Asset Allocation
Find the right asset allocation for 2026-03-31
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 2026-03-31, 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 2026-03-31 returned 11.65% Year-To-Date and 12.21% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio 2026-03-31 | 0.37% | 3.28% | 11.65% | 11.71% | 25.66% | 17.34% | 10.22% | 12.21% |
| Portfolio components: | ||||||||
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 0.79% | 3.10% | 10.02% | 9.34% | 22.46% | 16.75% | 11.12% | 12.91% |
FSPSX Fidelity International Index Fund | 0.54% | 3.21% | 9.52% | 10.37% | 22.27% | 16.55% | 8.67% | 10.05% |
FSSNX Fidelity Small Cap Index Fund | 0.79% | 5.52% | 19.27% | 17.07% | 42.04% | 17.54% | 6.30% | 11.42% |
FTIHX Fidelity Total International Index Fund | 0.61% | 3.09% | 13.68% | 15.21% | 29.93% | 18.44% | 8.25% | — |
FXAIX Fidelity 500 Index Fund | 0.51% | 0.42% | 9.14% | 9.65% | 25.82% | 20.99% | 13.45% | 15.52% |
VEA Vanguard FTSE Developed Markets ETF | 1.17% | 4.79% | 16.08% | 17.35% | 32.96% | 19.14% | 9.87% | 10.67% |
VEVRX Victory Sycamore Established Value Fund Class R6 | 0.93% | 4.55% | 13.42% | 11.92% | 19.33% | 11.54% | 7.70% | 11.44% |
VTI Vanguard Total Stock Market ETF | 1.68% | 2.70% | 11.46% | 11.76% | 28.40% | 20.94% | 12.71% | 15.23% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 0.50% | 1.05% | 9.65% | 9.97% | 26.30% | 20.61% | 12.20% | 15.01% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 16, 2016, 2026-03-31's average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, an investment would double in approximately 5.5 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +13.6%, while the worst month was Mar 2020 at -14.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2026-03-31 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.18% | 3.01% | -6.23% | 7.32% | 2.79% | 0.59% | 11.65% | ||||||
| 2025 | 3.97% | 0.32% | -2.69% | 0.43% | 4.90% | 3.49% | 0.10% | 3.63% | 2.49% | 0.73% | 1.19% | 1.18% | 21.34% |
| 2024 | -0.03% | 3.87% | 3.58% | -3.94% | 4.25% | -0.13% | 3.52% | 2.52% | 1.28% | -2.96% | 3.86% | -4.06% | 11.79% |
| 2023 | 6.90% | -2.63% | 1.50% | 1.45% | -2.53% | 5.89% | 3.49% | -3.06% | -4.19% | -3.15% | 8.41% | 5.72% | 18.04% |
| 2022 | -4.58% | -2.15% | 1.90% | -6.74% | 1.22% | -8.52% | 6.98% | -4.17% | -9.00% | 8.00% | 8.71% | -3.56% | -13.22% |
| 2021 | -0.41% | 3.78% | 3.76% | 3.75% | 2.28% | 0.01% | 1.00% | 2.11% | -3.94% | 4.80% | -3.10% | 4.78% | 19.97% |
Benchmark Metrics
2026-03-31 has an annualized alpha of 0.17%, beta of 0.88, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since June 16, 2016.
- This portfolio participated in 92.07% of S&P 500 Index downside but only 87.80% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.88 and R2 of 0.91, 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
- 0.17%
- Beta
- 0.88
- R²
- 0.91
- Upside Capture
- 87.80%
- Downside Capture
- 92.07%
Expense Ratio
2026-03-31 has an expense ratio of 0.17%, 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
2026-03-31 ranks 41 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 2026-03-31 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 | 2.07 | 2.14 | -0.07 |
| Sortino ratioReturn per unit of downside risk | 2.89 | 2.89 | +0.01 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.39 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.94 | 2.91 | +0.02 |
| Martin ratioReturn relative to average drawdown | 12.04 | 13.08 | -1.04 |
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 |
|---|---|---|---|---|---|---|
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 82 | 2.33 | 3.34 | 1.41 | 3.89 | 14.68 |
FSPSX Fidelity International Index Fund | 30 | 1.35 | 1.95 | 1.25 | 1.82 | 6.79 |
FSSNX Fidelity Small Cap Index Fund | 69 | 2.01 | 2.77 | 1.33 | 3.61 | 12.77 |
FTIHX Fidelity Total International Index Fund | 55 | 1.87 | 2.55 | 1.35 | 2.53 | 9.77 |
FXAIX Fidelity 500 Index Fund | 65 | 1.98 | 2.69 | 1.36 | 2.76 | 12.52 |
VEA Vanguard FTSE Developed Markets ETF | 67 | 2.00 | 2.74 | 1.36 | 2.85 | 10.96 |
VEVRX Victory Sycamore Established Value Fund Class R6 | 38 | 1.44 | 2.20 | 1.25 | 2.40 | 7.52 |
VTI Vanguard Total Stock Market ETF | 77 | 2.25 | 3.04 | 1.41 | 3.20 | 14.35 |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 65 | 1.96 | 2.67 | 1.35 | 2.79 | 12.56 |
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Dividends
Dividend yield
2026-03-31 provided a 2.76% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.76% | 3.02% | 3.96% | 3.10% | 3.14% | 3.23% | 2.10% | 3.15% | 4.48% | 2.71% | 2.69% | 4.46% |
| Portfolio components: | ||||||||||||
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 4.89% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
FSPSX Fidelity International Index Fund | 2.88% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
FSSNX Fidelity Small Cap Index Fund | 0.91% | 1.08% | 1.04% | 1.43% | 1.26% | 3.92% | 0.94% | 2.96% | 4.94% | 3.37% | 2.27% | 2.66% |
FTIHX Fidelity Total International Index Fund | 2.45% | 2.78% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 0.45% | 0.47% | 0.00% |
FXAIX Fidelity 500 Index Fund | 1.05% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
VEA Vanguard FTSE Developed Markets ETF | 2.59% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
VEVRX Victory Sycamore Established Value Fund Class R6 | 4.60% | 4.81% | 11.61% | 6.20% | 8.30% | 8.42% | 5.50% | 6.12% | 10.72% | 3.36% | 1.53% | 11.57% |
VTI Vanguard Total Stock Market ETF | 1.01% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.02% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
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 2026-03-31. 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 2026-03-31 was 34.87%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current 2026-03-31 drawdown is 0.68%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.87%Mar 2020 | 1mo 9d | 7mo 21d | 9moFeb 2020 - Nov 2020 |
Bear market2022 | -24.00%Sep 2022 | 8mo 28d | 1y 2mo | 1y 11moJan 2022 - Dec 2023 |
Rate-hike selloffLate 2018 | -19.01%Dec 2018 | 10mo 29d | 6mo 11d | 1y 5moJan 2018 - Jul 2019 |
2025 selloff2025 | -14.80%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 |
2026 pullback2026 | -8.77%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
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 9 assets, with an effective number of assets of 5.49, 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 | 1.10 | 1.10 | 1.08 | 1.07 | 1.07 |
The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2026-03-31 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2016 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while FSPSX has the lowest at 0.75.
Asset Correlations Table
| FSPSX | FTIHX | FSSNX | VEVRX | CDDYX | VEA | FXAIX | VTSAX | VTI | |
|---|---|---|---|---|---|---|---|---|---|
| FSPSX | 1.00 | 0.96 | 0.69 | 0.69 | 0.71 | 0.97 | 0.74 | 0.75 | 0.75 |
| FTIHX | 0.96 | 1.00 | 0.70 | 0.69 | 0.70 | 0.96 | 0.76 | 0.77 | 0.77 |
| FSSNX | 0.69 | 0.70 | 1.00 | 0.86 | 0.77 | 0.73 | 0.81 | 0.86 | 0.86 |
| VEVRX | 0.69 | 0.69 | 0.86 | 1.00 | 0.87 | 0.73 | 0.80 | 0.82 | 0.82 |
| CDDYX | 0.71 | 0.70 | 0.77 | 0.87 | 1.00 | 0.75 | 0.88 | 0.87 | 0.87 |
| VEA | 0.97 | 0.96 | 0.73 | 0.73 | 0.75 | 1.00 | 0.79 | 0.80 | 0.80 |
| FXAIX | 0.74 | 0.76 | 0.81 | 0.80 | 0.88 | 0.79 | 1.00 | 0.99 | 0.99 |
| VTSAX | 0.75 | 0.77 | 0.86 | 0.82 | 0.87 | 0.80 | 0.99 | 1.00 | 1.00 |
| VTI | 0.75 | 0.77 | 0.86 | 0.82 | 0.87 | 0.80 | 0.99 | 1.00 | 1.00 |
Find what 2026-03-31 is missing
See which holdings overlap, where 2026-03-31 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification