PortfoliosLab logoPortfoliosLab logo
TEST PORTFOLIO
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for TEST PORTFOLIO

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TEST PORTFOLIO, 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.


Loading charts...

Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.00%-0.71%8.39%8.57%24.33%18.94%12.24%13.54%
Portfolio
TEST PORTFOLIO
0.64%-0.03%7.97%8.03%
ALLW
State Street Bridgewater All Weather ETF
0.54%-0.67%7.71%8.07%19.77%
CLSE
Convergence Long/Short Equity ETF
0.29%3.61%25.06%24.84%50.50%31.66%
EZRO
AlphaDroid Defensive Sector Rotation ETF
2.13%-5.00%4.97%5.11%
FTLS
First Trust Long/Short Equity ETF
0.12%0.11%5.04%4.94%15.97%13.85%10.43%9.78%
GRNY
Fundstrat Granny Shots U.S. Large Cap ETF
0.70%2.31%11.03%9.83%28.34%
HECA
Hedgeye Capital Allocation ETF
-0.04%-2.18%-2.82%-2.69%
HELO
JPMorgan Hedged Equity Laddered Overlay ETF
0.43%0.27%2.35%2.57%10.50%
ORR
Militia Long/Short Equity ETF
1.09%1.56%8.52%9.51%29.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 16, 2025, TEST PORTFOLIO's average daily return is +0.06%, while the average monthly return is +1.08%. At this rate, an investment would double in approximately 5.4 years.

Historically, 78% of months were positive and 22% were negative. The best month was Apr 2026 with a return of +4.6%, while the worst month was Mar 2026 at -3.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 1 months.

On a daily basis, TEST PORTFOLIO closed higher 57% of trading days. The best single day was Feb 6, 2026 with a return of +2.1%, while the worst single day was Jun 5, 2026 at -2.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.64%2.22%-3.70%4.60%1.51%-0.33%7.97%
20251.48%0.07%0.18%1.74%

Benchmark Metrics

TEST PORTFOLIO has an annualized alpha of 2.65%, beta of 0.71, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 16, 2025.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (53.21%) than losses (22.87%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 2.65% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
2.65%
Beta
0.71
0.82
Upside Capture
53.21%
Downside Capture
22.87%

Expense Ratio

TEST PORTFOLIO has a high expense ratio of 2.68%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for TEST PORTFOLIO 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

1.94

Sortino ratioReturn per unit of downside risk

2.65

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.66

Martin ratioReturn relative to average drawdown

11.86


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for TEST PORTFOLIO. This metric is based on the past 12 months of trading data. Please check back later for updated information.


Loading charts...

Dividends

Dividend yield

TEST PORTFOLIO provided a 1.09% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.09%1.17%0.38%0.36%0.21%0.00%0.05%0.10%0.11%0.05%0.13%0.06%
ALLW
State Street Bridgewater All Weather ETF
4.34%4.67%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CLSE
Convergence Long/Short Equity ETF
0.76%0.95%0.93%1.21%0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EZRO
AlphaDroid Defensive Sector Rotation 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%
FTLS
First Trust Long/Short Equity ETF
0.90%1.07%1.50%1.49%0.81%0.01%0.44%0.83%0.87%0.43%1.04%0.49%
GRNY
Fundstrat Granny Shots U.S. Large Cap 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%
HECA
Hedgeye Capital Allocation ETF
2.08%2.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HELO
JPMorgan Hedged Equity Laddered Overlay ETF
0.62%0.67%0.60%0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORR
Militia Long/Short Equity 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%

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the TEST PORTFOLIO. 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 TEST PORTFOLIO was 5.71%, occurring on Mar 30, 2026. Recovery took 22 trading sessions.

The current TEST PORTFOLIO drawdown is 1.12%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 pullback2026
-5.71%Mar 2026
1mo 2d1mo 1d
2mo 3dFeb 2026 - Apr 2026
2025 pullback2025
-4.03%Nov 2025
21d20d
1mo 11dOct 2025 - Dec 2025
2026 pullback2026
-3.93%Jun 2026
7d
19d 2hJun 2026 - now
2025 pullback2025
-2.66%Dec 2025
5d6d
11dDec 2025 - Dec 2025
2026 pullback2026
-2.47%Feb 2026
6d4d
10dJan 2026 - Feb 2026

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
All Time
Diversification Ratio

1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

TEST PORTFOLIO correlation to the S&P 500 Index

TEST PORTFOLIO has a 0.91 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 16, 2025

0.91


Benchmark Correlations

Correlation vs. S&P 500 Index. HELO has the highest benchmark correlation at 0.92, while HECA has the lowest at 0.44.

HECA
0.44
ORR
0.51
EZRO
0.62
ALLW
0.65
CLSE
0.76
FTLS
0.79
GRNY
0.91
HELO
0.92

Portfolio Correlations

Correlation vs. TEST PORTFOLIO. GRNY has the highest portfolio correlation at 0.90, while HECA has the lowest at 0.59.

HECA
0.59
ORR
0.64
ALLW
0.72
EZRO
0.74
FTLS
0.80
CLSE
0.80
HELO
0.84
GRNY
0.90

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 Oct 16, 2025
Diversification Analysis

Find what TEST PORTFOLIO is missing

See which holdings overlap, where TEST PORTFOLIO is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification