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S Thig Test 2 Cockroach Portfolio
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 S Thig Test 2 Cockroach Portfolio, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
S Thig Test 2 Cockroach Portfolio
-0.48%-1.41%1.99%3.51%13.19%12.07%7.90%
GLDM
SPDR Gold MiniShares Trust
0.25%-8.41%0.30%3.19%30.55%30.08%17.89%
GOVT
iShares U.S. Treasury Bond ETF
-0.11%-0.70%-0.44%-0.15%3.62%2.77%-0.59%0.79%
XLP
State Street Consumer Staples Select Sector SPDR ETF
-0.44%-1.32%7.54%8.22%4.50%7.23%6.10%7.21%
XLU
State Street Utilities Select Sector SPDR ETF
-1.87%-2.68%2.66%3.35%10.26%12.85%9.10%8.99%
XLV
State Street Health Care Select Sector SPDR ETF
-0.24%6.38%-0.98%1.65%15.62%7.16%6.05%9.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2018, S Thig Test 2 Cockroach Portfolio's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Dec 2021 with a return of +6.6%, while the worst month was Mar 2026 at -6.6%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, S Thig Test 2 Cockroach Portfolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +5.0%, while the worst single day was Mar 12, 2020 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.25%6.46%-6.62%0.58%-1.20%-0.97%1.99%
20253.00%2.46%1.47%0.53%-0.29%0.48%-0.16%2.16%3.32%1.48%4.26%-1.16%18.87%
2024-0.07%1.12%4.30%-0.76%3.40%-0.73%3.75%3.84%2.51%-1.47%1.11%-3.97%13.43%
20230.72%-4.10%4.49%2.03%-3.78%1.12%1.55%-2.53%-4.06%0.56%4.13%2.67%2.28%
2022-3.16%0.25%3.10%-2.38%-0.36%-2.47%2.22%-2.49%-5.79%3.47%5.77%-0.61%-3.02%
2021-1.62%-3.51%4.13%2.85%1.83%-1.40%3.01%1.47%-4.05%2.95%-1.25%6.56%10.90%

Benchmark Metrics

S Thig Test 2 Cockroach Portfolio has an annualized alpha of 4.52%, beta of 0.37, and R2 of 0.47 versus S&P 500 Index. Calculated based on daily prices since June 26, 2018.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (43.49%) than losses (38.49%) - typical of diversified or defensive assets.
  • Beta of 0.37 may look defensive, but with R2 of 0.47 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 0.47 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
4.52%
Beta
0.37
0.47
Upside Capture
43.49%
Downside Capture
38.49%

Expense Ratio

S Thig Test 2 Cockroach Portfolio has an expense ratio of 0.08%, 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

S Thig Test 2 Cockroach Portfolio ranks 17 for risk / return — in the bottom 17% 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.


S Thig Test 2 Cockroach Portfolio Risk / Return Rank: 1717
Overall Rank
S Thig Test 2 Cockroach Portfolio Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
S Thig Test 2 Cockroach Portfolio Sortino Ratio Rank: 1919
Sortino Ratio Rank
S Thig Test 2 Cockroach Portfolio Omega Ratio Rank: 1919
Omega Ratio Rank
S Thig Test 2 Cockroach Portfolio Calmar Ratio Rank: 1616
Calmar Ratio Rank
S Thig Test 2 Cockroach Portfolio Martin Ratio Rank: 1313
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 S Thig Test 2 Cockroach Portfolio and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.41

1.94

-0.53

Sortino ratioReturn per unit of downside risk

1.95

2.63

-0.68

Omega ratioGain probability vs. loss probability

1.25

1.35

-0.10

Calmar ratioReturn relative to maximum drawdown

1.51

2.59

-1.07

Martin ratioReturn relative to average drawdown

3.77

11.84

-8.07


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLDM
SPDR Gold MiniShares Trust
341.151.541.231.533.85
GOVT
iShares U.S. Treasury Bond ETF
291.021.541.171.273.66
XLP
State Street Consumer Staples Select Sector SPDR ETF
150.360.601.070.470.91
XLU
State Street Utilities Select Sector SPDR ETF
220.711.041.131.122.47
XLV
State Street Health Care Select Sector SPDR ETF
321.051.681.191.503.60

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.

S Thig Test 2 Cockroach Portfolio Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 1.41
  • 5-Year: 0.84
  • 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 1.59 to 2.46, 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 S Thig Test 2 Cockroach Portfolio 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

S Thig Test 2 Cockroach Portfolio provided a 2.12% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.12%2.11%2.11%2.05%1.72%1.47%1.86%1.93%1.98%1.80%1.79%1.78%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOVT
iShares U.S. Treasury Bond ETF
3.60%3.49%3.14%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.62%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%
XLU
State Street Utilities Select Sector SPDR ETF
2.73%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%
XLV
State Street Health Care Select Sector SPDR ETF
1.64%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

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 S Thig Test 2 Cockroach Portfolio. 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 S Thig Test 2 Cockroach Portfolio was 17.63%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.

The current S Thig Test 2 Cockroach Portfolio drawdown is 8.10%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-17.63%Mar 2020
28d3mo 26d
4mo 24dFeb 2020 - Jul 2020
Bear market2022
-13.69%Oct 2022
6mo 2d1y 4mo
1y 10moApr 2022 - Mar 2024
2026 pullback2026
-8.75%Mar 2026
21d
3mo 9dMar 2026 - now
2021 pullback2021
-6.45%Mar 2021
3mo 17d1mo 12d
4mo 29dNov 2020 - Apr 2021
Rate-hike selloffLate 2018
-6.04%Dec 2018
20d1mo 16d
2mo 6dDec 2018 - Feb 2019

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 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.58

1.52

1.47

1.43

The portfolio has a diversification ratio of 1.43, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

S Thig Test 2 Cockroach Portfolio correlation to the S&P 500 Index

S Thig Test 2 Cockroach Portfolio has a 0.32 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

0.32

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

0.39

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

0.48

Correlation (All Time)
Calculated using the full available price history since Jun 26, 2018

0.54


Benchmark Correlations

Correlation vs. S&P 500 Index. XLV has the highest benchmark correlation at 0.66, while GOVT has the lowest at -0.07.

GOVT
-0.07
GLDM
0.08
XLU
0.39
XLP
0.50
XLV
0.66

Portfolio Correlations

Correlation vs. S Thig Test 2 Cockroach Portfolio. XLU has the highest portfolio correlation at 0.77, while GOVT has the lowest at 0.29.

GOVT
0.29
GLDM
0.49
XLV
0.70
XLP
0.75
XLU
0.77

Asset Correlations Table

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

GOVTGLDMXLVXLUXLP
GOVT1.000.330.010.150.06
GLDM0.331.000.080.160.09
XLV0.010.081.000.460.59
XLU0.150.160.461.000.60
XLP0.060.090.590.601.00
The correlation results are calculated based on daily price changes starting from Jun 26, 2018
Diversification Analysis

Find what S Thig Test 2 Cockroach Portfolio is missing

See which holdings overlap, where S Thig Test 2 Cockroach Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification