Asset Allocation
Find the right asset allocation for Long term, mostly etfs with good 10 yr Ave Annual Total Return
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Long term, mostly etfs with good 10 yr Ave Annual Total Return, 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% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Long term, mostly etfs with good 10 yr Ave Annual Total Return | 0.76% | 3.58% | 24.29% | 24.36% | 47.83% | 30.96% | — | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 1.32% | 8.24% | 1.30% | 3.65% | 23.06% | 22.39% | 18.94% | 19.10% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.83% | -1.26% | 31.74% | 28.77% | 67.12% | 35.29% | 25.46% | 22.05% |
AVDV Avantis International Small Cap Value ETF | 0.89% | -1.99% | 14.99% | 17.18% | 41.91% | 26.72% | 13.63% | — |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 0.50% | -0.55% | 7.88% | 7.92% | 18.88% | 15.58% | 11.95% | 14.13% |
FLJH Franklin FTSE Japan Hedged ETF | 0.82% | 1.43% | 18.85% | 15.00% | 45.89% | 25.97% | 20.54% | — |
FNDF Schwab Fundamental International Equity ETF | 0.39% | 0.88% | 19.66% | 21.60% | 41.60% | 22.69% | 13.11% | 12.34% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 0.67% | -9.22% | 3.16% | 4.00% | 40.98% | 42.64% | — | — |
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund | -0.18% | -4.22% | 23.59% | 24.02% | 43.17% | 23.21% | 16.83% | 19.76% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 0.52% | 0.18% | 14.60% | 15.00% | 35.61% | 22.78% | — | — |
IXN iShares Global Tech ETF | 0.42% | 3.37% | 33.08% | 35.17% | 62.93% | 32.38% | 21.51% | 25.03% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 8, 2022, Long term, mostly etfs with good 10 yr Ave Annual Total Return's average daily return is +0.11%, while the average monthly return is +2.21%. At this rate, an investment would double in approximately 2.6 years.
Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +9.6%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Long term, mostly etfs with good 10 yr Ave Annual Total Return closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Apr 4, 2025 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.70% | 6.43% | -6.18% | 9.58% | 3.62% | 1.78% | 24.29% | ||||||
| 2025 | 4.85% | 0.49% | -2.31% | 1.46% | 5.16% | 4.15% | 1.84% | 4.25% | 4.34% | 0.84% | 1.62% | 1.70% | 32.04% |
| 2024 | 0.53% | 6.30% | 4.61% | -3.01% | 4.80% | 0.76% | 3.17% | 1.39% | 1.54% | -0.58% | 5.70% | -3.73% | 23.05% |
| 2023 | 5.99% | -0.37% | 2.01% | 0.27% | -1.74% | 6.72% | 3.93% | -1.87% | -2.59% | -1.51% | 6.45% | 5.76% | 24.78% |
| 2022 | -7.12% | 7.76% | 8.75% | -3.62% | 4.90% |
Benchmark Metrics
Long term, mostly etfs with good 10 yr Ave Annual Total Return has an annualized alpha of 12.36%, beta of 0.86, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since September 08, 2022.
- This portfolio captured 105.01% of S&P 500 Index gains but only 46.97% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 12.36% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.86 and R2 of 0.83, 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
- 12.36%
- Beta
- 0.86
- R²
- 0.83
- Upside Capture
- 105.01%
- Downside Capture
- 46.97%
Expense Ratio
Long term, mostly etfs with good 10 yr Ave Annual Total Return has an expense ratio of 0.31%, placing it in the medium range. 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
Long term, mostly etfs with good 10 yr Ave Annual Total Return ranks 93 for risk / return — in the top 93% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Long term, mostly etfs with good 10 yr Ave Annual Total Return 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 | 3.27 | 1.86 | +1.41 |
| Sortino ratioReturn per unit of downside risk | 4.43 | 2.53 | +1.90 |
| Omega ratioGain probability vs. loss probability | 1.60 | 1.34 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 5.14 | 2.53 | +2.61 |
| Martin ratioReturn relative to average drawdown | 21.50 | 11.37 | +10.13 |
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 |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 67 | 0.92 | 1.42 | 1.18 | 1.29 | 2.88 |
AIRR First Trust RBA American Industrial Renaissance ETF | 85 | 2.50 | 3.22 | 1.40 | 5.01 | 18.33 |
AVDV Avantis International Small Cap Value ETF | 80 | 2.53 | 3.36 | 1.46 | 3.12 | 12.44 |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 57 | 1.76 | 2.53 | 1.32 | 2.15 | 9.28 |
FLJH Franklin FTSE Japan Hedged ETF | 85 | 2.46 | 3.35 | 1.45 | 4.20 | 16.28 |
FNDF Schwab Fundamental International Equity ETF | 83 | 2.53 | 3.30 | 1.45 | 3.82 | 14.27 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 41 | 1.39 | 1.81 | 1.26 | 1.83 | 5.36 |
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund | 71 | 2.02 | 2.70 | 1.35 | 3.57 | 12.89 |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 73 | 2.09 | 2.81 | 1.38 | 3.30 | 12.60 |
IXN iShares Global Tech ETF | 82 | 2.52 | 3.09 | 1.42 | 4.39 | 14.35 |
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Dividends
Dividend yield
Long term, mostly etfs with good 10 yr Ave Annual Total Return provided a 1.85% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.85% | 2.03% | 2.41% | 3.26% | 3.15% | 1.52% | 1.38% | 1.52% | 1.92% | 1.16% | 1.40% | 1.47% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.13% | 0.19% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% |
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
FLJH Franklin FTSE Japan Hedged ETF | 3.28% | 3.90% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.10% | 0.00% | 0.00% |
FNDF Schwab Fundamental International Equity ETF | 2.87% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund | 0.80% | 1.01% | 1.06% | 1.23% | 1.26% | 0.63% | 0.68% | 1.26% | 1.28% | 1.07% | 1.07% | 1.23% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.46% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IXN iShares Global Tech ETF | 0.78% | 1.04% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% |
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 Long term, mostly etfs with good 10 yr Ave Annual Total Return. 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 Long term, mostly etfs with good 10 yr Ave Annual Total Return was 15.54%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -15.54%Apr 2025 | 1mo 18d | 1mo 4d | 2mo 22dFeb 2025 - May 2025 |
Bear market2022 | -9.86%Sep 2022 | 17d | 1mo 11d | 1mo 28dSep 2022 - Nov 2022 |
2026 pullback2026 | -9.09%Mar 2026 | 22d | 25d | 1mo 17dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.94%Aug 2024 | 19d | 25d | 1mo 14dJul 2024 - Aug 2024 |
2023 pullback2023 | -7.51%Oct 2023 | 2mo 27d | 1mo 4d | 4mo 1dAug 2023 - Nov 2023 |
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 23 assets, with an effective number of assets of 23.00, 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 | All Time | |
|---|---|---|---|
Diversification Ratio | 1.54 | 1.44 | 1.41 |
The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Long term, mostly etfs with good 10 yr Ave Annual Total Return correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. DGRW has the highest benchmark correlation at 0.93, while WM has the lowest at 0.20.
Portfolio Correlations
Correlation vs. Long term, mostly etfs with good 10 yr Ave Annual Total Return. DGRW has the highest portfolio correlation at 0.88, while WM has the lowest at 0.26.
Asset Correlations Table
Find what Long term, mostly etfs with good 10 yr Ave Annual Total Return is missing
See which holdings overlap, where Long term, mostly etfs with good 10 yr Ave Annual Total Return is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification