401K 2026-01-19

Asset Allocation

Position	Category/Sector	Target Weight
GLD SPDR Gold Shares	Gold, Precious Metals	6.70%
ICSH iShares Ultra Short Duration Bond Active ETF	Ultrashort Bond	4.30%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	6.30%
SLVP iShares MSCI Global Silver Miners ETF	Precious Metals	7%
VOO Vanguard S&P 500 ETF	S&P 500	34.30%
XLG Invesco S&P 500 Top 50 ETF	S&P 500	33.70%
XME SPDR S&P Metals & Mining ETF	Materials	7.70%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 401K 2026-01-19, 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 Dec 13, 2013, corresponding to the inception date of ICSH

Returns By Period

As of Apr 3, 2026, the 401K 2026-01-19 returned -1.44% Year-To-Date and 15.67% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 401K 2026-01-19	-0.08%	-4.27%	-1.44%	4.17%	34.14%	23.95%	15.33%	15.67%
Portfolio components:
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%
IDV iShares International Select Dividend ETF	0.30%	0.77%	8.93%	19.54%	44.88%	22.73%	12.82%	10.28%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
XLG Invesco S&P 500 Top 50 ETF	-0.04%	-3.35%	-7.21%	-4.60%	18.96%	21.75%	13.95%	15.73%
XME SPDR S&P Metals & Mining ETF	0.80%	-5.48%	6.99%	14.81%	96.99%	28.33%	23.51%	20.17%
ICSH iShares Ultra Short Duration Bond Active ETF	0.06%	0.20%	0.85%	1.93%	4.51%	5.23%	3.57%	2.72%
SLVP iShares MSCI Global Silver Miners ETF	-0.81%	-12.94%	7.35%	37.49%	150.62%	48.77%	20.47%	18.15%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 16, 2013, 401K 2026-01-19's average daily return is +0.05%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +14.2%, while the worst month was Mar 2020 at -11.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 401K 2026-01-19 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -9.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.54%	1.57%	-7.24%	1.03%									-1.44%
2025	3.50%	-0.97%	-2.24%	0.34%	5.69%	6.02%	2.56%	4.67%	6.93%	2.69%	1.78%	1.67%	37.40%
2024	0.11%	3.50%	4.55%	-1.78%	6.32%	1.29%	2.52%	0.90%	3.17%	-0.07%	3.56%	-2.88%	22.91%
2023	7.03%	-3.17%	4.97%	0.99%	-0.34%	5.10%	3.72%	-1.92%	-4.45%	-1.20%	8.97%	3.91%	25.11%
2022	-4.57%	0.64%	5.19%	-8.59%	-1.14%	-8.47%	7.45%	-4.58%	-8.19%	6.38%	6.81%	-4.65%	-14.78%
2021	-1.40%	1.87%	3.61%	4.50%	3.29%	-0.18%	2.04%	1.82%	-4.86%	6.56%	-1.02%	3.63%	21.14%

Benchmark Metrics

401K 2026-01-19 has an annualized alpha of 3.42%, beta of 0.86, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since December 16, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.92%) than losses (88.08%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.42% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R² of 0.89, 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: 3.42%

Beta: 0.86

R²: 0.89

Upside Capture: 98.92%

Downside Capture: 88.08%

Expense Ratio

401K 2026-01-19 has an expense ratio of 0.19%, 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.

IDV

iShares International Select Dividend ETF

GLD

SPDR Gold Shares

SLVP

iShares MSCI Global Silver Miners ETF

XME

SPDR S&P Metals & Mining ETF

XLG

Invesco S&P 500 Top 50 ETF

ICSH

iShares Ultra Short Duration Bond Active ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

401K 2026-01-19 ranks 83 for risk / return — in the top 83% 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.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.89	0.88	+1.01
Sortino ratio Return per unit of downside risk	2.60	1.37	+1.24
Omega ratio Gain probability vs. loss probability	1.40	1.21	+0.19
Calmar ratio Return relative to maximum drawdown	2.89	1.39	+1.50
Martin ratio Return relative to average drawdown	11.28	6.43	+4.85
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28
IDV iShares International Select Dividend ETF	96	2.89	3.59	1.59	4.17	18.36
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
XLG Invesco S&P 500 Top 50 ETF	51	0.95	1.49	1.22	1.58	5.46
XME SPDR S&P Metals & Mining ETF	93	2.72	3.14	1.43	4.38	12.38
ICSH iShares Ultra Short Duration Bond Active ETF	100	11.08	26.38	6.68	45.39	285.14
SLVP iShares MSCI Global Silver Miners ETF	93	2.80	2.85	1.40	4.54	15.07

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.

401K 2026-01-19 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.89
5-Year: 0.95
10-Year: 0.95
All Time: 0.85

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 0.98 to 1.66, 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 401K 2026-01-19 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

401K 2026-01-19 provided a 1.26% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.26%	1.26%	1.43%	1.58%	1.73%	1.29%	1.59%	1.94%	2.11%	1.73%	1.94%	2.02%
Portfolio components:
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDV iShares International Select Dividend ETF	4.59%	4.94%	6.46%	6.51%	7.33%	5.78%	5.47%	5.15%	5.93%	4.52%	4.69%	5.08%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
XLG Invesco S&P 500 Top 50 ETF	0.70%	0.64%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%
XME SPDR S&P Metals & Mining ETF	0.35%	0.38%	0.65%	1.00%	1.64%	0.70%	0.99%	2.43%	2.23%	1.15%	1.02%	2.61%
ICSH iShares Ultra Short Duration Bond Active ETF	4.42%	4.55%	5.24%	4.78%	1.66%	0.42%	1.21%	2.61%	2.20%	1.36%	0.88%	0.54%
SLVP iShares MSCI Global Silver Miners ETF	1.66%	1.78%	1.05%	0.88%	0.63%	1.63%	2.39%	2.03%	1.28%	0.85%	2.32%	0.72%

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 401K 2026-01-19. 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 401K 2026-01-19 was 30.63%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current 401K 2026-01-19 drawdown is 8.16%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.63%	Feb 20, 2020	23	Mar 23, 2020	78	Jul 14, 2020	101
-23.15%	Mar 30, 2022	138	Oct 14, 2022	281	Nov 28, 2023	419
-18.29%	Sep 2, 2014	349	Jan 20, 2016	61	Apr 18, 2016	410
-16.66%	Jan 29, 2018	229	Dec 24, 2018	84	Apr 26, 2019	313
-15.51%	Feb 14, 2025	37	Apr 8, 2025	29	May 20, 2025	66

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 7 assets, with an effective number of assets of 3.96, 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.

	Benchmark	ICSH	GLD	SLVP	XME	IDV	XLG	VOO	Portfolio
Benchmark	1.00	0.06	0.01	0.22	0.57	0.69	0.96	1.00	0.91
ICSH	0.06	1.00	0.10	0.08	0.04	0.07	0.06	0.06	0.07
GLD	0.01	0.10	1.00	0.70	0.28	0.18	-0.01	0.01	0.28
SLVP	0.22	0.08	0.70	1.00	0.53	0.36	0.19	0.22	0.52
XME	0.57	0.04	0.28	0.53	1.00	0.60	0.49	0.57	0.75
IDV	0.69	0.07	0.18	0.36	0.60	1.00	0.62	0.69	0.74
XLG	0.96	0.06	-0.01	0.19	0.49	0.62	1.00	0.96	0.88
VOO	1.00	0.06	0.01	0.22	0.57	0.69	0.96	1.00	0.91
Portfolio	0.91	0.07	0.28	0.52	0.75	0.74	0.88	0.91	1.00

The correlation results are calculated based on daily price changes starting from Dec 16, 2013

401K 2026-01-19

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table