Asset Allocation
Find the right asset allocation for Port Viz
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Port Viz, 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.
Loading charts...
Returns By Period
| 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 Port Viz | 0.56% | 2.20% | 11.59% | 11.47% | 26.65% | 16.99% | 10.36% | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | 0.89% | -1.99% | 14.99% | 17.18% | 41.91% | 26.72% | 13.63% | — |
AVUV Avantis US Small Cap Value ETF | 0.96% | 5.11% | 22.73% | 19.51% | 42.12% | 19.24% | 11.57% | — |
FNDF Schwab Fundamental International Equity ETF | 0.39% | 0.88% | 19.66% | 21.60% | 41.60% | 22.69% | 13.11% | 12.34% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | -0.18% | 0.08% | -0.31% | 0.01% | 3.39% | 3.70% | -0.00% | 1.31% |
SPYV SPDR Portfolio S&P 500 Value ETF | 0.69% | 1.59% | 8.25% | 8.02% | 21.87% | 15.13% | 10.98% | 12.08% |
VGSH Vanguard Short-Term Treasury ETF | -0.03% | 0.16% | 0.57% | 0.83% | 3.36% | 4.25% | 1.83% | 1.73% |
VOO Vanguard S&P 500 ETF | 0.55% | -0.84% | 9.08% | 9.44% | 25.76% | 20.95% | 13.43% | 15.50% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.04% | -0.12% | 1.85% | 1.95% | 4.51% | 5.25% | 3.37% | 3.09% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 26, 2019, Port Viz's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -14.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Port Viz closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.7%, while the worst single day was Mar 16, 2020 at -8.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.73% | 3.01% | -4.21% | 6.33% | 2.36% | 0.16% | 11.59% | ||||||
| 2025 | 2.22% | -0.54% | -2.15% | -1.03% | 4.20% | 3.51% | 1.00% | 4.20% | 1.73% | 0.72% | 1.74% | 1.00% | 17.66% |
| 2024 | -0.45% | 2.29% | 3.80% | -3.48% | 3.89% | -0.45% | 4.55% | 0.82% | 1.26% | -1.99% | 4.83% | -4.15% | 10.91% |
| 2023 | 6.68% | -2.14% | -0.08% | 0.94% | -2.16% | 5.70% | 4.04% | -2.23% | -3.22% | -2.48% | 7.24% | 5.98% | 18.83% |
| 2022 | -2.49% | -0.72% | 1.30% | -5.25% | 1.93% | -8.00% | 6.39% | -3.20% | -8.18% | 8.23% | 6.22% | -3.73% | -8.80% |
| 2021 | 0.48% | 5.43% | 4.37% | 2.99% | 2.42% | -0.55% | 0.16% | 1.67% | -2.03% | 3.57% | -2.39% | 4.24% | 21.93% |
Benchmark Metrics
Port Viz has an annualized alpha of 2.08%, beta of 0.73, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.
- This portfolio participated in 79.85% of S&P 500 Index downside but only 78.21% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 2.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.08%
- Beta
- 0.73
- R²
- 0.86
- Upside Capture
- 78.21%
- Downside Capture
- 79.85%
Expense Ratio
Port Viz has an expense ratio of 0.13%, 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
Port Viz ranks 83 for risk / return — in the top 83% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Port Viz 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 | 2.54 | 1.86 | +0.68 |
| Sortino ratioReturn per unit of downside risk | 3.59 | 2.53 | +1.05 |
| Omega ratioGain probability vs. loss probability | 1.46 | 1.34 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.95 | 2.53 | +1.42 |
| Martin ratioReturn relative to average drawdown | 15.91 | 11.37 | +4.54 |
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 |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 80 | 2.53 | 3.36 | 1.46 | 3.12 | 12.44 |
AVUV Avantis US Small Cap Value ETF | 82 | 2.28 | 3.24 | 1.39 | 5.06 | 15.09 |
FNDF Schwab Fundamental International Equity ETF | 83 | 2.53 | 3.30 | 1.45 | 3.82 | 14.27 |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 27 | 0.95 | 1.45 | 1.17 | 1.14 | 3.22 |
SPYV SPDR Portfolio S&P 500 Value ETF | 73 | 2.08 | 2.92 | 1.37 | 3.33 | 12.73 |
VGSH Vanguard Short-Term Treasury ETF | 87 | 2.61 | 4.30 | 1.55 | 3.76 | 14.67 |
VOO Vanguard S&P 500 ETF | 67 | 1.99 | 2.70 | 1.36 | 2.75 | 12.42 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 95 | 3.07 | 5.24 | 1.65 | 6.57 | 25.36 |
Loading charts...
Dividends
Dividend yield
Port Viz provided a 2.32% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.32% | 2.31% | 2.58% | 2.25% | 2.30% | 1.84% | 1.63% | 1.67% | 1.76% | 1.42% | 1.33% | 1.29% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Equity ETF | 2.87% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
SPTI SPDR Portfolio Intermediate Term Treasury ETF | 3.86% | 3.79% | 3.77% | 2.99% | 1.45% | 0.53% | 0.75% | 2.02% | 1.97% | 1.46% | 1.23% | 1.18% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.68% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Port Viz. 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 Port Viz was 30.94%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Port Viz drawdown is 0.20%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.94%Mar 2020 | 2mo 2d | 7mo 21d | 9mo 23dJan 2020 - Nov 2020 |
Bear market2022 | -18.65%Sep 2022 | 8mo 28d | 9mo 16d | 1y 6moJan 2022 - Jul 2023 |
2025 selloff2025 | -13.68%Apr 2025 | 4mo 7d | 2mo 3d | 6mo 10dDec 2024 - Jun 2025 |
2023 pullback2023 | -8.91%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 |
2026 pullback2026 | -6.48%Mar 2026 | 21d | 28d | 1mo 19dFeb 2026 - Apr 2026 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.45, 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 | 1.17 | 1.16 | 1.14 | 1.12 |
The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Port Viz correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.85 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VGSH has the lowest at -0.01.
Asset Correlations Table
| SPTI | VGSH | VTIP | AVUV | AVDV | VOO | FNDF | SPYV | |
|---|---|---|---|---|---|---|---|---|
| SPTI | 1.00 | 0.86 | 0.58 | -0.08 | 0.04 | -0.00 | 0.02 | -0.02 |
| VGSH | 0.86 | 1.00 | 0.60 | -0.05 | 0.07 | -0.00 | 0.05 | -0.01 |
| VTIP | 0.58 | 0.60 | 1.00 | 0.13 | 0.23 | 0.15 | 0.20 | 0.15 |
| AVUV | -0.08 | -0.05 | 0.13 | 1.00 | 0.71 | 0.72 | 0.74 | 0.84 |
| AVDV | 0.04 | 0.07 | 0.23 | 0.71 | 1.00 | 0.71 | 0.93 | 0.72 |
| VOO | -0.00 | -0.00 | 0.15 | 0.72 | 0.71 | 1.00 | 0.74 | 0.85 |
| FNDF | 0.02 | 0.05 | 0.20 | 0.74 | 0.93 | 0.74 | 1.00 | 0.77 |
| SPYV | -0.02 | -0.01 | 0.15 | 0.84 | 0.72 | 0.85 | 0.77 | 1.00 |
Find what Port Viz is missing
See which holdings overlap, where Port Viz is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification