My portfolio2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

My portfolio2

Currency in USD · Last updated Jun 3, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BLDR Builders FirstSource, Inc.	Industrials	26.27%
CG The Carlyle Group Inc.	Financial Services	12.55%
CVS CVS Health Corporation	Healthcare	12.50%
META Meta Platforms, Inc.	Communication Services	8.63%
SPHY SPDR Portfolio High Yield Bond ETF	High Yield Bonds	20%
USB U.S. Bancorp	Financial Services	11.76%
WFC Wells Fargo & Company	Financial Services	8.29%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 19, 2012, corresponding to the inception date of SPHY

Returns By Period

As of Jun 3, 2025, the My portfolio2 returned -0.83% Year-To-Date and 14.60% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
My portfolio2	-0.83%	1.00%	-11.26%	6.95%	21.57%	14.60%
Portfolio components:
BLDR Builders FirstSource, Inc.	-26.10%	-7.45%	-42.74%	-30.56%	36.55%	23.94%
CVS CVS Health Corporation	44.96%	-5.72%	9.94%	10.51%	2.21%	-1.65%
META Meta Platforms, Inc.	14.69%	12.37%	9.51%	41.02%	23.97%	23.43%
CG The Carlyle Group Inc.	-9.44%	11.42%	-12.88%	6.95%	12.05%	10.13%
USB U.S. Bancorp	-7.71%	5.18%	-14.39%	14.94%	6.95%	3.46%
WFC Wells Fargo & Company	7.49%	1.80%	1.84%	28.94%	23.74%	5.78%
SPHY SPDR Portfolio High Yield Bond ETF	2.67%	1.36%	2.01%	8.87%	5.54%	4.77%

*Annualized

Monthly Returns

The table below presents the monthly returns of My portfolio2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	12.13%	-3.88%	-6.43%	-3.65%	2.27%	-0.20%							-0.83%
2024	0.88%	8.74%	4.37%	-7.66%	-3.66%	-3.38%	10.41%	-0.53%	6.00%	-0.54%	7.25%	-11.06%	8.66%
2023	13.56%	1.71%	-2.70%	2.61%	3.74%	10.57%	8.48%	-5.02%	-5.16%	-5.26%	13.81%	14.92%	60.16%
2022	-5.58%	-2.48%	-4.77%	-8.62%	3.85%	-12.73%	12.90%	-6.77%	-6.76%	2.13%	6.95%	-2.99%	-24.48%
2021	-2.06%	7.19%	7.57%	6.79%	0.50%	-0.67%	2.21%	6.70%	-1.76%	6.97%	3.14%	9.99%	56.54%
2020	-3.95%	-8.27%	-24.33%	18.38%	8.16%	0.24%	5.33%	8.59%	-0.36%	-1.68%	15.17%	6.26%	17.32%
2019	13.12%	-0.24%	-1.83%	5.80%	-2.97%	10.08%	3.04%	2.76%	4.75%	5.42%	8.12%	1.21%	60.17%
2018	3.77%	-7.70%	-3.73%	-0.47%	2.93%	-1.45%	1.76%	-1.10%	-2.75%	-7.28%	2.73%	-12.83%	-24.35%
2017	3.17%	5.73%	3.24%	4.51%	-4.95%	6.21%	2.17%	0.69%	6.46%	-1.88%	4.19%	3.38%	37.51%
2016	-9.87%	0.65%	13.56%	0.61%	1.17%	-2.32%	6.17%	2.58%	-6.31%	-4.04%	4.05%	1.03%	5.42%
2015	-5.01%	3.59%	3.04%	24.63%	-0.66%	1.46%	6.25%	-5.32%	-7.93%	2.44%	3.34%	-6.72%	16.49%
2014	4.02%	5.64%	1.39%	-5.75%	-0.11%	3.02%	-5.62%	5.19%	-6.23%	2.41%	3.25%	3.70%	10.29%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

My portfolio2 has an expense ratio of 0.02%, 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.

SPHY

SPDR Portfolio High Yield Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My portfolio2 is 15, meaning it’s performing worse than 85% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BLDR Builders FirstSource, Inc.	-0.79	-0.97	0.89	-0.65	-1.34
CVS CVS Health Corporation	0.31	1.18	1.15	0.42	1.88
META Meta Platforms, Inc.	1.20	1.74	1.23	1.23	3.70
CG The Carlyle Group Inc.	0.18	0.63	1.09	0.29	0.70
USB U.S. Bancorp	0.43	0.95	1.13	0.51	1.42
WFC Wells Fargo & Company	0.82	1.41	1.20	1.22	3.53
SPHY SPDR Portfolio High Yield Bond ETF	1.62	2.55	1.39	2.02	10.67

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

My portfolio2 Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

1-Year: 0.25
5-Year: 0.94
10-Year: 0.63
All Time: 0.78

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.14, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of My portfolio2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

My portfolio2 provided a 3.19% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.19%	3.34%	3.01%	2.83%	1.97%	2.65%	2.62%	2.83%	2.37%	2.98%	4.26%	2.25%
Portfolio components:
BLDR Builders FirstSource, 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%
CVS CVS Health Corporation	4.18%	5.93%	3.06%	2.36%	1.94%	2.93%	2.69%	3.05%	2.76%	2.15%	1.43%	1.14%
META Meta Platforms, Inc.	0.30%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CG The Carlyle Group Inc.	3.11%	2.77%	3.38%	4.11%	1.82%	3.18%	4.24%	7.87%	5.41%	11.02%	21.70%	6.84%
USB U.S. Bancorp	4.56%	4.14%	4.46%	4.31%	3.13%	3.61%	2.66%	2.93%	2.16%	2.08%	2.37%	2.15%
WFC Wells Fargo & Company	2.14%	2.14%	2.64%	2.66%	1.25%	4.04%	3.57%	3.56%	2.54%	2.75%	2.71%	2.46%
SPHY SPDR Portfolio High Yield Bond ETF	7.70%	7.80%	7.30%	6.47%	5.14%	5.63%	5.73%	4.09%	4.41%	4.27%	4.29%	3.98%

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 My portfolio2. 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 My portfolio2 was 41.55%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.

The current My portfolio2 drawdown is 12.49%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.55%	Jan 17, 2020	45	Mar 23, 2020	139	Oct 8, 2020	184
-31.57%	Jan 29, 2018	229	Dec 24, 2018	203	Oct 15, 2019	432
-31.46%	Jan 5, 2022	182	Sep 26, 2022	198	Jul 12, 2023	380
-29.37%	Aug 4, 2015	133	Feb 11, 2016	264	Mar 1, 2017	397
-19.2%	Jan 31, 2025	47	Apr 8, 2025	—	—	—

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 7 assets, with an effective number of assets of 5.93, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	SPHY	CVS	META	BLDR	CG	WFC	USB	Portfolio
^GSPC	1.00	0.44	0.45	0.56	0.53	0.57	0.59	0.61	0.74
SPHY	0.44	1.00	0.17	0.26	0.28	0.35	0.24	0.27	0.41
CVS	0.45	0.17	1.00	0.16	0.23	0.25	0.38	0.40	0.45
META	0.56	0.26	0.16	1.00	0.30	0.36	0.25	0.26	0.48
BLDR	0.53	0.28	0.23	0.30	1.00	0.40	0.39	0.41	0.87
CG	0.57	0.35	0.25	0.36	0.40	1.00	0.41	0.43	0.64
WFC	0.59	0.24	0.38	0.25	0.39	0.41	1.00	0.77	0.62
USB	0.61	0.27	0.40	0.26	0.41	0.43	0.77	1.00	0.64
Portfolio	0.74	0.41	0.45	0.48	0.87	0.64	0.62	0.64	1.00

The correlation results are calculated based on daily price changes starting from Jun 20, 2012

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

My portfolio2

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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