Asset Allocation
Find the right asset allocation for 2027 Proposed Portfolio - July 11 - Ver. 1
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 2027 Proposed Portfolio - July 11 - Ver. 1, 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 6 months.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.42% | 2.45% | 8.74% | 10.66% | 21.02% | 19.50% | 11.63% | 13.41% |
Portfolio 2027 Proposed Portfolio - July 11 - Ver. 1 | -0.04% | 3.68% | 27.64% | 30.64% | 54.56% | — | — | — |
| Portfolio components: | ||||||||
DINO HF Sinclair Corp | 0.71% | 11.69% | 57.87% | 72.32% | 79.30% | 23.56% | 23.80% | 16.74% |
GEV GE Vernova Inc. | 1.52% | 20.44% | 75.55% | 67.33% | 103.01% | — | — | — |
GOOG Alphabet Inc | -0.34% | -0.43% | 8.01% | 13.29% | 96.37% | 44.91% | 22.55% | 25.82% |
HGER Harbor Commodity All-Weather Strategy ETF | -0.84% | 0.86% | 20.50% | 23.17% | 31.96% | 18.60% | — | — |
LLY Eli Lilly and Company | -2.33% | 2.38% | 12.13% | 10.97% | 50.94% | 40.33% | 39.60% | 33.16% |
MU Micron Technology, Inc. | -1.24% | -1.65% | 183.94% | 243.32% | 687.66% | 149.71% | 66.39% | 54.18% |
NVDA NVIDIA Corporation | 4.03% | 2.97% | 14.26% | 13.25% | 28.09% | 70.82% | 60.22% | 66.42% |
SGOV iShares 0-3 Month Treasury Bond ETF | 0.02% | 0.30% | 1.80% | 1.90% | 3.86% | 4.67% | 3.62% | — |
SMH VanEck Semiconductor ETF | 0.54% | 0.26% | 56.99% | 69.67% | 113.20% | 59.96% | 37.42% | 36.59% |
SPHY SPDR Portfolio High Yield Bond ETF | -0.04% | 0.29% | 1.59% | 2.10% | 6.23% | 8.83% | 4.21% | 4.95% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 27, 2024, 2027 Proposed Portfolio - July 11 - Ver. 1's average daily return is +0.12%, while the average monthly return is +2.35%. At this rate, an investment would double in approximately 2.5 years.
Historically, 79% of months were positive and 21% were negative. The best month was Apr 2026 with a return of +10.4%, while the worst month was Mar 2025 at -2.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 2027 Proposed Portfolio - July 11 - Ver. 1 closed higher 59% of trading days. The best single day was Apr 9, 2025 with a return of +5.0%, while the worst single day was Apr 3, 2025 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.68% | 1.43% | -0.07% | 10.44% | 7.07% | 3.42% | -0.29% | 30.64% | |||||
| 2025 | 2.95% | -0.92% | -2.83% | 0.78% | 4.84% | 5.94% | 2.57% | 2.05% | 4.68% | 4.91% | 3.12% | 1.37% | 33.30% |
| 2024 | 1.37% | 0.22% | 4.28% | 1.95% | -1.75% | 1.24% | 2.08% | 0.69% | 1.42% | -0.59% | 11.35% |
Benchmark Metrics
2027 Proposed Portfolio - July 11 - Ver. 1 has an annualized alpha of 20.42%, beta of 0.64, and R2 of 0.64 versus S&P 500 Index. Calculated based on daily prices since March 27, 2024.
- This portfolio captured 104.30% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -17.09%) - a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 20.42% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 20.42%
- Beta
- 0.64
- R²
- 0.64
- Upside Capture
- 104.30%
- Downside Capture
- -17.09%
Expense Ratio
2027 Proposed Portfolio - July 11 - Ver. 1 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.
Return for Risk
Risk / Return Rank
2027 Proposed Portfolio - July 11 - Ver. 1 ranks 99 for risk / return — in the top 99% 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 2027 Proposed Portfolio - July 11 - Ver. 1 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 | 4.25 | 1.65 | +2.60 |
| Sortino ratioReturn per unit of downside risk | 5.51 | 2.28 | +3.23 |
| Omega ratioGain probability vs. loss probability | 1.83 | 1.30 | +0.53 |
| Calmar ratioReturn relative to maximum drawdown | 12.00 | 2.28 | +9.73 |
| Martin ratioReturn relative to average drawdown | 55.65 | 9.88 | +45.77 |
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 |
|---|---|---|---|---|---|---|
DINO HF Sinclair Corp | 90 | 2.05 | 2.62 | 1.33 | 4.35 | 11.01 |
GEV GE Vernova Inc. | 90 | 2.00 | 2.71 | 1.33 | 4.21 | 12.07 |
GOOG Alphabet Inc | 96 | 3.39 | 4.67 | 1.56 | 4.81 | 15.22 |
HGER Harbor Commodity All-Weather Strategy ETF | 69 | 1.93 | 2.61 | 1.35 | 2.39 | 8.73 |
LLY Eli Lilly and Company | 81 | 1.33 | 1.93 | 1.26 | 2.23 | 5.56 |
MU Micron Technology, Inc. | 99 | 9.29 | 5.41 | 1.69 | 23.23 | 83.25 |
NVDA NVIDIA Corporation | 69 | 0.81 | 1.33 | 1.16 | 1.43 | 3.09 |
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.77 | 385.82 | 386.06 | 394.07 | 6,243.29 |
SMH VanEck Semiconductor ETF | 94 | 3.13 | 3.35 | 1.47 | 7.62 | 25.13 |
SPHY SPDR Portfolio High Yield Bond ETF | 68 | 1.65 | 2.50 | 1.33 | 2.50 | 11.35 |
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Dividends
Dividend yield
2027 Proposed Portfolio - July 11 - Ver. 1 provided a 3.33% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.33% | 3.75% | 3.76% | 3.90% | 1.59% | 0.61% | 0.95% | 0.86% | 0.76% | 0.78% | 0.82% | 0.88% |
| Portfolio components: | ||||||||||||
DINO HF Sinclair Corp | 2.56% | 4.34% | 5.71% | 3.24% | 2.31% | 1.07% | 5.42% | 2.64% | 2.58% | 2.58% | 4.03% | 3.28% |
GEV GE Vernova Inc. | 0.18% | 0.11% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HGER Harbor Commodity All-Weather Strategy ETF | 5.75% | 7.09% | 3.28% | 7.24% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.54% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
MU Micron Technology, Inc. | 0.05% | 0.16% | 0.55% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.13% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.80% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Semiconductor ETF | 0.18% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.23% | 7.38% | 7.80% | 7.30% | 6.47% | 5.13% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% |
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 2027 Proposed Portfolio - July 11 - Ver. 1. 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 2027 Proposed Portfolio - July 11 - Ver. 1 was 12.15%, occurring on Apr 8, 2025. Recovery took 37 trading sessions.
The current 2027 Proposed Portfolio - July 11 - Ver. 1 drawdown is 0.29%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -12.15%Apr 2025 | 2mo 14d | 1mo 25d | 4mo 9dJan 2025 - Jun 2025 |
2024 pullback2024 | -7.26%Aug 2024 | 1mo 18d | 1mo 20d | 3mo 8dJun 2024 - Sep 2024 |
2026 pullback2026 | -4.58%Jun 2026 | 6d | 8d | 14dJun 2026 - Jun 2026 |
2025 pullback2025 | -3.67%Dec 2025 | 6d | 7d | 13dDec 2025 - Dec 2025 |
2026 pullback2026 | -3.51%Mar 2026 | 11d | 9d | 20dMar 2026 - Apr 2026 |
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 12 assets, with an effective number of assets of 9.26, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | All Time | |
|---|---|---|
Diversification Ratio | 1.87 | 1.64 |
The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2027 Proposed Portfolio - July 11 - Ver. 1 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Mar 27, 2024 | 0.76 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SMH has the highest benchmark correlation at 0.78, while SGOV has the lowest at -0.04.
Asset Correlations Table
Find what 2027 Proposed Portfolio - July 11 - Ver. 1 is missing
See which holdings overlap, where 2027 Proposed Portfolio - July 11 - Ver. 1 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification