25 Nasdaq/ Bonds/ Gold

Asset Allocation

Position	Category/Sector	Target Weight
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	37.50%
GC=F Gold Futures		37.50%
QQQ Invesco QQQ ETF	Nasdaq-100	25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 25 Nasdaq/ Bonds/ Gold, 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 year.

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Returns By Period

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 25 Nasdaq/ Bonds/ Gold	0.86%	2.40%	5.38%	5.66%	11.37%	6.28%	—	—
Portfolio components:
GC=F Gold Futures	—	—	—	—	—	—	—	—
QQQ Invesco QQQ ETF	3.14%	4.95%	21.26%	22.17%	41.87%	27.20%	17.59%	22.31%
TLT iShares 20+ Year Treasury Bond ETF	-0.06%	2.87%	0.21%	0.32%	3.82%	-1.84%	-6.36%	-1.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 31, 2022, 25 Nasdaq/ Bonds/ Gold's average daily return is +0.01%, while the average monthly return is +0.28%. At this rate, an investment would double in approximately 20.7 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2023 with a return of +6.6%, while the worst month was Apr 2022 at -7.5%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 25 Nasdaq/ Bonds/ Gold closed higher 52% of trading days. The best single day was Nov 10, 2022 with a return of +2.8%, while the worst single day was May 5, 2022 at -2.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.29%	1.14%	-2.81%	3.41%	3.01%	0.34%							5.38%
2025	0.72%	1.45%	-2.31%	-0.22%	0.89%	2.60%	0.21%	0.26%	2.77%	1.83%	-0.34%	-1.15%	6.78%
2024	-0.38%	0.53%	0.62%	-3.48%	2.64%	2.42%	0.77%	1.06%	1.45%	-2.21%	2.23%	-2.06%	3.41%
2023	5.52%	-1.94%	4.32%	0.27%	1.10%	1.97%	0.32%	-1.55%	-4.30%	-2.42%	6.58%	4.67%	14.80%
2022	0.58%	0.52%	-0.10%	-7.51%	-1.14%	-2.54%	3.61%	-2.75%	-5.17%	-1.00%	3.44%	-3.03%	-14.61%

Benchmark Metrics

25 Nasdaq/ Bonds/ Gold has an annualized alpha of -1.31%, beta of 0.34, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since January 31, 2022.

This portfolio participated in 62.36% of S&P 500 Index downside but only 38.05% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.34 may look defensive, but with R2 of 0.48 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.48 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: -1.31%

Beta: 0.34

R²: 0.48

Upside Capture: 38.05%

Downside Capture: 62.36%

See how alpha, beta & R² have trended over time →

Expense Ratio

25 Nasdaq/ Bonds/ Gold has an expense ratio of 0.10%, 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.

QQQ

Invesco QQQ ETF

TLT

iShares 20+ Year Treasury Bond ETF

Return for Risk

Risk / Return Rank

25 Nasdaq/ Bonds/ Gold ranks 36 for risk / return — below 36% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 25 Nasdaq/ Bonds/ Gold 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	1.84	2.14	-0.29
Sortino ratioReturn per unit of downside risk	2.66	2.89	-0.23
Omega ratioGain probability vs. loss probability	1.35	1.39	-0.04
Calmar ratioReturn relative to maximum drawdown	2.40	2.91	-0.51
Martin ratioReturn relative to average drawdown	7.38	13.08	-5.71

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
GC=F Gold Futures	—	—	—	—	—	—
QQQ Invesco QQQ ETF	79	2.42	3.12	1.42	3.52	13.12
TLT iShares 20+ Year Treasury Bond ETF	15	0.40	0.65	1.07	0.51	1.22

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. Learn how to interpret the Sharpe ratio.

The current 25 Nasdaq/ Bonds/ Gold Sharpe ratio is 1.84 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.55 to 2.44, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 25 Nasdaq/ Bonds/ Gold 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

25 Nasdaq/ Bonds/ Gold provided a 1.81% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.81%	1.77%	1.75%	1.42%	1.20%	0.67%	0.70%	1.04%	1.21%	1.12%	1.24%	1.23%
Portfolio components:
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
TLT iShares 20+ Year Treasury Bond ETF	4.57%	4.43%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%

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 25 Nasdaq/ Bonds/ Gold. 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 25 Nasdaq/ Bonds/ Gold was 17.93%, occurring on Nov 7, 2022. Recovery took 418 trading sessions.

The current 25 Nasdaq/ Bonds/ Gold drawdown is 0.05%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-17.93%Nov 2022	8mo 5d	1y 8mo	2y 4moMar 2022 - Jul 2024
2025 selloff2025	-7.10%Apr 2025	4mo 13d	3mo 9d	7mo 22dDec 2024 - Jul 2025
2026 pullback2026	-4.75%Mar 2026	4mo 29d	1mo 9d	6mo 8dOct 2025 - May 2026
2024 pullback2024	-2.94%Jul 2024	8d	22d	1moJul 2024 - Aug 2024
2024 pullback2024	-2.76%Nov 2024	1mo 15d	1mo 1d	2mo 16dSep 2024 - Dec 2024

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 3 assets, with an effective number of assets of 2.91, 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	All Time
Diversification Ratio	1.32	1.34	1.50

The portfolio has a diversification ratio of 1.50, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

25 Nasdaq/ Bonds/ Gold correlation to the S&P 500 Index

25 Nasdaq/ Bonds/ Gold has a 0.77 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	0.69

Benchmark Correlations

Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.94, while GC=F has the lowest at -0.05.

GC=F

-0.05

TLT

0.12

QQQ

0.94

Portfolio Correlations

Correlation vs. 25 Nasdaq/ Bonds/ Gold. TLT has the highest portfolio correlation at 0.71, while GC=F has the lowest at 0.12.

GC=F

0.12

QQQ

0.71

TLT

0.71

Asset Correlations Table

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

	GC=F	TLT	QQQ
GC=F	1.00	0.05	-0.04
TLT	0.05	1.00	0.10
QQQ	-0.04	0.10	1.00

The correlation results are calculated based on daily price changes starting from Jan 31, 2022

Diversification Analysis

Find what 25 Nasdaq/ Bonds/ Gold is missing

See which holdings overlap, where 25 Nasdaq/ Bonds/ Gold is concentrated, and which low-correlation assets could fill the gaps.

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