Asset Allocation
Find the right asset allocation for 20251208
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 20251208, 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 20251208 | 0.48% | 0.35% | 12.93% | 13.73% | 42.78% | 26.31% | 13.76% | — |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.12% | 1.09% | 0.52% | 0.93% | 4.87% | 4.19% | 0.06% | 1.57% |
BLOK Amplify Blockchain Technology ETF | 1.33% | 2.06% | 12.57% | 5.60% | 26.82% | 50.68% | 11.50% | — |
BND Vanguard Total Bond Market ETF | -0.12% | 1.03% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
BNDX Vanguard Total International Bond ETF | 0.17% | 1.69% | 1.02% | 1.22% | 2.27% | 4.32% | 0.32% | 1.72% |
EWJ iShares MSCI Japan ETF | 0.57% | 1.80% | 14.83% | 14.50% | 31.74% | 16.57% | 8.56% | 9.55% |
GDX VanEck Gold Miners ETF | 2.97% | -8.38% | -6.69% | -5.89% | 48.02% | 38.96% | 17.51% | 13.29% |
GDXJ VanEck Junior Gold Miners ETF | 3.15% | -10.41% | -8.37% | -6.68% | 49.74% | 44.17% | 16.23% | 12.00% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.00% | 1.12% | 1.65% | 2.21% | 6.81% | 8.52% | 3.75% | 5.04% |
IEMG iShares Core MSCI Emerging Markets ETF | 0.61% | 3.87% | 22.84% | 25.59% | 44.83% | 21.33% | 7.15% | 10.42% |
LEGR First Trust Indxx Innovative Transaction & Process ETF | 0.92% | 4.00% | 11.18% | 13.29% | 28.16% | 22.32% | 11.61% | — |
Monthly Returns
Based on dividend-adjusted daily data since Dec 4, 2019, 20251208's average daily return is +0.07%, while the average monthly return is +1.49%. At this rate, an investment would double in approximately 3.9 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +14.3%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 20251208 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 12, 2020 at -10.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.00% | 4.41% | -8.60% | 8.36% | 4.48% | -4.12% | 12.93% | ||||||
| 2025 | 4.63% | -1.70% | -0.62% | 2.17% | 7.23% | 7.32% | 1.25% | 7.25% | 7.78% | 3.06% | -0.91% | 2.45% | 47.16% |
| 2024 | -2.21% | 1.40% | 4.67% | -2.28% | 5.54% | -2.15% | 3.11% | 0.23% | 3.84% | -0.61% | 4.06% | -5.08% | 10.34% |
| 2023 | 9.80% | -4.95% | 2.80% | 0.20% | -1.90% | 4.98% | 3.64% | -3.17% | -2.19% | -2.33% | 8.40% | 5.68% | 21.59% |
| 2022 | -5.36% | 2.84% | 3.57% | -8.67% | -0.85% | -10.20% | 6.61% | -2.81% | -8.91% | 4.59% | 8.93% | -3.81% | -15.22% |
| 2021 | -0.04% | 4.72% | 2.76% | 3.06% | 3.93% | -1.71% | 0.81% | 1.51% | -3.09% | 5.53% | -2.22% | 1.43% | 17.53% |
Benchmark Metrics
20251208 has an annualized alpha of 5.60%, beta of 0.83, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since December 04, 2019.
- This portfolio captured 100.71% of S&P 500 Index gains but only 87.94% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 5.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 5.60%
- Beta
- 0.83
- R²
- 0.72
- Upside Capture
- 100.71%
- Downside Capture
- 87.94%
Expense Ratio
20251208 has an expense ratio of 0.33%, placing it in the medium range. 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
20251208 ranks 53 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 20251208 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 | 2.03 | 1.86 | +0.17 |
| Sortino ratioReturn per unit of downside risk | 2.60 | 2.53 | +0.07 |
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.27 | 2.53 | +0.74 |
| Martin ratioReturn relative to average drawdown | 11.04 | 11.37 | -0.33 |
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 |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 36 | 1.19 | 1.76 | 1.21 | 1.63 | 4.82 |
BLOK Amplify Blockchain Technology ETF | 20 | 0.63 | 1.08 | 1.13 | 0.69 | 1.49 |
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
BNDX Vanguard Total International Bond ETF | 18 | 0.56 | 0.82 | 1.10 | 0.66 | 1.84 |
EWJ iShares MSCI Japan ETF | 50 | 1.52 | 2.21 | 1.28 | 2.27 | 7.62 |
GDX VanEck Gold Miners ETF | 32 | 1.09 | 1.51 | 1.21 | 1.40 | 3.87 |
GDXJ VanEck Junior Gold Miners ETF | 30 | 1.00 | 1.45 | 1.20 | 1.30 | 3.55 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 62 | 1.68 | 2.54 | 1.32 | 2.79 | 12.25 |
IEMG iShares Core MSCI Emerging Markets ETF | 70 | 2.03 | 2.65 | 1.39 | 3.23 | 11.89 |
LEGR First Trust Indxx Innovative Transaction & Process ETF | 62 | 1.91 | 2.61 | 1.34 | 2.64 | 9.72 |
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Dividends
Dividend yield
20251208 provided a 2.24% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.24% | 2.42% | 2.60% | 2.54% | 2.16% | 3.05% | 1.67% | 2.15% | 2.45% | 1.72% | 2.08% | 2.38% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
BLOK Amplify Blockchain Technology ETF | 0.64% | 0.72% | 6.00% | 1.15% | 0.00% | 14.31% | 1.88% | 2.05% | 1.30% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
BNDX Vanguard Total International Bond ETF | 4.47% | 4.39% | 4.18% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% |
EWJ iShares MSCI Japan ETF | 3.94% | 4.52% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% |
GDX VanEck Gold Miners ETF | 0.79% | 0.74% | 1.19% | 1.61% | 1.66% | 1.67% | 0.53% | 0.67% | 0.50% | 0.76% | 0.26% | 0.85% |
GDXJ VanEck Junior Gold Miners ETF | 2.54% | 2.33% | 2.61% | 0.72% | 0.51% | 1.78% | 1.58% | 0.39% | 0.45% | 0.03% | 4.78% | 0.72% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.90% | 5.71% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% |
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% |
LEGR First Trust Indxx Innovative Transaction & Process ETF | 1.68% | 1.84% | 2.40% | 2.56% | 2.64% | 1.80% | 0.95% | 2.04% | 1.30% | 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 20251208. 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 20251208 was 30.72%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current 20251208 drawdown is 5.00%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.72%Mar 2020 | 1mo 2d | 3mo 24d | 4mo 26dFeb 2020 - Jul 2020 |
Bear market2022 | -27.36%Oct 2022 | 11mo 3d | 1y 4mo | 2y 3moNov 2021 - Mar 2024 |
2025 selloff2025 | -14.74%Apr 2025 | 1mo 23d | 1mo 4d | 2mo 27dFeb 2025 - May 2025 |
2026 correction2026 | -12.94%Mar 2026 | 2mo | 1mo 7d | 3mo 7dJan 2026 - May 2026 |
2024 pullback2024 | -9.55%Aug 2024 | 19d | 1mo 20d | 2mo 9dJul 2024 - Sep 2024 |
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 29 assets, with an effective number of assets of 29.00, 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
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.27 | 1.32 | 1.31 | 1.30 |
The portfolio has a diversification ratio of 1.30, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
20251208 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.76 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2019 | 0.80 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while BNDX has the lowest at 0.14.
Portfolio Correlations
Correlation vs. 20251208. VT has the highest portfolio correlation at 0.89, while BNDX has the lowest at 0.16.
Asset Correlations Table
Find what 20251208 is missing
See which holdings overlap, where 20251208 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification