Asset Allocation
Find the right asset allocation for very steady growers-not exciting
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 very steady growers-not exciting, 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 very steady growers-not exciting | 0.82% | 0.89% | 11.93% | 11.17% | 30.49% | 24.94% | 18.10% | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 1.32% | 8.24% | 1.30% | 3.65% | 23.06% | 22.39% | 18.94% | 19.10% |
ADI Analog Devices, Inc. | 1.37% | 0.35% | 54.96% | 50.45% | 88.15% | 31.61% | 22.09% | 24.34% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.83% | -1.26% | 31.74% | 28.77% | 67.12% | 35.29% | 25.46% | 22.05% |
ATO Atmos Energy Corporation | 1.03% | -5.50% | 2.53% | 2.08% | 13.57% | 15.86% | 13.58% | 10.94% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 0.71% | 0.48% | 10.99% | 13.18% | 29.11% | 18.32% | 10.94% | 12.35% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 0.54% | 3.51% | -3.45% | -2.31% | 1.98% | 16.13% | 11.67% | 12.09% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 0.49% | 0.84% | 13.78% | 14.96% | 32.13% | 21.52% | 15.97% | — |
MAIN Main Street Capital Corporation | 0.54% | 3.63% | -10.97% | -12.92% | -3.16% | 18.74% | 12.76% | 13.19% |
WMT Walmart Inc. | 0.45% | -7.92% | 9.07% | 4.13% | 29.24% | 34.18% | 22.42% | 19.77% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 28, 2016, very steady growers-not exciting's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +13.5%, while the worst month was Mar 2020 at -15.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, very steady growers-not exciting closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.73% | 5.76% | -5.18% | 6.80% | -2.27% | 2.12% | 11.93% | ||||||
| 2025 | 3.04% | 2.99% | -3.08% | -0.12% | 3.76% | 2.60% | 1.83% | 5.21% | 2.70% | -2.18% | 4.90% | 1.04% | 24.77% |
| 2024 | 2.11% | 4.20% | 4.46% | -1.90% | 5.69% | -0.25% | 4.95% | 2.84% | 1.84% | 0.11% | 5.22% | -3.02% | 29.05% |
| 2023 | 4.21% | 2.03% | -0.41% | -0.32% | -2.20% | 4.66% | 4.05% | -2.33% | -1.63% | -2.67% | 5.51% | 4.97% | 16.42% |
| 2022 | -1.90% | 0.39% | 4.80% | -4.30% | 0.20% | -4.65% | 7.28% | -4.27% | -7.27% | 8.82% | 8.44% | -3.69% | 2.15% |
| 2021 | -1.70% | 4.58% | 5.88% | 3.19% | 1.10% | -0.37% | 1.19% | 2.20% | -4.32% | 4.99% | -1.36% | 6.12% | 23.01% |
Benchmark Metrics
very steady growers-not exciting has an annualized alpha of 6.18%, beta of 0.76, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since July 28, 2016.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.06%) than losses (66.21%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.18% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.18%
- Beta
- 0.76
- R²
- 0.79
- Upside Capture
- 87.06%
- Downside Capture
- 66.21%
Expense Ratio
very steady growers-not exciting has an expense ratio of 0.21%, 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
very steady growers-not exciting ranks 84 for risk / return — in the top 84% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for very steady growers-not exciting 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 | 2.67 | 1.86 | +0.81 |
| Sortino ratioReturn per unit of downside risk | 3.91 | 2.53 | +1.37 |
| Omega ratioGain probability vs. loss probability | 1.49 | 1.34 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.85 | 2.53 | +1.32 |
| Martin ratioReturn relative to average drawdown | 15.06 | 11.37 | +3.69 |
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 |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 67 | 0.92 | 1.42 | 1.18 | 1.29 | 2.88 |
ADI Analog Devices, Inc. | 93 | 2.59 | 3.38 | 1.42 | 5.27 | 14.52 |
AIRR First Trust RBA American Industrial Renaissance ETF | 85 | 2.50 | 3.22 | 1.40 | 5.01 | 18.33 |
ATO Atmos Energy Corporation | 64 | 0.81 | 1.20 | 1.15 | 1.00 | 2.99 |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 79 | 2.45 | 3.44 | 1.45 | 2.95 | 12.57 |
KBWP Invesco KBW Property & Casualty Insurance ETF | 10 | 0.06 | 0.20 | 1.02 | 0.11 | 0.24 |
LVHI Franklin International Low Volatility High Dividend Index ETF | 93 | 3.31 | 4.54 | 1.63 | 5.23 | 21.61 |
MAIN Main Street Capital Corporation | 34 | -0.16 | -0.05 | 0.99 | -0.18 | -0.35 |
WMT Walmart Inc. | 75 | 1.22 | 1.79 | 1.23 | 1.83 | 5.82 |
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Dividends
Dividend yield
very steady growers-not exciting provided a 2.79% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.79% | 2.72% | 2.74% | 3.51% | 6.03% | 2.81% | 2.73% | 3.44% | 4.32% | 2.72% | 2.81% | 2.72% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ADI Analog Devices, Inc. | 1.00% | 1.46% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.13% | 0.19% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% |
ATO Atmos Energy Corporation | 2.28% | 2.15% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.93% | 3.25% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.66% | 6.15% | 2.52% | 2.57% | 1.75% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 1.92% | 1.58% | 1.64% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.69% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 0.00% |
MAIN Main Street Capital Corporation | 8.25% | 7.00% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.49% | 7.42% | 9.15% |
WMT Walmart Inc. | 0.80% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the very steady growers-not exciting. 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 very steady growers-not exciting was 34.15%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current very steady growers-not exciting drawdown is 0.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.15%Mar 2020 | 1mo 2d | 7mo 28d | 9moFeb 2020 - Nov 2020 |
Rate-hike selloffLate 2018 | -14.58%Dec 2018 | 3mo 26d | 2mo 24d | 6mo 20dAug 2018 - Mar 2019 |
2025 selloff2025 | -14.17%Apr 2025 | 1mo 17d | 1mo 8d | 2mo 25dFeb 2025 - May 2025 |
Bear market2022 | -13.89%Sep 2022 | 5mo 12d | 1mo 23d | 7mo 5dApr 2022 - Nov 2022 |
2018 pullback2018 | -9.17%Mar 2018 | 1mo 23d | 5mo 9d | 7mo 2dJan 2018 - Aug 2018 |
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 8.99, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.89 | 1.62 | 1.54 | 1.45 |
The portfolio has a diversification ratio of 1.45, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
very steady growers-not exciting correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.69 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2016 | 0.80 |
Benchmark Correlations
Correlation vs. S&P 500 Index. HSCZ has the highest benchmark correlation at 0.73, while ATO has the lowest at 0.27.
Asset Correlations Table
| WMT | ATO | ABBV | MAIN | ADI | KBWP | LVHI | HSCZ | AIRR | |
|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.29 | 0.22 | 0.17 | 0.20 | 0.27 | 0.23 | 0.22 | 0.24 |
| ATO | 0.29 | 1.00 | 0.24 | 0.23 | 0.12 | 0.39 | 0.27 | 0.19 | 0.26 |
| ABBV | 0.22 | 0.24 | 1.00 | 0.22 | 0.21 | 0.31 | 0.30 | 0.27 | 0.24 |
| MAIN | 0.17 | 0.23 | 0.22 | 1.00 | 0.33 | 0.39 | 0.39 | 0.42 | 0.47 |
| ADI | 0.20 | 0.12 | 0.21 | 0.33 | 1.00 | 0.26 | 0.42 | 0.55 | 0.54 |
| KBWP | 0.27 | 0.39 | 0.31 | 0.39 | 0.26 | 1.00 | 0.43 | 0.41 | 0.51 |
| LVHI | 0.23 | 0.27 | 0.30 | 0.39 | 0.42 | 0.43 | 1.00 | 0.68 | 0.51 |
| HSCZ | 0.22 | 0.19 | 0.27 | 0.42 | 0.55 | 0.41 | 0.68 | 1.00 | 0.63 |
| AIRR | 0.24 | 0.26 | 0.24 | 0.47 | 0.54 | 0.51 | 0.51 | 0.63 | 1.00 |
Find what very steady growers-not exciting is missing
See which holdings overlap, where very steady growers-not exciting is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification