Asset Allocation
Find the right asset allocation for 2025
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 2025, 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 | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 | 0.25% | 0.35% | 9.73% | 8.91% | 27.06% | 50.00% | — | — |
| Portfolio components: | ||||||||
AMD Advanced Micro Devices, Inc. | 4.73% | 20.62% | 138.87% | 142.70% | 340.40% | 60.16% | 44.46% | 60.93% |
AMZN Amazon.com, Inc | -1.23% | -9.69% | 3.35% | 5.46% | 12.47% | 23.49% | 7.35% | 20.83% |
AVGO Broadcom Inc. | -0.91% | -10.14% | 10.62% | 6.58% | 54.87% | 67.17% | 55.09% | 40.96% |
AXP American Express Company | 2.18% | 3.82% | -11.56% | -14.47% | 14.27% | 24.40% | 16.02% | 19.88% |
BA The Boeing Company | -1.16% | -0.65% | 0.89% | 7.18% | 9.35% | -0.20% | -2.40% | 6.28% |
CAT Caterpillar Inc. | 1.44% | 2.51% | 59.62% | 52.94% | 157.79% | 57.16% | 35.17% | 31.33% |
CCJ Cameco Corporation | 2.01% | -6.09% | 10.35% | 10.35% | 51.75% | 47.60% | 36.72% | 25.74% |
CME CME Group Inc. | 2.80% | -9.35% | 1.58% | 1.41% | 3.90% | 19.92% | 9.17% | 15.38% |
COST Costco Wholesale Corporation | 0.68% | -6.35% | 14.24% | 11.38% | -0.24% | 25.12% | 22.12% | 22.27% |
CRWD CrowdStrike Holdings, Inc. | -1.26% | 14.93% | 45.66% | 35.27% | 42.07% | 64.60% | 24.18% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jul 8, 2021, 2025's average daily return is +0.13%, while the average monthly return is +2.79%. At this rate, an investment would double in approximately 2.1 years.
Historically, 62% of months were positive and 38% were negative. The best month was May 2025 with a return of +16.9%, while the worst month was Apr 2022 at -14.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +12.9%, while the worst single day was Apr 4, 2025 at -6.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.04% | -3.68% | -6.05% | 12.98% | 16.31% | -7.77% | 9.73% | ||||||
| 2025 | 7.02% | -1.13% | -7.35% | 6.28% | 16.86% | 10.72% | 4.36% | -1.23% | 7.39% | 6.41% | -6.02% | -1.98% | 46.26% |
| 2024 | 7.89% | 16.16% | 5.17% | -3.90% | 7.61% | 4.98% | -0.61% | 1.23% | 5.27% | 3.09% | 13.71% | -1.37% | 75.23% |
| 2023 | 14.39% | 3.14% | 9.30% | 0.54% | 16.05% | 7.51% | 6.83% | -1.31% | -4.86% | -0.94% | 12.35% | 6.38% | 92.09% |
| 2022 | -7.83% | -0.48% | 3.89% | -14.07% | -0.48% | -9.13% | 12.24% | -4.28% | -12.22% | 5.13% | 8.81% | -6.00% | -24.91% |
| 2021 | 0.26% | 4.60% | -4.02% | 8.22% | 0.76% | 0.39% | 10.19% |
Benchmark Metrics
2025 has an annualized alpha of 18.14%, beta of 1.40, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since July 08, 2021.
- This portfolio captured 201.32% of S&P 500 Index gains and 101.22% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 18.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 18.14%
- Beta
- 1.40
- R²
- 0.83
- Upside Capture
- 201.32%
- Downside Capture
- 101.22%
Expense Ratio
2025 has an expense ratio of 0.00%, meaning no management fees are charged. 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
2025 ranks 16 for risk / return — in the bottom 16% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 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 | 1.19 | 1.86 | -0.67 |
| Sortino ratioReturn per unit of downside risk | 1.66 | 2.53 | -0.88 |
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.53 | -1.29 |
| Martin ratioReturn relative to average drawdown | 3.38 | 11.37 | -7.99 |
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 |
|---|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 98 | 5.01 | 4.54 | 1.60 | 12.04 | 24.74 |
AMZN Amazon.com, Inc | 53 | 0.40 | 0.76 | 1.09 | 0.55 | 1.29 |
AVGO Broadcom Inc. | 73 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
AXP American Express Company | 52 | 0.39 | 0.69 | 1.09 | 0.44 | 0.93 |
BA The Boeing Company | 48 | 0.24 | 0.58 | 1.07 | 0.30 | 0.69 |
CAT Caterpillar Inc. | 98 | 4.43 | 5.03 | 1.65 | 11.24 | 36.80 |
CCJ Cameco Corporation | 72 | 0.96 | 1.68 | 1.20 | 1.83 | 4.43 |
CME CME Group Inc. | 44 | 0.16 | 0.35 | 1.05 | 0.16 | 0.50 |
COST Costco Wholesale Corporation | 36 | -0.08 | 0.02 | 1.00 | -0.10 | -0.22 |
CRWD CrowdStrike Holdings, Inc. | 67 | 0.92 | 1.48 | 1.19 | 1.13 | 2.57 |
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Dividends
Dividend yield
2025 provided a 0.53% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.53% | 0.43% | 0.56% | 0.67% | 0.78% | 0.61% | 0.93% | 0.78% | 0.93% | 0.88% | 2.92% | 1.01% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
AXP American Express Company | 1.05% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% |
CAT Caterpillar Inc. | 0.66% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
CCJ Cameco Corporation | 0.17% | 0.19% | 0.22% | 0.20% | 0.39% | 0.29% | 0.46% | 0.67% | 0.53% | 4.33% | 3.82% | 3.24% |
CME CME Group Inc. | 4.17% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
CRWD CrowdStrike Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 2025. 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 2025 was 35.76%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
The current 2025 drawdown is 8.50%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -35.76%Oct 2022 | 11mo 9d | 7mo 6d | 1y 6moNov 2021 - May 2023 |
2025 selloff2025 | -23.57%Apr 2025 | 1mo 14d | 1mo 9d | 2mo 23dFeb 2025 - May 2025 |
2026 bear market2026 | -20.86%Mar 2026 | 5mo 1d | 1mo 9d | 6mo 10dOct 2025 - May 2026 |
2024 correction2024 | -12.56%Aug 2024 | 25d | 1mo 15d | 2mo 10dJul 2024 - Sep 2024 |
2026 correction2026 | -10.99%Jun 2026 | 8d | — | 13d 4hJun 2026 - now |
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 38 assets, with an effective number of assets of 26.11, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 2.02 | 1.76 | 1.65 |
The portfolio has a diversification ratio of 1.65, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (All Time) Calculated using the full available price history since Jul 8, 2021 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while CME has the lowest at 0.19.
Portfolio Correlations
Correlation vs. 2025. NVDA has the highest portfolio correlation at 0.79, while CME has the lowest at 0.12.
Asset Correlations Table
Find what 2025 is missing
See which holdings overlap, where 2025 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification