Current Portfolio as of 3/12/2026

Asset Allocation

Position	Category/Sector	Target Weight
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	20.47%
GLD SPDR Gold Shares	Gold, Precious Metals	16.47%
VOO Vanguard S&P 500 ETF	S&P 500	14.19%
VTV Vanguard Value ETF	Large Cap Value Equities	13.15%
VXUS Vanguard Total International Stock ETF	Global Equities	10.87%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	7.11%
BND Vanguard Total Bond Market ETF	Total Bond Market	4.38%
BNDX Vanguard Total International Bond ETF	Global Bonds	4.19%
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	Commodities	2.87%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	2.59%
QQQ Invesco QQQ ETF	Nasdaq-100	1.47%
VNQ Vanguard Real Estate ETF	REIT	1.21%
IBIT iShares Bitcoin Trust ETF	Cryptocurrency	1.03%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current Portfolio as of 3/12/2026, 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Current Portfolio as of 3/12/2026	0.31%	-1.46%	7.69%	7.98%	19.95%	—	—	—
Portfolio components:
BND Vanguard Total Bond Market ETF	-0.12%	0.42%	0.52%	0.91%	4.40%	4.17%	0.03%	1.58%
BNDX Vanguard Total International Bond ETF	0.17%	0.99%	1.02%	1.22%	1.94%	4.32%	0.32%	1.72%
GLD SPDR Gold Shares	0.06%	-10.21%	-2.47%	-2.25%	23.81%	28.89%	17.08%	12.15%
IBIT iShares Bitcoin Trust ETF	-0.03%	-20.12%	-27.41%	-29.61%	-40.63%	—	—	—
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	-1.04%	-8.77%	28.75%	30.02%	34.56%	12.43%	10.98%	7.99%
QQQ Invesco QQQ ETF	0.59%	0.93%	17.57%	17.85%	35.82%	26.43%	16.85%	21.79%
SGOV iShares 0-3 Month Treasury Bond ETF	0.02%	0.30%	1.61%	1.78%	3.95%	4.71%	3.56%	—
TLT iShares 20+ Year Treasury Bond ETF	-0.24%	1.54%	0.27%	0.45%	2.88%	-1.38%	-6.53%	-1.75%
VNQ Vanguard Real Estate ETF	0.92%	2.73%	12.51%	12.32%	12.92%	10.14%	2.55%	5.65%
VOO Vanguard S&P 500 ETF	0.55%	-0.07%	9.08%	9.44%	24.36%	20.95%	13.43%	15.50%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 11, 2024, Current Portfolio as of 3/12/2026's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.

Historically, 80% of months were positive and 20% were negative. The best month was Jan 2026 with a return of +4.8%, while the worst month was Mar 2026 at -3.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Current Portfolio as of 3/12/2026 closed higher 61% of trading days. The best single day was Apr 9, 2025 with a return of +4.4%, while the worst single day was Apr 4, 2025 at -3.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.81%	3.43%	-3.22%	3.07%	0.75%	-1.16%							7.69%
2025	2.95%	0.89%	0.72%	-0.31%	2.02%	2.45%	0.52%	2.49%	3.83%	1.31%	1.64%	0.79%	21.02%
2024	0.52%	2.21%	4.23%	-1.50%	2.34%	0.47%	2.60%	1.34%	1.93%	-0.03%	2.35%	-2.77%	14.34%

Benchmark Metrics

Current Portfolio as of 3/12/2026 has an annualized alpha of 8.95%, beta of 0.43, and R2 of 0.59 versus S&P 500 Index. Calculated based on daily prices since January 11, 2024.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.67%) than losses (15.64%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 8.95% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.43 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: 8.95%

Beta: 0.43

R²: 0.59

Upside Capture: 58.67%

Downside Capture: 15.64%

See how alpha, beta & R² have trended over time →

Expense Ratio

Current Portfolio as of 3/12/2026 has an expense ratio of 0.14%, 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.

Top 10 holdings

PDBC

Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF

GLD

SPDR Gold Shares

IBIT

iShares Bitcoin Trust ETF

QQQ

Invesco QQQ ETF

TLT

iShares 20+ Year Treasury Bond ETF

VNQ

Vanguard Real Estate ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

XLE

State Street Energy Select Sector SPDR ETF

BNDX

Vanguard Total International Bond ETF

VXUS

Vanguard Total International Stock ETF

Return for Risk

Risk / Return Rank

Current Portfolio as of 3/12/2026 ranks 75 for risk / return — better than 75% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for Current Portfolio as of 3/12/2026 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	2.34	1.86	+0.48
Sortino ratioReturn per unit of downside risk	3.09	2.53	+0.56
Omega ratioGain probability vs. loss probability	1.45	1.34	+0.12
Calmar ratioReturn relative to maximum drawdown	3.89	2.53	+1.36
Martin ratioReturn relative to average drawdown	14.28	11.37	+2.91

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
BND Vanguard Total Bond Market ETF	37	1.18	1.77	1.21	1.65	4.81
BNDX Vanguard Total International Bond ETF	18	0.56	0.82	1.10	0.66	1.84
GLD SPDR Gold Shares	26	0.87	1.24	1.18	0.98	2.81
IBIT iShares Bitcoin Trust ETF	3	-0.92	-1.30	0.85	-0.78	-1.37
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	65	1.84	2.44	1.32	3.55	9.49
QQQ Invesco QQQ ETF	71	2.09	2.73	1.37	3.01	11.22
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.28	275.69	195.55	398.20	4,461.98
TLT iShares 20+ Year Treasury Bond ETF	14	0.30	0.50	1.06	0.38	0.92
VNQ Vanguard Real Estate ETF	32	0.96	1.39	1.17	1.56	4.90
VOO Vanguard S&P 500 ETF	70	1.99	2.70	1.36	2.75	12.42

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.

The current Current Portfolio as of 3/12/2026 Sharpe ratio is 2.34 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 Current Portfolio as of 3/12/2026 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

Current Portfolio as of 3/12/2026 provided a 2.26% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.26%	2.48%	2.76%	2.72%	2.15%	2.89%	1.44%	1.82%	1.66%	1.51%	1.60%	1.50%
Portfolio components:
BND Vanguard Total Bond Market ETF	3.96%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BNDX Vanguard Total International Bond ETF	4.47%	4.39%	4.18%	4.42%	1.51%	3.74%	1.11%	3.40%	3.01%	2.23%	1.89%	1.63%
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%
IBIT iShares Bitcoin Trust ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF	2.98%	3.84%	4.42%	4.21%	13.05%	50.83%	0.01%	1.40%	1.00%	3.83%	6.51%	0.00%
QQQ Invesco QQQ ETF	0.39%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
TLT iShares 20+ Year Treasury Bond ETF	4.56%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%
VNQ Vanguard Real Estate ETF	3.54%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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 Current Portfolio as of 3/12/2026. 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 Current Portfolio as of 3/12/2026 was 7.54%, occurring on Apr 8, 2025. Recovery took 19 trading sessions.

The current Current Portfolio as of 3/12/2026 drawdown is 1.48%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-7.54%Apr 2025	1mo 16d	28d	2mo 14dFeb 2025 - May 2025
2026 pullback2026	-5.14%Mar 2026	23d	1mo 11d	2mo 4dMar 2026 - May 2026
2024 pullback2024	-3.84%Aug 2024	21d	12d	1mo 3dJul 2024 - Aug 2024
2024 pullback2024	-3.48%Dec 2024	17d	1mo 3d	1mo 20dDec 2024 - Jan 2025
2026 pullback2026	-3.02%Feb 2026	3d	9d	12dJan 2026 - Feb 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 13 assets, with an effective number of assets of 7.75, 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	All Time
Diversification Ratio	1.56	1.51

The portfolio has a diversification ratio of 1.51, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Current Portfolio as of 3/12/2026 correlation to the S&P 500 Index

Current Portfolio as of 3/12/2026 has a 0.65 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	0.65
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024	0.69

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SGOV has the lowest at -0.01.

-0.01

0.02

0.15

0.16

0.17

0.22

0.25

0.41

0.44

0.72

0.73

0.94

1.00

Portfolio Correlations

Correlation vs. Current Portfolio as of 3/12/2026. VXUS has the highest portfolio correlation at 0.79, while SGOV has the lowest at -0.00.

-0.00

0.25

0.32

0.33

0.33

0.40

0.42

0.52

0.59

0.67

0.70

0.72

0.79

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SGOV	PDBC	XLE	IBIT	GLD	TLT	BNDX	BND	VNQ	QQQ	VTV	VOO	VXUS
SGOV	1.00	0.00	0.03	0.02	0.01	0.00	0.02	0.02	0.03	-0.01	-0.02	-0.01	-0.05
PDBC	0.00	1.00	0.60	0.08	0.30	-0.21	-0.27	-0.21	-0.06	0.04	0.04	0.02	0.09
XLE	0.03	0.60	1.00	0.11	0.08	-0.09	-0.13	-0.09	0.21	0.05	0.40	0.16	0.16
IBIT	0.02	0.08	0.11	1.00	0.15	0.03	0.05	0.05	0.20	0.41	0.30	0.41	0.35
GLD	0.01	0.30	0.08	0.15	1.00	0.15	0.24	0.22	0.17	0.14	0.17	0.16	0.39
TLT	0.00	-0.21	-0.09	0.03	0.15	1.00	0.75	0.94	0.38	0.10	0.23	0.17	0.26
BNDX	0.02	-0.27	-0.13	0.05	0.24	0.75	1.00	0.78	0.37	0.18	0.27	0.25	0.34
BND	0.02	-0.21	-0.09	0.05	0.22	0.94	0.78	1.00	0.42	0.15	0.26	0.23	0.33
VNQ	0.03	-0.06	0.21	0.20	0.17	0.38	0.37	0.42	1.00	0.26	0.69	0.44	0.48
QQQ	-0.01	0.04	0.05	0.41	0.14	0.10	0.18	0.15	0.26	1.00	0.52	0.94	0.67
VTV	-0.02	0.04	0.40	0.30	0.17	0.23	0.27	0.26	0.69	0.52	1.00	0.72	0.65
VOO	-0.01	0.02	0.16	0.41	0.16	0.17	0.25	0.23	0.44	0.94	0.72	1.00	0.73
VXUS	-0.05	0.09	0.16	0.35	0.39	0.26	0.34	0.33	0.48	0.67	0.65	0.73	1.00

The correlation results are calculated based on daily price changes starting from Jan 11, 2024

Diversification Analysis

Find what Current Portfolio as of 3/12/2026 is missing

See which holdings overlap, where Current Portfolio as of 3/12/2026 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification