Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 Index | 45% | |
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 20% |
EIS iShares MSCI Israel ETF | Foreign Large Cap Equities | 15% |
ITA iShares U.S. Aerospace & Defense ETF | Industrials Equities, Aerospace & Defense | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Strategic Diverse 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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The earliest data available for this chart is Mar 28, 2008, corresponding to the inception date of EIS
Returns By Period
As of Apr 4, 2026, the Strategic Diverse Portfolio! returned 0.22% Year-To-Date and 11.13% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio Strategic Diverse Portfolio! | -0.19% | -4.94% | 0.22% | 3.44% | 29.19% | 18.30% | 11.26% | 11.13% |
| Portfolio components: | ||||||||
ITA iShares U.S. Aerospace & Defense ETF | -0.77% | -10.09% | 3.43% | 5.97% | 50.96% | 24.79% | 17.23% | 15.50% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.02% | 0.30% | 0.90% | 1.83% | 4.00% | 4.71% | 3.28% | 2.13% |
EIS iShares MSCI Israel ETF | -0.56% | -6.34% | 7.11% | 18.89% | 61.41% | 31.15% | 14.15% | 11.03% |
^GSPC S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 31, 2008, Strategic Diverse Portfolio!'s average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +11.1%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Strategic Diverse Portfolio! closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -9.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.54% | 0.66% | -4.71% | 0.91% | 0.22% | ||||||||
| 2025 | 3.53% | -1.11% | -3.58% | 1.02% | 6.69% | 5.59% | 1.39% | 1.60% | 3.71% | 2.04% | -0.70% | 2.06% | 24.14% |
| 2024 | 0.30% | 4.57% | 2.16% | -3.22% | 3.88% | 0.96% | 2.63% | 2.97% | 1.37% | -0.88% | 5.49% | -1.61% | 19.85% |
| 2023 | 3.98% | -2.22% | 1.95% | 0.38% | -1.18% | 4.97% | 2.66% | -1.52% | -4.11% | -2.22% | 8.19% | 4.48% | 15.65% |
| 2022 | -3.45% | 0.85% | 1.33% | -6.40% | -0.94% | -5.48% | 6.26% | -1.79% | -8.31% | 8.05% | 3.54% | -3.77% | -10.93% |
| 2021 | -1.74% | 2.66% | 3.84% | 3.73% | 1.01% | 1.15% | 0.98% | 1.25% | -2.60% | 4.04% | -1.69% | 3.64% | 17.18% |
Benchmark Metrics
Strategic Diverse Portfolio! has an annualized alpha of 1.15%, beta of 0.76, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since March 31, 2008.
- This portfolio participated in 80.35% of S&P 500 Index downside but only 78.53% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.15%
- Beta
- 0.76
- R²
- 0.94
- Upside Capture
- 78.53%
- Downside Capture
- 80.35%
Expense Ratio
Strategic Diverse Portfolio! has an expense ratio of 0.20%, 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
Strategic Diverse Portfolio! ranks 80 for risk / return — in the top 80% 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 | 1.70 | 0.88 | +0.81 |
Sortino ratioReturn per unit of downside risk | 2.40 | 1.37 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.36 | 1.21 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.81 | 1.39 | +1.42 |
Martin ratioReturn relative to average drawdown | 12.43 | 6.43 | +6.00 |
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 | |
|---|---|---|---|---|---|---|
ITA iShares U.S. Aerospace & Defense ETF | 84 | 1.90 | 2.53 | 1.35 | 2.82 | 10.63 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.57 | 254.91 | 180.89 | 367.86 | 4,130.10 |
EIS iShares MSCI Israel ETF | 94 | 2.41 | 3.28 | 1.42 | 4.73 | 17.51 |
^GSPC S&P 500 Index | 62 | 0.88 | 1.37 | 1.21 | 1.39 | 6.43 |
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Dividends
Dividend yield
Strategic Diverse Portfolio! provided a 1.09% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.09% | 1.15% | 1.38% | 1.38% | 0.71% | 0.32% | 0.30% | 1.03% | 0.69% | 0.62% | 0.49% | 0.59% |
| Portfolio components: | ||||||||||||
ITA iShares U.S. Aerospace & Defense ETF | 0.48% | 0.55% | 0.85% | 0.93% | 0.95% | 0.82% | 1.07% | 1.54% | 1.13% | 0.91% | 1.07% | 1.04% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
EIS iShares MSCI Israel ETF | 1.34% | 1.44% | 1.38% | 1.39% | 1.66% | 1.04% | 0.16% | 2.06% | 0.87% | 2.02% | 1.78% | 2.55% |
^GSPC S&P 500 Index | 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 Strategic Diverse 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 Strategic Diverse Portfolio! was 43.87%, occurring on Mar 9, 2009. Recovery took 470 trading sessions.
The current Strategic Diverse Portfolio! drawdown is 5.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.87% | May 20, 2008 | 202 | Mar 9, 2009 | 470 | Jan 18, 2011 | 672 |
| -31.31% | Feb 13, 2020 | 27 | Mar 23, 2020 | 178 | Dec 3, 2020 | 205 |
| -18.14% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -17.52% | May 2, 2011 | 108 | Oct 3, 2011 | 254 | Oct 4, 2012 | 362 |
| -16.67% | Sep 24, 2018 | 64 | Dec 24, 2018 | 85 | Apr 29, 2019 | 149 |
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 4 assets, with an effective number of assets of 3.28, 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 | BIL | EIS | ITA | ^GSPC | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.01 | 0.68 | 0.74 | 1.00 | 0.95 |
| BIL | -0.01 | 1.00 | -0.04 | -0.01 | -0.01 | -0.02 |
| EIS | 0.68 | -0.04 | 1.00 | 0.54 | 0.68 | 0.79 |
| ITA | 0.74 | -0.01 | 0.54 | 1.00 | 0.74 | 0.86 |
| ^GSPC | 1.00 | -0.01 | 0.68 | 0.74 | 1.00 | 0.95 |
| Portfolio | 0.95 | -0.02 | 0.79 | 0.86 | 0.95 | 1.00 |