Asset Allocation
Find the right asset allocation for GrokDougBrownePermanentFidelity20260712
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GrokDougBrownePermanentFidelity20260712, 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.
Loading charts...
Returns By Period
As of Jul 21, 2026, the GrokDougBrownePermanentFidelity20260712 returned 22.98% Year-To-Date and 20.36% of annualized return in the last 10 years.
| 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 GrokDougBrownePermanentFidelity20260712 | -0.05% | -6.58% | 16.68% | 22.98% | 43.13% | 31.02% | 20.11% | 20.36% | 17.15% |
| Portfolio components: | |||||||||
BND Vanguard Total Bond Market ETF | -0.25% | -0.57% | -0.09% | 0.08% | 3.77% | 3.82% | -0.23% | 1.43% | 3.03% |
IAU iShares Gold Trust | -0.20% | -5.02% | -12.66% | -7.17% | 19.36% | 26.56% | 17.02% | 11.43% | 10.67% |
SCHD Schwab U.S. Dividend Equity ETF | -0.49% | 3.61% | 15.19% | 21.36% | 25.66% | 13.54% | 9.15% | 12.32% | 13.25% |
SMH VanEck Semiconductor ETF | 0.41% | -15.31% | 39.57% | 55.17% | 93.09% | 54.43% | 34.99% | 34.79% | 11.21% |
VGT Vanguard Information Technology ETF | 0.11% | -5.56% | 19.62% | 20.44% | 32.72% | 27.18% | 18.07% | 24.18% | 14.87% |
VTI Vanguard Total Stock Market ETF | -0.21% | -0.73% | 7.78% | 9.90% | 19.88% | 19.10% | 11.79% | 14.48% | 9.57% |
VXUS Vanguard Total International Stock ETF | -0.36% | -4.26% | 6.22% | 10.72% | 23.69% | 16.64% | 8.40% | 9.32% | 6.44% |
XLK State Street Technology Select Sector SPDR ETF | 0.07% | -8.11% | 20.96% | 22.34% | 35.41% | 26.73% | 19.16% | 23.89% | 10.23% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, GrokDougBrownePermanentFidelity20260712's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, an investment would double in approximately 4.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +14.0%, while the worst month was Sep 2022 at -9.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GrokDougBrownePermanentFidelity20260712 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 Mar 16, 2020 at -9.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.00% | 2.61% | -6.18% | 14.00% | 9.97% | 0.50% | -5.24% | 22.98% | |||||
| 2025 | 2.22% | -0.83% | -2.50% | 0.83% | 6.55% | 7.53% | 1.69% | 2.43% | 7.55% | 5.04% | -0.36% | 1.50% | 35.87% |
| 2024 | 1.71% | 5.62% | 4.69% | -2.96% | 5.98% | 3.96% | 0.47% | 1.06% | 2.39% | -0.38% | 1.78% | -1.56% | 24.77% |
| 2023 | 9.19% | -1.79% | 6.89% | -1.13% | 4.69% | 3.87% | 3.54% | -2.12% | -5.43% | -0.80% | 9.50% | 5.44% | 35.25% |
| 2022 | -5.76% | -1.04% | 1.50% | -8.55% | 1.13% | -8.75% | 8.07% | -5.54% | -9.38% | 3.91% | 10.55% | -4.85% | -19.24% |
| 2021 | 0.00% | 1.77% | 1.78% | 2.74% | 2.61% | 1.37% | 1.50% | 2.05% | -4.37% | 5.03% | 2.78% | 3.11% | 22.03% |
Benchmark Metrics
GrokDougBrownePermanentFidelity20260712 has an annualized alpha of 5.28%, beta of 0.88, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio captured 100.13% of S&P 500 Index gains but only 77.83% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 5.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.88 and R2 of 0.82, 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
- 5.28%
- Beta
- 0.88
- R²
- 0.82
- Upside Capture
- 100.13%
- Downside Capture
- 77.83%
Expense Ratio
GrokDougBrownePermanentFidelity20260712 has an expense ratio of 0.17%, 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
GrokDougBrownePermanentFidelity20260712 ranks 83 for risk / return — in the top 83% 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 GrokDougBrownePermanentFidelity20260712 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 | 2.17 | 1.45 | +0.72 |
| Sortino ratioReturn per unit of downside risk | 2.77 | 2.03 | +0.75 |
| Omega ratioGain probability vs. loss probability | 1.38 | 1.26 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 4.01 | 2.01 | +2.00 |
| Martin ratioReturn relative to average drawdown | 15.00 | 8.68 | +6.32 |
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 |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 36 | 1.02 | 1.51 | 1.18 | 1.41 | 3.81 |
IAU iShares Gold Trust | 25 | 0.70 | 1.04 | 1.15 | 0.74 | 1.72 |
SCHD Schwab U.S. Dividend Equity ETF | 91 | 2.34 | 3.63 | 1.42 | 5.59 | 13.64 |
SMH VanEck Semiconductor ETF | 90 | 2.53 | 2.87 | 1.39 | 5.57 | 18.66 |
VGT Vanguard Information Technology ETF | 51 | 1.40 | 1.89 | 1.24 | 2.00 | 5.69 |
VTI Vanguard Total Stock Market ETF | 64 | 1.55 | 2.16 | 1.28 | 2.24 | 9.77 |
VXUS Vanguard Total International Stock ETF | 57 | 1.43 | 1.99 | 1.26 | 2.11 | 7.84 |
XLK State Street Technology Select Sector SPDR ETF | 55 | 1.45 | 1.93 | 1.25 | 2.23 | 6.53 |
Loading charts...
Dividends
Dividend yield
GrokDougBrownePermanentFidelity20260712 provided a 1.02% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.02% | 1.18% | 1.25% | 1.26% | 1.44% | 1.07% | 1.14% | 1.52% | 1.73% | 1.43% | 1.41% | 1.75% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 4.00% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
IAU iShares Gold 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% |
SCHD Schwab U.S. Dividend Equity ETF | 3.20% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SMH VanEck Semiconductor ETF | 0.20% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
VXUS Vanguard Total International Stock ETF | 2.63% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
XLK State Street Technology Select Sector SPDR ETF | 0.45% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the GrokDougBrownePermanentFidelity20260712. 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 GrokDougBrownePermanentFidelity20260712 was 28.32%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.
The current GrokDougBrownePermanentFidelity20260712 drawdown is 7.13%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-28.32%Oct 2022 | 9mo 20d | 9mo 2d | 1y 6moDec 2021 - Jul 2023 | Bear market2022 |
-25.96%Mar 2020 | 29d | 2mo 17d | 3mo 16dFeb 2020 - Jun 2020 | COVID crash2020 |
-17.01%Apr 2025 | 1mo 16d | 1mo 5d | 2mo 21dFeb 2025 - May 2025 | 2025 selloff2025 |
-14.98%Dec 2018 | 10mo 29d | 2mo 3d | 1y 27dJan 2018 - Feb 2019 | Rate-hike selloffLate 2018 |
-13.51%Aug 2015 | 2mo 29d | 9mo 13d | 1y 7dMay 2015 - Jun 2016 | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 6.45, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.25 | 1.25 | 1.23 | 1.22 | 1.24 |
The portfolio has a diversification ratio of 1.24, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
GrokDougBrownePermanentFidelity20260712 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.87 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.88 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BND has the lowest at -0.04.
Asset Correlations Table
| BND | IAU | SCHD | VXUS | SMH | XLK | VGT | VTI | |
|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.32 | -0.06 | 0.00 | -0.05 | -0.02 | -0.03 | -0.04 |
| IAU | 0.32 | 1.00 | 0.04 | 0.21 | 0.05 | 0.04 | 0.05 | 0.06 |
| SCHD | -0.06 | 0.04 | 1.00 | 0.71 | 0.57 | 0.61 | 0.61 | 0.81 |
| VXUS | 0.00 | 0.21 | 0.71 | 1.00 | 0.67 | 0.70 | 0.70 | 0.81 |
| SMH | -0.05 | 0.05 | 0.57 | 0.67 | 1.00 | 0.85 | 0.86 | 0.77 |
| XLK | -0.02 | 0.04 | 0.61 | 0.70 | 0.85 | 1.00 | 0.99 | 0.87 |
| VGT | -0.03 | 0.05 | 0.61 | 0.70 | 0.86 | 0.99 | 1.00 | 0.88 |
| VTI | -0.04 | 0.06 | 0.81 | 0.81 | 0.77 | 0.87 | 0.88 | 1.00 |
Find what GrokDougBrownePermanentFidelity20260712 is missing
See which holdings overlap, where GrokDougBrownePermanentFidelity20260712 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification