CoPilot IRA Diversified

Asset Allocation

Position	Category/Sector	Target Weight
JNK State Street SPDR Bloomberg High Yield Bond ETF	High Yield Bonds	15%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	15%
VYM Vanguard High Dividend Yield ETF	Dividend	15%
DVY iShares Select Dividend ETF	Large Cap Value Equities, Dividend	15%
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	Financial Services	10%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	10%
QQQ Invesco QQQ ETF	Nasdaq-100	10%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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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Returns By Period

As of Jun 13, 2026, the CoPilot IRA Diversified returned 8.32% Year-To-Date and 10.05% of annualized return in the last 10 years.

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 CoPilot IRA Diversified	0.44%	1.92%	8.32%	8.43%	17.31%	14.46%	7.87%	10.05%
Portfolio components:
DVY iShares Select Dividend ETF	1.18%	4.16%	13.40%	12.29%	25.66%	15.86%	9.31%	10.49%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	0.00%	0.63%	1.65%	2.21%	6.81%	8.52%	3.75%	5.04%
JNK State Street SPDR Bloomberg High Yield Bond ETF	0.02%	0.73%	1.83%	2.49%	7.45%	8.62%	3.65%	5.09%
PFF iShares Preferred and Income Securities ETF	0.16%	-1.24%	2.40%	2.42%	8.83%	6.77%	1.32%	3.35%
QQQ Invesco QQQ ETF	0.59%	0.22%	17.57%	17.85%	37.55%	26.43%	16.85%	21.79%
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	-0.05%	1.16%	7.41%	9.84%	1.62%	11.94%	2.90%	8.84%
VTI Vanguard Total Stock Market ETF	0.57%	-0.28%	9.62%	9.69%	26.27%	20.60%	12.20%	15.02%
VYM Vanguard High Dividend Yield ETF	0.80%	1.97%	12.37%	11.19%	25.94%	18.06%	11.59%	11.95%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 4, 2007, CoPilot IRA Diversified's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 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%	5.59%	2.15%	-0.28%							8.32%
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 1.98%, beta of 0.72, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 04, 2007.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.73%) than losses (79.41%) - typical of diversified or defensive assets.

Alpha: 1.98%

Beta: 0.72

R²: 0.88

Upside Capture: 79.73%

Downside Capture: 79.41%

See how alpha, beta & R² have trended over time →

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

State Street SPDR Bloomberg 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 65 for risk / return — better than 65% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for CoPilot IRA Diversified 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	2.14	1.86	+0.28
Sortino ratioReturn per unit of downside risk	3.02	2.53	+0.49
Omega ratioGain probability vs. loss probability	1.40	1.34	+0.06
Calmar ratioReturn relative to maximum drawdown	3.19	2.53	+0.66
Martin ratioReturn relative to average drawdown	13.16	11.37	+1.79

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
DVY iShares Select Dividend ETF	76	2.19	3.19	1.37	3.54	12.51
HYG iShares iBoxx $ High Yield Corporate Bond ETF	62	1.68	2.54	1.32	2.79	12.25
JNK State Street SPDR Bloomberg High Yield Bond ETF	67	1.84	2.81	1.35	2.85	12.52
PFF iShares Preferred and Income Securities ETF	35	1.19	1.72	1.21	1.56	4.75
QQQ Invesco QQQ ETF	69	2.09	2.73	1.37	3.01	11.22
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	39	0.03	0.13	1.02	0.03	0.08
VTI Vanguard Total Stock Market ETF	67	1.97	2.67	1.35	2.79	12.52
VYM Vanguard High Dividend Yield ETF	81	2.37	3.37	1.42	3.70	13.81

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. Learn how to interpret the Sharpe ratio.

The current CoPilot IRA Diversified Sharpe ratio is 2.14 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 4.19% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.19%	4.36%	4.45%	4.54%	4.84%	3.25%	3.85%	3.94%	4.53%	3.99%	4.25%	4.55%
Portfolio components:
DVY iShares Select Dividend ETF	3.30%	3.65%	3.65%	3.82%	3.43%	3.12%	3.66%	3.41%	3.58%	3.00%	3.04%	3.45%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	5.90%	5.71%	6.01%	5.74%	5.30%	4.02%	4.88%	4.99%	5.54%	5.12%	5.27%	5.90%
JNK State Street SPDR Bloomberg High Yield Bond ETF	6.60%	6.54%	6.63%	6.38%	6.06%	4.27%	5.11%	5.44%	5.90%	5.60%	6.06%	6.59%
PFF iShares Preferred and Income Securities ETF	5.50%	6.30%	6.32%	6.63%	6.01%	4.45%	4.79%	5.31%	6.32%	5.59%	5.85%	5.76%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
RNP Cohen & Steers REIT and Preferred Income Fund, Inc.	7.96%	8.22%	7.81%	8.10%	13.26%	5.20%	6.52%	6.25%	8.36%	7.00%	7.75%	8.03%
VTI Vanguard Total Stock Market ETF	1.03%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VYM Vanguard High Dividend Yield ETF	2.19%	2.44%	2.74%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%

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 0.50%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-53.24%Mar 2009	1y 2mo	1y 6mo	2y 9moDec 2007 - Sep 2010
COVID crash2020	-32.37%Mar 2020	1mo 9d	7mo 22d	9mo 1dFeb 2020 - Nov 2020
Bear market2022	-19.16%Sep 2022	8mo 28d	1y 3mo	2y 20dJan 2022 - Jan 2024
2011 correction2011	-14.62%Aug 2011	1mo 1d	5mo 14d	6mo 15dJul 2011 - Jan 2012
Rate-hike selloffLate 2018	-13.05%Dec 2018	3mo 1d	2mo 19d	5mo 20dSep 2018 - Mar 2019

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.23	1.18	1.17	1.16	1.19

The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

CoPilot IRA Diversified correlation to the S&P 500 Index

CoPilot IRA Diversified has a 0.86 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 4, 2007	0.92

Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while PFF has the lowest at 0.55.

0.55

0.56

0.65

0.67

0.80

0.89

0.90

0.99

Portfolio Correlations

Correlation vs. CoPilot IRA Diversified. VTI has the highest portfolio correlation at 0.93, while PFF has the lowest at 0.66.

0.66

0.72

0.75

0.77

0.80

0.87

0.91

0.93

Asset Correlations Table

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

	PFF	RNP	JNK	HYG	QQQ	DVY	VYM	VTI
PFF	1.00	0.51	0.56	0.57	0.49	0.51	0.53	0.56
RNP	0.51	1.00	0.49	0.49	0.47	0.60	0.58	0.57
JNK	0.56	0.49	1.00	0.88	0.58	0.56	0.60	0.65
HYG	0.57	0.49	0.88	1.00	0.60	0.58	0.62	0.68
QQQ	0.49	0.47	0.58	0.60	1.00	0.60	0.70	0.89
DVY	0.51	0.60	0.56	0.58	0.60	1.00	0.93	0.81
VYM	0.53	0.58	0.60	0.62	0.70	0.93	1.00	0.89
VTI	0.56	0.57	0.65	0.68	0.89	0.81	0.89	1.00

The correlation results are calculated based on daily price changes starting from Dec 4, 2007

Diversification Analysis

Find what CoPilot IRA Diversified is missing

See which holdings overlap, where CoPilot IRA Diversified is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification