Asset Allocation
Find the right asset allocation for Cap Gro I 50 - Jul12 2026
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 Cap Gro I 50 - Jul12 2026, 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 | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio Cap Gro I 50 - Jul12 2026 | 0.00% | -0.03% | 3.48% | 5.59% | 12.50% | 10.64% | 6.59% | — | 7.94% |
| Portfolio components: | |||||||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.25% | -0.63% | -0.14% | 0.03% | 3.86% | 3.82% | -0.20% | 1.42% | 3.06% |
ANGL VanEck Fallen Angel High Yield Bond ETF | -0.07% | 0.07% | 1.41% | 2.15% | 6.47% | 8.07% | 3.04% | 5.77% | 6.80% |
ARKK ARK Innovation ETF | -0.33% | -6.53% | -8.24% | -2.56% | -3.45% | 16.39% | -9.13% | 14.94% | 12.69% |
GDX VanEck Gold Miners ETF | -0.81% | -14.26% | -27.25% | -17.52% | 39.36% | 32.51% | 17.66% | 10.49% | 4.33% |
ICSH iShares Ultra Short Duration Bond Active ETF | 0.00% | 0.36% | 1.77% | 1.92% | 4.16% | 5.09% | 3.76% | 2.80% | 2.32% |
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF | -0.66% | -2.18% | 4.32% | 8.08% | 19.69% | 16.29% | 10.33% | — | 8.57% |
QUAL iShares MSCI USA Quality Factor ETF | -0.43% | 0.49% | 7.12% | 9.65% | 19.00% | 17.53% | 11.21% | 13.93% | 13.60% |
SPYV SPDR Portfolio S&P 500 Value ETF | -0.65% | 1.51% | 6.61% | 9.18% | 18.51% | 13.76% | 11.49% | 11.63% | 7.84% |
TLT iShares 20+ Year Treasury Bond ETF | -0.75% | -2.94% | -2.29% | -1.57% | 2.90% | -2.24% | -7.64% | -2.20% | 3.56% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 6, 2017, Cap Gro I 50 - Jul12 2026's average daily return is +0.02%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +7.9%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Cap Gro I 50 - Jul12 2026 closed higher 39% of trading days. The best single day was Mar 24, 2020 with a return of +4.8%, while the worst single day was Mar 12, 2020 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.05% | 3.28% | -3.66% | 2.78% | 1.22% | 0.53% | -0.57% | 5.59% | |||||
| 2025 | 2.33% | 1.03% | -0.89% | -0.24% | 1.76% | 2.63% | 0.51% | 2.02% | 2.40% | 0.64% | 1.40% | -0.22% | 14.12% |
| 2024 | -0.18% | 1.46% | 2.67% | -2.32% | 2.65% | 0.36% | 2.58% | 2.20% | 1.47% | -1.78% | 2.95% | -3.30% | 8.83% |
| 2023 | 3.74% | -2.73% | 2.98% | 0.93% | -1.64% | 2.64% | 2.01% | -1.65% | -3.11% | -1.44% | 5.88% | 3.54% | 11.23% |
| 2022 | -2.65% | -0.88% | 1.31% | -4.61% | 0.78% | -4.68% | 4.33% | -2.82% | -5.79% | 4.05% | 4.88% | -2.20% | -8.68% |
| 2021 | -0.77% | 0.42% | 2.28% | 2.10% | 1.00% | 0.79% | 1.14% | 0.79% | -2.67% | 3.08% | -1.28% | 2.77% | 9.92% |
Benchmark Metrics
Cap Gro I 50 - Jul12 2026 has an annualized alpha of 1.72%, beta of 0.44, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since September 06, 2017.
- This portfolio participated in 53.40% of S&P 500 Index downside but only 47.61% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.44 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
- 1.72%
- Beta
- 0.44
- R²
- 0.86
- Upside Capture
- 47.61%
- Downside Capture
- 53.40%
Expense Ratio
Cap Gro I 50 - Jul12 2026 has an expense ratio of 0.12%, 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
Cap Gro I 50 - Jul12 2026 ranks 69 for risk / return — better than 69% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Cap Gro I 50 - Jul12 2026 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 | 1.99 | 1.45 | +0.54 |
| Sortino ratioReturn per unit of downside risk | 2.87 | 2.03 | +0.84 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.50 | 2.01 | +0.49 |
| Martin ratioReturn relative to average drawdown | 9.71 | 8.68 | +1.03 |
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 |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 36 | 1.02 | 1.51 | 1.18 | 1.40 | 3.83 |
ANGL VanEck Fallen Angel High Yield Bond ETF | 57 | 1.51 | 2.17 | 1.29 | 1.60 | 6.73 |
ARKK ARK Innovation ETF | 10 | -0.10 | 0.12 | 1.01 | -0.11 | -0.23 |
GDX VanEck Gold Miners ETF | 29 | 0.82 | 1.27 | 1.17 | 1.02 | 2.36 |
ICSH iShares Ultra Short Duration Bond Active ETF | 99 | 10.04 | 22.35 | 5.55 | 42.22 | 238.25 |
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 53 | 1.38 | 1.96 | 1.25 | 1.85 | 7.09 |
QUAL iShares MSCI USA Quality Factor ETF | 64 | 1.57 | 2.25 | 1.28 | 2.11 | 9.48 |
SPYV SPDR Portfolio S&P 500 Value ETF | 79 | 1.88 | 2.65 | 1.34 | 2.99 | 11.36 |
TLT iShares 20+ Year Treasury Bond ETF | 16 | 0.31 | 0.52 | 1.06 | 0.38 | 0.87 |
USD=X USD Cash | — | — | — | — | — | — |
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Dividends
Dividend yield
Cap Gro I 50 - Jul12 2026 provided a 3.02% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.02% | 3.03% | 3.10% | 2.81% | 2.20% | 1.81% | 2.15% | 2.63% | 2.65% | 2.21% | 2.24% | 2.21% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 4.02% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
ANGL VanEck Fallen Angel High Yield Bond ETF | 6.46% | 6.20% | 6.29% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.34% | 5.81% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.70% | 0.00% | 0.55% | 1.64% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
GDX VanEck Gold Miners ETF | 0.89% | 0.74% | 1.19% | 1.61% | 1.66% | 1.67% | 0.53% | 0.67% | 0.50% | 0.76% | 0.26% | 0.85% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.28% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
MFDX PIMCO RAFI Dynamic Multi-Factor International Equity ETF | 2.96% | 2.97% | 3.16% | 3.12% | 2.85% | 2.99% | 1.58% | 2.88% | 2.13% | 0.71% | 0.00% | 0.00% |
QUAL iShares MSCI USA Quality Factor ETF | 0.87% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
SPYV SPDR Portfolio S&P 500 Value ETF | 1.70% | 1.77% | 2.29% | 1.75% | 2.22% | 2.10% | 2.38% | 2.25% | 2.97% | 2.77% | 2.39% | 2.53% |
TLT iShares 20+ Year Treasury Bond ETF | 4.65% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Cap Gro I 50 - Jul12 2026. 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 Cap Gro I 50 - Jul12 2026 was 19.85%, occurring on Mar 23, 2020. Recovery took 77 trading sessions.
The current Cap Gro I 50 - Jul12 2026 drawdown is 0.99%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-19.85%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 | COVID crash2020 |
-14.84%Oct 2022 | 9mo 17d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 | Bear market2022 |
-7.73%Dec 2018 | 2mo 22d | 1mo 21d | 4mo 13dOct 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-7.05%Apr 2025 | 1mo 16d | 1mo 8d | 2mo 24dFeb 2025 - May 2025 | 2025 selloff2025 |
-5.56%Feb 2018 | 10d | 7mo 14d | 7mo 24dJan 2018 - Sep 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 18 assets, with an effective number of assets of 10.00, 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 | 1.70 | 1.53 | 1.47 | 1.43 |
The portfolio has a diversification ratio of 1.43, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Cap Gro I 50 - Jul12 2026 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.82 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Sep 6, 2017 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QUAL has the highest benchmark correlation at 0.97, while TLT has the lowest at -0.07.
Asset Correlations Table
Find what Cap Gro I 50 - Jul12 2026 is missing
See which holdings overlap, where Cap Gro I 50 - Jul12 2026 is concentrated, and which low-correlation assets could fill the gaps.
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