Asset Allocation
Find the right asset allocation for Growth/Dividend/Defensive/No BTC
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 Growth/Dividend/Defensive/No BTC, 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
As of Jun 13, 2026, the Growth/Dividend/Defensive/No BTC returned 11.07% Year-To-Date and 16.59% of annualized return in the last 10 years.
| 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 Growth/Dividend/Defensive/No BTC | 0.53% | 0.90% | 11.07% | 11.18% | 22.84% | 20.75% | 14.24% | 16.59% |
| Portfolio components: | ||||||||
BRK-B Berkshire Hathaway Inc. | 0.71% | 1.07% | -2.67% | -2.06% | 0.35% | 13.30% | 11.27% | 13.22% |
COST Costco Wholesale Corporation | 0.68% | -5.66% | 14.24% | 11.38% | -0.24% | 25.12% | 22.12% | 22.27% |
ETN Eaton Corporation plc | -0.57% | -4.09% | 23.61% | 18.59% | 22.32% | 28.04% | 23.65% | 23.38% |
GLD SPDR Gold Shares | 0.06% | -9.52% | -2.47% | -2.25% | 22.21% | 28.89% | 17.08% | 12.15% |
IEFA iShares Core MSCI EAFE ETF | 0.18% | 1.09% | 9.51% | 11.08% | 22.43% | 16.31% | 8.10% | 9.90% |
IEMG iShares Core MSCI Emerging Markets ETF | 0.61% | 0.34% | 22.84% | 25.59% | 44.83% | 21.33% | 7.15% | 10.42% |
JPM JPMorgan Chase & Co. | 2.31% | 6.94% | 0.50% | 1.66% | 23.40% | 34.22% | 17.82% | 21.02% |
LLY Eli Lilly and Company | -2.41% | 12.74% | 5.78% | 10.64% | 39.26% | 37.45% | 39.59% | 33.45% |
MA Mastercard Incorporated | 0.71% | 0.01% | -13.89% | -14.05% | -12.30% | 10.32% | 6.66% | 18.64% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 24, 2012, Growth/Dividend/Defensive/No BTC's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.
Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Growth/Dividend/Defensive/No BTC closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -10.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.20% | 3.63% | -5.22% | 6.38% | 2.97% | 0.04% | 11.07% | ||||||
| 2025 | 3.06% | 2.30% | -2.46% | -0.25% | 1.97% | 2.64% | 0.23% | 3.15% | 2.38% | 0.56% | 2.18% | -0.05% | 16.71% |
| 2024 | 2.19% | 5.34% | 3.67% | -3.48% | 4.26% | 1.25% | 2.68% | 4.37% | 0.50% | -0.89% | 5.36% | -4.43% | 22.23% |
| 2023 | 4.71% | -2.48% | 2.21% | 2.09% | -0.37% | 5.99% | 3.31% | 0.01% | -4.06% | -2.17% | 8.01% | 4.41% | 23.03% |
| 2022 | -3.10% | -1.14% | 3.77% | -6.11% | 0.05% | -8.02% | 7.05% | -4.50% | -7.20% | 9.14% | 7.35% | -3.93% | -8.29% |
| 2021 | -0.58% | 3.78% | 4.08% | 3.99% | 2.70% | 0.45% | 1.64% | 2.50% | -4.31% | 5.36% | -1.62% | 5.93% | 26.12% |
Benchmark Metrics
Growth/Dividend/Defensive/No BTC has an annualized alpha of 3.83%, beta of 0.87, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since October 24, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.49%) than losses (80.29%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.83% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.87 and R2 of 0.94, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.83%
- Beta
- 0.87
- R²
- 0.94
- Upside Capture
- 95.49%
- Downside Capture
- 80.29%
Expense Ratio
Growth/Dividend/Defensive/No BTC has an expense ratio of 0.06%, 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
Growth/Dividend/Defensive/No BTC ranks 65 for risk / return — better than 65% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Growth/Dividend/Defensive/No BTC 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 | 2.17 | 1.86 | +0.31 |
| Sortino ratioReturn per unit of downside risk | 3.06 | 2.53 | +0.53 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 2.53 | +0.48 |
| Martin ratioReturn relative to average drawdown | 12.78 | 11.37 | +1.41 |
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 |
|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 38 | -0.02 | 0.08 | 1.01 | -0.02 | -0.05 |
COST Costco Wholesale Corporation | 36 | -0.08 | 0.02 | 1.00 | -0.10 | -0.22 |
ETN Eaton Corporation plc | 60 | 0.60 | 1.00 | 1.13 | 1.04 | 2.25 |
GLD SPDR Gold Shares | 26 | 0.87 | 1.24 | 1.18 | 0.98 | 2.81 |
IEFA iShares Core MSCI EAFE ETF | 42 | 1.35 | 1.97 | 1.25 | 1.83 | 6.93 |
IEMG iShares Core MSCI Emerging Markets ETF | 70 | 2.03 | 2.65 | 1.39 | 3.23 | 11.89 |
JPM JPMorgan Chase & Co. | 69 | 1.01 | 1.43 | 1.18 | 1.42 | 3.36 |
LLY Eli Lilly and Company | 72 | 1.07 | 1.62 | 1.22 | 1.72 | 4.28 |
MA Mastercard Incorporated | 11 | -0.74 | -0.91 | 0.89 | -0.79 | -1.59 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
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Dividends
Dividend yield
Growth/Dividend/Defensive/No BTC provided a 1.42% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.42% | 1.61% | 1.63% | 1.73% | 1.70% | 1.48% | 1.64% | 1.75% | 1.88% | 1.74% | 1.77% | 1.93% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
ETN Eaton Corporation plc | 1.09% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
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% |
IEFA iShares Core MSCI EAFE ETF | 3.24% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.24% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
MA Mastercard Incorporated | 0.67% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
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 Growth/Dividend/Defensive/No BTC. 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 Growth/Dividend/Defensive/No BTC was 30.54%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Growth/Dividend/Defensive/No BTC drawdown is 0.65%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.54%Mar 2020 | 1mo 2d | 4mo 22d | 5mo 24dFeb 2020 - Aug 2020 |
Bear market2022 | -19.36%Sep 2022 | 8mo 28d | 8mo 16d | 1y 5moJan 2022 - Jun 2023 |
Rate-hike selloffLate 2018 | -16.57%Dec 2018 | 3mo 4d | 3mo 11d | 6mo 15dSep 2018 - Apr 2019 |
2025 selloff2025 | -12.86%Apr 2025 | 1mo 17d | 2mo 3d | 3mo 20dFeb 2025 - Jun 2025 |
2016 correction2016 | -12.20%Jan 2016 | 8mo 6d | 2mo 29d | 11mo 5dMay 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 14 assets, with an effective number of assets of 9.46, 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 | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.77 | 1.47 | 1.35 | 1.26 | 1.26 |
The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Growth/Dividend/Defensive/No BTC correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.89 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2012 | 0.95 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.02.
Asset Correlations Table
Find what Growth/Dividend/Defensive/No BTC is missing
See which holdings overlap, where Growth/Dividend/Defensive/No BTC is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification