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8.22.25-NEW TEST JL
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 8.22.25-NEW TEST JL, 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 Sep 13, 2023, corresponding to the inception date of SHLD

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
8.22.25-NEW TEST JL
-0.02%-2.62%2.96%6.31%34.12%
IVV
iShares Core S&P 500 ETF
0.14%-3.32%-3.54%-1.40%17.62%18.49%11.96%14.16%
SPMO
Invesco S&P 500 Momentum ETF
0.21%-3.49%-3.57%-4.50%22.96%28.37%17.71%17.43%
SMH
VanEck Semiconductor ETF
0.09%0.32%8.94%16.35%83.82%44.85%26.17%31.69%
VYMI
Vanguard International High Dividend Yield ETF
-0.11%-0.87%6.26%13.90%33.42%20.17%12.59%10.36%
BRK-B
Berkshire Hathaway Inc.
-0.24%-0.83%-5.03%-3.74%-11.23%15.44%13.08%12.79%
SHLD
Global X Defense Tech ETF
0.65%-3.69%14.15%4.83%57.51%
VYM
Vanguard High Dividend Yield ETF
0.11%-2.81%3.80%6.43%17.34%14.92%11.04%11.27%
VTI
Vanguard Total Stock Market ETF
0.16%-3.26%-3.13%-1.24%17.86%18.10%10.66%13.75%
VGT
Vanguard Information Technology ETF
0.85%-1.42%-5.36%-5.79%29.79%23.50%15.02%21.67%
VT
Vanguard Total World Stock ETF
-0.23%-3.01%-0.97%1.52%21.33%16.97%9.38%11.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 14, 2023, 8.22.25-NEW TEST JL's average daily return is +0.10%, while the average monthly return is +1.95%. At this rate, your investment would double in approximately 3.0 years.

Historically, 78% of months were positive and 22% were negative. The best month was Nov 2023 with a return of +8.3%, while the worst month was Mar 2026 at -5.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 8.22.25-NEW TEST JL closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.55%2.34%-5.81%1.19%2.96%
20253.38%0.94%-1.05%1.86%5.67%5.46%1.57%3.56%5.75%1.98%0.30%1.73%35.68%
20241.06%4.82%4.33%-2.79%5.31%0.97%2.49%2.01%1.98%-1.10%3.30%-3.43%20.16%
2023-2.72%-1.49%8.28%5.08%9.04%

Benchmark Metrics

8.22.25-NEW TEST JL has an annualized alpha of 11.27%, beta of 0.86, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since September 14, 2023.

  • This portfolio captured 109.51% of S&P 500 Index gains but only 45.75% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 11.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.86 and R² of 0.86, 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
11.27%
Beta
0.86
0.86
Upside Capture
109.51%
Downside Capture
45.75%

Expense Ratio

8.22.25-NEW TEST JL has an expense ratio of 0.20%, 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

8.22.25-NEW TEST JL ranks 90 for risk / return — in the top 90% 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.


8.22.25-NEW TEST JL Risk / Return Rank: 9090
Overall Rank
8.22.25-NEW TEST JL Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
8.22.25-NEW TEST JL Sortino Ratio Rank: 9292
Sortino Ratio Rank
8.22.25-NEW TEST JL Omega Ratio Rank: 9393
Omega Ratio Rank
8.22.25-NEW TEST JL Calmar Ratio Rank: 8686
Calmar Ratio Rank
8.22.25-NEW TEST JL Martin Ratio Rank: 8989
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

2.01

0.88

+1.13

Sortino ratio

Return per unit of downside risk

2.79

1.37

+1.43

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

3.28

1.39

+1.89

Martin ratio

Return relative to average drawdown

15.15

6.43

+8.71


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
IVV
iShares Core S&P 500 ETF
540.971.481.231.527.13
SPMO
Invesco S&P 500 Momentum ETF
581.011.551.231.916.68
SMH
VanEck Semiconductor ETF
942.282.891.415.3418.94
VYMI
Vanguard International High Dividend Yield ETF
902.112.791.443.0412.35
BRK-B
Berkshire Hathaway Inc.
15-0.62-0.730.90-0.70-1.19
SHLD
Global X Defense Tech ETF
902.262.921.393.8311.11
VYM
Vanguard High Dividend Yield ETF
601.151.651.251.596.96
VTI
Vanguard Total Stock Market ETF
540.941.471.221.537.16
VGT
Vanguard Information Technology ETF
581.101.671.231.885.72
VT
Vanguard Total World Stock ETF
681.241.831.271.868.47

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.

8.22.25-NEW TEST JL Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 2.01
  • All Time: 1.87

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 1.01 to 1.70, 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 8.22.25-NEW TEST JL 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

8.22.25-NEW TEST JL provided a 1.81% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.81%1.83%2.08%2.10%2.24%1.67%1.66%2.14%2.28%1.68%1.60%1.43%
IVV
iShares Core S&P 500 ETF
1.22%1.17%1.30%1.44%1.66%1.20%1.57%1.85%2.21%1.75%2.01%2.27%
SPMO
Invesco S&P 500 Momentum ETF
0.88%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
SMH
VanEck Semiconductor ETF
0.28%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
VYMI
Vanguard International High Dividend Yield ETF
3.61%3.68%4.84%4.58%4.70%4.30%3.22%4.20%4.29%3.21%2.39%0.00%
BRK-B
Berkshire Hathaway 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%
SHLD
Global X Defense Tech ETF
0.48%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.37%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%
VTI
Vanguard Total Stock Market ETF
1.16%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%
VT
Vanguard Total World Stock ETF
1.80%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%

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 8.22.25-NEW TEST JL. 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 8.22.25-NEW TEST JL was 13.02%, occurring on Apr 8, 2025. Recovery took 22 trading sessions.

The current 8.22.25-NEW TEST JL drawdown is 5.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.02%Feb 19, 202535Apr 8, 202522May 9, 202557
-9.17%Feb 26, 202623Mar 30, 2026
-8.34%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.25%Sep 15, 202331Oct 27, 202312Nov 14, 202343
-4.84%Oct 21, 202523Nov 20, 20258Dec 3, 202531

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 15 assets, with an effective number of assets of 14.81, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

BenchmarkGLDBRK-BSHLDYLDXMESMHFIDIVYMIVYMVGTSPMOVXUSIVVVTIVTPortfolio
Benchmark1.000.100.360.470.540.560.780.570.610.740.900.900.731.000.990.950.90
GLD0.101.00-0.010.240.160.430.090.320.340.150.070.060.340.110.120.200.34
BRK-B0.36-0.011.000.200.260.180.050.380.380.560.130.250.320.370.370.370.33
SHLD0.470.240.201.000.360.450.330.410.440.470.410.460.470.470.490.510.59
YLD0.540.160.260.361.000.380.400.500.520.520.450.460.560.540.560.590.58
XME0.560.430.180.450.381.000.490.570.590.590.500.500.630.560.590.640.75
SMH0.780.090.050.330.400.491.000.410.450.470.900.810.610.780.770.760.79
FIDI0.570.320.380.410.500.570.411.000.950.650.420.450.890.570.590.740.73
VYMI0.610.340.380.440.520.590.450.951.000.680.470.500.940.620.640.780.78
VYM0.740.150.560.470.520.590.470.650.681.000.520.600.680.750.780.790.76
VGT0.900.070.130.410.450.500.900.420.470.521.000.890.630.900.890.840.83
SPMO0.900.060.250.460.460.500.810.450.500.600.891.000.620.900.890.840.83
VXUS0.730.340.320.470.560.630.610.890.940.680.630.621.000.730.750.890.87
IVV1.000.110.370.470.540.560.780.570.620.750.900.900.731.000.990.950.90
VTI0.990.120.370.490.560.590.770.590.640.780.890.890.750.991.000.960.91
VT0.950.200.370.510.590.640.760.740.780.790.840.840.890.950.961.000.96
Portfolio0.900.340.330.590.580.750.790.730.780.760.830.830.870.900.910.961.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2023