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High-sharpe income portfolio V2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in High-sharpe income portfolio V2, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
High-sharpe income portfolio V2
0.06%-0.13%6.15%7.14%15.78%12.53%9.63%
AQMIX
AQR Managed Futures Strategy Fund
-0.55%1.22%12.43%14.53%25.35%12.47%12.60%4.98%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
-2.26%-2.66%-18.69%-16.94%-35.41%-12.18%-4.53%-4.76%
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
0.00%0.12%11.75%15.59%26.50%15.62%8.51%11.23%
DNP
DNP Select Income Fund Inc.
-1.03%-0.14%9.66%10.26%18.20%9.87%8.26%7.97%
IAU
iShares Gold Trust
0.20%-8.43%0.26%3.08%30.27%29.88%17.71%12.71%
QYLD
Global X NASDAQ 100 Covered Call ETF
1.07%0.23%7.05%8.87%22.45%13.42%8.24%9.77%
RYMTX
Guggenheim Managed Futures Strategy Fund
-1.54%-1.59%7.07%8.27%17.81%3.95%5.50%3.51%
SCHD
Schwab U.S. Dividend Equity ETF
-0.03%2.12%18.71%19.28%26.37%14.73%8.49%12.65%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.01%0.28%1.56%1.80%3.95%4.70%3.55%
TFLO
iShares Treasury Floating Rate Bond ETF
0.04%0.29%1.65%1.92%4.01%4.72%3.65%2.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2020, High-sharpe income portfolio V2's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Mar 2022 with a return of +3.8%, while the worst month was Sep 2022 at -3.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, High-sharpe income portfolio V2 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +4.0%, while the worst single day was Apr 4, 2025 at -3.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.46%2.74%-3.11%2.71%1.31%-0.95%6.15%
20251.96%0.41%-0.37%-1.03%1.58%1.33%0.54%1.80%2.68%0.97%1.22%0.55%12.21%
20241.42%2.30%2.71%-0.55%1.35%0.68%1.53%1.42%2.02%-0.26%2.33%-0.40%15.49%
20232.55%-0.47%1.48%0.70%-0.33%1.83%1.03%-0.43%-1.39%0.24%2.27%1.07%8.82%
2022-0.87%-0.60%3.79%-0.99%-0.88%-1.84%2.27%-0.83%-3.51%3.32%2.49%-1.76%0.29%
2021-0.11%-0.30%2.19%1.86%1.29%-0.23%0.82%1.23%-1.84%3.25%-0.55%2.84%10.82%

Benchmark Metrics

High-sharpe income portfolio V2 has an annualized alpha of 4.63%, beta of 0.33, and R2 of 0.75 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (37.25%) than losses (25.79%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 4.63% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.33 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
4.63%
Beta
0.33
0.75
Upside Capture
37.25%
Downside Capture
25.79%

Expense Ratio

High-sharpe income portfolio V2 has an expense ratio of 0.58%, placing it in the medium range. 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

High-sharpe income portfolio V2 ranks 82 for risk / return — in the top 82% 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.


High-sharpe income portfolio V2 Risk / Return Rank: 8282
Overall Rank
High-sharpe income portfolio V2 Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
High-sharpe income portfolio V2 Sortino Ratio Rank: 9090
Sortino Ratio Rank
High-sharpe income portfolio V2 Omega Ratio Rank: 9393
Omega Ratio Rank
High-sharpe income portfolio V2 Calmar Ratio Rank: 7070
Calmar Ratio Rank
High-sharpe income portfolio V2 Martin Ratio Rank: 7171
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 High-sharpe income portfolio V2 and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.86

1.94

+0.92

Sortino ratioReturn per unit of downside risk

3.94

2.63

+1.31

Omega ratioGain probability vs. loss probability

1.58

1.35

+0.23

Calmar ratioReturn relative to maximum drawdown

3.48

2.59

+0.90

Martin ratioReturn relative to average drawdown

14.42

11.84

+2.57


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

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.

High-sharpe income portfolio V2 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 2.86
  • 5-Year: 1.50
  • All Time: 1.57

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.60 to 2.48, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of High-sharpe income portfolio V2 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

High-sharpe income portfolio V2 provided a 3.85% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.85%4.01%4.30%4.84%4.30%2.81%3.13%2.67%2.64%2.27%2.42%2.98%
AQMIX
AQR Managed Futures Strategy Fund
2.01%2.26%3.83%8.39%12.76%6.94%5.31%3.13%0.00%0.00%0.02%6.51%
BTAL
AGFiQ US Market Neutral Anti-Beta Fund
3.06%2.49%3.49%6.14%1.01%0.00%0.00%0.88%0.39%0.00%0.00%0.00%
BUI
BlackRock Utilities, Infrastructure & Power Opportunities Trust
9.57%10.39%6.26%6.65%6.99%5.45%5.80%6.51%7.35%6.72%7.89%8.65%
DNP
DNP Select Income Fund Inc.
7.34%7.81%8.84%9.20%6.93%7.18%7.60%6.11%7.50%7.22%7.62%8.71%
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%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.55%11.55%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%
RYMTX
Guggenheim Managed Futures Strategy Fund
5.63%6.03%5.10%1.02%4.80%0.00%7.56%0.00%0.00%4.70%5.19%2.68%
SCHD
Schwab U.S. Dividend Equity ETF
3.27%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%
TFLO
iShares Treasury Floating Rate Bond ETF
3.90%4.16%5.21%4.88%1.68%0.00%0.36%2.08%1.65%0.86%0.31%0.15%

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 High-sharpe income portfolio V2. 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 High-sharpe income portfolio V2 was 7.64%, occurring on Apr 8, 2025. Recovery took 45 trading sessions.

The current High-sharpe income portfolio V2 drawdown is 1.17%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-7.64%Apr 2025
1mo 17d2mo 5d
3mo 22dFeb 2025 - Jun 2025
Bear market2022
-6.95%Oct 2022
5mo 24d5mo 20d
11mo 14dApr 2022 - Mar 2023
2026 pullback2026
-4.55%Mar 2026
20d1mo 19d
2mo 9dMar 2026 - May 2026
2020 pullback2020
-4.01%Sep 2020
20d1mo 24d
2mo 14dSep 2020 - Nov 2020
2024 pullback2024
-3.69%Aug 2024
19d14d
1mo 3dJul 2024 - Aug 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 16 assets, with an effective number of assets of 14.08, 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
All Time
Diversification Ratio

2.39

2.12

2.15

2.15

The portfolio has a diversification ratio of 2.15, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

High-sharpe income portfolio V2 correlation to the S&P 500 Index

High-sharpe income portfolio V2 has a 0.65 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

0.65

Correlation (3Y)
Calculated over the trailing 3-year period

0.75

Correlation (5Y)
Calculated over the trailing 5-year period

0.81

Correlation (All Time)
Calculated using the full available price history since May 29, 2020

0.83


Benchmark Correlations

Correlation vs. S&P 500 Index. VIG has the highest benchmark correlation at 0.90, while BTAL has the lowest at -0.59.

BTAL
-0.59
UUP
-0.30
TFLO
-0.06
AQMIX
-0.05
SGOV
-0.02
IAU
0.14
RYMTX
0.29
DNP
0.34
BUI
0.45
SCHD
0.70
VYM
0.79
XYLD
0.84
QYLD
0.85
XLY
0.85
XLK
0.90
VIG
0.90

Portfolio Correlations

Correlation vs. High-sharpe income portfolio V2. VIG has the highest portfolio correlation at 0.83, while BTAL has the lowest at -0.33.

BTAL
-0.33
UUP
-0.26
TFLO
-0.06
SGOV
0.00
AQMIX
0.15
IAU
0.37
RYMTX
0.46
DNP
0.49
BUI
0.54
XLY
0.68
QYLD
0.69
XLK
0.70
SCHD
0.72
XYLD
0.73
VYM
0.78
VIG
0.83

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from May 29, 2020
Diversification Analysis

Find what High-sharpe income portfolio V2 is missing

See which holdings overlap, where High-sharpe income portfolio V2 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification