Asset Allocation
Find the right asset allocation for A Portfolio SIPP
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 A Portfolio SIPP, 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 12, 2026, the A Portfolio SIPP returned 3.75% Year-To-Date and 11.28% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
Portfolio A Portfolio SIPP | 1.48% | -1.06% | 3.75% | 2.81% | 12.45% | 12.94% | 6.07% | 11.28% |
| Portfolio components: | ||||||||
^GSPC S&P 500 Index | 1.75% | -0.09% | 8.02% | 7.15% | 22.78% | 19.45% | 11.73% | 13.53% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.01% | 0.28% | 1.56% | 1.77% | 3.87% | 4.63% | 3.43% | 2.19% |
BNDX Vanguard Total International Bond ETF | 0.58% | 1.01% | 0.85% | 0.99% | 1.99% | 4.13% | 0.29% | 1.69% |
BTC-USD Bitcoin | 3.47% | -21.00% | -27.34% | -31.30% | -41.49% | 34.89% | 12.33% | 56.84% |
GLD SPDR Gold Shares | 3.13% | -10.77% | -2.52% | -1.76% | 25.28% | 28.54% | 17.06% | 12.16% |
IIBAX Voya Intermediate Bond Fund | -0.11% | 0.02% | -0.05% | 0.21% | 3.74% | 4.37% | -0.17% | 1.74% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.85% | 0.86% | 0.88% | 0.69% | 5.82% | 5.17% | -0.20% | 2.53% |
TIP iShares TIPS Bond ETF | 0.36% | -0.22% | 1.39% | 1.25% | 4.90% | 3.82% | 0.91% | 2.50% |
TLT iShares 20+ Year Treasury Bond ETF | 1.30% | 1.56% | 0.51% | -0.28% | 4.37% | -1.62% | -6.49% | -1.74% |
VTV Vanguard Value ETF | 1.67% | 3.15% | 13.24% | 12.56% | 26.46% | 18.07% | 11.56% | 12.64% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 4, 2013, A Portfolio SIPP's average daily return is +0.03%, while the average monthly return is +0.99%. At this rate, an investment would double in approximately 5.9 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2013 with a return of +33.4%, while the worst month was Dec 2013 at -11.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, A Portfolio SIPP closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +7.7%, while the worst single day was Dec 6, 2013 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.24% | 1.81% | -3.78% | 3.64% | 1.29% | -1.33% | 3.75% | ||||||
| 2025 | 2.44% | -0.03% | -1.13% | 0.10% | 1.76% | 2.60% | 0.69% | 2.11% | 3.14% | 0.75% | 0.46% | -0.32% | 13.20% |
| 2024 | -0.73% | 3.08% | 3.77% | -3.73% | 3.06% | 0.38% | 4.02% | 0.71% | 1.97% | -0.87% | 4.96% | -3.80% | 13.07% |
| 2023 | 6.88% | -2.75% | 3.16% | 0.40% | -1.78% | 2.98% | 1.42% | -2.38% | -3.67% | -0.37% | 6.39% | 5.76% | 16.43% |
| 2022 | -3.73% | 0.27% | 0.01% | -6.10% | -0.74% | -5.62% | 4.83% | -3.74% | -6.35% | 3.07% | 3.64% | -2.70% | -16.59% |
| 2021 | 0.12% | 2.35% | 3.37% | 2.08% | -0.08% | 0.06% | 2.02% | 1.56% | -2.72% | 4.62% | -0.90% | 0.47% | 13.51% |
Benchmark Metrics
A Portfolio SIPP has an annualized alpha of 6.08%, beta of 0.36, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since June 04, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (58.71%) than losses (49.59%) - typical of diversified or defensive assets.
- Beta of 0.36 may look defensive, but with R2 of 0.38 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.38 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 6.08%
- Beta
- 0.36
- R²
- 0.38
- Upside Capture
- 58.71%
- Downside Capture
- 49.59%
Expense Ratio
A Portfolio SIPP has an expense ratio of 0.15%, 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
A Portfolio SIPP ranks 30 for risk / return — below 30% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for A Portfolio SIPP 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 | 1.53 | 1.85 | -0.32 |
| Sortino ratioReturn per unit of downside risk | 2.19 | 2.52 | -0.33 |
| Omega ratioGain probability vs. loss probability | 1.26 | 1.34 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.31 | 2.52 | -0.21 |
| Martin ratioReturn relative to average drawdown | 8.41 | 11.31 | -2.90 |
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 |
|---|---|---|---|---|---|---|
^GSPC S&P 500 Index | 79 | 1.85 | 2.52 | 1.34 | 2.52 | 11.31 |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.59 | 174.16 | 87.91 | 355.36 | 2,817.81 |
BNDX Vanguard Total International Bond ETF | 20 | 0.58 | 0.84 | 1.10 | 0.68 | 1.90 |
BTC-USD Bitcoin | 35 | -0.97 | -1.39 | 0.86 | -0.81 | -1.42 |
GLD SPDR Gold Shares | 29 | 0.93 | 1.29 | 1.19 | 1.04 | 3.02 |
IIBAX Voya Intermediate Bond Fund | 20 | 1.04 | 1.55 | 1.19 | 1.44 | 4.12 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 37 | 1.09 | 1.60 | 1.19 | 1.75 | 4.92 |
TIP iShares TIPS Bond ETF | 54 | 1.45 | 2.24 | 1.26 | 2.49 | 7.44 |
TLT iShares 20+ Year Treasury Bond ETF | 18 | 0.45 | 0.73 | 1.08 | 0.58 | 1.40 |
VTV Vanguard Value ETF | 89 | 2.57 | 3.66 | 1.46 | 4.18 | 15.75 |
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Dividends
Dividend yield
A Portfolio SIPP provided a 2.49% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.49% | 2.51% | 2.58% | 2.44% | 1.98% | 1.42% | 1.29% | 1.75% | 1.88% | 1.52% | 1.46% | 1.42% |
| Portfolio components: | ||||||||||||
^GSPC S&P 500 Index | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
BNDX Vanguard Total International Bond ETF | 4.48% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
IIBAX Voya Intermediate Bond Fund | 3.60% | 3.43% | 4.50% | 4.05% | 1.98% | 2.03% | 4.69% | 3.23% | 2.93% | 2.88% | 2.96% | 2.45% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.55% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
TIP iShares TIPS Bond ETF | 3.76% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
TLT iShares 20+ Year Treasury Bond ETF | 4.55% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
VTV Vanguard Value ETF | 1.85% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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 A Portfolio SIPP. 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 A Portfolio SIPP was 22.69%, occurring on Oct 20, 2022. Recovery took 525 trading sessions.
The current A Portfolio SIPP drawdown is 1.56%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -22.69%Oct 2022 | 11mo 14d | 1y 5mo | 2y 4moNov 2021 - Mar 2024 |
COVID crash2020 | -18.05%Mar 2020 | 23d | 2mo 22d | 3mo 15dFeb 2020 - Jun 2020 |
2013 correction2013 | -17.19%Dec 2013 | 13d | 2y 5mo | 2y 6moDec 2013 - Jun 2016 |
Rate-hike selloffLate 2018 | -15.53%Dec 2018 | 1y 8d | 5mo 26d | 1y 6moDec 2017 - Jun 2019 |
2025 selloff2025 | -8.27%Apr 2025 | 4mo | 2mo 2d | 6mo 2dDec 2024 - Jun 2025 |
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 11 assets, with an effective number of assets of 9.69, 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 | 1.50 | 1.56 | 1.57 | 1.69 | 1.77 |
The portfolio has a diversification ratio of 1.77, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
A Portfolio SIPP correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.72 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 2013 | 0.65 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ^GSPC has the highest benchmark correlation at 1.00, while TLT has the lowest at -0.14.
Asset Correlations Table
| BIL | BTC-USD | GLD | BNDX | VTWV | VTV | TIP | ^GSPC | IIBAX | TLT | LQD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.01 | 0.04 | 0.01 | 0.00 | 0.03 | 0.00 | 0.04 | 0.02 | 0.01 | 0.01 |
| BTC-USD | 0.01 | 1.00 | 0.07 | 0.02 | 0.13 | 0.09 | 0.04 | 0.13 | 0.02 | -0.00 | 0.05 |
| GLD | 0.04 | 0.07 | 1.00 | 0.25 | 0.02 | 0.01 | 0.36 | 0.01 | 0.30 | 0.27 | 0.31 |
| BNDX | 0.01 | 0.02 | 0.25 | 1.00 | -0.02 | -0.02 | 0.55 | 0.02 | 0.65 | 0.65 | 0.63 |
| VTWV | 0.00 | 0.13 | 0.02 | -0.02 | 1.00 | 0.76 | -0.01 | 0.70 | -0.06 | -0.14 | 0.10 |
| VTV | 0.03 | 0.09 | 0.01 | -0.02 | 0.76 | 1.00 | -0.03 | 0.83 | -0.08 | -0.16 | 0.09 |
| TIP | 0.00 | 0.04 | 0.36 | 0.55 | -0.01 | -0.03 | 1.00 | 0.00 | 0.73 | 0.74 | 0.71 |
| ^GSPC | 0.04 | 0.13 | 0.01 | 0.02 | 0.70 | 0.83 | 0.00 | 1.00 | -0.05 | -0.13 | 0.14 |
| IIBAX | 0.02 | 0.02 | 0.30 | 0.65 | -0.06 | -0.08 | 0.73 | -0.05 | 1.00 | 0.83 | 0.79 |
| TLT | 0.01 | -0.00 | 0.27 | 0.65 | -0.14 | -0.16 | 0.74 | -0.13 | 0.83 | 1.00 | 0.78 |
| LQD | 0.01 | 0.05 | 0.31 | 0.63 | 0.10 | 0.09 | 0.71 | 0.14 | 0.79 | 0.78 | 1.00 |
Find what A Portfolio SIPP is missing
See which holdings overlap, where A Portfolio SIPP is concentrated, and which low-correlation assets could fill the gaps.
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