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Frank Armstrong’s Ideal Index Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Benchmark: S&P 500 Index · Rebalance: Every 3 months

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Frank Armstrong’s Ideal Index Portfolio, 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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Benchmark

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Returns By Period

As of Aug 4, 2026, the Frank Armstrong’s Ideal Index Portfolio returned 11.58% Year-To-Date and 8.06% of annualized return in the last 10 years.


Position1D1M6MYTD1Y3Y*5Y*10Y*ALL TIME*
Benchmark
S&P 500 Index
1.48%1.57%8.95%11.03%21.84%19.28%11.54%13.29%8.11%
Portfolio
Frank Armstrong’s Ideal Index Portfolio
0.56%0.57%7.51%11.58%20.75%13.15%7.00%8.06%6.27%
IJS
iShares S&P SmallCap 600 Value ETF
1.63%2.02%13.63%22.21%41.71%13.61%8.71%10.13%10.00%
IJT
iShares S&P SmallCap 600 Growth ETF
1.80%-0.05%17.88%24.93%34.82%15.10%7.04%11.03%9.64%
SHY
iShares 1-3 Year Treasury Bond ETF
0.03%0.10%0.63%0.78%2.55%4.10%1.78%1.66%1.95%
VEU
Vanguard FTSE All-World ex-US ETF
0.45%0.29%7.13%13.83%28.98%18.48%9.01%9.63%5.48%
VNQ
Vanguard Real Estate ETF
0.12%1.07%12.41%14.15%15.73%10.35%2.55%5.01%7.73%
VTV
Vanguard Value ETF
0.48%0.83%10.86%16.93%28.55%17.83%12.43%12.46%9.69%
VV
Vanguard Large-Cap ETF
1.54%1.73%9.64%11.47%22.84%21.03%12.67%15.17%11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 8, 2007, Frank Armstrong’s Ideal Index Portfolio's average daily return is +0.03%, while the average monthly return is +0.56%. At this rate, an investment would double in approximately 10.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2009 with a return of +11.1%, while the worst month was Oct 2008 at -15.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Frank Armstrong’s Ideal Index Portfolio closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -7.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.41%2.86%-4.61%5.92%1.95%1.54%-0.26%0.56%11.58%
20252.30%0.28%-1.43%-0.20%2.89%2.76%0.02%3.42%1.76%0.47%1.10%0.79%14.99%
2024-1.29%2.13%2.49%-3.06%3.12%0.01%4.02%1.64%1.70%-2.42%2.94%-3.44%7.73%
20235.98%-2.78%0.49%0.53%-2.16%3.94%2.84%-2.55%-3.18%-2.46%6.28%5.39%12.18%
2022-3.15%-1.41%0.46%-4.67%0.81%-5.65%4.43%-3.30%-7.24%4.81%6.31%-2.85%-11.79%
20210.97%2.86%2.48%2.37%1.73%0.11%-0.22%1.32%-2.56%2.78%-2.26%3.46%13.61%

Benchmark Metrics

Frank Armstrong’s Ideal Index Portfolio has an annualized alpha of -0.21%, beta of 0.68, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since March 08, 2007.

  • This portfolio participated in 74.83% of S&P 500 Index downside but only 65.62% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.68 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
-0.21%
Beta
0.68
0.89
Upside Capture
65.62%
Downside Capture
74.83%

Expense Ratio

Frank Armstrong’s Ideal Index Portfolio has an expense ratio of 0.11%, 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

Frank Armstrong’s Ideal Index Portfolio ranks 80 for risk / return — above 80% of Portfolios peers on PortfoliosLab. Its historical combined result is above most peers.


Frank Armstrong’s Ideal Index Portfolio Risk / Return Rank: 8080
Overall Rank
Frank Armstrong’s Ideal Index Portfolio Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
Frank Armstrong’s Ideal Index Portfolio Sortino Ratio Rank: 8484
Sortino Ratio Rank
Frank Armstrong’s Ideal Index Portfolio Omega Ratio Rank: 8383
Omega Ratio Rank
Frank Armstrong’s Ideal Index Portfolio Calmar Ratio Rank: 7474
Calmar Ratio Rank
Frank Armstrong’s Ideal Index Portfolio Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for Frank Armstrong’s Ideal Index Portfolio 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

2.16

1.71

+0.45

Sortino ratioReturn per unit of downside risk

3.10

2.36

+0.74

Omega ratioGain probability vs. loss probability

1.40

1.31

+0.09

Calmar ratioReturn relative to maximum drawdown

3.15

2.41

+0.74

Martin ratioReturn relative to average drawdown

12.77

10.22

+2.55


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IJS
iShares S&P SmallCap 600 Value ETF
91
2.373.391.414.5115.48
IJT
iShares S&P SmallCap 600 Growth ETF
84
1.962.901.343.8513.03
SHY
iShares 1-3 Year Treasury Bond ETF
83
1.992.961.382.8811.26
VEU
Vanguard FTSE All-World ex-US ETF
73
1.722.381.322.559.31
VNQ
Vanguard Real Estate ETF
47
1.151.661.201.896.13
VTV
Vanguard Value ETF
94
2.793.981.514.5217.46
VV
Vanguard Large-Cap ETF
75
1.772.451.322.4910.49

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 Frank Armstrong’s Ideal Index Portfolio Sharpe ratio is 2.16 as of Aug 4, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.35 to 2.19, 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 Frank Armstrong’s Ideal Index Portfolio 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

Frank Armstrong’s Ideal Index Portfolio provided a 2.56% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.56%2.88%3.01%2.75%2.21%1.69%1.68%2.42%2.51%1.96%2.04%1.97%
IJS
iShares S&P SmallCap 600 Value ETF
1.30%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%
IJT
iShares S&P SmallCap 600 Growth ETF
0.69%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%
SHY
iShares 1-3 Year Treasury Bond ETF
3.64%3.81%3.92%2.99%1.30%0.26%0.94%2.12%1.72%0.98%0.71%0.54%
VEU
Vanguard FTSE All-World ex-US ETF
2.54%3.09%3.24%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%
VNQ
Vanguard Real Estate ETF
3.51%3.92%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%
VTV
Vanguard Value ETF
1.85%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
VV
Vanguard Large-Cap ETF
1.01%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

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 Frank Armstrong’s Ideal Index Portfolio. 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 Frank Armstrong’s Ideal Index Portfolio was 44.57%, occurring on Mar 9, 2009. Recovery took 480 trading sessions.


Drawdown

Fall

Recovery

Underwater

Related event

-44.57%Mar 2009
1y 4mo1y 10mo
3y 3moNov 2007 - Feb 2011
Financial crisis2007–2009
-25.37%Mar 2020
2mo 2d7mo 21d
9mo 23dJan 2020 - Nov 2020
COVID crash2020
-19.24%Oct 2022
11mo 7d1y 4mo
2y 3moNov 2021 - Mar 2024
Bear market2022
-17.54%Oct 2011
5mo 4d11mo 16d
1y 4moMay 2011 - Sep 2012
-13.19%Feb 2016
9mo 18d5mo 19d
1y 3moApr 2015 - Jul 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

AI Analysis


The gist

The portfolio is a 70% equity allocation spread across regions, sizes, styles, and REITs, paired with 30% short-term government bonds. It is diversified by label more than by behavior: the equity sleeve largely moves as one thing.

The numbers

  • Diversification ratio is 1.18 over 1Y and 1.13 since inception, only the 29.8th and 26.6th percentiles on the platform.
  • Effective asset count is 4.6 of 7, reflecting meaningful overlap rather than severe concentration.
  • Equity correlations average 0.51, while short-term bonds are negatively correlated with every other holding, down to -0.20 with Large Cap Value.

The good

  • SHY, the iShares 1–3 Year Treasury Bond ETF, is a genuine diversifier; its portfolio correlation is -0.12.
  • The equity sleeve has broad regional and capitalization exposure, including Vanguard FTSE All-World ex-US ETF (VEU) and Vanguard Real Estate ETF (VNQ).

The bad

  • iShares Core S&P Small-Cap ETF (IJT) and iShares S&P Small-Cap 600 Value ETF (IJS) correlate at 0.95.
  • Vanguard Value ETF (VTV) and Vanguard Large-Cap ETF (VV) correlate at 0.90. Several sleeves are different names for similar equity risk.

The ugly

  • A broad equity selloff would likely synchronize VEU, VNQ, IJT, IJS, VTV, and VV, leaving SHY as the portfolio’s main counterweight.

Next steps

  • Portfolios with this profile are typically complemented by assets whose drivers sit outside the equity cycle.
AI-generated analysis. Not investment advice. Verify key facts independently.
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Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 4.60, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest.


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

1.18

1.17

1.16

1.14

1.13

The portfolio has a diversification ratio of 1.13, placing it in the bottom quartile across portfolios. The holdings provided limited volatility reduction when combined.

Frank Armstrong’s Ideal Index Portfolio correlation to the S&P 500 Index

Frank Armstrong’s Ideal Index Portfolio has a 0.83 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)
Focuses on recent behavior, but can change the most.

0.83

Correlation (3Y)
Balances recent behavior with more history.

0.82

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.86

Correlation (10Y)
Provides a long-term view across more market conditions.

0.88

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2007

0.92


Benchmark Correlations

Correlation vs. S&P 500 Index. VV has the highest benchmark correlation at 1.00, while SHY has the lowest at -0.19.

SHY
-0.19
VNQ
0.65
IJS
0.81
VEU
0.83
IJT
0.85
VTV
0.91
VV
1.00

Portfolio Correlations

Correlation vs. Frank Armstrong’s Ideal Index Portfolio. VEU has the highest portfolio correlation at 0.93, while SHY has the lowest at -0.12.

SHY
-0.12
VNQ
0.74
IJS
0.89
IJT
0.90
VTV
0.91
VV
0.92
VEU
0.93

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

Based on daily historical returns since Mar 8, 2007
Diversification Analysis

Find what Frank Armstrong’s Ideal Index Portfolio is missing

See which holdings overlap, where Frank Armstrong’s Ideal Index Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification