Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Malia M's Raymond James IRA Portfolio - 7/7/25, 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 Apr 18, 2013, corresponding to the inception date of MTUM
Returns By Period
As of Apr 8, 2026, the Malia M's Raymond James IRA Portfolio - 7/7/25 returned -0.29% Year-To-Date and 10.88% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.08% | -1.83% | -3.34% | -1.46% | 30.71% | 17.25% | 10.06% | 12.45% |
Portfolio Malia M's Raymond James IRA Portfolio - 7/7/25 | 0.11% | -0.66% | -0.29% | 1.41% | 28.72% | 14.78% | 7.94% | 10.88% |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.12% | -0.61% | 0.26% | 1.00% | 5.03% | 3.31% | 0.23% | 1.65% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.25% | -0.91% | -0.00% | 0.73% | 3.71% | 1.77% | -0.83% | 0.73% |
IJH iShares Core S&P Mid-Cap ETF | 0.13% | 0.72% | 4.11% | 5.99% | 32.87% | 13.59% | 6.80% | 10.83% |
IJR iShares Core S&P Small-Cap ETF | 0.33% | 1.55% | 5.44% | 7.67% | 37.42% | 12.13% | 4.59% | 10.27% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.64% | 3.32% | -0.32% | -1.70% | 37.53% | 21.71% | 9.28% | 14.44% |
IEFA iShares Core MSCI EAFE ETF | -0.15% | -0.13% | 2.56% | 6.04% | 40.04% | 14.83% | 7.82% | 9.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 0.27% | -0.23% | 4.63% | 7.23% | 49.40% | 16.41% | 4.47% | 8.53% |
VOO Vanguard S&P 500 ETF | 0.06% | -1.69% | -3.06% | -0.90% | 32.30% | 18.84% | 11.63% | 14.34% |
VO Vanguard Mid-Cap ETF | -0.10% | -1.52% | 0.67% | -0.12% | 27.17% | 13.81% | 6.72% | 10.99% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 19, 2013, Malia M's Raymond James IRA Portfolio - 7/7/25's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, your investment would double in approximately 6.6 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +10.1%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Malia M's Raymond James IRA Portfolio - 7/7/25 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, 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 | 2.32% | 1.25% | -5.01% | 1.33% | -0.29% | ||||||||
| 2025 | 2.82% | -0.53% | -3.64% | -0.03% | 4.89% | 4.11% | 1.09% | 2.42% | 2.73% | 1.27% | 0.44% | 0.31% | 16.76% |
| 2024 | 0.38% | 3.92% | 3.06% | -3.84% | 4.14% | 1.70% | 2.33% | 1.93% | 1.98% | -1.81% | 4.73% | -3.29% | 15.81% |
| 2023 | 6.23% | -2.81% | 2.11% | 1.02% | -1.22% | 5.31% | 2.85% | -2.11% | -4.33% | -2.74% | 8.17% | 5.28% | 18.21% |
| 2022 | -4.92% | -2.06% | 1.49% | -7.59% | 0.53% | -7.01% | 7.19% | -3.82% | -8.38% | 6.38% | 6.28% | -4.28% | -16.54% |
| 2021 | -0.14% | 2.36% | 2.62% | 3.99% | 0.86% | 1.25% | 1.25% | 2.13% | -3.63% | 4.90% | -1.56% | 3.27% | 18.38% |
Benchmark Metrics
Malia M's Raymond James IRA Portfolio - 7/7/25 has an annualized alpha of 0.77%, beta of 0.80, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since April 19, 2013.
- This portfolio participated in 83.84% of S&P 500 Index downside but only 81.31% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.77%
- Beta
- 0.80
- R²
- 0.97
- Upside Capture
- 81.31%
- Downside Capture
- 83.84%
Expense Ratio
Malia M's Raymond James IRA Portfolio - 7/7/25 has an expense ratio of 0.05%, 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
Malia M's Raymond James IRA Portfolio - 7/7/25 ranks 60 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.16 | 1.87 | +0.29 |
Sortino ratioReturn per unit of downside risk | 3.40 | 3.01 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.41 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.49 | +0.26 |
Martin ratioReturn relative to average drawdown | 12.19 | 11.08 | +1.11 |
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 | |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 41 | 1.22 | 1.79 | 1.21 | 1.51 | 4.11 |
IEF iShares 7-10 Year Treasury Bond ETF | 24 | 0.73 | 1.09 | 1.12 | 0.86 | 2.10 |
IJH iShares Core S&P Mid-Cap ETF | 68 | 1.72 | 2.70 | 1.34 | 2.83 | 10.14 |
IJR iShares Core S&P Small-Cap ETF | 72 | 1.80 | 2.73 | 1.34 | 3.42 | 11.04 |
MTUM iShares MSCI USA Momentum Factor ETF | 68 | 1.79 | 2.68 | 1.36 | 2.50 | 9.97 |
IEFA iShares Core MSCI EAFE ETF | 80 | 2.51 | 3.74 | 1.49 | 2.43 | 9.88 |
IEMG iShares Core MSCI Emerging Markets ETF | 83 | 2.69 | 3.61 | 1.52 | 2.74 | 10.85 |
VOO Vanguard S&P 500 ETF | 78 | 1.98 | 3.16 | 1.43 | 2.71 | 12.15 |
VO Vanguard Mid-Cap ETF | 64 | 1.74 | 2.75 | 1.35 | 2.28 | 8.69 |
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Dividends
Dividend yield
Malia M's Raymond James IRA Portfolio - 7/7/25 provided a 1.97% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.97% | 1.97% | 2.02% | 1.98% | 1.93% | 1.54% | 1.56% | 2.10% | 2.22% | 1.82% | 2.03% | 2.05% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.94% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.84% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
IJH iShares Core S&P Mid-Cap ETF | 1.30% | 1.36% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% |
IJR iShares Core S&P Small-Cap ETF | 1.26% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
MTUM iShares MSCI USA Momentum Factor ETF | 0.79% | 0.91% | 0.75% | 1.35% | 1.80% | 0.55% | 0.83% | 1.48% | 1.27% | 1.02% | 1.43% | 1.12% |
IEFA iShares Core MSCI EAFE ETF | 3.46% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.63% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VO Vanguard Mid-Cap ETF | 1.49% | 1.52% | 1.49% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% |
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 Malia M's Raymond James IRA Portfolio - 7/7/25. 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 Malia M's Raymond James IRA Portfolio - 7/7/25 was 28.83%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current Malia M's Raymond James IRA Portfolio - 7/7/25 drawdown is 4.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -23.18% | Nov 9, 2021 | 225 | Sep 30, 2022 | 336 | Feb 2, 2024 | 561 |
| -15.73% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -14.54% | Feb 19, 2025 | 35 | Apr 8, 2025 | 41 | Jun 6, 2025 | 76 |
| -12.57% | May 22, 2015 | 183 | Feb 11, 2016 | 80 | Jun 7, 2016 | 263 |
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 9 assets, with an effective number of assets of 4.08, 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 | AGG | IEF | IEMG | MTUM | IEFA | IJR | IJH | VO | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | -0.15 | 0.69 | 0.86 | 0.79 | 0.80 | 0.86 | 0.92 | 1.00 | 0.98 |
| AGG | 0.01 | 1.00 | 0.93 | 0.05 | 0.02 | 0.07 | -0.02 | -0.00 | 0.03 | 0.01 | 0.09 |
| IEF | -0.15 | 0.93 | 1.00 | -0.09 | -0.12 | -0.08 | -0.16 | -0.15 | -0.12 | -0.15 | -0.07 |
| IEMG | 0.69 | 0.05 | -0.09 | 1.00 | 0.61 | 0.78 | 0.59 | 0.63 | 0.67 | 0.69 | 0.75 |
| MTUM | 0.86 | 0.02 | -0.12 | 0.61 | 1.00 | 0.67 | 0.67 | 0.74 | 0.80 | 0.86 | 0.86 |
| IEFA | 0.79 | 0.07 | -0.08 | 0.78 | 0.67 | 1.00 | 0.70 | 0.75 | 0.78 | 0.79 | 0.86 |
| IJR | 0.80 | -0.02 | -0.16 | 0.59 | 0.67 | 0.70 | 1.00 | 0.95 | 0.89 | 0.80 | 0.85 |
| IJH | 0.86 | -0.00 | -0.15 | 0.63 | 0.74 | 0.75 | 0.95 | 1.00 | 0.95 | 0.86 | 0.91 |
| VO | 0.92 | 0.03 | -0.12 | 0.67 | 0.80 | 0.78 | 0.89 | 0.95 | 1.00 | 0.92 | 0.95 |
| VOO | 1.00 | 0.01 | -0.15 | 0.69 | 0.86 | 0.79 | 0.80 | 0.86 | 0.92 | 1.00 | 0.98 |
| Portfolio | 0.98 | 0.09 | -0.07 | 0.75 | 0.86 | 0.86 | 0.85 | 0.91 | 0.95 | 0.98 | 1.00 |