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Starter Pack
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Starter Pack, 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 13, 2026, the Starter Pack returned 12.36% Year-To-Date and 12.15% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.65%1.97%10.35%10.82%26.39%19.66%12.33%13.81%
Portfolio
Starter Pack
1.24%1.95%12.36%12.56%28.09%18.06%10.76%12.15%
ACWI
iShares MSCI ACWI ETF
1.66%3.24%12.42%13.16%28.96%20.01%11.38%13.13%
BND
Vanguard Total Bond Market ETF
0.08%1.11%0.60%0.87%4.86%4.03%0.16%1.57%
GDX
VanEck Gold Miners ETF
6.55%-2.38%-0.58%1.22%57.71%41.18%19.97%13.81%
HDV
iShares Core High Dividend ETF
-1.03%1.04%14.11%13.57%20.60%14.34%10.83%9.36%
IWM
iShares Russell 2000 ETF
0.82%6.39%20.19%17.83%42.91%17.97%6.41%11.40%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
-1.00%-9.24%27.47%29.29%29.58%10.66%11.09%7.87%
QQQ
Invesco QQQ ETF
3.14%4.95%21.26%22.17%41.87%27.20%17.59%22.31%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
-1.12%4.38%8.51%7.65%12.70%11.55%6.57%7.41%
SPY
State Street SPDR S&P 500 ETF
1.76%2.12%10.99%11.52%27.89%21.15%13.87%15.65%
TLT
iShares 20+ Year Treasury Bond ETF
-0.06%2.87%0.21%0.32%3.82%-1.84%-6.36%-1.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 7, 2014, Starter Pack's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.5%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Starter Pack closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -8.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.39%2.68%-4.08%7.07%3.08%-0.02%12.36%
20252.97%0.05%-1.94%-1.17%3.70%3.86%1.25%3.77%4.14%0.80%1.69%-0.17%20.41%
2024-0.63%2.34%3.85%-3.12%4.07%1.48%3.41%1.60%1.85%-1.08%3.80%-3.65%14.40%
20236.45%-3.61%3.21%0.78%-1.31%4.46%3.37%-2.36%-4.40%-2.32%7.77%4.78%17.10%
2022-4.12%-0.11%3.61%-6.60%-0.19%-7.17%5.98%-3.85%-8.06%5.56%5.78%-4.36%-14.08%
2021-0.05%1.77%2.80%4.30%1.84%0.90%1.52%1.15%-3.53%5.21%-1.40%3.67%19.39%

Benchmark Metrics

Starter Pack has an annualized alpha of 2.40%, beta of 0.70, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since November 07, 2014.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.35%) than losses (75.47%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.40%
Beta
0.70
0.88
Upside Capture
77.35%
Downside Capture
75.47%

Expense Ratio

Starter Pack 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

Starter Pack ranks 81 for risk / return — in the top 81% 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.


Starter Pack Risk / Return Rank: 8181
Overall Rank
Starter Pack Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
Starter Pack Sortino Ratio Rank: 8080
Sortino Ratio Rank
Starter Pack Omega Ratio Rank: 8181
Omega Ratio Rank
Starter Pack Calmar Ratio Rank: 8080
Calmar Ratio Rank
Starter Pack Martin Ratio Rank: 8484
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 Starter Pack 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

2.71

2.14

+0.57

Sortino ratioReturn per unit of downside risk

3.63

2.89

+0.74

Omega ratioGain probability vs. loss probability

1.50

1.39

+0.11

Calmar ratioReturn relative to maximum drawdown

4.42

2.91

+1.51

Martin ratioReturn relative to average drawdown

18.47

13.08

+5.39


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

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 Starter Pack Sharpe ratio is 2.71 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.56 to 2.44, 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 Starter Pack 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

Starter Pack provided a 2.03% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.03%2.09%2.14%2.23%3.04%5.36%1.63%1.87%2.09%2.04%2.36%1.88%
ACWI
iShares MSCI ACWI ETF
2.03%1.55%1.70%1.88%1.79%1.71%1.43%2.33%2.18%1.94%2.19%2.56%
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
GDX
VanEck Gold Miners ETF
0.74%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
HDV
iShares Core High Dividend ETF
3.56%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%
IWM
iShares Russell 2000 ETF
1.10%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
3.01%3.84%4.42%4.21%13.05%50.83%0.01%1.40%1.00%3.83%6.51%0.00%
QQQ
Invesco QQQ ETF
0.38%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SPHD
Invesco S&P 500® High Dividend Low Volatility ETF
4.45%4.02%3.41%4.48%3.89%3.45%4.89%4.07%4.40%3.14%3.83%3.49%
SPY
State Street SPDR S&P 500 ETF
0.98%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%
TLT
iShares 20+ Year Treasury Bond ETF
4.57%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%

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 Starter Pack. 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 Starter Pack was 26.99%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.

The current Starter Pack drawdown is 1.55%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-26.99%Mar 2020
1mo 2d4mo
5mo 2dFeb 2020 - Jul 2020
Bear market2022
-20.22%Oct 2022
6mo 18d1y 2mo
1y 8moMar 2022 - Dec 2023
Rate-hike selloffLate 2018
-13.12%Dec 2018
3mo 26d2mo 19d
6mo 15dAug 2018 - Mar 2019
2025 selloff2025
-13.05%Apr 2025
1mo 16d2mo 2d
3mo 18dFeb 2025 - Jun 2025
2016 correction2016
-12.74%Jan 2016
8mo 26d2mo 23d
11mo 19dApr 2015 - Apr 2016

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 13 assets, with an effective number of assets of 7.67, 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

1.46

1.38

1.35

1.35

1.36

The portfolio has a diversification ratio of 1.36, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Starter Pack correlation to the S&P 500 Index

Starter Pack has a 0.88 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

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2014

0.91


Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while TLT has the lowest at -0.13.

TLT
-0.13
BND
0.01
VTIP
0.08
GDX
0.18
PDBC
0.25
VNQ
0.58
SPHD
0.65
HDV
0.69
IWM
0.82
QQQ
0.91
VIG
0.91
ACWI
0.96
SPY
1.00

Portfolio Correlations

Correlation vs. Starter Pack. ACWI has the highest portfolio correlation at 0.92, while TLT has the lowest at 0.02.

TLT
0.02
BND
0.16
VTIP
0.23
PDBC
0.39
GDX
0.45
VNQ
0.66
SPHD
0.71
HDV
0.71
QQQ
0.81
IWM
0.84
VIG
0.86
SPY
0.91
ACWI
0.92

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Nov 7, 2014
Diversification Analysis

Find what Starter Pack is missing

See which holdings overlap, where Starter Pack is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification