Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | S&P 500 | 55% |
QQQ Invesco QQQ ETF | Nasdaq-100 | 20% |
VXUS Vanguard Total International Stock ETF | Global Equities | 15% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | Inflation-Protected Bonds | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 20260511-QQ, 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
As of Jun 13, 2026, the 20260511-QQ returned 10.96% Year-To-Date and 14.90% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 20260511-QQ | 0.48% | 1.02% | 10.96% | 11.50% | 26.75% | 20.26% | 12.60% | 14.90% |
| Portfolio components: | ||||||||
QQQ Invesco QQQ ETF | 0.59% | 0.22% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
VOO Vanguard S&P 500 ETF | 0.55% | -0.84% | 9.08% | 9.44% | 25.76% | 20.95% | 13.43% | 15.50% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | -0.04% | -0.12% | 1.85% | 1.95% | 4.51% | 5.25% | 3.37% | 3.09% |
VXUS Vanguard Total International Stock ETF | 0.40% | 0.78% | 13.69% | 15.52% | 30.12% | 18.37% | 8.32% | 10.22% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 16, 2012, 20260511-QQ's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +11.3%, while the worst month was Mar 2020 at -10.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 20260511-QQ closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.94% | -0.06% | -4.92% | 10.21% | 5.70% | -1.66% | 10.96% | ||||||
| 2025 | 2.52% | -0.84% | -4.39% | 0.33% | 5.98% | 4.80% | 1.64% | 2.09% | 3.54% | 2.52% | -0.12% | 0.29% | 19.51% |
| 2024 | 1.04% | 4.35% | 2.61% | -3.44% | 4.68% | 3.19% | 0.79% | 1.96% | 2.22% | -1.41% | 4.35% | -1.62% | 19.98% |
| 2023 | 6.97% | -2.13% | 4.62% | 1.27% | 1.25% | 5.51% | 3.22% | -1.84% | -4.17% | -2.07% | 8.53% | 4.53% | 27.81% |
| 2022 | -5.12% | -2.82% | 2.83% | -8.53% | 0.13% | -7.62% | 8.29% | -4.14% | -8.96% | 5.88% | 6.15% | -5.30% | -19.31% |
| 2021 | -0.43% | 1.85% | 3.20% | 4.60% | 0.65% | 2.46% | 1.88% | 2.70% | -4.25% | 5.94% | -0.61% | 3.32% | 23.04% |
Benchmark Metrics
20260511-QQ has an annualized alpha of 1.94%, beta of 0.90, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since October 16, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.85%) than losses (88.38%) - typical of diversified or defensive assets.
- With beta of 0.90 and R2 of 0.98, 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
- 1.94%
- Beta
- 0.90
- R²
- 0.98
- Upside Capture
- 94.85%
- Downside Capture
- 88.38%
Expense Ratio
20260511-QQ 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
20260511-QQ ranks 61 for risk / return — better than 61% 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 20260511-QQ 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 | 2.09 | 1.86 | +0.23 |
| Sortino ratioReturn per unit of downside risk | 2.85 | 2.53 | +0.31 |
| Omega ratioGain probability vs. loss probability | 1.38 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.07 | 2.53 | +0.54 |
| Martin ratioReturn relative to average drawdown | 13.62 | 11.37 | +2.24 |
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 |
|---|---|---|---|---|---|---|
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
VOO Vanguard S&P 500 ETF | 67 | 1.99 | 2.70 | 1.36 | 2.75 | 12.42 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 95 | 3.07 | 5.24 | 1.65 | 6.57 | 25.36 |
VXUS Vanguard Total International Stock ETF | 59 | 1.77 | 2.44 | 1.33 | 2.53 | 9.72 |
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Dividends
Dividend yield
20260511-QQ provided a 1.41% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.41% | 1.57% | 1.57% | 1.70% | 2.24% | 1.70% | 1.40% | 1.84% | 2.04% | 1.71% | 1.84% | 1.78% |
| Portfolio components: | ||||||||||||
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% |
VOO Vanguard S&P 500 ETF | 1.05% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.59% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
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 20260511-QQ. 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 20260511-QQ was 29.60%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current 20260511-QQ drawdown is 2.25%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.60%Mar 2020 | 1mo 2d | 3mo 29d | 5mo 1dFeb 2020 - Jul 2020 |
Bear market2022 | -25.02%Oct 2022 | 9mo 11d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -17.41%Dec 2018 | 2mo 23d | 3mo 12d | 6mo 5dOct 2018 - Apr 2019 |
2025 selloff2025 | -16.47%Apr 2025 | 1mo 17d | 1mo 29d | 3mo 16dFeb 2025 - Jun 2025 |
2016 correction2016 | -13.27%Feb 2016 | 8mo 25d | 5mo 2d | 1y 1moMay 2015 - Jul 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 4 assets, with an effective number of assets of 2.67, 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 | 1.05 | 1.05 | 1.05 | 1.05 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
20260511-QQ correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.99 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.99 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.99 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.99 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2012 | 0.99 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while VTIP has the lowest at 0.07.
Asset Correlations Table
Find what 20260511-QQ is missing
See which holdings overlap, where 20260511-QQ is concentrated, and which low-correlation assets could fill the gaps.
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