Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
1ALV.MI Allianz SE | Financial Services | 43.30% |
DTE.DE Deutsche Telekom AG | Communication Services | 24.70% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | Large Cap Blend Equities | 18.30% |
META Meta Platforms, Inc. | Communication Services | 8.80% |
V Visa Inc. | Financial Services | 4.90% |
Find the right asset allocation for 2026-03-28-Portfolio (10K)
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Performance Chart
The chart shows the growth of an initial investment of €10,000 in 2026-03-28-Portfolio (10K), 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 | 1.43% | 2.26% | 11.81% | 12.35% | 25.92% | 17.35% | 13.09% | 13.50% |
Portfolio 2026-03-28-Portfolio (10K) | 0.28% | 0.24% | 2.63% | 4.90% | 7.64% | 21.84% | 15.64% | — |
| Portfolio components: | ||||||||
1ALV.MI Allianz SE | 0.16% | -1.18% | -1.29% | 1.72% | 13.34% | 26.48% | 16.64% | 15.35% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 1.10% | 4.88% | 12.70% | 13.73% | 22.22% | 12.88% | 10.57% | — |
DTE.DE Deutsche Telekom AG | -1.66% | 0.61% | 3.95% | 8.01% | -6.43% | 16.42% | 12.99% | 10.94% |
META Meta Platforms, Inc. | 4.54% | -3.01% | -8.75% | -6.92% | -13.06% | 26.20% | 13.34% | 17.81% |
V Visa Inc. | 0.22% | -0.30% | -6.07% | -4.97% | -7.84% | 10.94% | 8.66% | 15.94% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 27, 2019, 2026-03-28-Portfolio (10K)'s average daily return is +0.06%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +19.9%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2026-03-28-Portfolio (10K) closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.9%, while the worst single day was Mar 12, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -1.35% | 6.00% | -6.33% | 3.30% | 3.65% | -2.14% | 2.63% | ||||||
| 2025 | 9.03% | 3.72% | -0.69% | -1.41% | 4.18% | -1.56% | 1.87% | 0.73% | -1.79% | -3.18% | 3.28% | 2.79% | 17.60% |
| 2024 | 4.48% | 3.23% | 5.02% | -3.70% | 4.04% | 1.42% | 0.62% | 5.50% | 5.13% | -0.17% | 5.26% | -1.59% | 32.86% |
| 2023 | 9.57% | 3.78% | 1.37% | 4.13% | -2.79% | 3.86% | 1.90% | 0.76% | 0.14% | -0.68% | 5.77% | 2.65% | 34.35% |
| 2022 | 3.58% | -8.89% | 6.14% | 0.48% | -1.05% | -5.44% | 0.91% | -2.14% | -6.40% | 6.72% | 6.91% | -2.64% | -3.32% |
| 2021 | -3.90% | 4.06% | 10.18% | 0.45% | 2.82% | 2.03% | 0.57% | -0.98% | -2.59% | 0.17% | -2.20% | 5.28% | 16.17% |
Benchmark Metrics
2026-03-28-Portfolio (10K) has an annualized alpha of 8.43%, beta of 0.49, and R2 of 0.32 versus S&P 500 Index. Calculated based on daily prices since February 27, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (73.95%) than losses (57.99%) - typical of diversified or defensive assets.
- Beta of 0.49 may look defensive, but with R2 of 0.32 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 0.32 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
- 8.43%
- Beta
- 0.49
- R²
- 0.32
- Upside Capture
- 73.95%
- Downside Capture
- 57.99%
Expense Ratio
2026-03-28-Portfolio (10K) has an expense ratio of 0.04%, 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
2026-03-28-Portfolio (10K) ranks 8 for risk / return — in the bottom 8% 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 2026-03-28-Portfolio (10K) 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 | 0.55 | 2.08 | -1.53 |
| Sortino ratioReturn per unit of downside risk | 0.84 | 2.68 | -1.85 |
| Omega ratioGain probability vs. loss probability | 1.10 | 1.38 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | 3.44 | -2.53 |
| Martin ratioReturn relative to average drawdown | 2.15 | 12.76 | -10.61 |
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 |
|---|---|---|---|---|---|---|
1ALV.MI Allianz SE | 56 | 0.48 | 0.77 | 1.10 | 0.83 | 2.07 |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 59 | 1.75 | 2.51 | 1.32 | 2.89 | 10.79 |
DTE.DE Deutsche Telekom AG | 29 | -0.27 | -0.22 | 0.97 | -0.34 | -0.61 |
META Meta Platforms, Inc. | 25 | -0.37 | -0.31 | 0.96 | -0.40 | -0.81 |
V Visa Inc. | 25 | -0.35 | -0.36 | 0.96 | -0.46 | -0.87 |
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Dividends
Dividend yield
2026-03-28-Portfolio (10K) provided a 2.97% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.97% | 2.57% | 2.79% | 2.89% | 3.20% | 2.97% | 3.10% | 2.99% | 3.07% | 2.74% | 2.89% | 2.58% |
| Portfolio components: | ||||||||||||
1ALV.MI Allianz SE | 4.62% | 3.93% | 4.77% | 4.76% | 5.35% | 4.69% | 4.80% | 4.11% | 4.51% | 3.96% | 4.68% | 4.18% |
2B7K.DE iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTE.DE Deutsche Telekom AG | 3.59% | 3.25% | 2.67% | 3.22% | 3.43% | 3.68% | 4.01% | 4.80% | 4.39% | 4.05% | 3.36% | 3.00% |
META Meta Platforms, Inc. | 0.44% | 0.32% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.80% | 0.70% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% |
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 2026-03-28-Portfolio (10K). 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 2026-03-28-Portfolio (10K) was 39.03%, occurring on Mar 18, 2020. Recovery took 250 trading sessions.
The current 2026-03-28-Portfolio (10K) drawdown is 3.72%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -39.03%Mar 2020 | 27d | 11mo 25d | 1y 17dFeb 2020 - Mar 2021 |
Bear market2022 | -17.04%Sep 2022 | 7mo 28d | 3mo 19d | 11mo 17dFeb 2022 - Jan 2023 |
2025 selloff2025 | -12.03%Apr 2025 | 1mo 4d | 1mo 8d | 2mo 12dMar 2025 - May 2025 |
2026 pullback2026 | -8.19%Mar 2026 | 25d | 1mo 24d | 2mo 19dMar 2026 - May 2026 |
2021 pullback2021 | -7.78%Sep 2021 | 2mo 8d | 3mo 16d | 5mo 24dJul 2021 - Jan 2022 |
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 5 assets, with an effective number of assets of 3.42, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.53 | 1.52 | 1.47 | 1.35 |
The portfolio has a diversification ratio of 1.35, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2026-03-28-Portfolio (10K) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 27, 2019 | 0.49 |
Benchmark Correlations
Correlation vs. S&P 500 Index. V has the highest benchmark correlation at 0.64, while DTE.DE has the lowest at 0.23.
Asset Correlations Table
Find what 2026-03-28-Portfolio (10K) is missing
See which holdings overlap, where 2026-03-28-Portfolio (10K) is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification