Asset Allocation
Find the right asset allocation for 1
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 1, 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 Jun 13, 2026, the 1 returned 10.60% Year-To-Date and 12.43% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.17% | 8.56% | 8.85% | 22.93% | 19.37% | 11.84% | 13.61% |
Portfolio 1 | 0.05% | -0.60% | 10.60% | 11.60% | 24.93% | 18.70% | 10.67% | 12.43% |
| Portfolio components: | ||||||||
APHEX Artisan Sustainable Emerging Markets Fund | 2.84% | -2.15% | 15.69% | 17.76% | 38.75% | 22.05% | 6.74% | 10.80% |
EIPCX Parametric Commodity Strategy Fund Class I | -0.13% | -8.64% | 16.44% | 18.84% | 32.48% | 16.67% | 13.32% | 10.30% |
PONAX PIMCO Income Fund Class A | 0.56% | 0.88% | 0.74% | 1.58% | 7.05% | 7.27% | 3.05% | 4.29% |
SWPPX Schwab S&P 500 Index Fund | 1.76% | -0.57% | 8.55% | 8.92% | 23.75% | 21.04% | 13.31% | 15.41% |
TLT iShares 20+ Year Treasury Bond ETF | -0.24% | 1.54% | 0.27% | 0.45% | 2.88% | -1.38% | -6.53% | -1.75% |
USRT iShares Core U.S. REIT ETF | 0.94% | 3.13% | 17.79% | 17.95% | 19.33% | 12.69% | 5.06% | 6.67% |
VBISX Vanguard Short-Term Bond Index Fund | 0.20% | 0.24% | 0.26% | 0.79% | 3.44% | 4.18% | 1.40% | 1.77% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.45% | 0.53% | 13.89% | 15.93% | 28.77% | 19.10% | 9.34% | 10.45% |
Monthly Returns
Based on dividend-adjusted daily data since May 26, 2011, 1's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -13.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 1 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.51% | 1.97% | -5.74% | 8.69% | 4.26% | -1.90% | 10.60% | ||||||
| 2025 | 3.03% | 0.21% | -2.74% | 0.37% | 4.89% | 4.38% | 0.84% | 2.94% | 3.31% | 2.01% | 0.37% | 1.00% | 22.37% |
| 2024 | 0.07% | 3.76% | 3.12% | -3.34% | 4.17% | 1.77% | 1.74% | 2.54% | 2.09% | -2.26% | 3.21% | -2.43% | 15.02% |
| 2023 | 7.02% | -3.13% | 2.82% | 1.19% | -0.79% | 5.08% | 3.33% | -2.39% | -4.10% | -2.52% | 8.09% | 4.50% | 19.74% |
| 2022 | -3.93% | -2.88% | 2.23% | -6.93% | 0.42% | -7.84% | 6.58% | -3.84% | -9.02% | 5.63% | 7.63% | -3.95% | -16.34% |
| 2021 | -0.36% | 2.50% | 2.51% | 4.66% | 1.45% | 1.34% | 1.35% | 1.94% | -3.83% | 4.94% | -1.94% | 4.15% | 19.99% |
Benchmark Metrics
1 has an annualized alpha of 0.56%, beta of 0.80, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since May 26, 2011.
- This portfolio participated in 88.99% of S&P 500 Index downside but only 84.33% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- 0.56%
- Beta
- 0.80
- R²
- 0.95
- Upside Capture
- 84.33%
- Downside Capture
- 88.99%
Expense Ratio
1 has an expense ratio of 0.26%, 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
1 ranks 68 for risk / return — better than 68% 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 1 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 | 2.27 | 1.86 | +0.41 |
| Sortino ratioReturn per unit of downside risk | 3.06 | 2.53 | +0.53 |
| Omega ratioGain probability vs. loss probability | 1.43 | 1.34 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.99 | 2.53 | +0.45 |
| Martin ratioReturn relative to average drawdown | 13.16 | 11.37 | +1.79 |
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 |
|---|---|---|---|---|---|---|
APHEX Artisan Sustainable Emerging Markets Fund | 72 | 2.20 | 2.85 | 1.39 | 2.73 | 9.95 |
EIPCX Parametric Commodity Strategy Fund Class I | 83 | 2.32 | 3.03 | 1.41 | 3.78 | 13.79 |
PONAX PIMCO Income Fund Class A | 54 | 1.80 | 2.68 | 1.35 | 2.01 | 6.70 |
SWPPX Schwab S&P 500 Index Fund | 73 | 1.96 | 2.66 | 1.36 | 2.74 | 12.42 |
TLT iShares 20+ Year Treasury Bond ETF | 14 | 0.30 | 0.50 | 1.06 | 0.38 | 0.92 |
USRT iShares Core U.S. REIT ETF | 48 | 1.43 | 2.00 | 1.25 | 2.42 | 7.79 |
VBISX Vanguard Short-Term Bond Index Fund | 55 | 1.64 | 2.75 | 1.33 | 2.37 | 7.35 |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 65 | 1.88 | 2.56 | 1.34 | 2.57 | 9.82 |
Loading charts...
Dividends
Dividend yield
1 provided a 2.41% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.41% | 2.72% | 2.40% | 2.29% | 2.88% | 2.49% | 2.16% | 2.44% | 2.88% | 2.39% | 2.97% | 3.04% |
| Portfolio components: | ||||||||||||
APHEX Artisan Sustainable Emerging Markets Fund | 1.40% | 1.62% | 1.23% | 0.49% | 1.05% | 0.87% | 1.23% | 1.04% | 0.57% | 0.47% | 0.75% | 0.00% |
EIPCX Parametric Commodity Strategy Fund Class I | 11.45% | 13.33% | 5.65% | 3.69% | 14.93% | 13.83% | 3.10% | 1.54% | 0.87% | 5.14% | 6.59% | 0.00% |
PONAX PIMCO Income Fund Class A | 5.43% | 5.61% | 5.86% | 5.86% | 4.66% | 3.62% | 4.48% | 5.42% | 5.24% | 4.97% | 5.13% | 7.45% |
SWPPX Schwab S&P 500 Index Fund | 1.02% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
TLT iShares 20+ Year Treasury Bond ETF | 4.56% | 4.43% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% |
USRT iShares Core U.S. REIT ETF | 2.56% | 3.07% | 2.85% | 3.18% | 3.46% | 2.27% | 3.12% | 3.34% | 5.66% | 3.44% | 3.98% | 3.59% |
VBISX Vanguard Short-Term Bond Index Fund | 3.90% | 3.44% | 3.29% | 2.10% | 1.38% | 1.16% | 1.72% | 2.16% | 1.92% | 1.58% | 1.42% | 1.34% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 2.63% | 3.20% | 3.34% | 3.14% | 2.88% | 3.14% | 2.02% | 3.03% | 3.33% | 2.77% | 3.06% | 2.91% |
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 1. 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 1 was 31.66%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current 1 drawdown is 2.33%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -31.66%Mar 2020 | 1mo 9d | 5mo 5d | 6mo 14dFeb 2020 - Aug 2020 |
Bear market2022 | -24.06%Oct 2022 | 9mo 12d | 1y 3mo | 2y 20dJan 2022 - Jan 2024 |
2011 correction2011 | -18.45%Oct 2011 | 2mo 27d | 5mo 14d | 8mo 11dJul 2011 - Mar 2012 |
Rate-hike selloffLate 2018 | -16.00%Dec 2018 | 10mo 29d | 4mo | 1y 2moJan 2018 - Apr 2019 |
2016 correction2016 | -15.45%Feb 2016 | 8mo 28d | 5mo 10d | 1y 2moMay 2015 - Jul 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 3.19, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.18 | 1.16 | 1.15 | 1.12 | 1.12 |
The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
1 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since May 26, 2011 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SWPPX has the highest benchmark correlation at 1.00, while TLT has the lowest at -0.22.
Asset Correlations Table
| VBISX | TLT | EIPCX | PONAX | USRT | APHEX | VTMGX | SWPPX | |
|---|---|---|---|---|---|---|---|---|
| VBISX | 1.00 | 0.62 | -0.05 | 0.54 | 0.12 | -0.06 | -0.03 | -0.11 |
| TLT | 0.62 | 1.00 | -0.13 | 0.34 | 0.03 | -0.18 | -0.18 | -0.22 |
| EIPCX | -0.05 | -0.13 | 1.00 | 0.15 | 0.15 | 0.39 | 0.39 | 0.27 |
| PONAX | 0.54 | 0.34 | 0.15 | 1.00 | 0.30 | 0.30 | 0.33 | 0.25 |
| USRT | 0.12 | 0.03 | 0.15 | 0.30 | 1.00 | 0.40 | 0.53 | 0.57 |
| APHEX | -0.06 | -0.18 | 0.39 | 0.30 | 0.40 | 1.00 | 0.74 | 0.66 |
| VTMGX | -0.03 | -0.18 | 0.39 | 0.33 | 0.53 | 0.74 | 1.00 | 0.80 |
| SWPPX | -0.11 | -0.22 | 0.27 | 0.25 | 0.57 | 0.66 | 0.80 | 1.00 |
Find what 1 is missing
See which holdings overlap, where 1 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification