Asset Allocation
Find the right asset allocation for Weathfront 8.5 Risk Level
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 Weathfront 8.5 Risk Level, 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 year.
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Returns By Period
As of Jun 24, 2026, the Weathfront 8.5 Risk Level returned 8.83% Year-To-Date and 11.61% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -1.44% | -1.45% | 7.60% | 6.59% | 22.24% | 19.20% | 11.54% | 13.71% |
Portfolio Weathfront 8.5 Risk Level | -1.82% | -0.14% | 8.83% | 8.30% | 23.02% | 17.72% | 8.89% | 11.61% |
| Portfolio components: | ||||||||
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.12% | 0.88% | 0.73% | 0.70% | 5.10% | 4.92% | -0.25% | 2.48% |
SCHP Schwab U.S. TIPS ETF | 0.00% | -0.18% | 0.81% | 0.88% | 3.49% | 3.67% | 0.99% | 2.52% |
VEA Vanguard FTSE Developed Markets ETF | -3.07% | 0.11% | 13.11% | 12.98% | 30.28% | 19.47% | 9.50% | 10.72% |
VIG Vanguard Dividend Appreciation ETF | -0.51% | 0.48% | 6.98% | 6.28% | 18.42% | 15.85% | 10.82% | 13.34% |
VTI Vanguard Total Stock Market ETF | -1.39% | -0.84% | 8.82% | 7.71% | 24.22% | 20.62% | 11.90% | 15.14% |
VWO Vanguard FTSE Emerging Markets ETF | -3.07% | 0.76% | 10.55% | 10.67% | 27.03% | 17.42% | 5.09% | 8.97% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 5, 2010, Weathfront 8.5 Risk Level's average daily return is +0.04%, while the average monthly return is +0.88%. At this rate, an investment would double in approximately 6.6 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +10.4%, while the worst month was Mar 2020 at -13.1%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Weathfront 8.5 Risk Level closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Mar 16, 2020 at -9.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.92% | 1.77% | -5.73% | 8.03% | 3.70% | -1.61% | 8.83% | ||||||
| 2025 | 2.66% | 0.05% | -2.59% | 0.45% | 4.61% | 4.34% | 0.83% | 2.86% | 3.35% | 1.66% | 0.31% | 0.72% | 20.77% |
| 2024 | -0.29% | 3.49% | 2.85% | -3.09% | 3.90% | 1.57% | 2.15% | 2.08% | 2.66% | -2.23% | 3.31% | -2.75% | 14.15% |
| 2023 | 7.02% | -3.48% | 2.74% | 1.13% | -1.39% | 5.15% | 3.41% | -2.88% | -4.00% | -2.74% | 8.42% | 4.86% | 18.64% |
| 2022 | -4.09% | -2.59% | 0.81% | -7.40% | 0.42% | -6.93% | 5.93% | -3.60% | -9.04% | 4.82% | 8.11% | -3.82% | -17.49% |
| 2021 | -0.06% | 1.98% | 2.25% | 3.58% | 1.38% | 1.38% | 0.31% | 2.02% | -3.74% | 4.46% | -2.11% | 3.27% | 15.40% |
Benchmark Metrics
Weathfront 8.5 Risk Level has an annualized alpha of -0.32%, beta of 0.83, and R2 of 0.93 versus S&P 500 Index. Calculated based on daily prices since August 05, 2010.
- This portfolio participated in 89.24% of S&P 500 Index downside but only 82.01% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.32%
- Beta
- 0.83
- R²
- 0.93
- Upside Capture
- 82.01%
- Downside Capture
- 89.24%
Expense Ratio
Weathfront 8.5 Risk Level has an expense ratio of 0.05%, 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
Weathfront 8.5 Risk Level ranks 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Weathfront 8.5 Risk Level 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 | 1.91 | 1.78 | +0.13 |
| Sortino ratioReturn per unit of downside risk | 2.64 | 2.44 | +0.21 |
| Omega ratioGain probability vs. loss probability | 1.35 | 1.32 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.46 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.14 | 10.92 | +0.22 |
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 |
|---|---|---|---|---|---|---|
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 28 | 0.96 | 1.43 | 1.17 | 1.53 | 4.28 |
SCHP Schwab U.S. TIPS ETF | 32 | 1.05 | 1.55 | 1.18 | 1.82 | 5.39 |
VEA Vanguard FTSE Developed Markets ETF | 55 | 1.81 | 2.48 | 1.33 | 2.62 | 10.06 |
VIG Vanguard Dividend Appreciation ETF | 54 | 1.83 | 2.66 | 1.33 | 2.34 | 9.44 |
VTI Vanguard Total Stock Market ETF | 59 | 1.90 | 2.59 | 1.34 | 2.73 | 12.14 |
VWO Vanguard FTSE Emerging Markets ETF | 49 | 1.60 | 2.22 | 1.30 | 2.43 | 8.56 |
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Dividends
Dividend yield
Weathfront 8.5 Risk Level provided a 2.02% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.02% | 2.27% | 2.39% | 2.45% | 2.71% | 2.08% | 1.74% | 2.42% | 2.60% | 2.16% | 2.36% | 2.47% |
| Portfolio components: | ||||||||||||
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.56% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
SCHP Schwab U.S. TIPS ETF | 4.02% | 4.06% | 2.99% | 3.02% | 7.19% | 4.39% | 1.11% | 2.02% | 2.26% | 1.90% | 1.38% | 0.28% |
VEA Vanguard FTSE Developed Markets ETF | 2.58% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VWO Vanguard FTSE Emerging Markets ETF | 2.33% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
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 Weathfront 8.5 Risk Level. 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 Weathfront 8.5 Risk Level was 30.61%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Weathfront 8.5 Risk Level drawdown is 2.37%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.61%Mar 2020 | 1mo 9d | 4mo 22d | 6mo 1dFeb 2020 - Aug 2020 |
Bear market2022 | -25.32%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
2011 correction2011 | -19.80%Oct 2011 | 5mo 4d | 6mo 2d | 11mo 6dMay 2011 - Apr 2012 |
Rate-hike selloffLate 2018 | -17.66%Dec 2018 | 10mo 29d | 6mo 9d | 1y 5moJan 2018 - Jul 2019 |
2016 correction2016 | -17.54%Feb 2016 | 9mo 18d | 6mo 6d | 1y 3moApr 2015 - Aug 2016 |
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 6 assets, with an effective number of assets of 3.53, 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 | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.09 | 1.12 | 1.12 | 1.11 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Weathfront 8.5 Risk Level correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 5, 2010 | 0.95 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SCHP has the lowest at -0.07.
Asset Correlations Table
Find what Weathfront 8.5 Risk Level is missing
See which holdings overlap, where Weathfront 8.5 Risk Level is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification