Asset Allocation
Find the right asset allocation for Ultimate Buy and Hold Portfolio
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 Ultimate Buy and Hold Portfolio, 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 Ultimate Buy and Hold Portfolio | -1.47% | -0.95% | 6.28% | 7.24% | 15.30% | 11.45% | 5.24% | — |
| Portfolio components: | ||||||||
FCPVX Fidelity Small Cap Value Fund | -2.38% | -2.42% | 16.85% | 15.95% | 31.25% | 16.28% | 7.79% | 10.77% |
FISMX Fidelity International Small Cap Fund | -2.43% | -2.46% | 6.71% | 8.63% | 14.65% | 13.10% | 5.49% | 8.45% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | -0.29% | -0.34% | 0.01% | 0.54% | 3.63% | 4.32% | 1.55% | 1.89% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | -3.39% | -3.58% | 8.61% | 9.77% | 24.36% | 16.47% | 4.45% | 8.27% |
VFIAX Vanguard 500 Index Fund Admiral Shares | -2.63% | -0.08% | 8.41% | 8.46% | 24.51% | 21.49% | 13.36% | 15.21% |
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | -2.93% | -4.48% | 7.80% | 10.63% | 22.84% | 15.67% | 5.21% | — |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 0.70% | 0.16% | 10.59% | 10.73% | 11.99% | 9.97% | 2.69% | 5.47% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | -1.12% | 0.27% | 11.22% | 11.96% | 24.56% | 15.88% | 7.88% | 10.32% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | -3.58% | -2.25% | 10.42% | 12.83% | 26.28% | 17.85% | 7.66% | 9.18% |
VTRIX Vanguard International Value Fund | -2.34% | -0.26% | 11.55% | 14.18% | 28.04% | 15.49% | 7.22% | 8.98% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 8, 2019, Ultimate Buy and Hold Portfolio's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +8.3%, while the worst month was Mar 2020 at -10.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Ultimate Buy and Hold Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +4.0%, while the worst single day was Mar 16, 2020 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.76% | 2.66% | -4.65% | 5.32% | 1.59% | -1.26% | 6.28% | ||||||
| 2025 | 1.80% | 0.43% | -0.90% | 0.30% | 2.58% | 2.73% | 0.09% | 2.89% | 1.51% | -0.02% | 1.20% | 0.61% | 13.95% |
| 2024 | -1.10% | 1.63% | 2.28% | -2.54% | 2.64% | 0.08% | 3.46% | 1.55% | 1.86% | -2.43% | 1.98% | -2.63% | 6.70% |
| 2023 | 5.34% | -2.52% | 0.73% | 0.54% | -1.92% | 3.13% | 2.70% | -2.10% | -2.71% | -2.27% | 5.80% | 4.79% | 11.49% |
| 2022 | -2.43% | -1.39% | -0.27% | -4.05% | 0.81% | -5.41% | 3.83% | -2.77% | -6.75% | 3.43% | 6.10% | -2.05% | -11.17% |
| 2021 | 0.17% | 2.75% | 2.11% | 2.64% | 1.49% | -0.31% | 0.03% | 1.24% | -2.15% | 2.16% | -2.23% | 3.07% | 11.33% |
Benchmark Metrics
Ultimate Buy and Hold Portfolio has an annualized alpha of 0.41%, beta of 0.48, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since February 08, 2019.
- This portfolio participated in 63.16% of S&P 500 Index downside but only 49.93% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.48 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
- 0.41%
- Beta
- 0.48
- R²
- 0.82
- Upside Capture
- 49.93%
- Downside Capture
- 63.16%
Expense Ratio
Ultimate Buy and Hold Portfolio has an expense ratio of 0.21%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
Ultimate Buy and Hold Portfolio ranks 46 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Ultimate Buy and Hold Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.06 | 1.94 | +0.13 |
| Sortino ratioReturn per unit of downside risk | 2.96 | 2.63 | +0.33 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.55 | 2.59 | -0.04 |
| Martin ratioReturn relative to average drawdown | 10.48 | 11.84 | -1.37 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
FCPVX Fidelity Small Cap Value Fund | 53 | 1.86 | 2.76 | 1.32 | 3.24 | 11.31 |
FISMX Fidelity International Small Cap Fund | 19 | 1.18 | 1.72 | 1.22 | 1.37 | 4.89 |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 34 | 1.47 | 2.46 | 1.29 | 2.17 | 6.96 |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 37 | 1.69 | 2.34 | 1.31 | 2.26 | 8.37 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 59 | 2.13 | 2.87 | 1.39 | 2.91 | 13.54 |
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 35 | 1.68 | 2.30 | 1.31 | 2.01 | 7.67 |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 16 | 0.95 | 1.37 | 1.17 | 1.52 | 4.77 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 46 | 1.72 | 2.54 | 1.30 | 2.95 | 10.46 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 42 | 1.83 | 2.47 | 1.34 | 2.38 | 9.33 |
VTRIX Vanguard International Value Fund | 48 | 2.03 | 2.79 | 1.37 | 2.50 | 9.29 |
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Dividends
Dividend yield
Ultimate Buy and Hold Portfolio provided a 4.29% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.29% | 4.54% | 3.54% | 2.73% | 2.31% | 2.62% | 1.81% | 2.58% | 4.81% | 2.05% | 2.31% | 2.53% |
| Portfolio components: | ||||||||||||
FCPVX Fidelity Small Cap Value Fund | 8.69% | 10.15% | 6.13% | 5.20% | 5.92% | 7.95% | 0.46% | 3.49% | 36.44% | 3.64% | 7.12% | 11.09% |
FISMX Fidelity International Small Cap Fund | 3.36% | 3.58% | 2.64% | 1.87% | 0.70% | 7.28% | 0.83% | 2.32% | 6.14% | 2.46% | 2.70% | 2.80% |
VBIRX Vanguard Short-Term Bond Index Fund Admiral Shares | 4.00% | 3.83% | 3.37% | 2.41% | 1.46% | 1.22% | 1.77% | 2.24% | 2.03% | 1.66% | 1.50% | 1.41% |
VEMAX Vanguard Emerging Markets Stock Index Fund Admiral Shares | 2.45% | 2.74% | 3.13% | 3.47% | 4.05% | 2.57% | 1.87% | 3.20% | 2.85% | 2.31% | 2.51% | 3.25% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.04% | 1.12% | 1.24% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% |
VFSAX Vanguard FTSE All-World ex-US Small-Cap Index Fund Admiral Shares | 3.07% | 3.31% | 3.36% | 3.06% | 2.22% | 2.67% | 1.85% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% |
VGSLX Vanguard Real Estate Index Fund Admiral Shares | 3.60% | 3.92% | 3.85% | 3.91% | 3.91% | 2.56% | 3.92% | 3.39% | 4.73% | 4.23% | 4.82% | 3.92% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.76% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.72% | 3.15% | 3.33% | 3.22% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% |
VTRIX Vanguard International Value Fund | 16.22% | 18.10% | 8.53% | 2.78% | 2.75% | 4.35% | 1.58% | 2.96% | 6.24% | 1.86% | 2.29% | 2.13% |
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 Ultimate Buy and Hold Portfolio. 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 Ultimate Buy and Hold Portfolio was 22.43%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current Ultimate Buy and Hold Portfolio drawdown is 1.55%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -22.43%Mar 2020 | 2mo 2d | 6mo 23d | 8mo 25dJan 2020 - Oct 2020 |
Bear market2022 | -18.10%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -8.21%Apr 2025 | 6mo 9d | 1mo 4d | 7mo 13dOct 2024 - May 2025 |
2026 pullback2026 | -6.15%Mar 2026 | 28d | 18d | 1mo 16dMar 2026 - Apr 2026 |
2020 pullback2020 | -3.80%Oct 2020 | 15d | 12d | 27dOct 2020 - Nov 2020 |
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 11 assets, with an effective number of assets of 5.10, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.23 | 1.24 | 1.23 | 1.19 |
The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Ultimate Buy and Hold Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (All Time) Calculated using the full available price history since Feb 8, 2019 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VFIAX has the highest benchmark correlation at 1.00, while VBIRX has the lowest at 0.02.
Asset Correlations Table
| VBIRX | VGSLX | VEMAX | FCPVX | VVIAX | FISMX | VSIAX | VFIAX | VFSAX | VTRIX | VTIAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VBIRX | 1.00 | 0.20 | -0.00 | 0.01 | 0.01 | 0.11 | 0.01 | 0.02 | 0.12 | 0.05 | 0.08 |
| VGSLX | 0.20 | 1.00 | 0.39 | 0.66 | 0.69 | 0.52 | 0.69 | 0.62 | 0.56 | 0.56 | 0.55 |
| VEMAX | -0.00 | 0.39 | 1.00 | 0.56 | 0.54 | 0.74 | 0.56 | 0.65 | 0.81 | 0.81 | 0.86 |
| FCPVX | 0.01 | 0.66 | 0.56 | 1.00 | 0.87 | 0.69 | 0.97 | 0.77 | 0.72 | 0.75 | 0.73 |
| VVIAX | 0.01 | 0.69 | 0.54 | 0.87 | 1.00 | 0.67 | 0.89 | 0.82 | 0.71 | 0.75 | 0.73 |
| FISMX | 0.11 | 0.52 | 0.74 | 0.69 | 0.67 | 1.00 | 0.68 | 0.70 | 0.93 | 0.90 | 0.91 |
| VSIAX | 0.01 | 0.69 | 0.56 | 0.97 | 0.89 | 0.68 | 1.00 | 0.79 | 0.72 | 0.76 | 0.73 |
| VFIAX | 0.02 | 0.62 | 0.65 | 0.77 | 0.82 | 0.70 | 0.79 | 1.00 | 0.77 | 0.77 | 0.79 |
| VFSAX | 0.12 | 0.56 | 0.81 | 0.72 | 0.71 | 0.93 | 0.72 | 0.77 | 1.00 | 0.92 | 0.96 |
| VTRIX | 0.05 | 0.56 | 0.81 | 0.75 | 0.75 | 0.90 | 0.76 | 0.77 | 0.92 | 1.00 | 0.97 |
| VTIAX | 0.08 | 0.55 | 0.86 | 0.73 | 0.73 | 0.91 | 0.73 | 0.79 | 0.96 | 0.97 | 1.00 |
Find what Ultimate Buy and Hold Portfolio is missing
See which holdings overlap, where Ultimate Buy and Hold Portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification