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2026-03-28-Portfolio (10K)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


1ALV.MI 43.30%DTE.DE 24.70%2B7K.DE 18.30%META 8.80%1 position 4.90%EquityEquity

S&P 500 Index

Performance

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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The earliest data available for this chart is Feb 27, 2019, corresponding to the inception date of 2B7K.DE

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.56%-2.80%-2.10%-0.42%8.95%14.67%10.82%12.14%
Portfolio
2026-03-28-Portfolio (10K)
-0.04%-0.79%-0.61%1.21%3.39%21.82%16.22%
1ALV.MI
Allianz SE
-0.05%3.61%-6.30%1.16%7.53%25.95%16.63%15.60%
DTE.DE
Deutsche Telekom AG
0.00%-2.39%15.11%9.34%-3.64%16.11%16.88%12.21%
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
-0.22%-2.54%-1.39%0.45%8.59%10.39%8.35%
META
Meta Platforms, Inc.
-0.38%-11.66%-11.32%-19.60%-7.38%36.93%14.62%17.64%
V
Visa Inc.
0.00%-6.60%-13.40%-12.23%-18.71%7.91%7.77%15.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 28, 2019, 2026-03-28-Portfolio (10K)'s average daily return is +0.06%, while the average monthly return is +1.35%. At this rate, your investment would double in approximately 4.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +19.8%, while the worst month was Mar 2020 at -15.3%. 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 -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.35%6.01%-6.33%1.47%-0.61%
20259.02%3.72%-0.69%-1.42%4.17%-1.56%1.88%0.73%-1.79%-3.18%3.28%2.79%17.60%
20244.48%3.22%5.03%-3.70%4.03%1.43%0.62%5.50%5.14%-0.17%5.25%-1.57%32.86%
20239.59%3.77%1.37%4.14%-2.80%3.86%1.90%0.77%0.13%-0.69%5.78%2.66%34.37%
20223.58%-8.89%6.13%0.49%-1.05%-5.44%0.90%-2.14%-6.39%6.72%6.91%-2.65%-3.32%
2021-3.91%4.06%10.19%0.44%2.82%2.04%0.55%-0.99%-2.60%0.18%-2.20%5.29%16.17%

Benchmark Metrics

2026-03-28-Portfolio (10K) has an annualized alpha of 9.54%, beta of 0.49, and R² of 0.32 versus S&P 500 Index. Calculated based on daily prices since February 28, 2019.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.80%) than losses (56.61%) — 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
9.54%
Beta
0.49
0.32
Upside Capture
78.80%
Downside Capture
56.61%

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 11 for risk / return — in the bottom 11% 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.


2026-03-28-Portfolio (10K) Risk / Return Rank: 1111
Overall Rank
2026-03-28-Portfolio (10K) Sharpe Ratio Rank: 66
Sharpe Ratio Rank
2026-03-28-Portfolio (10K) Sortino Ratio Rank: 55
Sortino Ratio Rank
2026-03-28-Portfolio (10K) Omega Ratio Rank: 55
Omega Ratio Rank
2026-03-28-Portfolio (10K) Calmar Ratio Rank: 2525
Calmar Ratio Rank
2026-03-28-Portfolio (10K) Martin Ratio Rank: 1515
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.22

0.43

-0.22

Sortino ratio

Return per unit of downside risk

0.38

0.73

-0.35

Omega ratio

Gain probability vs. loss probability

1.05

1.12

-0.07

Calmar ratio

Return relative to maximum drawdown

1.39

0.65

+0.74

Martin ratio

Return relative to average drawdown

3.17

2.68

+0.49


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
1ALV.MI
Allianz SE
490.340.581.080.641.46
DTE.DE
Deutsche Telekom AG
32-0.15-0.050.99-0.15-0.27
2B7K.DE
iShares MSCI World SRI UCITS ETF EUR (Acc)
380.520.811.111.756.31
META
Meta Platforms, Inc.
30-0.180.031.00-0.25-0.59
V
Visa Inc.
9-0.75-0.920.88-0.90-1.69

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.

2026-03-28-Portfolio (10K) Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 0.22
  • 5-Year: 1.09
  • All Time: 0.92

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.97 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2026-03-28-Portfolio (10K) 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

2026-03-28-Portfolio (10K) provided a 3.36% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.36%2.57%2.79%2.89%3.20%2.97%4.09%2.99%3.07%2.75%2.89%2.58%
1ALV.MI
Allianz SE
4.19%3.93%4.77%4.76%5.35%4.69%4.80%4.11%4.51%3.96%4.68%4.18%
DTE.DE
Deutsche Telekom AG
5.97%3.25%2.67%3.22%3.43%3.68%8.02%4.80%4.39%4.06%3.36%3.00%
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%
META
Meta Platforms, Inc.
0.37%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.
0.84%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 39.04%, occurring on Mar 18, 2020. Recovery took 208 trading sessions.

The current 2026-03-28-Portfolio (10K) drawdown is 4.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.04%Feb 20, 202020Mar 18, 2020208Jan 7, 2021228
-17.02%Feb 3, 2022170Sep 29, 202276Jan 16, 2023246
-12.03%Mar 4, 202525Apr 7, 202528May 16, 202553
-8.19%Mar 2, 202620Mar 27, 2026
-7.77%Aug 21, 202557Nov 7, 202561Feb 4, 2026118

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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkMETADTE.DEV1ALV.MI2B7K.DEPortfolio
Benchmark1.000.630.230.650.250.570.50
META0.631.000.140.420.150.330.42
DTE.DE0.230.141.000.240.440.370.68
V0.650.420.241.000.210.390.41
1ALV.MI0.250.150.440.211.000.470.85
2B7K.DE0.570.330.370.390.471.000.66
Portfolio0.500.420.680.410.850.661.00
The correlation results are calculated based on daily price changes starting from Feb 28, 2019