Asset Allocation
Find the right asset allocation for ETORO AlessioBava
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 ETORO AlessioBava, 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 | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio ETORO AlessioBava | 0.11% | -4.03% | 1.95% | 2.60% | 18.65% | 34.46% | — | — |
| Portfolio components: | ||||||||
0700.HK Tencent Holdings Ltd | 1.42% | 1.88% | -22.23% | -24.36% | -7.87% | 11.43% | -2.73% | 12.07% |
0728.HK China Telecom | -1.98% | -8.14% | -7.69% | -11.91% | -9.36% | 13.48% | 22.08% | 8.91% |
1810.HK Xiaomi Corp | 1.41% | -17.43% | -33.78% | -39.41% | -49.47% | 33.78% | -1.61% | — |
ADBE Adobe Inc | -6.76% | -13.92% | -41.71% | -42.76% | -47.91% | -24.76% | -17.73% | 7.72% |
AMD Advanced Micro Devices, Inc. | 4.73% | 13.76% | 138.87% | 142.70% | 340.40% | 60.16% | 44.46% | 60.93% |
AMZN Amazon.com, Inc | -1.23% | -10.73% | 3.35% | 5.46% | 12.47% | 23.49% | 7.35% | 20.83% |
ASML ASML Holding N.V. | -1.89% | 17.61% | 74.80% | 73.02% | 146.81% | 37.59% | 22.97% | 36.00% |
AVGO Broadcom Inc. | -0.91% | -13.12% | 10.62% | 6.58% | 54.87% | 67.17% | 55.09% | 40.96% |
BABA Alibaba Group Holding Limited | 0.12% | -19.32% | -22.32% | -26.87% | 0.87% | 11.06% | -10.74% | 4.42% |
BNP.PA BNP Paribas SA | 5.05% | 7.22% | 21.35% | 25.61% | 36.95% | 30.28% | 18.55% | 15.11% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 16, 2021, ETORO AlessioBava's average daily return is +0.07%, while the average monthly return is +2.07%. At this rate, an investment would double in approximately 2.8 years.
Historically, 63% of months were positive and 37% were negative. The best month was Jan 2023 with a return of +17.4%, while the worst month was Jun 2022 at -9.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, ETORO AlessioBava closed higher 53% of trading days. The best single day was Nov 10, 2022 with a return of +6.1%, while the worst single day was Sep 13, 2022 at -4.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.71% | -2.65% | -6.35% | 8.81% | 3.00% | -2.86% | 1.95% | ||||||
| 2025 | 5.65% | -1.61% | -3.62% | 1.71% | 6.65% | 3.55% | 3.75% | 3.27% | 4.88% | 2.17% | -0.53% | 0.63% | 29.34% |
| 2024 | 2.32% | 10.04% | 7.06% | -4.03% | 5.96% | 1.53% | 0.32% | 0.50% | 2.50% | -1.12% | 8.99% | -0.88% | 37.39% |
| 2023 | 17.39% | -1.85% | 7.46% | 2.43% | 1.53% | 4.76% | 3.93% | -1.92% | 0.59% | 4.02% | 11.08% | 10.51% | 76.59% |
| 2022 | -6.56% | -1.56% | 3.38% | -9.00% | -2.96% | -9.05% | 9.06% | -6.05% | -7.83% | 3.97% | 7.04% | -3.58% | -22.59% |
| 2021 | 4.53% | 12.18% | -1.65% | 10.85% | -0.88% | -0.27% | 26.38% |
Benchmark Metrics
ETORO AlessioBava has an annualized alpha of 10.88%, beta of 0.85, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since July 16, 2021.
- This portfolio captured 122.07% of S&P 500 Index gains but only 84.20% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 10.88% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.85 and R2 of 0.66, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 10.88%
- Beta
- 0.85
- R²
- 0.66
- Upside Capture
- 122.07%
- Downside Capture
- 84.20%
Expense Ratio
ETORO AlessioBava has an expense ratio of 0.03%, 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
ETORO AlessioBava ranks 15 for risk / return — in the bottom 15% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for ETORO AlessioBava 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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.26 | 1.86 | -0.60 |
| Sortino ratioReturn per unit of downside risk | 1.80 | 2.53 | -0.73 |
| Omega ratioGain probability vs. loss probability | 1.20 | 1.34 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.53 | -1.18 |
| Martin ratioReturn relative to average drawdown | 4.32 | 11.37 | -7.05 |
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 |
|---|---|---|---|---|---|---|
0700.HK Tencent Holdings Ltd | 31 | -0.27 | -0.21 | 0.98 | -0.22 | -0.47 |
0728.HK China Telecom | 24 | -0.46 | -0.56 | 0.94 | -0.42 | -0.75 |
1810.HK Xiaomi Corp | 4 | -1.43 | -2.36 | 0.74 | -0.89 | -1.51 |
ADBE Adobe Inc | 1 | -1.45 | -2.33 | 0.73 | -1.03 | -1.99 |
AMD Advanced Micro Devices, Inc. | 98 | 5.01 | 4.54 | 1.60 | 12.04 | 24.74 |
AMZN Amazon.com, Inc | 53 | 0.40 | 0.76 | 1.09 | 0.55 | 1.29 |
ASML ASML Holding N.V. | 95 | 3.27 | 3.70 | 1.45 | 7.83 | 21.08 |
AVGO Broadcom Inc. | 73 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
BABA Alibaba Group Holding Limited | 39 | -0.05 | 0.26 | 1.03 | -0.06 | -0.12 |
BNP.PA BNP Paribas SA | 73 | 1.13 | 1.67 | 1.22 | 1.67 | 4.16 |
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Dividends
Dividend yield
ETORO AlessioBava provided a 1.13% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.13% | 1.25% | 1.24% | 1.05% | 1.20% | 0.92% | 0.90% | 1.14% | 1.31% | 1.00% | 1.17% | 1.08% |
| Portfolio components: | ||||||||||||
0700.HK Tencent Holdings Ltd | 1.14% | 0.75% | 0.82% | 0.82% | 0.50% | 0.38% | 0.23% | 0.29% | 0.31% | 0.16% | 0.27% | 0.26% |
0728.HK China Telecom | 6.17% | 5.56% | 5.77% | 6.46% | 10.97% | 4.81% | 5.81% | 3.89% | 2.88% | 2.82% | 2.65% | 2.61% |
1810.HK Xiaomi Corp | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADBE Adobe 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% |
AMD Advanced Micro Devices, 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% |
AMZN Amazon.com, 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% |
ASML ASML Holding N.V. | 0.47% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
BABA Alibaba Group Holding Limited | 0.93% | 1.36% | 1.96% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNP.PA BNP Paribas SA | 5.34% | 9.13% | 7.77% | 6.23% | 6.89% | 4.38% | 0.00% | 5.72% | 7.65% | 4.34% | 3.82% | 2.87% |
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 ETORO AlessioBava. 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 ETORO AlessioBava was 33.23%, occurring on Oct 15, 2022. Recovery took 271 trading sessions.
The current ETORO AlessioBava drawdown is 4.17%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -33.23%Oct 2022 | 11mo 10d | 9mo 1d | 1y 8moNov 2021 - Jul 2023 |
2025 selloff2025 | -15.87%Apr 2025 | 1mo 16d | 1mo 5d | 2mo 21dFeb 2025 - May 2025 |
2026 correction2026 | -13.75%Mar 2026 | 2mo | 1mo 12d | 3mo 12dJan 2026 - May 2026 |
2024 correction2024 | -10.24%Aug 2024 | 19d | 1mo 22d | 2mo 11dJul 2024 - Sep 2024 |
2021 pullback2021 | -9.92%Sep 2021 | 19d | 27d | 1mo 16dSep 2021 - Oct 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 43 assets, with an effective number of assets of 25.10, 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 | All Time | |
|---|---|---|---|
Diversification Ratio | 2.21 | 2.26 | 1.99 |
The portfolio has a diversification ratio of 1.99, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
ETORO AlessioBava correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.80 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.73, while 0728.HK has the lowest at 0.00.
Portfolio Correlations
Correlation vs. ETORO AlessioBava. ETH-USD has the highest portfolio correlation at 0.69, while 0728.HK has the lowest at 0.04.
Asset Correlations Table
Find what ETORO AlessioBava is missing
See which holdings overlap, where ETORO AlessioBava is concentrated, and which low-correlation assets could fill the gaps.
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