	1.78%	1.55%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.98%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.43%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	0.00%	0.00%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPY State Street SPDR S&P 500 ETF	1.00%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
STIP iShares 0-5 Year TIPS Bond ETF	4.31%	4.11%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%
VEA Vanguard FTSE Developed Markets ETF	2.69%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%

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 SPY BND vymi stip. 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 SPY BND vymi stip was 17.93%, occurring on Sep 27, 2022. Recovery took 456 trading sessions.

The current *2025 SPY BND vymi stip drawdown is 1.73%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-17.93%Sep 2022	10mo 22d	1y 3mo	2y 1moNov 2021 - Dec 2023
COVID crash2020	-17.52%Mar 2020	1mo 4d	4mo 4d	5mo 8dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-16.06%Dec 2018	1y 8d	11mo 29d	2y 2dDec 2017 - Dec 2019
2025 selloff2025	-5.89%Apr 2025	13d	16d	29dMar 2025 - Apr 2025
2026 pullback2026	-5.75%Mar 2026	28d	1mo 8d	2mo 6dMar 2026 - May 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 7 assets, with an effective number of assets of 4.99, 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	5Y	All Time
Diversification Ratio	1.32	1.37	1.36	1.38

The portfolio has a diversification ratio of 1.38, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

*2025 SPY BND vymi stip correlation to the S&P 500 Index

*2025 SPY BND vymi stip has a 0.82 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	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (All Time) Calculated using the full available price history since Dec 15, 2016	0.80

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while BND has the lowest at 0.05.

0.05

0.07

0.09

0.24

0.78

0.79

1.00

Portfolio Correlations

Correlation vs. *2025 SPY BND vymi stip. VEA has the highest portfolio correlation at 0.81, while BND has the lowest at 0.24.

0.24

0.27

0.31

0.51

0.65

0.72

0.81

Asset Correlations Table

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

	BND	BTC-USD	GLD	STIP	DIVO	SPY	VEA
BND	1.00	0.03	0.34	0.53	0.03	0.04	0.09
BTC-USD	0.03	1.00	0.10	0.03	0.15	0.20	0.19
GLD	0.34	0.10	1.00	0.37	0.07	0.06	0.23
STIP	0.53	0.03	0.37	1.00	0.11	0.09	0.15
DIVO	0.03	0.15	0.07	0.11	1.00	0.73	0.64
SPY	0.04	0.20	0.06	0.09	0.73	1.00	0.74
VEA	0.09	0.19	0.23	0.15	0.64	0.74	1.00

The correlation results are calculated based on daily price changes starting from Dec 15, 2016

Diversification Analysis

Find what *2025 SPY BND vymi stip is missing

See which holdings overlap, where *2025 SPY BND vymi stip is concentrated, and which low-correlation assets could fill the gaps.

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