Asset Allocation
Find the right asset allocation for 2025.SEP,12-AC.Update
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.SEP,12-AC.Update, 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.SEP,12-AC.Update | 0.00% | 1.73% | 6.45% | 6.33% | 27.32% | — | — | — |
| Portfolio components: | ||||||||
AJG Arthur J. Gallagher & Co. | -1.00% | 9.74% | -14.95% | -13.82% | -30.16% | 2.53% | 9.77% | 18.56% |
AMZN Amazon.com, Inc | -1.23% | -9.69% | 3.35% | 5.46% | 12.47% | 23.49% | 7.35% | 20.83% |
ATI Allegheny Technologies Incorporated | -0.51% | 28.70% | 72.95% | 82.16% | 133.59% | 69.52% | 52.82% | 31.31% |
AVDE Avantis International Equity ETF | 0.59% | 1.98% | 10.87% | 12.42% | 27.50% | 19.56% | 9.98% | — |
AVGO Broadcom Inc. | -0.91% | -10.14% | 10.62% | 6.58% | 54.87% | 67.17% | 55.09% | 40.96% |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.03% | 0.27% | 1.60% | 1.76% | 3.85% | 4.63% | 3.43% | 2.20% |
BSX Boston Scientific Corporation | -0.55% | -10.95% | -50.80% | -49.33% | -52.97% | -2.85% | 1.80% | 7.42% |
CCEP Coca-Cola European Partners plc | 1.69% | 11.17% | 10.70% | 10.57% | 9.85% | 18.61% | 13.46% | 13.47% |
CDNS Cadence Design Systems, Inc. | 0.32% | 10.86% | 23.16% | 19.10% | 28.32% | 17.22% | 24.39% | 31.77% |
CLS Celestica Inc. | 1.88% | 9.64% | 32.99% | 28.26% | 213.67% | 207.28% | 116.26% | 43.71% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 6, 2024, 2025.SEP,12-AC.Update's average daily return is +0.08%, while the average monthly return is +2.51%. At this rate, an investment would double in approximately 2.3 years.
Historically, 76% of months were positive and 24% were negative. The best month was May 2025 with a return of +11.0%, while the worst month was Mar 2025 at -4.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.
On a daily basis, 2025.SEP,12-AC.Update closed higher 41% of trading days. The best single day was Apr 9, 2025 with a return of +7.1%, while the worst single day was Jan 27, 2025 at -4.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.42% | 0.14% | -4.08% | 8.65% | 2.69% | -1.09% | 6.45% | ||||||
| 2025 | 5.32% | -1.86% | -4.81% | 4.28% | 11.01% | 6.57% | 3.87% | 1.07% | 6.31% | 4.54% | -0.77% | -1.84% | 37.93% |
| 2024 | 0.74% | 1.21% | 2.88% | 2.17% | 1.52% | 9.92% | 3.78% | 24.12% |
Benchmark Metrics
2025.SEP,12-AC.Update has an annualized alpha of 17.62%, beta of 0.85, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 06, 2024.
- This portfolio captured 128.44% of S&P 500 Index gains but only 24.42% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 17.62% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 17.62%
- Beta
- 0.85
- R²
- 0.75
- Upside Capture
- 128.44%
- Downside Capture
- 24.42%
Expense Ratio
2025.SEP,12-AC.Update has an expense ratio of 0.05%, 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
2025.SEP,12-AC.Update ranks 54 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.SEP,12-AC.Update 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 | 2.02 | 1.86 | +0.16 |
| Sortino ratioReturn per unit of downside risk | 2.71 | 2.53 | +0.18 |
| Omega ratioGain probability vs. loss probability | 1.35 | 1.34 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 3.14 | 2.53 | +0.61 |
| Martin ratioReturn relative to average drawdown | 11.54 | 11.37 | +0.17 |
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 |
|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 8 | -1.12 | -1.49 | 0.81 | -0.76 | -1.30 |
AMZN Amazon.com, Inc | 53 | 0.40 | 0.76 | 1.09 | 0.55 | 1.29 |
ATI Allegheny Technologies Incorporated | 94 | 3.21 | 3.39 | 1.51 | 5.40 | 13.48 |
AVDE Avantis International Equity ETF | 56 | 1.76 | 2.47 | 1.32 | 2.30 | 9.00 |
AVGO Broadcom Inc. | 73 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.63 | 175.17 | 88.41 | 357.44 | 2,834.34 |
BSX Boston Scientific Corporation | 2 | -1.51 | -2.27 | 0.67 | -0.93 | -2.00 |
CCEP Coca-Cola European Partners plc | 52 | 0.40 | 0.69 | 1.09 | 0.50 | 0.90 |
CDNS Cadence Design Systems, Inc. | 61 | 0.65 | 1.18 | 1.15 | 0.87 | 1.84 |
CLS Celestica Inc. | 92 | 2.78 | 2.81 | 1.37 | 6.91 | 16.83 |
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Dividends
Dividend yield
2025.SEP,12-AC.Update provided a 1.76% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.76% | 1.74% | 2.14% | 1.81% | 1.31% | 0.92% | 0.95% | 1.17% | 0.89% | 0.66% | 1.35% | 0.72% |
| Portfolio components: | ||||||||||||
AJG Arthur J. Gallagher & Co. | 1.23% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
AMZN Amazon.com, 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% |
ATI Allegheny Technologies Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.51% | 5.51% |
AVDE Avantis International Equity ETF | 3.84% | 2.66% | 3.29% | 3.01% | 2.79% | 2.46% | 1.63% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
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% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CCEP Coca-Cola European Partners plc | 2.41% | 2.57% | 2.77% | 2.95% | 3.07% | 2.90% | 2.01% | 2.71% | 2.73% | 2.97% | 3.65% | 2.27% |
CDNS Cadence Design Systems, 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% |
CLS Celestica 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% |
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.SEP,12-AC.Update. 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.SEP,12-AC.Update was 15.30%, occurring on Apr 4, 2025. Recovery took 38 trading sessions.
The current 2025.SEP,12-AC.Update drawdown is 3.47%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -15.30%Apr 2025 | 1mo 14d | 1mo 8d | 2mo 22dFeb 2025 - May 2025 |
2026 pullback2026 | -8.70%Mar 2026 | 4mo 26d | 15d | 5mo 11dNov 2025 - Apr 2026 |
2024 pullback2024 | -5.96%Aug 2024 | 19d | 10d | 29dJul 2024 - Aug 2024 |
2026 pullback2026 | -5.54%Jun 2026 | 7d | — | 12d 13hJun 2026 - now |
2024 pullback2024 | -4.66%Sep 2024 | 11d | 13d | 24dAug 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 48 assets, with an effective number of assets of 33.31, 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 | 2.10 | 1.82 |
The portfolio has a diversification ratio of 1.82, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
2025.SEP,12-AC.Update correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 6, 2024 | 0.83 |
Benchmark Correlations
Correlation vs. S&P 500 Index. GS has the highest benchmark correlation at 0.68, while BIL has the lowest at -0.07.
Portfolio Correlations
Correlation vs. 2025.SEP,12-AC.Update. CLS has the highest portfolio correlation at 0.76, while RISR has the lowest at -0.05.
Asset Correlations Table
Find what 2025.SEP,12-AC.Update is missing
See which holdings overlap, where 2025.SEP,12-AC.Update is concentrated, and which low-correlation assets could fill the gaps.
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