Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 50% | |
NVDA NVIDIA Corporation | Technology | 50% |
Find the right asset allocation for #1 IIM lottery ticket portfolio = Public VC = High R/R
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in #1 IIM lottery ticket portfolio = Public VC = High R/R, 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.
Loading charts...
Returns By Period
As of Jun 13, 2026, the #1 IIM lottery ticket portfolio = Public VC = High R/R returned -8.89% Year-To-Date and 78.25% 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 #1 IIM lottery ticket portfolio = Public VC = High R/R | 0.74% | -16.34% | -8.89% | -6.89% | -4.00% | 54.36% | 38.34% | 78.25% |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 1.71% | -20.43% | -26.27% | -28.52% | -39.20% | 36.94% | 9.74% | 57.23% |
NVDA NVIDIA Corporation | 0.16% | -12.86% | 10.16% | 17.38% | 44.72% | 71.13% | 63.13% | 67.95% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 28, 2012, #1 IIM lottery ticket portfolio = Public VC = High R/R's average daily return is +0.22%, while the average monthly return is +7.79%. At this rate, an investment would double in approximately 0.8 years.
Historically, 64% of months were positive and 36% were negative. The best month was Nov 2013 with a return of +284.3%, while the worst month was Dec 2013 at -34.3%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.
On a daily basis, #1 IIM lottery ticket portfolio = Public VC = High R/R closed higher 54% of trading days. The best single day was Nov 18, 2013 with a return of +37.4%, while the worst single day was Mar 12, 2020 at -25.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -3.80% | -10.82% | -0.16% | 13.16% | 1.24% | -7.15% | -8.89% | ||||||
| 2025 | -0.28% | -8.10% | -7.69% | 7.35% | 17.13% | 9.53% | 10.31% | -4.22% | 6.23% | 2.37% | -14.87% | 1.51% | 15.68% |
| 2024 | 12.41% | 35.40% | 15.38% | -9.73% | 19.46% | 4.23% | -1.03% | -3.67% | 4.64% | 10.09% | 20.60% | -3.23% | 152.98% |
| 2023 | 36.80% | 9.26% | 21.24% | 1.31% | 14.40% | 11.55% | 3.33% | -2.09% | -5.31% | 11.16% | 11.32% | 9.36% | 203.73% |
| 2022 | -16.73% | 5.86% | 8.52% | -24.74% | -8.16% | -27.87% | 18.20% | -15.45% | -11.21% | 8.33% | 5.17% | -9.83% | -56.52% |
| 2021 | 6.94% | 22.19% | 17.69% | 5.50% | -11.78% | 12.87% | 7.80% | 14.12% | -7.32% | 31.88% | 8.87% | -14.18% | 126.96% |
Benchmark Metrics
#1 IIM lottery ticket portfolio = Public VC = High R/R has an annualized alpha of 72.12%, beta of 1.20, and R2 of 0.18 versus S&P 500 Index. Calculated based on daily prices since September 28, 2012.
- This portfolio captured 405.35% of S&P 500 Index gains but only 93.86% of its losses - a favorable profile for investors.
- R2 of 0.18 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 72.12%
- Beta
- 1.20
- R²
- 0.18
- Upside Capture
- 405.35%
- Downside Capture
- 93.86%
Expense Ratio
#1 IIM lottery ticket portfolio = Public VC = High R/R has an expense ratio of 0.00%, meaning no management fees are charged. 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
#1 IIM lottery ticket portfolio = Public VC = High R/R ranks 4 for risk / return — in the bottom 4% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for #1 IIM lottery ticket portfolio = Public VC = High R/R 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 | -0.13 | 1.86 | -1.99 |
| Sortino ratioReturn per unit of downside risk | 0.04 | 2.53 | -2.50 |
| Omega ratioGain probability vs. loss probability | 1.00 | 1.34 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.53 | -2.66 |
| Martin ratioReturn relative to average drawdown | -0.26 | 11.37 | -11.63 |
Loading charts...
Dividends
Dividend yield
#1 IIM lottery ticket portfolio = Public VC = High R/R provided a 0.07% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.07% | 0.01% | 0.01% | 0.02% | 0.05% | 0.03% | 0.06% | 0.14% | 0.23% | 0.15% | 0.23% | 0.60% |
| 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% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the #1 IIM lottery ticket portfolio = Public VC = High R/R. 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 #1 IIM lottery ticket portfolio = Public VC = High R/R was 67.18%, occurring on Oct 15, 2022. Recovery took 396 trading sessions.
The current #1 IIM lottery ticket portfolio = Public VC = High R/R drawdown is 23.66%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -67.18%Oct 2022 | 11mo 10d | 1y 1mo | 2y 6dNov 2021 - Nov 2023 |
2019 bear market2019 | -66.58%Jan 2019 | 1y 1mo | 1y 13d | 2y 1moDec 2017 - Feb 2020 |
2015 bear market2015 | -59.87%Jan 2015 | 1y 1mo | 1y 4mo | 2y 5moDec 2013 - May 2016 |
2013 bear market2013 | -49.66%Apr 2013 | 6d | 6mo 10d | 6mo 16dApr 2013 - Oct 2013 |
COVID crash2020 | -42.57%Mar 2020 | 26d | 1mo 22d | 2mo 18dFeb 2020 - May 2020 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.23 | 1.28 | 1.24 | 1.28 | 1.29 |
The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
#1 IIM lottery ticket portfolio = Public VC = High R/R correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.66 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.51 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.43 |
Benchmark Correlations
Correlation vs. S&P 500 Index. NVDA has the highest benchmark correlation at 0.61, while BTC-USD has the lowest at 0.16.
Asset Correlations Table
Find what #1 IIM lottery ticket portfolio = Public VC = High R/R is missing
See which holdings overlap, where #1 IIM lottery ticket portfolio = Public VC = High R/R is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification