Asset Allocation
Find the right asset allocation for Retirement Target Alt-10 Gld-10
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 Retirement Target Alt-10 Gld-10, 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 | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio Retirement Target Alt-10 Gld-10 | -0.79% | -0.49% | 4.48% | 5.43% | 15.22% | 11.89% | 6.61% | — |
| Portfolio components: | ||||||||
AQMNX AQR Managed Futures Strategy Fund Class N | -0.56% | 1.81% | 12.87% | 14.73% | 25.69% | 12.24% | 12.45% | 4.77% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | -0.26% | -0.36% | 0.11% | 0.49% | 3.67% | 4.36% | 1.58% | 1.93% |
DBMF iMGP DBi Managed Futures Strategy ETF | -2.01% | -0.10% | 9.70% | 11.78% | 28.17% | 9.96% | 7.93% | — |
DODGX Dodge & Cox Stock Fund Class I | 1.96% | 1.60% | 4.64% | 6.40% | 13.12% | 15.81% | 8.74% | 12.74% |
FTGC First Trust Global Tactical Commodity Strategy Fund | -2.07% | -4.06% | 23.54% | 21.45% | 35.65% | 16.79% | 12.43% | 7.39% |
GLDM SPDR Gold MiniShares Trust | -3.67% | -8.63% | 0.06% | 2.68% | 30.23% | 29.91% | 17.81% | — |
ICSH iShares Ultra Short Duration Bond Active ETF | -0.04% | 0.16% | 1.41% | 1.71% | 4.28% | 5.15% | 3.66% | 2.76% |
JAAA Janus Henderson AAA CLO ETF | 0.04% | 0.33% | 1.93% | 2.51% | 5.10% | 6.70% | 4.80% | — |
JMSIX JPMorgan Income Fund | 0.00% | 0.15% | 1.23% | 1.85% | 5.92% | 7.08% | 2.78% | 3.96% |
MALOX BlackRock Global Allocation Fund | 0.68% | 1.99% | 8.19% | 9.21% | 19.93% | 14.85% | 5.95% | 8.56% |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2021, Retirement Target Alt-10 Gld-10's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2022 with a return of +3.4%, while the worst month was Sep 2022 at -3.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Retirement Target Alt-10 Gld-10 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +2.5%, while the worst single day was Apr 4, 2025 at -2.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.76% | 2.86% | -3.78% | 2.43% | 1.06% | -0.76% | 4.48% | ||||||
| 2025 | 2.21% | 0.74% | 0.23% | 0.86% | 1.24% | 2.03% | -0.03% | 2.19% | 2.69% | 1.27% | 1.33% | 0.79% | 16.67% |
| 2024 | 0.21% | 1.09% | 2.80% | -0.75% | 1.80% | 0.81% | 1.73% | 1.13% | 1.69% | -1.18% | 1.24% | -1.56% | 9.29% |
| 2023 | 3.08% | -2.22% | 1.45% | 0.85% | -1.04% | 1.57% | 1.43% | -0.95% | -1.59% | -0.33% | 3.30% | 2.50% | 8.15% |
| 2022 | -1.55% | -0.01% | 0.44% | -2.03% | 0.27% | -2.79% | 1.90% | -1.93% | -3.80% | 1.84% | 3.36% | -0.95% | -5.36% |
| 2021 | 0.30% | -0.63% | 0.85% | 0.34% | -1.67% | 1.89% | -1.20% | 1.75% | 1.60% |
Benchmark Metrics
Retirement Target Alt-10 Gld-10 has an annualized alpha of 3.30%, beta of 0.27, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (33.64%) than losses (31.66%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.30% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.27 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.30%
- Beta
- 0.27
- R²
- 0.62
- Upside Capture
- 33.64%
- Downside Capture
- 31.66%
Expense Ratio
Retirement Target Alt-10 Gld-10 has an expense ratio of 0.23%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
Retirement Target Alt-10 Gld-10 ranks 52 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 Retirement Target Alt-10 Gld-10 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.45 | 2.01 | +0.44 |
| Sortino ratioReturn per unit of downside risk | 3.32 | 2.71 | +0.61 |
| Omega ratioGain probability vs. loss probability | 1.48 | 1.36 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.69 | +0.18 |
| Martin ratioReturn relative to average drawdown | 11.50 | 12.34 | -0.84 |
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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AQMNX AQR Managed Futures Strategy Fund Class N | 90 | 2.87 | 3.90 | 1.51 | 7.92 | 26.18 |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 63 | 1.87 | 2.96 | 1.35 | 2.63 | 9.17 |
DBMF iMGP DBi Managed Futures Strategy ETF | 82 | 2.26 | 2.97 | 1.48 | 4.58 | 16.82 |
DODGX Dodge & Cox Stock Fund Class I | 25 | 1.28 | 1.86 | 1.23 | 1.92 | 6.77 |
FTGC First Trust Global Tactical Commodity Strategy Fund | 80 | 2.31 | 3.02 | 1.41 | 4.61 | 14.85 |
GLDM SPDR Gold MiniShares Trust | 32 | 1.07 | 1.45 | 1.22 | 1.43 | 3.63 |
ICSH iShares Ultra Short Duration Bond Active ETF | 99 | 11.01 | 27.36 | 6.56 | 43.67 | 289.82 |
JAAA Janus Henderson AAA CLO ETF | 99 | 6.23 | 10.51 | 2.80 | 13.51 | 72.66 |
JMSIX JPMorgan Income Fund | 79 | 2.21 | 4.35 | 1.58 | 3.43 | 14.27 |
MALOX BlackRock Global Allocation Fund | 51 | 2.10 | 3.03 | 1.38 | 2.42 | 10.45 |
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Dividends
Dividend yield
Retirement Target Alt-10 Gld-10 provided a 4.35% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.35% | 4.55% | 4.17% | 2.84% | 3.88% | 3.75% | 2.68% | 3.64% | 2.74% | 2.17% | 1.54% | 1.87% |
| Portfolio components: | ||||||||||||
AQMNX AQR Managed Futures Strategy Fund Class N | 1.82% | 2.05% | 3.61% | 8.15% | 12.59% | 6.59% | 4.17% | 2.92% | 0.00% | 0.00% | 0.02% | 6.30% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 4.00% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.22% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
DODGX Dodge & Cox Stock Fund Class I | 9.29% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
FTGC First Trust Global Tactical Commodity Strategy Fund | 15.52% | 17.74% | 3.05% | 3.34% | 10.35% | 7.21% | 0.00% | 0.81% | 0.80% | 1.21% | 0.00% | 0.00% |
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.34% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
JAAA Janus Henderson AAA CLO ETF | 5.00% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JMSIX JPMorgan Income Fund | 6.03% | 5.95% | 5.78% | 4.43% | 4.78% | 4.00% | 4.95% | 5.10% | 5.43% | 5.42% | 0.46% | 0.00% |
MALOX BlackRock Global Allocation Fund | 8.52% | 9.22% | 7.68% | 1.54% | 6.01% | 10.32% | 10.15% | 5.68% | 5.50% | 4.81% | 2.10% | 9.86% |
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 Retirement Target Alt-10 Gld-10. 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 Retirement Target Alt-10 Gld-10 was 9.77%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current Retirement Target Alt-10 Gld-10 drawdown is 1.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -9.77%Oct 2022 | 11mo 3d | 1y 2mo | 2y 28dNov 2021 - Dec 2023 |
2026 pullback2026 | -5.29%Mar 2026 | 24d | — | 3mo 9dMar 2026 - now |
2025 selloff2025 | -4.21%Apr 2025 | 1mo 18d | 16d | 2mo 4dFeb 2025 - Apr 2025 |
2024 pullback2024 | -2.81%Aug 2024 | 21d | 12d | 1mo 3dJul 2024 - Aug 2024 |
2024 pullback2024 | -2.34%Dec 2024 | 7d | 1mo 5d | 1mo 12dDec 2024 - Jan 2025 |
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 19 assets, with an effective number of assets of 11.35, 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 | 1.43 | 1.53 | 1.62 | 1.62 |
The portfolio has a diversification ratio of 1.62, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Retirement Target Alt-10 Gld-10 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since May 26, 2021 | 0.76 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTWAX has the highest benchmark correlation at 0.96, while AQMNX has the lowest at -0.07.
Portfolio Correlations
Correlation vs. Retirement Target Alt-10 Gld-10. MALOX has the highest portfolio correlation at 0.87, while AQMNX has the lowest at -0.09.
Asset Correlations Table
Find what Retirement Target Alt-10 Gld-10 is missing
See which holdings overlap, where Retirement Target Alt-10 Gld-10 is concentrated, and which low-correlation assets could fill the gaps.
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