Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
VIG Vanguard Dividend Appreciation ETF | Dividend | 20% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
VOOG Vanguard S&P 500 Growth ETF | S&P 500, Large Cap Growth Equities | 15% |
QQQ Invesco QQQ ETF | Nasdaq-100 | 15% |
GLD SPDR Gold Shares | Gold, Precious Metals | 7% |
PLD Prologis, Inc. | Real Estate | 3% |
Find the right asset allocation for **2025 *recommended incite**
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 **2025 *recommended incite**, 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 2025 *recommended incite returned 10.82% Year-To-Date and 13.24% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 *recommended incite | 0.46% | 1.17% | 10.82% | 10.72% | 23.83% | 17.64% | 10.59% | 13.24% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.12% | 0.45% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
GLD SPDR Gold Shares | 0.06% | -9.52% | -2.47% | -2.25% | 22.21% | 28.89% | 17.08% | 12.15% |
PLD Prologis, Inc. | 1.05% | 5.84% | 17.45% | 16.07% | 43.46% | 10.48% | 6.57% | 14.79% |
QQQ Invesco QQQ ETF | 0.59% | 0.22% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
VIG Vanguard Dividend Appreciation ETF | 0.53% | 2.11% | 7.68% | 6.99% | 19.52% | 15.98% | 10.74% | 13.24% |
VOOG Vanguard S&P 500 Growth ETF | 0.38% | -2.80% | 9.67% | 10.61% | 29.13% | 25.78% | 14.86% | 17.86% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, 2025 *recommended incite's average daily return is +0.05%, while the average monthly return is +1.03%. At this rate, an investment would double in approximately 5.6 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +10.3%, while the worst month was Sep 2022 at -7.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 *recommended incite closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +6.8%, while the worst single day was Mar 12, 2020 at -7.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.36% | 2.10% | -4.37% | 6.96% | 3.82% | -1.12% | 10.82% | ||||||
| 2025 | 2.73% | 0.46% | -2.94% | -1.16% | 3.88% | 3.49% | 0.99% | 2.57% | 2.98% | 1.56% | 1.35% | -0.11% | 16.74% |
| 2024 | 0.69% | 2.86% | 2.74% | -3.88% | 3.66% | 2.57% | 2.82% | 2.10% | 1.88% | -1.10% | 3.81% | -2.59% | 16.31% |
| 2023 | 4.95% | -2.60% | 3.72% | 0.79% | -0.13% | 4.04% | 2.54% | -1.24% | -4.29% | -1.84% | 7.16% | 4.78% | 18.60% |
| 2022 | -4.91% | -2.23% | 2.34% | -6.73% | -0.34% | -6.00% | 6.60% | -3.81% | -7.84% | 5.41% | 5.85% | -4.00% | -15.85% |
| 2021 | -1.10% | 0.64% | 3.72% | 3.88% | 1.26% | 1.29% | 2.38% | 2.14% | -4.12% | 5.38% | -0.03% | 3.85% | 20.66% |
Benchmark Metrics
2025 *recommended incite has an annualized alpha of 2.95%, beta of 0.70, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.72%) than losses (70.33%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.70 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
- 2.95%
- Beta
- 0.70
- R²
- 0.96
- Upside Capture
- 76.72%
- Downside Capture
- 70.33%
Expense Ratio
**2025 *recommended incite has an expense ratio of 0.09%**, 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
2025 *recommended incite ranks 82 for risk / return — in the top 82% 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 **2025 *recommended incite 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 | 2.55 | 1.86 | +0.69 |
| Sortino ratioReturn per unit of downside risk | 3.55 | 2.53 | +1.02 |
| Omega ratioGain probability vs. loss probability | 1.47 | 1.34 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 3.62 | 2.53 | +1.09 |
| Martin ratioReturn relative to average drawdown | 16.41 | 11.37 | +5.04 |
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 | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
GLD SPDR Gold Shares | 26 | 0.87 | 1.24 | 1.18 | 0.98 | 2.81 |
PLD Prologis, Inc. | 89 | 1.96 | 2.80 | 1.34 | 4.39 | 14.61 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
VIG Vanguard Dividend Appreciation ETF | 58 | 1.80 | 2.61 | 1.32 | 2.32 | 9.34 |
VOOG Vanguard S&P 500 Growth ETF | 51 | 1.67 | 2.26 | 1.29 | 2.02 | 8.11 |
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Dividends
Dividend yield
**2025 *recommended incite provided a 1.94%** dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.94% | 2.10% | 2.07% | 2.03% | 1.93% | 1.48% | 1.72% | 1.85% | 2.03% | 1.82% | 1.98% | 2.07% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
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% |
PLD Prologis, Inc. | 2.76% | 3.16% | 3.63% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% |
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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
VOOG Vanguard S&P 500 Growth ETF | 0.45% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
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 *recommended incite**. 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 *recommended incite was 23.51%, occurring on Mar 23, 2020**. Recovery took 53 trading sessions.
The current 2025 *recommended incite drawdown is 1.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -23.51%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
Bear market2022 | -21.95%Oct 2022 | 9mo 18d | 1y 3mo | 2y 20dDec 2021 - Jan 2024 |
2025 selloff2025 | -13.00%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -12.97%Dec 2018 | 3mo 4d | 2mo 19d | 5mo 23dSep 2018 - Mar 2019 |
2015 pullback2015 | -9.02%Aug 2015 | 3mo 8d | 2mo 4d | 5mo 12dMay 2015 - Oct 2015 |
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 5.85, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.41 | 1.31 | 1.25 | 1.22 | 1.23 |
The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025 *recommended incite correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOOG has the highest benchmark correlation at 0.95, while BND has the lowest at -0.05.
Asset Correlations Table
Find what **2025 *recommended incite** is missing
See which holdings overlap, where 2025 *recommended incite is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification