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2025-FW-RO-MDD
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025-FW-RO-MDD, 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 2025-FW-RO-MDD returned 5.50% Year-To-Date and 6.92% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*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-FW-RO-MDD
0.19%1.71%5.50%5.94%14.56%10.92%4.84%6.92%
BND
Vanguard Total Bond Market ETF
-0.12%1.03%0.52%0.91%4.77%4.17%0.03%1.58%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.12%0.54%-0.30%-0.00%3.16%3.77%0.21%1.24%
IUSG
iShares Core S&P U.S. Growth ETF
0.36%-0.99%10.18%11.00%29.29%25.32%14.55%17.63%
IWN
iShares Russell 2000 Value ETF
1.17%6.00%20.82%17.48%44.79%17.41%6.89%10.58%
MGK
Vanguard Mega Cap Growth ETF
0.22%-1.87%5.33%6.21%24.77%24.17%14.87%18.85%
QUAL
iShares MSCI USA Quality Factor ETF
0.47%3.07%9.44%9.29%22.87%19.30%11.97%14.46%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
0.73%5.31%15.51%14.03%27.96%15.42%8.28%11.78%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
-0.07%0.96%0.41%0.89%6.00%6.37%1.11%2.93%
VEA
Vanguard FTSE Developed Markets ETF
0.34%3.58%14.73%16.65%31.41%19.03%9.51%10.72%
VGLT
Vanguard Long-Term Treasury ETF
-0.27%2.62%0.03%0.49%4.27%-0.30%-5.52%-1.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 18, 2013, 2025-FW-RO-MDD's average daily return is +0.03%, while the average monthly return is +0.55%. At this rate, an investment would double in approximately 10.5 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.4%, while the worst month was Mar 2020 at -6.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 2025-FW-RO-MDD closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +4.8%, while the worst single day was Mar 12, 2020 at -6.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.55%1.88%-3.76%3.96%2.12%-0.21%5.50%
20251.75%0.98%-1.52%0.41%1.99%2.78%0.23%2.06%1.95%0.97%0.69%0.27%13.23%
20240.01%1.22%1.99%-3.04%2.98%1.15%2.40%1.81%1.59%-2.38%2.49%-2.46%7.78%
20235.20%-2.88%2.72%0.94%-1.20%2.44%1.59%-1.48%-3.31%-2.10%6.40%4.40%12.83%
2022-3.36%-1.75%-0.81%-5.70%0.70%-4.53%4.74%-3.57%-6.53%2.44%5.71%-2.52%-14.91%
2021-0.67%0.44%0.86%2.31%0.81%1.08%1.16%0.89%-2.52%2.31%-0.89%1.57%7.49%

Benchmark Metrics

2025-FW-RO-MDD has an annualized alpha of 1.32%, beta of 0.41, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since July 18, 2013.

  • This portfolio participated in 51.92% of S&P 500 Index downside but only 45.38% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.41 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
1.32%
Beta
0.41
0.80
Upside Capture
45.38%
Downside Capture
51.92%

Expense Ratio

2025-FW-RO-MDD has an expense ratio of 0.05%, 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

2025-FW-RO-MDD ranks 52 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


2025-FW-RO-MDD Risk / Return Rank: 5252
Overall Rank
2025-FW-RO-MDD Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
2025-FW-RO-MDD Sortino Ratio Rank: 5858
Sortino Ratio Rank
2025-FW-RO-MDD Omega Ratio Rank: 6060
Omega Ratio Rank
2025-FW-RO-MDD Calmar Ratio Rank: 4242
Calmar Ratio Rank
2025-FW-RO-MDD Martin Ratio Rank: 5050
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 2025-FW-RO-MDD 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.98

1.86

+0.11

Sortino ratioReturn per unit of downside risk

2.84

2.53

+0.31

Omega ratioGain probability vs. loss probability

1.38

1.34

+0.04

Calmar ratioReturn relative to maximum drawdown

2.58

2.53

+0.05

Martin ratioReturn relative to average drawdown

11.17

11.37

-0.20


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

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 2025-FW-RO-MDD Sharpe ratio is 1.98 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 2025-FW-RO-MDD 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

2025-FW-RO-MDD provided a 3.00% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.00%3.03%2.98%2.65%2.35%1.95%1.99%2.49%2.64%2.32%2.39%2.53%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
IEI
iShares 3-7 Year Treasury Bond ETF
3.64%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
IUSG
iShares Core S&P U.S. Growth ETF
0.49%0.53%0.59%1.12%1.07%0.59%0.93%1.64%1.32%1.28%1.48%1.29%
IWN
iShares Russell 2000 Value ETF
1.42%1.70%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%
MGK
Vanguard Mega Cap Growth ETF
0.33%0.35%0.43%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%
QUAL
iShares MSCI USA Quality Factor ETF
0.87%0.94%1.02%1.23%1.59%1.20%1.39%1.60%2.00%1.76%1.96%1.63%
SPMD
SPDR Portfolio S&P 400 Mid Cap ETF
1.21%1.39%1.42%1.47%1.64%1.24%1.30%1.57%1.85%1.97%2.13%5.33%
VCIT
Vanguard Intermediate-Term Corporate Bond ETF
4.79%4.62%4.43%3.72%3.03%2.87%2.78%3.37%3.61%3.21%3.29%3.34%
VEA
Vanguard FTSE Developed Markets ETF
2.62%3.22%3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%
VGLT
Vanguard Long-Term Treasury ETF
4.59%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

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-FW-RO-MDD. 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-FW-RO-MDD was 20.58%, occurring on Oct 14, 2022. Recovery took 420 trading sessions.

The current 2025-FW-RO-MDD drawdown is 0.50%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.58%Oct 2022
11mo 10d1y 8mo
2y 7moNov 2021 - Jun 2024
COVID crash2020
-16.64%Mar 2020
29d2mo 17d
3mo 16dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-8.08%Dec 2018
10mo 29d2mo 19d
1y 1moJan 2018 - Mar 2019
2016 pullback2016
-7.03%Jan 2016
8mo 28d3mo
11mo 28dApr 2015 - Apr 2016
2025 selloff2025
-7.03%Apr 2025
4mo1mo 7d
5mo 7dDec 2024 - May 2025

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 13 assets, with an effective number of assets of 5.73, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.22

1.29

1.30

1.32

1.34

The portfolio has a diversification ratio of 1.34, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025-FW-RO-MDD correlation to the S&P 500 Index

2025-FW-RO-MDD has a 0.88 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

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.87

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2013

0.87


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VGLT has the lowest at -0.15.

VGLT
-0.15
IEI
-0.13
BND
-0.01
VCIT
0.12
VWO
0.68
IWN
0.77
VEA
0.80
SPMD
0.81
VTV
0.87
MGK
0.93
IUSG
0.96
QUAL
0.97
VTI
0.99

Portfolio Correlations

Correlation vs. 2025-FW-RO-MDD. VTI has the highest portfolio correlation at 0.88, while VGLT has the lowest at 0.18.

VGLT
0.18
IEI
0.22
BND
0.35
VCIT
0.46
VWO
0.73
IWN
0.74
SPMD
0.78
VTV
0.78
MGK
0.81
IUSG
0.83
VEA
0.85
QUAL
0.87
VTI
0.88

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jul 18, 2013
Diversification Analysis

Find what 2025-FW-RO-MDD is missing

See which holdings overlap, where 2025-FW-RO-MDD is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification