Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
XLV State Street Health Care Select Sector SPDR ETF | Health & Biotech Equities | 16.67% |
RSPU Invesco S&P 500 Equal Weight Utilities ETF | Utilities Equities, S&P 500, Equal Weight | 16.67% |
QLD ProShares Ultra QQQ | Leveraged Equities | 16.67% |
SOXX iShares Semiconductor ETF | Semiconductors, Technology Equities | 16.67% |
NVDA NVIDIA Corporation | Technology | 16.67% |
QQQ Invesco QQQ ETF | Nasdaq-100 | 16.67% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 4 , 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
As of Jun 13, 2026, the Portfolio 4 returned 28.07% Year-To-Date and 32.25% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Portfolio 4 | 0.85% | 0.97% | 28.07% | 29.95% | 58.45% | 38.50% | 28.50% | 32.25% |
| Portfolio components: | ||||||||
NVDA NVIDIA Corporation | 0.16% | -12.86% | 10.16% | 17.38% | 44.72% | 71.13% | 63.13% | 67.95% |
QLD ProShares Ultra QQQ | 1.30% | -0.55% | 32.65% | 32.82% | 73.89% | 44.57% | 23.24% | 35.67% |
QQQ Invesco QQQ ETF | 0.59% | 0.22% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
RSPU Invesco S&P 500 Equal Weight Utilities ETF | 1.00% | 0.48% | 6.94% | 7.66% | 15.11% | 15.64% | 10.86% | 9.57% |
SOXX iShares Semiconductor ETF | 1.59% | 12.49% | 98.11% | 99.51% | 171.57% | 53.00% | 33.69% | 35.55% |
XLV State Street Health Care Select Sector SPDR ETF | -0.18% | 4.90% | -0.23% | 0.67% | 15.00% | 7.12% | 6.00% | 9.81% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 7, 2006, Portfolio 4 's average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, an investment would double in approximately 3.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +17.7%, while the worst month was Oct 2008 at -18.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Portfolio 4 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +14.2%, while the worst single day was Mar 16, 2020 at -15.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.75% | 0.21% | -5.64% | 17.67% | 11.32% | -0.34% | 28.07% | ||||||
| 2025 | 0.82% | -0.70% | -7.54% | -0.76% | 10.09% | 9.55% | 3.67% | 1.04% | 6.57% | 6.64% | -1.82% | -0.31% | 29.10% |
| 2024 | 5.07% | 10.69% | 5.65% | -4.53% | 10.70% | 5.75% | -1.03% | 2.09% | 2.26% | -0.81% | 4.01% | -2.57% | 42.62% |
| 2023 | 13.27% | 2.12% | 11.53% | -0.24% | 10.67% | 7.52% | 5.20% | -1.79% | -7.20% | -3.62% | 12.33% | 6.93% | 69.99% |
| 2022 | -10.41% | -3.03% | 6.68% | -15.80% | 1.41% | -11.55% | 13.72% | -8.03% | -13.17% | 6.30% | 12.01% | -9.23% | -31.29% |
| 2021 | 0.51% | 0.67% | 3.04% | 6.38% | 1.18% | 8.49% | 2.48% | 5.85% | -6.89% | 10.49% | 7.27% | 1.38% | 47.74% |
Benchmark Metrics
Portfolio 4 has an annualized alpha of 10.95%, beta of 1.20, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since November 07, 2006.
- This portfolio captured 172.50% of S&P 500 Index gains and 111.97% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 10.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 10.95%
- Beta
- 1.20
- R²
- 0.83
- Upside Capture
- 172.50%
- Downside Capture
- 111.97%
Expense Ratio
Portfolio 4 has an expense ratio of 0.33%, placing it in the medium range. 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
Portfolio 4 ranks 86 for risk / return — in the top 86% 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 Portfolio 4 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 | 2.76 | 1.86 | +0.90 |
| Sortino ratioReturn per unit of downside risk | 3.40 | 2.53 | +0.87 |
| Omega ratioGain probability vs. loss probability | 1.48 | 1.34 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 4.81 | 2.53 | +2.28 |
| Martin ratioReturn relative to average drawdown | 18.90 | 11.37 | +7.53 |
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 |
|---|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 74 | 1.20 | 1.75 | 1.21 | 2.07 | 4.94 |
QLD ProShares Ultra QQQ | 62 | 2.04 | 2.48 | 1.33 | 2.78 | 9.46 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
RSPU Invesco S&P 500 Equal Weight Utilities ETF | 31 | 1.01 | 1.42 | 1.18 | 1.67 | 3.77 |
SOXX iShares Semiconductor ETF | 96 | 4.43 | 4.37 | 1.62 | 10.50 | 38.20 |
XLV State Street Health Care Select Sector SPDR ETF | 29 | 0.97 | 1.55 | 1.17 | 1.38 | 3.31 |
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Dividends
Dividend yield
Portfolio 4 provided a 0.84% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.84% | 0.89% | 0.93% | 1.05% | 1.05% | 0.81% | 0.99% | 1.18% | 1.25% | 1.10% | 1.23% | 1.53% |
| Portfolio components: | ||||||||||||
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
QLD ProShares Ultra QQQ | 0.13% | 0.17% | 0.25% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.21% | 0.11% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
RSPU Invesco S&P 500 Equal Weight Utilities ETF | 2.49% | 2.54% | 2.39% | 2.92% | 2.35% | 2.41% | 2.94% | 2.54% | 3.11% | 3.08% | 2.98% | 4.14% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
XLV State Street Health Care Select Sector SPDR ETF | 1.63% | 1.60% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.57% | 1.47% | 1.60% | 1.43% |
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 Portfolio 4 . 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 Portfolio 4 was 63.09%, occurring on Nov 20, 2008. Recovery took 841 trading sessions.
The current Portfolio 4 drawdown is 2.80%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -63.09%Nov 2008 | 1y 1mo | 3y 4mo | 4y 5moOct 2007 - Mar 2012 |
Bear market2022 | -39.98%Oct 2022 | 9mo 20d | 8mo 1d | 1y 5moDec 2021 - Jun 2023 |
COVID crash2020 | -34.98%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -26.72%Dec 2018 | 2mo 23d | 7mo 1d | 9mo 24dOct 2018 - Jul 2019 |
2025 selloff2025 | -24.36%Apr 2025 | 1mo 16d | 2mo 17d | 4mo 3dFeb 2025 - Jun 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 6 assets, with an effective number of assets of 6.00, 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
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.31 | 1.23 | 1.18 | 1.17 | 1.17 |
The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Portfolio 4 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2006 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.90, while RSPU has the lowest at 0.46.
Asset Correlations Table
Find what Portfolio 4 is missing
See which holdings overlap, where Portfolio 4 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification