** 2025 Nov 26 IRA

Asset Allocation

Position	Category/Sector	Target Weight
VYMI Vanguard International High Dividend Yield ETF	Dividend, Foreign Large Cap Equities	22%
GLD SPDR Gold Shares	Gold, Precious Metals	15%
DIVO Amplify CWP Enhanced Dividend Income ETF	Derivative Income	11%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	10%
VIG Vanguard Dividend Appreciation ETF	Dividend	10%
VTV Vanguard Value ETF	Large Cap Value Equities	8%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	6%
DBC Invesco DB Commodity Index Tracking Fund	Commodities	5%
VGT Vanguard Information Technology ETF	Technology Equities	5%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	5%
BTC-USD Bitcoin		3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ** 2025 Nov 26 IRA, 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	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio ** 2025 Nov 26 IRA	0.16%	-1.11%	9.99%	11.39%	25.78%	21.53%	14.36%	—
Portfolio components:
BTC-USD Bitcoin	-1.22%	-22.47%	-28.54%	-31.02%	-40.89%	33.16%	10.82%	59.68%
DBC Invesco DB Commodity Index Tracking Fund	0.82%	-2.74%	31.80%	32.21%	40.70%	14.11%	12.01%	8.54%
DIVO Amplify CWP Enhanced Dividend Income ETF	-0.30%	1.64%	5.28%	5.66%	17.72%	15.15%	10.72%	—
GLD SPDR Gold Shares	0.26%	-8.41%	0.24%	3.07%	30.18%	29.71%	17.55%	12.56%
SCHD Schwab U.S. Dividend Equity ETF	-0.03%	2.12%	18.71%	19.28%	26.37%	14.73%	8.49%	12.65%
VGT Vanguard Information Technology ETF	1.71%	4.28%	24.57%	21.33%	50.38%	31.24%	20.82%	25.14%
VIG Vanguard Dividend Appreciation ETF	0.03%	2.32%	6.58%	6.47%	18.31%	16.04%	10.62%	13.05%
VTV Vanguard Value ETF	0.25%	2.67%	11.91%	13.41%	25.49%	17.72%	11.30%	12.42%
VYMI Vanguard International High Dividend Yield ETF	0.24%	-1.37%	10.04%	13.58%	27.88%	20.99%	11.79%	10.62%
XLE State Street Energy Select Sector SPDR ETF	1.14%	4.72%	31.32%	30.37%	44.35%	16.51%	20.33%	10.02%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 15, 2016, 2025 Nov 26 IRA's average daily return is +0.05%, while the average monthly return is +1.44%. At this rate, an investment would double in approximately 4.0 years**.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +10.5%, while the worst month was Mar 2020 at -12.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025 Nov 26 IRA closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -9.5%**.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.76%	4.91%	-3.63%	4.04%	0.54%	-1.65%							9.99%
2025	3.85%	0.86%	0.93%	-0.54%	3.19%	2.87%	1.02%	3.11%	3.75%	1.10%	2.06%	0.88%	25.56%
2024	-0.11%	3.31%	5.44%	-2.20%	3.66%	-0.54%	3.54%	1.77%	2.56%	-0.14%	3.99%	-3.88%	18.36%
2023	5.18%	-3.50%	3.16%	1.74%	-3.61%	4.43%	3.31%	-2.79%	-2.68%	0.48%	5.52%	4.02%	15.58%
2022	-0.63%	0.44%	3.63%	-4.19%	2.00%	-8.02%	3.51%	-2.45%	-7.55%	7.75%	6.43%	-1.92%	-2.40%
2021	-0.28%	3.95%	5.46%	2.96%	1.30%	-0.97%	1.43%	1.56%	-2.71%	6.42%	-3.08%	4.45%	21.91%

Benchmark Metrics

** 2025 Nov 26 IRA has an annualized alpha of 7.56%, beta of 0.66, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since December 15, 2016.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.42%) than losses (64.81%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 7.56% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.66 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: 7.56%

Beta: 0.66

R²: 0.72

Upside Capture: 85.42%

Downside Capture: 64.81%

Expense Ratio

** 2025 Nov 26 IRA has an expense ratio of 0.21%, 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.

DBC

Invesco DB Commodity Index Tracking Fund

DIVO

Amplify CWP Enhanced Dividend Income ETF

GLD

SPDR Gold Shares

VGT

Vanguard Information Technology ETF

XLU

State Street Utilities Select Sector SPDR ETF

XLE

State Street Energy Select Sector SPDR ETF

VYMI

Vanguard International High Dividend Yield ETF

SCHD

Schwab U.S. Dividend Equity ETF

VTV

Vanguard Value ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

Risk / Return Rank

2025 Nov 26 IRA ranks 76 for risk / return — better than 76% 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 ** 2025 Nov 26 IRA and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.56	1.94	+0.62
Sortino ratioReturn per unit of downside risk	3.41	2.63	+0.78
Omega ratioGain probability vs. loss probability	1.46	1.35	+0.11
Calmar ratioReturn relative to maximum drawdown	4.18	2.59	+1.59
Martin ratioReturn relative to average drawdown	16.53	11.84	+4.68
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
BTC-USD Bitcoin	28	-0.95	-1.35	0.86	-0.80	-1.42
DBC Invesco DB Commodity Index Tracking Fund	75	2.17	2.81	1.38	5.27	12.03
DIVO Amplify CWP Enhanced Dividend Income ETF	66	1.96	2.91	1.34	2.99	10.79
GLD SPDR Gold Shares	33	1.13	1.51	1.23	1.51	3.78
SCHD Schwab U.S. Dividend Equity ETF	85	2.43	3.75	1.43	5.74	14.06
VGT Vanguard Information Technology ETF	71	2.35	2.89	1.39	3.09	9.77
VIG Vanguard Dividend Appreciation ETF	58	1.82	2.65	1.33	2.33	9.37
VTV Vanguard Value ETF	84	2.52	3.58	1.45	4.03	15.20
VYMI Vanguard International High Dividend Yield ETF	69	2.14	2.91	1.39	2.76	10.83
XLE State Street Energy Select Sector SPDR ETF	70	2.18	2.81	1.35	3.70	10.59

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.

** 2025 Nov 26 IRA Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.56
5-Year: 1.18
All Time: 1.24

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.51, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ** 2025 Nov 26 IRA 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

** 2025 Nov 26 IRA provided a 2.53% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.53%	2.74%	2.94%	2.92%	2.73%	2.49%	2.44%	3.14%	2.76%	2.16%	1.61%	1.19%
Portfolio components:
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%
DBC Invesco DB Commodity Index Tracking Fund	2.53%	3.33%	5.22%	4.94%	0.59%	0.00%	0.00%	1.59%	1.30%	0.00%	0.00%	0.00%
DIVO Amplify CWP Enhanced Dividend Income ETF	6.43%	6.44%	4.70%	4.67%	4.76%	4.79%	4.91%	8.16%	5.27%	3.83%	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%
SCHD Schwab U.S. Dividend Equity ETF	3.27%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%
VIG Vanguard Dividend Appreciation ETF	1.48%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%
VTV Vanguard Value ETF	1.87%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
VYMI Vanguard International High Dividend Yield ETF	3.48%	3.68%	4.84%	4.58%	4.70%	4.30%	3.22%	4.20%	4.29%	3.21%	2.39%	0.00%
XLE State Street Energy Select Sector SPDR ETF	2.56%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%

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 ** 2025 Nov 26 IRA. 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 ** 2025 Nov 26 IRA was 29.61%, occurring on Mar 23, 2020. Recovery took 158 trading sessions.

The current 2025 Nov 26 IRA drawdown is 2.16%**.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-29.61%Mar 2020	1mo 2d	5mo 8d	6mo 10dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018	-21.57%Dec 2018	1y 8d	10mo 11d	1y 10moDec 2017 - Nov 2019
Bear market2022	-17.02%Oct 2022	6mo 5d	6mo 13d	1y 13dMar 2022 - Apr 2023
2025 selloff2025	-10.61%Apr 2025	1mo 16d	28d	2mo 14dFeb 2025 - May 2025
2023 pullback2023	-7.25%Oct 2023	2mo 5d	1mo 24d	3mo 29dAug 2023 - Nov 2023

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 8.24, 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	All Time
Diversification Ratio	1.60	1.48	1.43	1.40

The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

** 2025 Nov 26 IRA correlation to the S&P 500 Index

** 2025 Nov 26 IRA 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 (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.77
Correlation (All Time) Calculated using the full available price history since Dec 15, 2016	0.79

Benchmark Correlations

Correlation vs. S&P 500 Index. VIG has the highest benchmark correlation at 0.91, while GLD has the lowest at 0.07.

0.07

0.24

0.24

0.37

0.43

0.72

0.76

0.78

0.83

0.90

0.91

Portfolio Correlations

Correlation vs. ** 2025 Nov 26 IRA. VYMI has the highest portfolio correlation at 0.75, while GLD has the lowest at 0.32.

0.32

0.40

0.40

0.48

0.54

0.57

0.69

0.71

0.72

0.75

0.75

Asset Correlations Table

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

	GLD	BTC-USD	DBC	XLU	XLE	VGT	VYMI	DIVO	SCHD	VIG	VTV
GLD	1.00	0.10	0.23	0.15	0.07	0.06	0.24	0.07	0.05	0.08	0.06
BTC-USD	0.10	1.00	0.06	0.06	0.07	0.19	0.17	0.15	0.13	0.16	0.14
DBC	0.23	0.06	1.00	0.06	0.57	0.17	0.34	0.24	0.25	0.18	0.25
XLU	0.15	0.06	0.06	1.00	0.17	0.19	0.28	0.38	0.41	0.45	0.42
XLE	0.07	0.07	0.57	0.17	1.00	0.24	0.47	0.45	0.57	0.39	0.57
VGT	0.06	0.19	0.17	0.19	0.24	1.00	0.54	0.54	0.50	0.68	0.54
VYMI	0.24	0.17	0.34	0.28	0.47	0.54	1.00	0.62	0.63	0.64	0.68
DIVO	0.07	0.15	0.24	0.38	0.45	0.54	0.62	1.00	0.73	0.79	0.80
SCHD	0.05	0.13	0.25	0.41	0.57	0.50	0.63	0.73	1.00	0.81	0.89
VIG	0.08	0.16	0.18	0.45	0.39	0.68	0.64	0.79	0.81	1.00	0.86
VTV	0.06	0.14	0.25	0.42	0.57	0.54	0.68	0.80	0.89	0.86	1.00

The correlation results are calculated based on daily price changes starting from Dec 15, 2016

Diversification Analysis

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See which holdings overlap, where ** 2025 Nov 26 IRA is concentrated, and which low-correlation assets could fill the gaps.

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** 2025 Nov 26 IRA

Asset Allocation

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Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Diversification Ratio

** 2025 Nov 26 IRA correlation to the S&P 500 Index

Benchmark Correlations

Portfolio Correlations

Asset Correlations Table

Find what ** 2025 Nov 26 IRA is missing

Find the right asset allocation for 2025 Nov 26 IRA**

Find what 2025 Nov 26 IRA** is missing