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Young Child's Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Young Child's Portfolio, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.75%-0.09%8.02%7.15%22.78%19.45%11.73%13.53%
Portfolio
Young Child's Portfolio
3.61%3.37%20.96%19.15%35.68%31.60%18.54%
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.47%1.97%14.46%13.13%30.72%20.21%12.91%14.32%
JEPI
JPMorgan Equity Premium Income ETF
0.92%0.20%0.86%0.64%7.61%9.04%7.36%
SPMO
Invesco S&P 500 Momentum ETF
4.80%4.24%26.56%24.30%41.83%41.24%23.19%20.59%
VBR
Vanguard Small-Cap Value ETF
2.03%3.50%13.61%10.89%26.72%16.20%8.17%10.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2020, Young Child's Portfolio's average daily return is +0.09%, while the average monthly return is +1.76%. At this rate, an investment would double in approximately 3.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +14.3%, while the worst month was Jun 2022 at -8.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Young Child's Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.85%0.83%-5.11%14.26%8.51%0.12%20.96%
20254.61%-0.20%-5.79%0.11%8.28%5.73%1.98%1.90%3.16%0.56%0.21%-0.11%21.64%
20243.59%8.33%4.21%-4.99%5.81%4.64%0.57%3.02%1.68%-0.32%6.42%-3.11%33.21%
20231.86%-3.86%1.10%2.27%-4.33%6.09%2.45%0.63%-2.17%-2.19%8.82%6.01%16.97%
2022-4.74%-1.61%3.32%-7.21%1.61%-8.15%7.50%-2.89%-7.69%12.43%4.21%-3.65%-8.78%
20210.73%0.72%3.82%4.63%0.52%4.32%1.56%3.62%-4.21%6.41%-2.58%3.90%25.45%

Benchmark Metrics

Young Child's Portfolio has an annualized alpha of 6.31%, beta of 0.93, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 21, 2020.

  • This portfolio captured 106.19% of S&P 500 Index gains but only 81.58% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 6.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.93 and R2 of 0.89, 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
6.31%
Beta
0.93
0.89
Upside Capture
106.19%
Downside Capture
81.58%

Expense Ratio

Young Child's Portfolio has an expense ratio of 0.18%, 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

Young Child's Portfolio ranks 71 for risk / return — better than 71% 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.


Young Child's Portfolio Risk / Return Rank: 7171
Overall Rank
Young Child's Portfolio Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
Young Child's Portfolio Sortino Ratio Rank: 6464
Sortino Ratio Rank
Young Child's Portfolio Omega Ratio Rank: 7070
Omega Ratio Rank
Young Child's Portfolio Calmar Ratio Rank: 7474
Calmar Ratio Rank
Young Child's Portfolio Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Young Child's Portfolio 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.42

1.85

+0.57

Sortino ratioReturn per unit of downside risk

3.29

2.52

+0.77

Omega ratioGain probability vs. loss probability

1.46

1.34

+0.12

Calmar ratioReturn relative to maximum drawdown

4.02

2.52

+1.51

Martin ratioReturn relative to average drawdown

18.28

11.31

+6.97


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FNDX
Schwab Fundamental U.S. Large Company Index ETF
932.964.111.545.0919.73
JEPI
JPMorgan Equity Premium Income ETF
300.951.431.171.143.49
SPMO
Invesco S&P 500 Momentum ETF
792.162.891.403.3112.52
VBR
Vanguard Small-Cap Value ETF
671.752.571.303.0310.71

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Young Child's Portfolio Sharpe ratio is 2.42 as of Jun 11, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.27, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Young Child's Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Young Child's Portfolio provided a 1.68% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.68%1.77%1.56%2.38%2.78%1.47%1.99%1.50%1.35%1.02%1.75%0.81%
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.45%1.63%1.76%1.82%2.07%1.64%2.29%2.23%2.40%1.86%2.01%2.01%
JEPI
JPMorgan Equity Premium Income ETF
8.21%8.25%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500 Momentum ETF
0.67%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
VBR
Vanguard Small-Cap Value ETF
1.73%1.95%1.98%2.12%2.03%1.75%1.68%2.06%2.35%1.79%1.77%1.99%

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 Young Child's Portfolio. 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 Young Child's Portfolio was 20.38%, occurring on Sep 30, 2022. Recovery took 299 trading sessions.

The current Young Child's Portfolio drawdown is 5.23%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-20.38%Sep 2022
8mo 28d1y 2mo
1y 11moJan 2022 - Dec 2023
2025 selloff2025
-18.21%Apr 2025
1mo 17d1mo 25d
3mo 12dFeb 2025 - Jun 2025
2024 pullback2024
-9.33%Aug 2024
19d18d
1mo 7dJul 2024 - Aug 2024
2026 pullback2026
-8.91%Mar 2026
1mo 18d10d
1mo 28dFeb 2026 - Apr 2026
2020 pullback2020
-8.31%Sep 2020
20d19d
1mo 9dSep 2020 - Oct 2020

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 2.30, 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
All Time
Diversification Ratio

1.09

1.06

1.06

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.

Young Child's Portfolio correlation to the S&P 500 Index

Young Child's Portfolio has a 0.92 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.93

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (All Time)
Calculated using the full available price history since May 21, 2020

0.92


Benchmark Correlations

Correlation vs. S&P 500 Index. FNDX has the highest benchmark correlation at 0.87, while VBR has the lowest at 0.77.

VBR
0.77
JEPI
0.79
SPMO
0.85
FNDX
0.87

Portfolio Correlations

Correlation vs. Young Child's Portfolio. SPMO has the highest portfolio correlation at 0.97, while VBR has the lowest at 0.75.

VBR
0.75
JEPI
0.76
FNDX
0.84
SPMO
0.97

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

JEPISPMOVBRFNDX
JEPI1.000.660.710.81
SPMO0.661.000.600.69
VBR0.710.601.000.93
FNDX0.810.690.931.00
The correlation results are calculated based on daily price changes starting from May 21, 2020
Diversification Analysis

Find what Young Child's Portfolio is missing

See which holdings overlap, where Young Child's Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification