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Chris Retirement Allocation NEW
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Chris Retirement Allocation NEW, 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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The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO

Returns By Period

As of Apr 3, 2026, the Chris Retirement Allocation NEW returned 2.77% Year-To-Date and 11.81% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Chris Retirement Allocation NEW
0.17%-0.90%2.77%6.20%27.29%21.38%12.87%11.81%
SPMO
Invesco S&P 500 Momentum ETF
0.21%-3.49%-3.57%-4.50%22.96%28.37%17.71%17.43%
EFAV
iShares Edge MSCI Min Vol EAFE ETF
0.14%0.55%6.71%9.88%22.08%14.12%7.69%6.52%
IDV
iShares International Select Dividend ETF
0.30%0.77%8.93%19.54%44.88%22.73%12.82%10.28%
EELV
Invesco S&P Emerging Markets Low Volatility ETF
-0.18%-0.22%3.57%7.44%20.35%11.19%8.00%6.35%
OEF
iShares S&P 100 ETF
0.01%-3.61%-6.31%-3.64%18.53%20.77%13.32%15.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2015, Chris Retirement Allocation NEW's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +10.3%, while the worst month was Mar 2020 at -12.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Chris Retirement Allocation NEW closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 16, 2020 at -12.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.81%3.52%-4.53%1.14%2.77%
20253.69%1.97%-0.28%3.52%6.11%4.34%0.42%2.84%2.00%0.91%1.07%1.28%31.47%
20241.22%4.39%3.01%-3.01%5.30%1.51%2.61%3.78%1.53%-2.59%2.58%-2.37%19.03%
20233.98%-3.76%2.53%2.96%-4.33%3.92%2.69%-1.37%-2.27%-2.01%7.64%5.30%15.47%
2022-3.22%-1.56%1.81%-6.46%1.10%-7.91%4.99%-4.35%-8.70%6.93%8.33%-1.47%-11.61%
2021-0.38%0.33%2.71%3.60%1.56%2.06%1.60%2.52%-4.20%4.22%-2.83%3.72%15.55%

Benchmark Metrics

Chris Retirement Allocation NEW has an annualized alpha of 2.03%, beta of 0.77, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.81%) than losses (74.44%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.03% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
2.03%
Beta
0.77
0.86
Upside Capture
77.81%
Downside Capture
74.44%

Expense Ratio

Chris Retirement Allocation NEW has an expense ratio of 0.25%, 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

Chris Retirement Allocation NEW 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.


Chris Retirement Allocation NEW Risk / Return Rank: 8686
Overall Rank
Chris Retirement Allocation NEW Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
Chris Retirement Allocation NEW Sortino Ratio Rank: 8989
Sortino Ratio Rank
Chris Retirement Allocation NEW Omega Ratio Rank: 9191
Omega Ratio Rank
Chris Retirement Allocation NEW Calmar Ratio Rank: 7878
Calmar Ratio Rank
Chris Retirement Allocation NEW Martin Ratio Rank: 8686
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.92

0.88

+1.04

Sortino ratio

Return per unit of downside risk

2.72

1.37

+1.35

Omega ratio

Gain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratio

Return relative to maximum drawdown

2.88

1.39

+1.49

Martin ratio

Return relative to average drawdown

14.11

6.43

+7.68


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPMO
Invesco S&P 500 Momentum ETF
581.011.551.231.916.68
EFAV
iShares Edge MSCI Min Vol EAFE ETF
851.822.421.353.0611.14
IDV
iShares International Select Dividend ETF
962.893.591.594.1718.36
EELV
Invesco S&P Emerging Markets Low Volatility ETF
801.672.321.332.499.15
OEF
iShares S&P 100 ETF
530.961.501.221.616.30

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Chris Retirement Allocation NEW Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.92
  • 5-Year: 0.98
  • 10-Year: 0.79
  • All Time: 0.77

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Chris Retirement Allocation NEW compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Chris Retirement Allocation NEW provided a 2.55% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.55%2.64%2.99%3.27%3.30%2.58%2.33%3.28%3.22%2.37%3.24%2.40%
SPMO
Invesco S&P 500 Momentum ETF
0.88%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
EFAV
iShares Edge MSCI Min Vol EAFE ETF
3.00%3.20%3.24%3.08%2.53%2.47%1.33%4.19%3.34%2.45%3.94%2.49%
IDV
iShares International Select Dividend ETF
4.59%4.94%6.46%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%
EELV
Invesco S&P Emerging Markets Low Volatility ETF
3.62%3.75%4.70%4.00%3.45%4.35%2.82%3.14%5.50%2.92%2.29%2.53%
OEF
iShares S&P 100 ETF
0.98%0.81%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%

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 Chris Retirement Allocation NEW. 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 Chris Retirement Allocation NEW was 32.28%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Chris Retirement Allocation NEW drawdown is 3.72%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.28%Feb 20, 202023Mar 23, 2020163Nov 11, 2020186
-23.26%Jan 13, 2022180Sep 30, 2022308Dec 21, 2023488
-15.47%Sep 28, 201860Dec 24, 2018120Jun 18, 2019180
-10.86%Mar 26, 202510Apr 8, 202512Apr 25, 202522
-9.97%Nov 4, 201568Feb 11, 201632Mar 30, 2016100

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 5 assets, with an effective number of assets of 3.86, 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.

BenchmarkSPMOEELVEFAVIDVOEFPortfolio
Benchmark1.000.780.630.670.680.980.87
SPMO0.781.000.470.510.500.780.81
EELV0.630.471.000.690.740.600.74
EFAV0.670.510.691.000.820.630.86
IDV0.680.500.740.821.000.630.85
OEF0.980.780.600.630.631.000.85
Portfolio0.870.810.740.860.850.851.00
The correlation results are calculated based on daily price changes starting from Oct 13, 2015