Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 2% |
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | Corporate Bonds | 18% |
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 40% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 40% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 0% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My portfolio - Mid stage, 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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The earliest data available for this chart is Jun 17, 2011, corresponding to the inception date of FLOT
Returns By Period
As of Apr 2, 2026, the My portfolio - Mid stage returned -3.23% Year-To-Date and 13.91% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio My portfolio - Mid stage | 0.19% | -2.66% | -3.23% | -1.95% | 17.23% | 17.31% | 9.99% | 13.91% |
| Portfolio components: | ||||||||
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 0.59% | -1.76% | -0.00% | -1.08% | 3.96% | 3.31% | -1.47% | 2.51% |
FLOT iShares Floating Rate Bond ETF | 0.08% | 0.25% | 0.82% | 1.94% | 4.49% | 5.83% | 4.02% | 2.96% |
VXUS Vanguard Total International Stock ETF | -0.68% | -2.51% | 2.81% | 6.58% | 28.04% | 15.41% | 7.43% | 9.01% |
QQQ Invesco QQQ ETF | 0.11% | -2.64% | -4.65% | -3.18% | 23.45% | 22.97% | 13.18% | 19.05% |
SPY State Street SPDR S&P 500 ETF | 0.09% | -3.34% | -3.56% | -1.44% | 17.51% | 18.37% | 11.88% | 14.11% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 20, 2011, My portfolio - Mid stage's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.1%, while the worst month was Apr 2022 at -10.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, My portfolio - Mid stage closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -9.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.17% | -0.95% | -4.41% | 1.02% | -3.23% | ||||||||
| 2025 | 2.03% | -0.94% | -5.49% | -0.07% | 6.22% | 5.20% | 1.87% | 1.37% | 4.17% | 2.91% | -0.41% | -0.48% | 17.03% |
| 2024 | 1.29% | 3.72% | 2.19% | -4.23% | 5.06% | 4.07% | 0.39% | 1.81% | 2.39% | -1.47% | 5.00% | -1.53% | 19.85% |
| 2023 | 8.13% | -2.10% | 6.16% | 1.00% | 2.84% | 5.46% | 2.84% | -1.60% | -4.89% | -2.42% | 9.94% | 5.32% | 33.87% |
| 2022 | -6.48% | -3.55% | 2.70% | -10.69% | -0.20% | -7.67% | 9.64% | -4.62% | -9.43% | 4.42% | 6.21% | -6.32% | -24.99% |
| 2021 | -0.79% | 0.47% | 2.14% | 4.78% | -0.12% | 4.11% | 2.53% | 2.84% | -4.61% | 6.28% | 0.53% | 2.20% | 21.83% |
Benchmark Metrics
My portfolio - Mid stage has an annualized alpha of 3.32%, beta of 0.86, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since June 20, 2011.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.32%) than losses (86.20%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.32% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.86 and R² of 0.94, 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
- 3.32%
- Beta
- 0.86
- R²
- 0.94
- Upside Capture
- 97.32%
- Downside Capture
- 86.20%
Expense Ratio
My portfolio - Mid stage has an expense ratio of 0.12%, 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
My portfolio - Mid stage ranks 37 for risk / return — below 37% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.88 | +0.11 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.37 | +0.18 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.39 | +0.27 |
Martin ratioReturn relative to average drawdown | 7.11 | 6.43 | +0.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 22 | 0.40 | 0.60 | 1.08 | 0.81 | 1.91 |
FLOT iShares Floating Rate Bond ETF | 92 | 2.12 | 2.66 | 1.96 | 2.88 | 22.40 |
VXUS Vanguard Total International Stock ETF | 80 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
QQQ Invesco QQQ ETF | 59 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
SPY State Street SPDR S&P 500 ETF | 53 | 0.92 | 1.45 | 1.22 | 1.51 | 7.11 |
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Dividends
Dividend yield
My portfolio - Mid stage provided a 1.68% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.68% | 1.63% | 1.74% | 1.75% | 1.84% | 1.23% | 1.44% | 1.72% | 2.05% | 1.79% | 2.01% | 2.05% |
| Portfolio components: | ||||||||||||
IGLB iShares 10+ Year Investment Grade Corporate Bond ETF | 5.26% | 5.14% | 5.10% | 4.59% | 4.56% | 3.16% | 3.22% | 3.73% | 4.56% | 3.94% | 4.21% | 4.58% |
FLOT iShares Floating Rate Bond ETF | 4.68% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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 My portfolio - Mid stage. 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 My portfolio - Mid stage was 29.47%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.
The current My portfolio - Mid stage drawdown is 5.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.47% | Dec 28, 2021 | 202 | Oct 14, 2022 | 301 | Dec 27, 2023 | 503 |
| -28.46% | Feb 20, 2020 | 22 | Mar 20, 2020 | 71 | Jul 1, 2020 | 93 |
| -17.42% | Feb 20, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -17.17% | Oct 2, 2018 | 58 | Dec 24, 2018 | 66 | Apr 1, 2019 | 124 |
| -12.01% | Jul 25, 2011 | 11 | Aug 8, 2011 | 111 | Jan 17, 2012 | 122 |
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 5 assets, with an effective number of assets of 2.83, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | IGLB | FLOT | VXUS | QQQ | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.05 | 0.13 | 0.81 | 0.90 | 1.00 | 0.95 |
| IGLB | 0.05 | 1.00 | 0.08 | 0.07 | 0.08 | 0.05 | 0.20 |
| FLOT | 0.13 | 0.08 | 1.00 | 0.13 | 0.12 | 0.13 | 0.13 |
| VXUS | 0.81 | 0.07 | 0.13 | 1.00 | 0.71 | 0.81 | 0.77 |
| QQQ | 0.90 | 0.08 | 0.12 | 0.71 | 1.00 | 0.90 | 0.97 |
| SPY | 1.00 | 0.05 | 0.13 | 0.81 | 0.90 | 1.00 | 0.95 |
| Portfolio | 0.95 | 0.20 | 0.13 | 0.77 | 0.97 | 0.95 | 1.00 |