10 25 eq

Asset Allocation

Position	Category/Sector	Target Weight
RSP Invesco S&P 500 Equal Weight ETF	S&P 500	20%
URTH iShares MSCI World ETF	Global Equities	20%
VIG Vanguard Dividend Appreciation ETF	Dividend	20%
VPU Vanguard Utilities ETF	Utilities Equities	5%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	5%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	5%
BRK-B Berkshire Hathaway Inc.	Financial Services	5%
L Loews Corporation	Financial Services	5%
JMHLY Jardine Matheson Holdings Ltd PK	Industrials	5%
BAM Brookfield Asset Management Ltd.	Financial Services	5%
VNQ Vanguard Real Estate ETF	REIT	5%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10 25 eq, 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	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 10 25 eq	0.70%	1.03%	6.55%	6.31%	18.77%	15.88%	—	—
Portfolio components:
BAM Brookfield Asset Management Ltd.	1.09%	-0.46%	-8.16%	-10.55%	-12.94%	16.64%	—	—
BRK-B Berkshire Hathaway Inc.	0.71%	0.77%	-2.67%	-2.06%	-0.22%	13.30%	11.27%	13.22%
JMHLY Jardine Matheson Holdings Ltd PK	2.06%	-12.10%	-5.13%	-6.16%	46.93%	13.62%	4.83%	5.26%
L Loews Corporation	0.70%	3.94%	2.79%	3.77%	21.53%	22.56%	14.36%	11.24%
RSP Invesco S&P 500 Equal Weight ETF	0.91%	4.30%	10.96%	10.34%	19.88%	14.66%	8.59%	12.15%
URTH iShares MSCI World ETF	0.39%	0.34%	8.91%	9.60%	23.09%	19.60%	11.45%	13.38%
VIG Vanguard Dividend Appreciation ETF	0.53%	3.08%	7.68%	6.99%	18.23%	15.98%	10.74%	13.24%
VNQ Vanguard Real Estate ETF	0.92%	2.73%	12.51%	12.32%	12.92%	10.14%	2.55%	5.65%
VPU Vanguard Utilities ETF	1.15%	-0.33%	4.93%	5.15%	11.89%	13.65%	9.17%	9.06%
XLP State Street Consumer Staples Select Sector SPDR ETF	0.65%	1.30%	11.10%	9.54%	7.61%	8.26%	6.65%	7.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 12, 2022, 10 25 eq's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, an investment would double in approximately 4.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +8.2%, while the worst month was Mar 2026 at -5.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 10 25 eq closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.94%	3.38%	-5.82%	5.35%	1.33%	0.56%							6.55%
2025	3.25%	0.77%	-2.39%	-0.41%	2.94%	2.77%	1.63%	3.17%	1.68%	-0.50%	3.12%	-0.48%	16.49%
2024	0.54%	3.60%	3.05%	-4.02%	3.44%	-0.11%	4.43%	3.20%	2.34%	-1.31%	5.95%	-4.93%	16.71%
2023	5.03%	-2.91%	0.98%	1.70%	-3.20%	5.99%	2.68%	-2.08%	-4.05%	-3.44%	8.20%	5.09%	13.78%
2022												-1.40%	-1.40%

Benchmark Metrics

10 25 eq has an annualized alpha of 0.59%, beta of 0.73, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 12, 2022.

This portfolio participated in 79.32% of S&P 500 Index downside but only 72.42% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.59%

Beta: 0.73

R²: 0.80

Upside Capture: 72.42%

Downside Capture: 79.32%

See how alpha, beta & R² have trended over time →

Expense Ratio

10 25 eq has an expense ratio of 0.12%, 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.

URTH

iShares MSCI World ETF

RSP

Invesco S&P 500 Equal Weight ETF

VNQ

Vanguard Real Estate ETF

VPU

Vanguard Utilities ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

XLV

State Street Health Care Select Sector SPDR ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

Risk / Return Rank

10 25 eq ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 10 25 eq 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	1.81	1.86	-0.05
Sortino ratioReturn per unit of downside risk	2.57	2.53	+0.04
Omega ratioGain probability vs. loss probability	1.31	1.34	-0.02
Calmar ratioReturn relative to maximum drawdown	2.33	2.53	-0.20
Martin ratioReturn relative to average drawdown	9.62	11.37	-1.75

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
BAM Brookfield Asset Management Ltd.	25	-0.44	-0.42	0.95	-0.43	-0.77
BRK-B Berkshire Hathaway Inc.	39	-0.02	0.08	1.01	-0.02	-0.05
JMHLY Jardine Matheson Holdings Ltd PK	79	1.44	2.10	1.27	1.95	6.49
L Loews Corporation	79	1.35	1.83	1.24	2.71	6.93
RSP Invesco S&P 500 Equal Weight ETF	58	1.69	2.44	1.29	2.54	9.63
URTH iShares MSCI World ETF	64	1.85	2.55	1.33	2.56	11.37
VIG Vanguard Dividend Appreciation ETF	60	1.80	2.61	1.32	2.32	9.34
VNQ Vanguard Real Estate ETF	32	0.96	1.39	1.17	1.56	4.90
VPU Vanguard Utilities ETF	26	0.83	1.20	1.15	1.34	2.91
XLP State Street Consumer Staples Select Sector SPDR ETF	19	0.59	0.94	1.11	0.79	1.52

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.

The current 10 25 eq Sharpe ratio is 1.81 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 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 10 25 eq 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

10 25 eq provided a 1.77% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.77%	1.84%	1.94%	2.07%	1.86%	1.48%	1.69%	1.83%	2.05%	1.86%	1.85%	2.03%
Portfolio components:
BAM Brookfield Asset Management Ltd.	3.99%	3.34%	2.80%	3.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	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%
JMHLY Jardine Matheson Holdings Ltd PK	3.71%	3.29%	5.49%	5.34%	4.16%	2.93%	2.97%	2.93%	2.20%	3.03%	2.44%	2.81%
L Loews Corporation	0.23%	0.24%	0.30%	0.36%	0.43%	0.43%	0.56%	0.48%	0.55%	1.58%	0.53%	0.65%
RSP Invesco S&P 500 Equal Weight ETF	1.47%	1.64%	1.52%	1.64%	1.82%	1.28%	1.64%	1.69%	2.02%	1.52%	1.20%	1.70%
URTH iShares MSCI World ETF	1.36%	1.48%	1.47%	1.70%	1.68%	1.50%	1.52%	2.16%	2.30%	1.88%	2.15%	2.35%
VIG Vanguard Dividend Appreciation ETF	1.47%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%
VNQ Vanguard Real Estate ETF	3.54%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VPU Vanguard Utilities ETF	2.64%	2.73%	3.02%	3.49%	2.98%	2.70%	3.17%	2.83%	3.23%	3.18%	3.19%	3.63%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.53%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%

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 10 25 eq. 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 10 25 eq was 13.49%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-13.49%Apr 2025	4mo 7d	1mo 8d	5mo 15dDec 2024 - May 2025
2023 correction2023	-11.01%Oct 2023	3mo 2d	1mo 17d	4mo 19dJul 2023 - Dec 2023
2023 pullback2023	-7.81%Mar 2023	1mo 12d	3mo	4mo 12dFeb 2023 - Jun 2023
2026 pullback2026	-7.60%Mar 2026	25d	1mo 18d	2mo 13dMar 2026 - May 2026
2024 pullback2024	-5.39%Apr 2024	15d	29d	1mo 14dApr 2024 - May 2024

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 11 assets, with an effective number of assets of 7.14, 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	All Time
Diversification Ratio	1.47	1.30	1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

10 25 eq correlation to the S&P 500 Index

10 25 eq has a 0.78 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.83
Correlation (All Time) Calculated using the full available price history since Dec 12, 2022	0.85

Benchmark Correlations

Correlation vs. S&P 500 Index. URTH has the highest benchmark correlation at 0.97, while JMHLY has the lowest at 0.15.

JMHLY

0.15

XLP

0.31

VPU

0.33

0.35

0.41

0.51

0.53

0.64

0.83

0.87

0.97

Portfolio Correlations

Correlation vs. 10 25 eq. RSP has the highest portfolio correlation at 0.95, while JMHLY has the lowest at 0.27.

JMHLY

0.27

XLP

0.54

VPU

0.54

0.59

0.62

0.67

0.69

0.73

0.88

0.94

0.95

Asset Correlations Table

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

	JMHLY	VPU	XLP	L	BAM	BRK-B	XLV	VNQ	URTH	VIG	RSP
JMHLY	1.00	0.08	0.09	0.07	0.16	0.14	0.12	0.06	0.17	0.14	0.15
VPU	0.08	1.00	0.50	0.39	0.26	0.37	0.40	0.58	0.35	0.47	0.49
XLP	0.09	0.50	1.00	0.41	0.18	0.42	0.53	0.53	0.33	0.53	0.48
L	0.07	0.39	0.41	1.00	0.31	0.65	0.42	0.47	0.36	0.53	0.55
BAM	0.16	0.26	0.18	0.31	1.00	0.31	0.30	0.44	0.67	0.59	0.64
BRK-B	0.14	0.37	0.42	0.65	0.31	1.00	0.47	0.46	0.42	0.56	0.55
XLV	0.12	0.40	0.53	0.42	0.30	0.47	1.00	0.53	0.52	0.68	0.62
VNQ	0.06	0.58	0.53	0.47	0.44	0.46	0.53	1.00	0.56	0.65	0.74
URTH	0.17	0.35	0.33	0.36	0.67	0.42	0.52	0.56	1.00	0.87	0.85
VIG	0.14	0.47	0.53	0.53	0.59	0.56	0.68	0.65	0.87	1.00	0.92
RSP	0.15	0.49	0.48	0.55	0.64	0.55	0.62	0.74	0.85	0.92	1.00

The correlation results are calculated based on daily price changes starting from Dec 12, 2022

Diversification Analysis

Find what 10 25 eq is missing

See which holdings overlap, where 10 25 eq is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification