Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 16.67% |
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 16.67% |
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% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 3 , 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 3 returned 24.13% Year-To-Date and 16.85% 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 3 | 0.75% | 3.65% | 24.13% | 24.82% | 44.91% | 22.76% | 14.23% | 16.85% |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.12% | 0.46% | 0.52% | 0.93% | 4.87% | 4.19% | 0.06% | 1.57% |
BND Vanguard Total Bond Market ETF | -0.12% | 0.45% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
QLD ProShares Ultra QQQ | 1.30% | -0.55% | 32.65% | 32.82% | 73.89% | 44.57% | 23.24% | 35.67% |
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 Apr 10, 2007, Portfolio 3 's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2026 with a return of +12.9%, while the worst month was Oct 2008 at -13.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Portfolio 3 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -9.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.21% | 2.32% | -5.11% | 12.85% | 9.22% | 0.50% | 24.13% | ||||||
| 2025 | 2.38% | -0.09% | -4.12% | -0.93% | 4.30% | 6.04% | 1.08% | 1.67% | 4.89% | 4.64% | 0.81% | -1.10% | 20.83% |
| 2024 | 0.66% | 3.90% | 2.71% | -3.89% | 5.72% | 2.66% | 0.92% | 2.05% | 1.97% | -3.05% | 2.78% | -2.79% | 13.99% |
| 2023 | 6.97% | -2.49% | 6.94% | -0.12% | 2.91% | 4.34% | 2.79% | -2.83% | -5.09% | -2.75% | 9.59% | 6.27% | 28.44% |
| 2022 | -6.83% | -2.52% | 2.84% | -9.46% | 1.76% | -7.53% | 9.13% | -5.32% | -9.74% | 3.32% | 7.99% | -5.73% | -21.94% |
| 2021 | 0.28% | -0.73% | 2.82% | 3.58% | -0.04% | 3.47% | 2.80% | 2.72% | -5.10% | 5.24% | 1.85% | 3.72% | 22.16% |
Benchmark Metrics
Portfolio 3 has an annualized alpha of 6.01%, beta of 0.75, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since April 10, 2007.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (99.12%) than losses (80.46%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.01%
- Beta
- 0.75
- R²
- 0.86
- Upside Capture
- 99.12%
- Downside Capture
- 80.46%
Expense Ratio
Portfolio 3 has an expense ratio of 0.31%, 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 3 ranks 92 for risk / return — in the top 92% 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 3 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 | 2.97 | 1.86 | +1.11 |
| Sortino ratioReturn per unit of downside risk | 3.89 | 2.53 | +1.36 |
| Omega ratioGain probability vs. loss probability | 1.56 | 1.34 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 5.30 | 2.53 | +2.77 |
| Martin ratioReturn relative to average drawdown | 23.00 | 11.37 | +11.63 |
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 |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 36 | 1.19 | 1.76 | 1.21 | 1.63 | 4.82 |
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
QLD ProShares Ultra QQQ | 62 | 2.04 | 2.48 | 1.33 | 2.78 | 9.46 |
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 3 provided a 2.08% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.08% | 2.11% | 2.07% | 1.97% | 1.73% | 1.38% | 1.63% | 1.91% | 1.94% | 1.72% | 1.80% | 2.00% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
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% |
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% |
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 3 . 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 3 was 42.60%, occurring on Mar 9, 2009. Recovery took 418 trading sessions.
The current Portfolio 3 drawdown is 1.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -42.60%Mar 2009 | 1y 4mo | 1y 7mo | 3y 2dNov 2007 - Nov 2010 |
Bear market2022 | -28.25%Oct 2022 | 9mo 20d | 1y 3mo | 2y 22dDec 2021 - Jan 2024 |
COVID crash2020 | -26.15%Mar 2020 | 1mo 2d | 2mo 19d | 3mo 21dFeb 2020 - Jun 2020 |
2025 selloff2025 | -15.74%Apr 2025 | 1mo 16d | 2mo 17d | 4mo 3dFeb 2025 - Jun 2025 |
2011 correction2011 | -13.23%Aug 2011 | 2mo 27d | 5mo 13d | 8mo 10dMay 2011 - Jan 2012 |
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 | 1.37 | 1.33 | 1.28 | 1.26 | 1.26 |
The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Portfolio 3 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | 0.91 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QLD has the highest benchmark correlation at 0.90, while BND has the lowest at -0.14.
Asset Correlations Table
Find what Portfolio 3 is missing
See which holdings overlap, where Portfolio 3 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification