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#1 Portfolio US
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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.


1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.69%1.93%-2.43%0.57%2.71%
20252.25%0.90%-0.99%-0.47%2.04%3.24%0.90%1.66%3.28%1.79%0.99%-0.10%16.53%
20240.45%1.30%2.91%-2.47%2.84%1.87%1.81%1.56%2.04%-1.14%2.28%-1.99%11.89%
20234.78%-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
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.


#1 Portfolio US Risk / Return Rank: 8383
Overall Rank
#1 Portfolio US Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
#1 Portfolio US Sortino Ratio Rank: 8787
Sortino Ratio Rank
#1 Portfolio US Omega Ratio Rank: 9090
Omega Ratio Rank
#1 Portfolio US Calmar Ratio Rank: 7272
Calmar Ratio Rank
#1 Portfolio US Martin Ratio Rank: 8383
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.82

0.88

+0.94

Sortino ratio

Return per unit of downside risk

2.59

1.37

+1.22

Omega ratio

Gain probability vs. loss probability

1.40

1.21

+0.19

Calmar ratio

Return relative to maximum drawdown

2.48

1.39

+1.09

Martin ratio

Return relative to average drawdown

12.50

6.43

+6.07


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
912.113.371.423.2112.06
IEF
iShares 7-10 Year Treasury Bond ETF
320.721.061.121.162.87
TLT
iShares 20+ Year Treasury Bond ETF
10-0.07-0.011.00-0.09-0.19
GLD
SPDR Gold Shares
801.772.191.322.579.28
DBC
Invesco DB Commodity Index Tracking Fund
811.802.411.323.168.12
VOO
Vanguard S&P 500 ETF
540.981.491.231.537.13

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 Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.82
  • 5-Year: 0.93
  • 10-Year: 1.07
  • All Time: 1.05

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 1.01 to 1.70, 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 2.34% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.34%2.36%2.51%2.24%1.54%0.96%1.16%1.78%1.87%1.48%1.58%1.62%
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, 2021206Oct 20, 2022336Feb 23, 2024542
-14.73%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-8.09%Oct 3, 201857Dec 24, 201836Feb 15, 201993
-8.06%Apr 17, 2015192Jan 20, 201662Apr 19, 2016254
-8.02%Feb 20, 202534Apr 8, 202537Jun 2, 202571

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

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

BenchmarkGLDDBCBSVTLTVOOIEFPortfolio
Benchmark1.000.040.31-0.09-0.231.00-0.220.80
GLD0.041.000.300.340.230.040.290.43
DBC0.310.301.00-0.08-0.190.31-0.170.50
BSV-0.090.34-0.081.000.65-0.090.810.26
TLT-0.230.23-0.190.651.00-0.230.920.16
VOO1.000.040.31-0.09-0.231.00-0.220.80
IEF-0.220.29-0.170.810.92-0.221.000.19
Portfolio0.800.430.500.260.160.800.191.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010