Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EELV Invesco S&P Emerging Markets Low Volatility ETF | Volatility Hedged Equity | 5% |
EFAV iShares Edge MSCI Min Vol EAFE ETF | Foreign Large Cap Equities | 32.50% |
IDV iShares International Select Dividend ETF | Global Equities, Dividend | 22.50% |
OEF iShares S&P 100 ETF | Large Cap Growth Equities | 10% |
SPMO Invesco S&P 500 Momentum ETF | S&P 500 | 30% |
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.81% | 3.52% | -4.53% | 1.14% | 2.77% | ||||||||
| 2025 | 3.69% | 1.97% | -0.28% | 3.52% | 6.11% | 4.34% | 0.42% | 2.84% | 2.00% | 0.91% | 1.07% | 1.28% | 31.47% |
| 2024 | 1.22% | 4.39% | 3.01% | -3.01% | 5.30% | 1.51% | 2.61% | 3.78% | 1.53% | -2.59% | 2.58% | -2.37% | 19.03% |
| 2023 | 3.98% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.92 | 0.88 | +1.04 |
Sortino ratioReturn per unit of downside risk | 2.72 | 1.37 | +1.35 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 2.88 | 1.39 | +1.49 |
Martin ratioReturn relative to average drawdown | 14.11 | 6.43 | +7.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPMO Invesco S&P 500 Momentum ETF | 58 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
EFAV iShares Edge MSCI Min Vol EAFE ETF | 85 | 1.82 | 2.42 | 1.35 | 3.06 | 11.14 |
IDV iShares International Select Dividend ETF | 96 | 2.89 | 3.59 | 1.59 | 4.17 | 18.36 |
EELV Invesco S&P Emerging Markets Low Volatility ETF | 80 | 1.67 | 2.32 | 1.33 | 2.49 | 9.15 |
OEF iShares S&P 100 ETF | 53 | 0.96 | 1.50 | 1.22 | 1.61 | 6.30 |
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Dividends
Dividend yield
Chris Retirement Allocation NEW provided a 2.55% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.55% | 2.64% | 2.99% | 3.27% | 3.30% | 2.58% | 2.33% | 3.28% | 3.22% | 2.37% | 3.24% | 2.40% |
| Portfolio components: | ||||||||||||
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, 2020 | 23 | Mar 23, 2020 | 163 | Nov 11, 2020 | 186 |
| -23.26% | Jan 13, 2022 | 180 | Sep 30, 2022 | 308 | Dec 21, 2023 | 488 |
| -15.47% | Sep 28, 2018 | 60 | Dec 24, 2018 | 120 | Jun 18, 2019 | 180 |
| -10.86% | Mar 26, 2025 | 10 | Apr 8, 2025 | 12 | Apr 25, 2025 | 22 |
| -9.97% | Nov 4, 2015 | 68 | Feb 11, 2016 | 32 | Mar 30, 2016 | 100 |
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
| Benchmark | SPMO | EELV | EFAV | IDV | OEF | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.78 | 0.63 | 0.67 | 0.68 | 0.98 | 0.87 |
| SPMO | 0.78 | 1.00 | 0.47 | 0.51 | 0.50 | 0.78 | 0.81 |
| EELV | 0.63 | 0.47 | 1.00 | 0.69 | 0.74 | 0.60 | 0.74 |
| EFAV | 0.67 | 0.51 | 0.69 | 1.00 | 0.82 | 0.63 | 0.86 |
| IDV | 0.68 | 0.50 | 0.74 | 0.82 | 1.00 | 0.63 | 0.85 |
| OEF | 0.98 | 0.78 | 0.60 | 0.63 | 0.63 | 1.00 | 0.85 |
| Portfolio | 0.87 | 0.81 | 0.74 | 0.86 | 0.85 | 0.85 | 1.00 |