CoPilot IRA Diversified

Asset Allocation

Position	Category/Sector	Target Weight
DVY iShares Select Dividend ETF	Large Cap Value Equities, Dividend	15%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	15%
JNK SPDR Barclays High Yield Bond ETF	High Yield Bonds	15%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	10%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	10%
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	Financial Services	10%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	10%
VYM Vanguard High Dividend Yield ETF	Dividend	15%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CoPilot IRA Diversified, 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 Dec 4, 2007, corresponding to the inception date of JNK

Returns By Period

As of Apr 4, 2026, the CoPilot IRA Diversified returned 1.40% Year-To-Date and 9.59% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio CoPilot IRA Diversified	0.31%	-2.00%	1.40%	1.45%	20.16%	12.45%	7.43%	9.59%
Portfolio components:
JNK SPDR Barclays High Yield Bond ETF	0.26%	-0.14%	0.12%	1.46%	10.59%	8.17%	3.61%	5.31%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	0.24%	-0.17%	0.13%	1.32%	9.86%	8.10%	3.71%	5.21%
PFF iShares Preferred and Income Securities ETF	0.16%	-2.29%	-0.60%	-1.80%	9.56%	5.55%	1.18%	3.35%
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	1.16%	-6.68%	3.42%	-5.61%	4.91%	9.33%	4.43%	8.89%
VYM Vanguard High Dividend Yield ETF	0.11%	-2.03%	3.80%	5.95%	29.77%	14.92%	11.04%	11.27%
DVY iShares Select Dividend ETF	0.42%	-0.40%	8.28%	7.99%	28.95%	13.11%	9.60%	10.27%
VTI Vanguard Total Stock Market ETF	0.16%	-3.34%	-3.13%	-1.30%	31.84%	18.10%	10.66%	13.75%
QQQ Invesco QQQ ETF	0.11%	-3.81%	-4.65%	-2.77%	39.07%	22.97%	13.18%	19.05%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 5, 2007, CoPilot IRA Diversified's average daily return is +0.04%, while the average monthly return is +0.77%. At this rate, your investment would double in approximately 7.5 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2009 with a return of +17.3%, while the worst month was Oct 2008 at -14.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, CoPilot IRA Diversified closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +13.2%, while the worst single day was Mar 16, 2020 at -9.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.67%	1.54%	-3.41%	0.69%									1.40%
2025	2.46%	0.83%	-2.82%	-1.50%	3.30%	3.44%	0.95%	2.23%	1.83%	-0.14%	0.83%	-0.37%	11.39%
2024	0.51%	2.05%	3.00%	-3.35%	3.42%	0.90%	3.63%	2.59%	1.87%	-0.89%	3.83%	-3.67%	14.39%
2023	6.30%	-2.90%	0.29%	0.57%	-2.29%	4.22%	3.00%	-1.77%	-3.53%	-2.56%	7.76%	5.05%	14.15%
2022	-3.42%	-2.03%	2.42%	-6.21%	1.50%	-7.72%	7.44%	-3.35%	-7.99%	6.57%	5.19%	-4.06%	-12.53%
2021	-0.41%	2.61%	4.32%	3.02%	0.98%	1.31%	0.28%	2.08%	-2.74%	3.49%	-1.42%	4.31%	19.03%

Benchmark Metrics

CoPilot IRA Diversified has an annualized alpha of 2.12%, beta of 0.72, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 05, 2007.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (80.63%) than losses (79.44%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 2.12%

Beta: 0.72

R²: 0.88

Upside Capture: 80.63%

Downside Capture: 79.44%

Expense Ratio

CoPilot IRA Diversified has an expense ratio of 0.26%, 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.

HYG

iShares iBoxx $ High Yield Corporate Bond ETF

PFF

iShares Preferred and Income Securities ETF

JNK

SPDR Barclays High Yield Bond ETF

DVY

iShares Select Dividend ETF

QQQ

Invesco QQQ ETF

VYM

Vanguard High Dividend Yield ETF

VTI

Vanguard Total Stock Market ETF

Return for Risk

Risk / Return Rank

CoPilot IRA Diversified ranks 29 for risk / return — below 29% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.00	0.88	+0.12
Sortino ratio Return per unit of downside risk	1.47	1.37	+0.11
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.36	1.39	-0.03
Martin ratio Return relative to average drawdown	6.60	6.43	+0.17
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
JNK SPDR Barclays High Yield Bond ETF	69	1.30	1.94	1.30	1.82	9.31
HYG iShares iBoxx $ High Yield Corporate Bond ETF	69	1.25	1.88	1.29	1.82	9.56
PFF iShares Preferred and Income Securities ETF	29	0.64	0.94	1.12	1.07	3.01
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	31	-0.19	-0.15	0.98	-0.10	-0.21
VYM Vanguard High Dividend Yield ETF	58	1.15	1.65	1.25	1.59	6.96
DVY iShares Select Dividend ETF	51	1.07	1.54	1.22	1.42	6.07
VTI Vanguard Total Stock Market ETF	52	0.94	1.47	1.22	1.53	7.16
QQQ Invesco QQQ ETF	58	1.04	1.62	1.23	1.93	7.00

Sharpe Ratio

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.

CoPilot IRA Diversified Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.00
5-Year: 0.64
10-Year: 0.73
All Time: 0.56

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 0.99 to 1.69, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

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

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Dividends

Dividend yield

CoPilot IRA Diversified provided a 4.31% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.31%	4.36%	4.45%	4.54%	4.84%	3.25%	3.85%	3.94%	4.53%	3.99%	4.25%	4.55%
Portfolio components:
JNK SPDR Barclays High Yield Bond ETF	6.66%	6.54%	6.63%	6.38%	6.06%	4.27%	5.11%	5.44%	5.90%	5.60%	6.06%	6.59%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.87%	5.71%	6.01%	5.74%	5.30%	4.02%	4.88%	4.99%	5.54%	5.12%	5.27%	5.90%
PFF iShares Preferred and Income Securities ETF	5.84%	6.30%	6.32%	6.63%	6.01%	4.45%	4.79%	5.31%	6.32%	5.59%	5.85%	5.76%
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	8.10%	8.22%	7.81%	8.10%	13.26%	5.20%	6.52%	6.25%	8.36%	7.00%	7.75%	8.03%
VYM Vanguard High Dividend Yield ETF	2.37%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%
DVY iShares Select Dividend ETF	3.46%	3.65%	3.65%	3.82%	3.43%	3.12%	3.66%	3.41%	3.58%	3.00%	3.04%	3.45%
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%

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 CoPilot IRA Diversified. 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 CoPilot IRA Diversified was 53.24%, occurring on Mar 9, 2009. Recovery took 387 trading sessions.

The current CoPilot IRA Diversified drawdown is 3.01%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-53.24%	Dec 11, 2007	312	Mar 9, 2009	387	Sep 20, 2010	699
-32.37%	Feb 13, 2020	27	Mar 23, 2020	162	Nov 10, 2020	189
-19.16%	Jan 5, 2022	186	Sep 30, 2022	330	Jan 25, 2024	516
-14.62%	Jul 8, 2011	22	Aug 8, 2011	113	Jan 19, 2012	135
-13.05%	Sep 24, 2018	64	Dec 24, 2018	53	Mar 13, 2019	117

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 8 assets, with an effective number of assets of 7.69, 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.

	Benchmark	PFF	RNP	JNK	HYG	QQQ	DVY	VYM	VTI	Portfolio
Benchmark	1.00	0.55	0.56	0.65	0.67	0.90	0.80	0.90	0.99	0.92
PFF	0.55	1.00	0.51	0.56	0.57	0.49	0.51	0.53	0.56	0.66
RNP	0.56	0.51	1.00	0.49	0.49	0.47	0.60	0.58	0.57	0.72
JNK	0.65	0.56	0.49	1.00	0.88	0.58	0.57	0.60	0.65	0.75
HYG	0.67	0.57	0.49	0.88	1.00	0.60	0.58	0.62	0.68	0.77
QQQ	0.90	0.49	0.47	0.58	0.60	1.00	0.60	0.70	0.89	0.80
DVY	0.80	0.51	0.60	0.57	0.58	0.60	1.00	0.93	0.81	0.87
VYM	0.90	0.53	0.58	0.60	0.62	0.70	0.93	1.00	0.89	0.91
VTI	0.99	0.56	0.57	0.65	0.68	0.89	0.81	0.89	1.00	0.93
Portfolio	0.92	0.66	0.72	0.75	0.77	0.80	0.87	0.91	0.93	1.00

The correlation results are calculated based on daily price changes starting from Dec 5, 2007

CoPilot IRA Diversified

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table