Asset Allocation
Find the right asset allocation for 100k-500k Nick Crown ebook
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 100k-500k Nick Crown ebook, 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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Returns By Period
As of Jun 9, 2026, the 100k-500k Nick Crown ebook returned 6.41% Year-To-Date and 10.86% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio 100k-500k Nick Crown ebook | 0.07% | 0.23% | 6.41% | 6.79% | 17.09% | 15.17% | 9.23% | 10.86% |
| Portfolio components: | ||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.01% | 0.29% | 1.54% | 1.78% | 3.88% | 4.62% | 3.42% | 2.19% |
DGRO iShares Core Dividend Growth ETF | -0.29% | 2.67% | 8.47% | 9.27% | 21.90% | 16.63% | 10.64% | 13.26% |
USMV iShares MSCI USA Min Vol Factor ETF | -0.43% | 1.28% | 1.55% | 2.27% | 3.18% | 11.35% | 7.21% | 9.75% |
VOO Vanguard S&P 500 ETF | 0.25% | 0.24% | 8.72% | 8.77% | 24.91% | 21.45% | 13.49% | 15.35% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.00% | -0.18% | 1.76% | 1.89% | 4.64% | 5.17% | 3.37% | 3.08% |
VWO Vanguard FTSE Emerging Markets ETF | 0.52% | -3.65% | 8.50% | 9.73% | 24.29% | 16.22% | 4.65% | 8.60% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 12, 2014, 100k-500k Nick Crown ebook's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +8.8%, while the worst month was Mar 2020 at -9.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 100k-500k Nick Crown ebook closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.5%, while the worst single day was Mar 16, 2020 at -8.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.80% | 0.78% | -3.81% | 6.28% | 2.88% | -1.40% | 6.41% | ||||||
| 2025 | 2.21% | 0.22% | -2.46% | -0.69% | 3.47% | 3.37% | 1.10% | 2.13% | 2.50% | 0.95% | 0.65% | 0.07% | 14.20% |
| 2024 | 0.81% | 3.12% | 2.56% | -2.40% | 3.12% | 2.01% | 1.84% | 2.15% | 2.06% | -1.00% | 3.49% | -2.35% | 16.26% |
| 2023 | 4.04% | -2.48% | 2.55% | 1.07% | -1.01% | 4.37% | 2.66% | -1.62% | -3.03% | -1.57% | 6.24% | 3.41% | 15.08% |
| 2022 | -3.24% | -2.07% | 1.90% | -5.42% | 0.47% | -5.27% | 5.32% | -2.80% | -7.08% | 5.43% | 5.32% | -3.57% | -11.47% |
| 2021 | -0.54% | 1.65% | 3.45% | 3.34% | 0.91% | 1.17% | 1.34% | 1.93% | -3.40% | 4.44% | -1.00% | 3.78% | 18.14% |
Benchmark Metrics
100k-500k Nick Crown ebook has an annualized alpha of 1.33%, beta of 0.68, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 12, 2014.
- This portfolio participated in 70.02% of S&P 500 Index downside but only 68.63% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.68 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
- 1.33%
- Beta
- 0.68
- R²
- 0.98
- Upside Capture
- 68.63%
- Downside Capture
- 70.02%
Expense Ratio
100k-500k Nick Crown ebook has an expense ratio of 0.07%, 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
100k-500k Nick Crown ebook ranks 57 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 100k-500k Nick Crown ebook and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.17 | 1.94 | +0.23 |
| Sortino ratioReturn per unit of downside risk | 3.03 | 2.63 | +0.41 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.35 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.59 | +0.34 |
| Martin ratioReturn relative to average drawdown | 13.14 | 11.84 | +1.30 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.64 | 174.66 | 88.16 | 356.40 | 2,826.06 |
DGRO iShares Core Dividend Growth ETF | 78 | 2.32 | 3.37 | 1.42 | 3.40 | 13.12 |
USMV iShares MSCI USA Min Vol Factor ETF | 15 | 0.37 | 0.58 | 1.07 | 0.49 | 1.64 |
VOO Vanguard S&P 500 ETF | 69 | 2.08 | 2.80 | 1.38 | 2.81 | 12.97 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 95 | 3.12 | 5.31 | 1.66 | 6.66 | 26.11 |
VWO Vanguard FTSE Emerging Markets ETF | 49 | 1.49 | 2.08 | 1.28 | 2.18 | 7.79 |
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Dividends
Dividend yield
100k-500k Nick Crown ebook provided a 2.04% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.04% | 2.18% | 2.23% | 2.40% | 2.76% | 1.88% | 1.54% | 2.09% | 2.22% | 1.72% | 1.74% | 1.75% |
| Portfolio components: | ||||||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.86% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 1.96% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
USMV iShares MSCI USA Min Vol Factor ETF | 1.54% | 1.49% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% |
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% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.49% | 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 100k-500k Nick Crown ebook. 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 100k-500k Nick Crown ebook was 25.74%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current 100k-500k Nick Crown ebook drawdown is 1.91%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -25.74%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -17.64%Oct 2022 | 9mo 10d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -12.48%Dec 2018 | 3mo 1d | 2mo 24d | 5mo 25dSep 2018 - Mar 2019 |
2025 selloff2025 | -11.58%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 |
2016 correction2016 | -10.43%Feb 2016 | 8mo 25d | 2mo 8d | 11mo 3dMay 2015 - Apr 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 4.26, 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 | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.14 | 1.12 | 1.11 | 1.08 | 1.08 |
The portfolio has a diversification ratio of 1.08, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
100k-500k Nick Crown ebook correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.98 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while BIL has the lowest at 0.00.
Asset Correlations Table
Find what 100k-500k Nick Crown ebook is missing
See which holdings overlap, where 100k-500k Nick Crown ebook is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification