Asset Allocation
Find the right asset allocation for complete 2/28/26
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in complete 2/28/26, 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
| 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 complete 2/28/26 | 0.08% | -3.46% | 4.15% | 9.35% | 27.55% | 19.80% | 11.75% | — |
| Portfolio components: | ||||||||
BDMIX BlackRock Global Long/Short Equity Fund Class I | -1.21% | 3.62% | 11.87% | 14.41% | 21.04% | 21.66% | 12.77% | 8.32% |
BRK-B Berkshire Hathaway Inc. | -0.23% | 2.32% | -3.11% | -2.06% | -1.32% | 13.25% | 11.03% | 13.14% |
DFIVX DFA International Value Portfolio | -2.30% | -0.98% | 10.28% | 13.96% | 33.30% | 23.24% | 13.59% | 11.32% |
FCNTX Fidelity Contrafund | -2.98% | 0.19% | 6.03% | 6.20% | 19.84% | 26.22% | 14.50% | 17.20% |
FDIVX Fidelity Diversified International Fund | -3.73% | -1.89% | 7.71% | 9.86% | 17.46% | 15.46% | 6.71% | 8.80% |
FPI Farmland Partners Inc. | -1.94% | -4.25% | 6.04% | 4.86% | -8.23% | 0.51% | -0.45% | 3.54% |
FSZ First Trust Switzerland AlphaDEX Fund | -0.15% | -2.23% | 1.30% | 5.47% | 7.85% | 12.49% | 5.64% | 9.55% |
FXF Invesco CurrencyShares® Swiss Franc Trust | -0.26% | -2.70% | -0.97% | 0.83% | 2.42% | 3.92% | 1.79% | 1.04% |
GLD SPDR Gold Shares | 0.26% | -8.41% | 0.24% | 3.07% | 30.18% | 29.71% | 17.55% | 12.56% |
IDMO Invesco S&P International Developed Momentum ETF | 0.67% | -3.78% | 5.33% | 8.93% | 19.27% | 24.47% | 15.15% | 12.02% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, complete 2/28/26's average daily return is +0.05%, while the average monthly return is +0.95%. At this rate, an investment would double in approximately 6.1 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2022 with a return of +6.6%, while the worst month was Mar 2026 at -6.8%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, complete 2/28/26 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Jan 30, 2026 at -6.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.92% | 5.35% | -6.83% | 1.80% | 1.02% | -2.57% | 4.15% | ||||||
| 2025 | 3.81% | 1.02% | 2.61% | 0.65% | 2.04% | 2.31% | 0.34% | 3.72% | 5.20% | 1.28% | 4.15% | 5.29% | 37.48% |
| 2024 | -0.22% | 1.74% | 4.31% | -0.23% | 4.17% | -0.58% | 2.37% | 1.40% | 2.20% | 0.57% | 0.09% | -2.47% | 13.95% |
| 2023 | 3.04% | -3.49% | 3.55% | 1.68% | -2.20% | 1.58% | 2.77% | -1.24% | -2.96% | 0.64% | 5.01% | 1.38% | 9.78% |
| 2022 | -1.44% | 1.37% | 1.19% | -3.24% | -0.76% | -4.19% | 1.83% | -3.56% | -3.04% | 2.68% | 6.57% | 0.52% | -2.59% |
| 2021 | 0.51% | -2.25% | 0.76% | 0.01% | -2.78% | 2.85% | -1.60% | 2.98% | 0.31% |
Benchmark Metrics
complete 2/28/26 has an annualized alpha of 7.22%, beta of 0.37, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (48.58%) than losses (30.19%) - typical of diversified or defensive assets.
- Beta of 0.37 may look defensive, but with R2 of 0.36 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.36 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 7.22%
- Beta
- 0.37
- R²
- 0.36
- Upside Capture
- 48.58%
- Downside Capture
- 30.19%
Expense Ratio
complete 2/28/26 has an expense ratio of 0.48%, placing it in the medium range. 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
complete 2/28/26 ranks 32 for risk / return — below 32% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for complete 2/28/26 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.85 | 1.94 | -0.08 |
| Sortino ratioReturn per unit of downside risk | 2.23 | 2.63 | -0.40 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.35 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.38 | 2.59 | -0.21 |
| Martin ratioReturn relative to average drawdown | 6.66 | 11.84 | -5.19 |
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 |
|---|---|---|---|---|---|---|
BDMIX BlackRock Global Long/Short Equity Fund Class I | 91 | 3.05 | 4.48 | 1.58 | 6.00 | 16.98 |
BRK-B Berkshire Hathaway Inc. | 35 | -0.09 | -0.03 | 1.00 | -0.14 | -0.30 |
DFIVX DFA International Value Portfolio | 72 | 2.42 | 3.24 | 1.43 | 3.54 | 13.92 |
FCNTX Fidelity Contrafund | 30 | 1.49 | 2.06 | 1.27 | 1.89 | 8.00 |
FDIVX Fidelity Diversified International Fund | 18 | 1.04 | 1.54 | 1.19 | 1.45 | 5.65 |
FPI Farmland Partners Inc. | 26 | -0.36 | -0.34 | 0.96 | -0.38 | -0.72 |
FSZ First Trust Switzerland AlphaDEX Fund | 19 | 0.55 | 0.89 | 1.10 | 0.76 | 1.88 |
FXF Invesco CurrencyShares® Swiss Franc Trust | 14 | 0.33 | 0.55 | 1.06 | 0.50 | 1.10 |
GLD SPDR Gold Shares | 33 | 1.13 | 1.51 | 1.23 | 1.51 | 3.78 |
IDMO Invesco S&P International Developed Momentum ETF | 36 | 1.12 | 1.67 | 1.21 | 1.57 | 6.49 |
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Dividends
Dividend yield
complete 2/28/26 provided a 2.78% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.78% | 2.97% | 2.65% | 2.30% | 2.07% | 2.17% | 1.22% | 2.28% | 2.48% | 1.54% | 1.19% | 1.33% |
| Portfolio components: | ||||||||||||
BDMIX BlackRock Global Long/Short Equity Fund Class I | 7.99% | 8.94% | 13.26% | 7.42% | 0.00% | 1.23% | 0.30% | 6.78% | 0.94% | 0.00% | 0.00% | 1.86% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio | 3.82% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
FCNTX Fidelity Contrafund | 4.40% | 5.21% | 4.19% | 3.78% | 11.87% | 10.80% | 8.01% | 4.16% | 7.46% | 6.08% | 3.81% | 5.33% |
FDIVX Fidelity Diversified International Fund | 9.92% | 10.69% | 3.93% | 4.29% | 1.34% | 10.59% | 0.97% | 1.32% | 7.32% | 4.22% | 1.36% | 0.46% |
FPI Farmland Partners Inc. | 4.64% | 4.54% | 11.31% | 3.61% | 1.85% | 1.67% | 2.30% | 2.95% | 7.82% | 5.88% | 4.57% | 4.54% |
FSZ First Trust Switzerland AlphaDEX Fund | 2.41% | 1.80% | 1.80% | 2.11% | 3.50% | 1.62% | 1.53% | 2.01% | 2.29% | 1.49% | 1.93% | 1.08% |
FXF Invesco CurrencyShares® Swiss Franc Trust | 0.00% | 0.00% | 0.03% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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% |
IDMO Invesco S&P International Developed Momentum ETF | 3.61% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
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 complete 2/28/26. 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 complete 2/28/26 was 13.61%, occurring on Sep 27, 2022. Recovery took 135 trading sessions.
The current complete 2/28/26 drawdown is 8.46%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -13.61%Sep 2022 | 6mo 3d | 6mo 17d | 1y 15dMar 2022 - Apr 2023 |
2026 correction2026 | -11.64%Mar 2026 | 1mo 25d | — | 4mo 10dJan 2026 - now |
2025 selloff2025 | -6.33%Apr 2025 | 5d | 16d | 21dApr 2025 - Apr 2025 |
2023 pullback2023 | -5.96%Oct 2023 | 2mo 8d | 1mo 22d | 4moJul 2023 - Nov 2023 |
2021 pullback2021 | -4.68%Sep 2021 | 3mo 28d | 1mo 13d | 5mo 11dJun 2021 - Nov 2021 |
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 24 assets, with an effective number of assets of 10.26, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.33 | 1.44 | 1.46 | 1.46 |
The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
complete 2/28/26 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.58 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while VMNFX has the lowest at -0.01.
Portfolio Correlations
Correlation vs. complete 2/28/26. SLV has the highest portfolio correlation at 0.83, while VMNFX has the lowest at -0.03.
Asset Correlations Table
Find what complete 2/28/26 is missing
See which holdings overlap, where complete 2/28/26 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification