Asset Allocation
Find the right asset allocation for Grab bag
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 Grab bag, 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
| 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 Grab bag | 0.07% | 0.28% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
FLIN Franklin FTSE India ETF | -0.24% | -4.99% | -12.18% | -10.48% | -13.37% | 5.55% | 3.56% | — |
RAYS Global X Solar ETF | 0.00% | 0.00% | — | — | — | — | — | — |
VBR Vanguard Small-Cap Value ETF | 0.16% | 0.48% | 11.45% | 12.14% | 24.85% | 15.60% | 7.78% | 10.50% |
VFH Vanguard Financials ETF | -0.53% | 1.01% | -4.26% | -1.64% | 4.15% | 18.86% | 8.65% | 12.59% |
VOE Vanguard Mid-Cap Value ETF | -0.22% | 1.68% | 10.52% | 11.54% | 22.48% | 15.80% | 8.50% | 10.54% |
VTV Vanguard Value ETF | 0.25% | 2.67% | 11.91% | 13.41% | 25.49% | 17.72% | 11.30% | 12.42% |
XLE State Street Energy Select Sector SPDR ETF | 1.14% | 4.72% | 31.32% | 30.37% | 44.35% | 16.51% | 20.33% | 10.02% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 6, 2026, Grab bag's average daily return is +0.03%, while the average monthly return is +0.45%. At this rate, an investment would double in approximately 12.9 years.
Historically, 60% of months were positive and 40% were negative. The best month was Apr 2026 with a return of +5.8%, while the worst month was Mar 2026 at -4.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Grab bag closed higher 54% of trading days. The best single day was Apr 8, 2026 with a return of +2.4%, while the worst single day was Feb 23, 2026 at -1.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.09% | -4.67% | 5.79% | 0.24% | -0.21% | 1.98% |
Benchmark Metrics
Grab bag has an annualized alpha of -11.93%, beta of 0.72, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since February 06, 2026.
- This portfolio participated in 71.03% of S&P 500 Index downside but only 35.42% of its upside - more exposed to losses than it benefited from rallies.
- This portfolio had an annualized alpha of -11.93% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -11.93%
- Beta
- 0.72
- R²
- 0.73
- Upside Capture
- 35.42%
- Downside Capture
- 71.03%
Expense Ratio
Grab bag has an expense ratio of 0.08%, 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
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Grab bag and compares them with S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 |
|---|---|---|---|---|---|---|
FLIN Franklin FTSE India ETF | 2 | -0.90 | -1.24 | 0.86 | -0.71 | -1.73 |
RAYS Global X Solar ETF | — | — | — | — | — | — |
VBR Vanguard Small-Cap Value ETF | 57 | 1.65 | 2.43 | 1.29 | 2.82 | 9.94 |
VFH Vanguard Financials ETF | 13 | 0.28 | 0.48 | 1.06 | 0.28 | 0.74 |
VOE Vanguard Mid-Cap Value ETF | 68 | 1.97 | 2.84 | 1.34 | 3.26 | 12.35 |
VTV Vanguard Value ETF | 84 | 2.52 | 3.58 | 1.45 | 4.03 | 15.20 |
XLE State Street Energy Select Sector SPDR ETF | 70 | 2.18 | 2.81 | 1.35 | 3.70 | 10.59 |
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Dividends
Dividend yield
Grab bag provided a 1.61% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.76% | 2.02% | 2.02% | 2.03% | 2.06% | 2.00% | 2.22% | 2.25% | 1.62% | 1.60% | 1.84% |
| Portfolio components: | ||||||||||||
FLIN Franklin FTSE India ETF | 0.64% | 0.56% | 1.58% | 0.73% | 0.73% | 2.26% | 0.68% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% |
RAYS Global X Solar ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 1.76% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
VFH Vanguard Financials ETF | 1.53% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
VOE Vanguard Mid-Cap Value ETF | 1.88% | 2.10% | 2.11% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% |
VTV Vanguard Value ETF | 1.87% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
XLE State Street Energy Select Sector SPDR ETF | 2.56% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
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 Grab bag. 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 Grab bag was 7.50%, occurring on Mar 20, 2026. Recovery took 32 trading sessions.
The current Grab bag drawdown is 1.03%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -7.50%Mar 2026 | 1mo 6d | 1mo 17d | 2mo 23dFeb 2026 - May 2026 |
2026 pullback2026 | -2.51%May 2026 | 12d | 14d | 26dMay 2026 - Jun 2026 |
2026 pullback2026 | -1.09%Jun 2026 | 0s | — | 4d 14hJun 2026 - now |
2026 pullback2026 | -0.49%Jun 2026 | 0s | 1d | 1dJun 2026 - Jun 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 4.11, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.26 |
The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Grab bag correlation to the S&P 500 Index
| 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. FLIN has the highest benchmark correlation at 0.76, while XLE has the lowest at -0.29.
Asset Correlations Table
Find what Grab bag is missing
See which holdings overlap, where Grab bag is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification