Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | Short-Term Bond | 10% |
DBC Invesco DB Commodity Index Tracking Fund | Commodities | 10% |
GLD SPDR Gold Shares | Gold, Precious Metals | 10% |
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 20% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds, Long-Term Bond | 10% |
VOO Vanguard S&P 500 ETF | S&P 500 | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in #1 Portfolio US, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Apr 2, 2026, the #1 Portfolio US returned 2.71% Year-To-Date and 8.89% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio #1 Portfolio US | 0.18% | -1.24% | 2.71% | 5.22% | 16.47% | 12.58% | 8.18% | 8.89% |
| Portfolio components: | ||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.08% | -0.44% | 0.23% | 1.22% | 4.20% | 4.23% | 1.70% | 1.98% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.23% | -1.48% | 0.01% | 0.50% | 3.83% | 2.14% | -0.73% | 0.79% |
TLT iShares 20+ Year Treasury Bond ETF | 0.61% | -2.56% | 0.69% | -0.91% | -0.77% | -2.76% | -5.75% | -1.34% |
GLD SPDR Gold Shares | -1.92% | -8.27% | 8.35% | 21.03% | 49.02% | 32.51% | 21.53% | 13.97% |
DBC Invesco DB Commodity Index Tracking Fund | 2.27% | 13.20% | 31.17% | 35.71% | 33.85% | 11.56% | 14.82% | 10.42% |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 10, 2010, #1 Portfolio US's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, your investment would double in approximately 8.5 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +5.8%, while the worst month was Sep 2022 at -6.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, #1 Portfolio US closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +4.2%, while the worst single day was Mar 12, 2020 at -4.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.69% | 1.93% | -2.43% | 0.57% | 2.71% | ||||||||
| 2025 | 2.25% | 0.90% | -0.99% | -0.47% | 2.04% | 3.24% | 0.90% | 1.66% | 3.28% | 1.79% | 0.99% | -0.10% | 16.53% |
| 2024 | 0.45% | 1.30% | 2.91% | -2.47% | 2.84% | 1.87% | 1.81% | 1.56% | 2.04% | -1.14% | 2.28% | -1.99% | 11.89% |
| 2023 | 4.78% | -3.25% | 3.70% | 0.88% | -1.20% | 2.44% | 2.07% | -1.25% | -3.62% | -1.25% | 5.71% | 3.48% | 12.63% |
| 2022 | -2.39% | -0.10% | 1.14% | -5.04% | 0.26% | -4.54% | 4.16% | -3.50% | -6.68% | 2.64% | 4.77% | -2.93% | -12.24% |
| 2021 | -0.98% | 0.49% | 0.72% | 3.74% | 1.55% | 1.11% | 2.17% | 0.89% | -2.35% | 3.63% | -0.79% | 2.51% | 13.24% |
Benchmark Metrics
#1 Portfolio US has an annualized alpha of 3.29%, beta of 0.38, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.32%) than losses (45.10%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.29% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.38 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
- 3.29%
- Beta
- 0.38
- R²
- 0.71
- Upside Capture
- 48.32%
- Downside Capture
- 45.10%
Expense Ratio
#1 Portfolio US has an expense ratio of 0.19%, 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
1 Portfolio US ranks **83** for risk / return — in the top 83% 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 | 1.82 | 0.88 | +0.94 |
Sortino ratioReturn per unit of downside risk | 2.59 | 1.37 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 2.48 | 1.39 | +1.09 |
Martin ratioReturn relative to average drawdown | 12.50 | 6.43 | +6.07 |
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 | |
|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 91 | 2.11 | 3.37 | 1.42 | 3.21 | 12.06 |
IEF iShares 7-10 Year Treasury Bond ETF | 32 | 0.72 | 1.06 | 1.12 | 1.16 | 2.87 |
TLT iShares 20+ Year Treasury Bond ETF | 10 | -0.07 | -0.01 | 1.00 | -0.09 | -0.19 |
GLD SPDR Gold Shares | 80 | 1.77 | 2.19 | 1.32 | 2.57 | 9.28 |
DBC Invesco DB Commodity Index Tracking Fund | 81 | 1.80 | 2.41 | 1.32 | 3.16 | 8.12 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
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Dividends
Dividend yield
#1 Portfolio US provided a 2.34% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.34% | 2.36% | 2.51% | 2.24% | 1.54% | 0.96% | 1.16% | 1.78% | 1.87% | 1.48% | 1.58% | 1.62% |
| Portfolio components: | ||||||||||||
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.93% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.84% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
TLT iShares 20+ Year Treasury Bond ETF | 4.51% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBC Invesco DB Commodity Index Tracking Fund | 2.54% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
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 #1 Portfolio US. 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 #1 Portfolio US was 16.43%, occurring on Oct 20, 2022. Recovery took 336 trading sessions.
The current #1 Portfolio US drawdown is 2.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.43% | Dec 28, 2021 | 206 | Oct 20, 2022 | 336 | Feb 23, 2024 | 542 |
| -14.73% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -8.09% | Oct 3, 2018 | 57 | Dec 24, 2018 | 36 | Feb 15, 2019 | 93 |
| -8.06% | Apr 17, 2015 | 192 | Jan 20, 2016 | 62 | Apr 19, 2016 | 254 |
| -8.02% | Feb 20, 2025 | 34 | Apr 8, 2025 | 37 | Jun 2, 2025 | 71 |
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 6 assets, with an effective number of assets of 4.17, 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 | GLD | DBC | BSV | TLT | VOO | IEF | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.04 | 0.31 | -0.09 | -0.23 | 1.00 | -0.22 | 0.80 |
| GLD | 0.04 | 1.00 | 0.30 | 0.34 | 0.23 | 0.04 | 0.29 | 0.43 |
| DBC | 0.31 | 0.30 | 1.00 | -0.08 | -0.19 | 0.31 | -0.17 | 0.50 |
| BSV | -0.09 | 0.34 | -0.08 | 1.00 | 0.65 | -0.09 | 0.81 | 0.26 |
| TLT | -0.23 | 0.23 | -0.19 | 0.65 | 1.00 | -0.23 | 0.92 | 0.16 |
| VOO | 1.00 | 0.04 | 0.31 | -0.09 | -0.23 | 1.00 | -0.22 | 0.80 |
| IEF | -0.22 | 0.29 | -0.17 | 0.81 | 0.92 | -0.22 | 1.00 | 0.19 |
| Portfolio | 0.80 | 0.43 | 0.50 | 0.26 | 0.16 | 0.80 | 0.19 | 1.00 |