Asset Allocation
Find the right asset allocation for 2025 big 20 holdings allocation
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 2025 big 20 holdings allocation, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 big 20 holdings allocation | 0.76% | 3.20% | 19.77% | 20.06% | 40.99% | — | — | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | 0.89% | -1.99% | 14.99% | 17.18% | 41.91% | 26.72% | 13.63% | — |
CGDV Capital Group Dividend Value ETF | 0.66% | 0.35% | 11.55% | 12.50% | 28.33% | 24.15% | — | — |
DFIV Dimensional International Value ETF | 0.58% | 0.59% | 12.20% | 13.92% | 34.38% | 23.38% | — | — |
FTEC Fidelity MSCI Information Technology Index ETF | 0.61% | 1.44% | 24.27% | 24.36% | 51.03% | 30.29% | 20.63% | 24.98% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 0.67% | -9.22% | 3.16% | 4.00% | 40.98% | 42.64% | — | — |
IAUM iShares Gold Trust Micro | 0.10% | -9.51% | -2.40% | -2.08% | 22.55% | 29.28% | — | — |
IBIT iShares Bitcoin Trust ETF | -0.03% | -21.94% | -27.41% | -29.61% | -39.67% | — | — | — |
QQQ Invesco QQQ ETF | 0.59% | 0.22% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 1.18% | 5.18% | 17.14% | 16.29% | 26.96% | 17.04% | 9.60% | 15.61% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 0.22% | 17.59% | 17.91% | 37.64% | 26.52% | 16.94% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jan 11, 2024, 2025 big 20 holdings allocation's average daily return is +0.12%, while the average monthly return is +2.49%. At this rate, an investment would double in approximately 2.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +16.3%, while the worst month was Mar 2025 at -6.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 2025 big 20 holdings allocation closed higher 60% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Apr 4, 2025 at -6.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.26% | -1.90% | -5.42% | 16.28% | 11.70% | -1.85% | 19.77% | ||||||
| 2025 | 3.65% | -2.21% | -6.40% | 2.08% | 9.40% | 7.18% | 2.46% | 1.27% | 6.63% | 3.71% | -2.34% | 0.03% | 27.29% |
| 2024 | 2.46% | 7.46% | 3.15% | -4.89% | 6.36% | 5.86% | -0.85% | 1.53% | 2.94% | -0.25% | 6.47% | -1.17% | 32.30% |
Benchmark Metrics
2025 big 20 holdings allocation has an annualized alpha of 6.51%, beta of 1.28, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since January 11, 2024.
- This portfolio captured 147.47% of S&P 500 Index gains but only 94.62% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 6.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.51%
- Beta
- 1.28
- R²
- 0.92
- Upside Capture
- 147.47%
- Downside Capture
- 94.62%
Expense Ratio
2025 big 20 holdings allocation has an expense ratio of 0.19%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
2025 big 20 holdings allocation ranks 58 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 2025 big 20 holdings allocation 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 | 2.14 | 1.86 | +0.27 |
| Sortino ratioReturn per unit of downside risk | 2.77 | 2.53 | +0.24 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.13 | 2.53 | +0.59 |
| Martin ratioReturn relative to average drawdown | 11.94 | 11.37 | +0.57 |
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 |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 80 | 2.53 | 3.36 | 1.46 | 3.12 | 12.44 |
CGDV Capital Group Dividend Value ETF | 76 | 2.27 | 3.11 | 1.42 | 2.83 | 13.19 |
DFIV Dimensional International Value ETF | 80 | 2.39 | 3.26 | 1.43 | 3.48 | 13.34 |
FTEC Fidelity MSCI Information Technology Index ETF | 68 | 2.21 | 2.76 | 1.37 | 3.00 | 9.36 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 41 | 1.39 | 1.81 | 1.26 | 1.83 | 5.36 |
IAUM iShares Gold Trust Micro | 26 | 0.90 | 1.26 | 1.19 | 1.00 | 2.87 |
IBIT iShares Bitcoin Trust ETF | 2 | -0.92 | -1.30 | 0.85 | -0.78 | -1.37 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 54 | 1.63 | 2.23 | 1.29 | 2.65 | 8.95 |
QQQM Invesco NASDAQ 100 ETF | 69 | 2.11 | 2.74 | 1.37 | 3.02 | 11.23 |
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Dividends
Dividend yield
2025 big 20 holdings allocation provided a 0.67% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.67% | 0.72% | 0.89% | 1.04% | 1.10% | 0.72% | 0.74% | 0.84% | 5.65% | 0.79% | 1.07% | 0.72% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
CGDV Capital Group Dividend Value ETF | 1.17% | 1.29% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIV Dimensional International Value ETF | 2.54% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.34% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAUM iShares Gold Trust Micro | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IBIT iShares Bitcoin Trust 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% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 0.53% | 0.52% | 0.86% | 0.79% | 0.98% | 3.83% | 0.54% | 0.74% | 0.80% | 0.65% | 1.17% | 0.57% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2025 big 20 holdings allocation. 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 big 20 holdings allocation was 22.12%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.
The current 2025 big 20 holdings allocation drawdown is 3.86%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -22.12%Apr 2025 | 1mo 18d | 1mo 26d | 3mo 14dFeb 2025 - Jun 2025 |
2026 correction2026 | -12.65%Mar 2026 | 2mo | 15d | 2mo 15dJan 2026 - Apr 2026 |
2024 correction2024 | -12.63%Aug 2024 | 25d | 2mo 4d | 2mo 29dJul 2024 - Oct 2024 |
2025 pullback2025 | -8.47%Nov 2025 | 21d | 2mo 9d | 3moOct 2025 - Jan 2026 |
2026 pullback2026 | -7.97%Jun 2026 | 7d | — | 12d 7hJun 2026 - now |
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 15 assets, with an effective number of assets of 8.23, 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 | All Time | |
|---|---|---|
Diversification Ratio | 1.11 | 1.09 |
The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 big 20 holdings allocation correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jan 11, 2024 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPYG has the highest benchmark correlation at 0.94, while IAUM has the lowest at 0.16.
Asset Correlations Table
Find what 2025 big 20 holdings allocation is missing
See which holdings overlap, where 2025 big 20 holdings allocation is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification