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Weathfront 8.5 Risk Level
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

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.


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.92%1.77%-5.73%8.03%3.70%-1.61%8.83%
20252.66%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%
20237.02%-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
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.


Weathfront 8.5 Risk Level Risk / Return Rank: 4141
Overall Rank
Weathfront 8.5 Risk Level Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
Weathfront 8.5 Risk Level Sortino Ratio Rank: 4141
Sortino Ratio Rank
Weathfront 8.5 Risk Level Omega Ratio Rank: 4242
Omega Ratio Rank
Weathfront 8.5 Risk Level Calmar Ratio Rank: 3838
Calmar Ratio Rank
Weathfront 8.5 Risk Level Martin Ratio Rank: 4545
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 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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
28
0.961.431.171.534.28
SCHP
Schwab U.S. TIPS ETF
32
1.051.551.181.825.39
VEA
Vanguard FTSE Developed Markets ETF
55
1.812.481.332.6210.06
VIG
Vanguard Dividend Appreciation ETF
54
1.832.661.332.349.44
VTI
Vanguard Total Stock Market ETF
59
1.902.591.342.7312.14
VWO
Vanguard FTSE Emerging Markets ETF
49
1.602.221.302.438.56

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. Learn how to interpret the Sharpe ratio.

The current Weathfront 8.5 Risk Level Sharpe ratio is 1.91 as of Jun 24, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.49 to 2.37, 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 Weathfront 8.5 Risk Level 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

Weathfront 8.5 Risk Level provided a 2.02% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.02%2.27%2.39%2.45%2.71%2.08%1.74%2.42%2.60%2.16%2.36%2.47%
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 9d4mo 22d
6mo 1dFeb 2020 - Aug 2020
Bear market2022
-25.32%Oct 2022
11mo 9d1y 4mo
2y 3moNov 2021 - Feb 2024
2011 correction2011
-19.80%Oct 2011
5mo 4d6mo 2d
11mo 6dMay 2011 - Apr 2012
Rate-hike selloffLate 2018
-17.66%Dec 2018
10mo 29d6mo 9d
1y 5moJan 2018 - Jul 2019
2016 correction2016
-17.54%Feb 2016
9mo 18d6mo 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

Weathfront 8.5 Risk Level has a 0.94 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

0.94

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.

SCHP
-0.07
LQD
0.10
VWO
0.71
VEA
0.82
VIG
0.93
VTI
0.99

Portfolio Correlations

Correlation vs. Weathfront 8.5 Risk Level. VTI has the highest portfolio correlation at 0.95, while SCHP has the lowest at 0.00.

SCHP
0.00
LQD
0.17
VWO
0.86
VIG
0.89
VEA
0.92
VTI
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.

The correlation results are calculated based on daily price changes starting from Aug 5, 2010
Diversification Analysis

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