#1 Portfolio US

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	40%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	20%
BSV Vanguard Short-Term Bond Index Fund ETF Shares	Short-Term Bond	10%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	10%
GLD SPDR Gold Shares	Gold, Precious Metals	10%
DBC Invesco DB Commodity Index Tracking Fund	Commodities	10%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 9, 2026, the #1 Portfolio US returned 6.86% Year-To-Date and 8.91% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio #1 Portfolio US	0.14%	-1.35%	6.86%	7.29%	19.05%	13.98%	7.94%	8.91%
Portfolio components:
BSV Vanguard Short-Term Bond Index Fund ETF Shares	-0.01%	-0.38%	0.10%	0.53%	3.66%	4.42%	1.57%	1.91%
DBC Invesco DB Commodity Index Tracking Fund	0.82%	-2.74%	31.80%	32.21%	40.70%	14.11%	12.01%	8.54%
GLD SPDR Gold Shares	0.26%	-8.41%	0.24%	3.07%	30.18%	29.71%	17.55%	12.56%
IEF iShares 7-10 Year Treasury Bond ETF	-0.11%	-1.19%	-1.16%	-0.96%	3.91%	2.43%	-1.34%	0.53%
TLT iShares 20+ Year Treasury Bond ETF	-0.52%	-1.31%	-1.08%	-1.51%	3.67%	-2.05%	-6.70%	-1.85%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2010, #1 Portfolio US's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an 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%	4.75%	1.65%	-1.73%							6.86%
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 3.12%, beta of 0.38, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since September 09, 2010.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (47.44%) than losses (45.46%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.12% 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: 3.12%

Beta: 0.38

R²: 0.71

Upside Capture: 47.44%

Downside Capture: 45.46%

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.

DBC

Invesco DB Commodity Index Tracking Fund

GLD

SPDR Gold Shares

IEF

iShares 7-10 Year Treasury Bond ETF

TLT

iShares 20+ Year Treasury Bond ETF

BSV

Vanguard Short-Term Bond Index Fund ETF Shares

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

#1 Portfolio US ranks 86 for risk / return — in the top 86% 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.

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 #1 Portfolio US and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.72	1.94	+0.79
Sortino ratioReturn per unit of downside risk	3.66	2.63	+1.03
Omega ratioGain probability vs. loss probability	1.54	1.35	+0.19
Calmar ratioReturn relative to maximum drawdown	4.48	2.59	+1.89
Martin ratioReturn relative to average drawdown	19.20	11.84	+7.36
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BSV Vanguard Short-Term Bond Index Fund ETF Shares	70	2.06	3.30	1.39	2.85	9.83
DBC Invesco DB Commodity Index Tracking Fund	75	2.17	2.81	1.38	5.27	12.03
GLD SPDR Gold Shares	33	1.13	1.51	1.23	1.51	3.78
IEF iShares 7-10 Year Treasury Bond ETF	24	0.84	1.26	1.14	0.96	2.79
TLT iShares 20+ Year Treasury Bond ETF	15	0.38	0.62	1.07	0.49	1.19
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

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.

#1 Portfolio US Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.72
5-Year: 0.90
10-Year: 1.06
All Time: 1.07

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 1.59 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of #1 Portfolio US 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

#1 Portfolio US provided a 2.32% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.32%	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	4.00%	3.83%	3.38%	2.46%	1.50%	1.45%	1.79%	2.29%	1.99%	1.65%	1.48%	1.40%
DBC Invesco DB Commodity Index Tracking Fund	2.53%	3.33%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%	0.00%	0.00%	0.00%
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%
IEF iShares 7-10 Year Treasury Bond ETF	3.92%	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	4.63%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
VOO Vanguard S&P 500 ETF	1.05%	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 1.99%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-16.43%Oct 2022	9mo 26d	1y 4mo	2y 1moDec 2021 - Feb 2024
COVID crash2020	-14.73%Mar 2020	27d	2mo 19d	3mo 16dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018	-8.09%Dec 2018	2mo 22d	1mo 23d	4mo 15dOct 2018 - Feb 2019
2016 pullback2016	-8.06%Jan 2016	9mo 8d	3mo	1y 3dApr 2015 - Apr 2016
2025 selloff2025	-8.02%Apr 2025	1mo 17d	1mo 25d	3mo 12dFeb 2025 - Jun 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 6 assets, with an effective number of assets of 4.17, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.66	1.57	1.56	1.59	1.66

The portfolio has a diversification ratio of 1.66, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

#1 Portfolio US correlation to the S&P 500 Index

#1 Portfolio US has a 0.78 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Sep 9, 2010	0.80

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while TLT has the lowest at -0.23.

-0.23

-0.21

-0.08

0.05

0.31

1.00

Portfolio Correlations

Correlation vs. #1 Portfolio US. VOO has the highest portfolio correlation at 0.80, while TLT has the lowest at 0.17.

0.17

0.20

0.27

0.43

0.49

0.80

Asset Correlations Table

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

	GLD	DBC	BSV	TLT	VOO	IEF
GLD	1.00	0.29	0.35	0.23	0.05	0.30
DBC	0.29	1.00	-0.08	-0.19	0.31	-0.17
BSV	0.35	-0.08	1.00	0.66	-0.08	0.81
TLT	0.23	-0.19	0.66	1.00	-0.22	0.92
VOO	0.05	0.31	-0.08	-0.22	1.00	-0.21
IEF	0.30	-0.17	0.81	0.92	-0.21	1.00

The correlation results are calculated based on daily price changes starting from Sep 9, 2010

Diversification Analysis

Find what #1 Portfolio US is missing

See which holdings overlap, where #1 Portfolio US is concentrated, and which low-correlation assets could fill the gaps.

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