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2036 S+P 500 core-satellite portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

2036 S+P 500 core-satellite portfolio

S+P based core-satellite portfolio. 85% S+P500 ETF core, 15% equity satellites.

Asset Allocation

VOO 40%SPLG 26.9%ITOT 17%AAPL 7.3%MSFT 4.5%AMZN 2.1%GOOGL 1%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
7.30%
AMZN
Amazon.com, Inc.		Consumer Cyclical
2.10%
GOOGL
Alphabet Inc Class A		Communication Services
1%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		Large Cap Growth Equities
17%
JPM
JPMorgan Chase & Co.		Financial Services
0.40%
MSFT
Microsoft Corporation		Technology
4.50%
NVDA
NVIDIA Corporation		Technology
0.80%
SPLG
SPDR Portfolio S&P 500 ETF		Large Cap Blend Equities
26.90%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
40%

Performance

Performance Chart

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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of May 11, 2025, the 2036 S+P 500 core-satellite portfolio returned -4.79% Year-To-Date and 14.75% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%5.53%-5.60%8.37%14.61%10.35%
2036 S+P 500 core-satellite portfolio N/AN/AN/AN/AN/AN/A
Portfolio components:
VOO
Vanguard S&P 500 ETF		-3.41%5.73%-5.06%9.79%16.35%12.31%
SPLG
SPDR Portfolio S&P 500 ETF		N/AN/AN/AN/AN/AN/A
ITOT
iShares Core S&P Total U.S. Stock Market ETF		N/AN/AN/AN/AN/AN/A
MSFT
Microsoft Corporation		4.30%12.94%4.25%6.59%20.31%26.52%
AAPL
Apple Inc		-20.63%0.19%-12.43%8.82%21.32%21.31%
AMZN
Amazon.com, Inc.		-12.00%4.43%-7.26%2.98%10.42%24.57%
GOOGL
Alphabet Inc Class A		-19.22%-2.79%-14.16%-8.99%17.50%18.84%
JPM
JPMorgan Chase & Co.		6.78%7.15%8.01%30.28%27.41%17.62%
NVDA
NVIDIA Corporation		-13.13%5.16%-20.97%29.82%72.26%72.36%
*Annualized

Monthly Returns

The table below presents the monthly returns of 2036 S+P 500 core-satellite portfolio , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.17%0.17%

Expense Ratio

2036 S+P 500 core-satellite portfolio has an expense ratio of 0.03%, 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.

VOO
Vanguard S&P 500 ETF
SPLG
SPDR Portfolio S&P 500 ETF
ITOT
iShares Core S&P Total U.S. Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2036 S+P 500 core-satellite portfolio is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 2036 S+P 500 core-satellite portfolio is 3838
Overall Rank
The Sharpe Ratio Rank of 2036 S+P 500 core-satellite portfolio is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of 2036 S+P 500 core-satellite portfolio is 3737
Sortino Ratio Rank
The Omega Ratio Rank of 2036 S+P 500 core-satellite portfolio is 4141
Omega Ratio Rank
The Calmar Ratio Rank of 2036 S+P 500 core-satellite portfolio is 3838
Calmar Ratio Rank
The Martin Ratio Rank of 2036 S+P 500 core-satellite portfolio is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

No data
No data
No data
No data
No data
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF		0.520.891.130.572.18
SPLG
SPDR Portfolio S&P 500 ETF		—————
ITOT
iShares Core S&P Total U.S. Stock Market ETF		—————
MSFT
Microsoft Corporation		0.280.631.080.340.75
AAPL
Apple Inc		0.270.621.090.270.92
AMZN
Amazon.com, Inc.		0.060.331.040.070.20
GOOGL
Alphabet Inc Class A		-0.32-0.270.97-0.35-0.77
JPM
JPMorgan Chase & Co.		1.091.771.261.434.82
NVDA
NVIDIA Corporation		0.531.051.130.781.94

There isn't enough data available to calculate the Sharpe ratio for 2036 S+P 500 core-satellite portfolio . 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

2036 S+P 500 core-satellite portfolio provided a 1.21% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.21%0.57%0.66%0.79%0.57%0.72%0.89%1.05%0.91%1.07%1.11%1.00%
Portfolio components:
VOO
Vanguard S&P 500 ETF		1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
SPLG
SPDR Portfolio S&P 500 ETF		1.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AAPL
Apple Inc		0.51%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
AMZN
Amazon.com, 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%
GOOGL
Alphabet Inc Class A		0.52%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.		2.00%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
NVDA
NVIDIA Corporation		0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

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 2036 S+P 500 core-satellite 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 2036 S+P 500 core-satellite portfolio was 0.78%, occurring on May 6, 2025. Recovery took 2 trading sessions.

The current 2036 S+P 500 core-satellite portfolio drawdown is 8.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-0.78%May 6, 20251May 6, 20252May 8, 20253
-0.06%May 9, 20251May 9, 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 9 assets, with an effective number of assets of 3.71, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCGOOGLAAPLNVDAMSFTAMZNJPMITOTSPLGVOOPortfolio
^GSPC1.000.200.400.600.800.801.001.001.001.001.00
GOOGL0.201.000.700.000.20-0.300.300.300.300.300.30
AAPL0.400.701.00-0.300.700.000.300.300.300.300.30
NVDA0.600.00-0.301.000.200.700.800.800.800.800.80
MSFT0.800.200.700.201.000.700.700.700.700.700.70
AMZN0.80-0.300.000.700.701.000.800.800.800.800.80
JPM1.000.300.300.800.700.801.001.001.001.001.00
ITOT1.000.300.300.800.700.801.001.001.001.001.00
SPLG1.000.300.300.800.700.801.001.001.001.001.00
VOO1.000.300.300.800.700.801.001.001.001.001.00
Portfolio1.000.300.300.800.700.801.001.001.001.001.00
The correlation results are calculated based on daily price changes starting from May 6, 2025