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2026Feb-07
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 2026Feb-07

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2026Feb-07, 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
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2026Feb-07
1.04%3.91%35.52%36.60%
AIA
iShares Asia 50 ETF
0.54%6.70%44.56%50.54%83.79%34.57%11.52%15.05%
AIPO
Defiance AI & Power Infrastructure ETF
1.81%-2.51%42.18%37.77%
BRK-B
Berkshire Hathaway Inc.
0.71%1.36%-2.67%-2.06%0.35%13.30%11.27%13.22%
BTI
British American Tobacco p.l.c.
1.51%-4.26%11.67%12.20%35.30%34.54%17.96%7.69%
IBOT
VanEck Robotics ETF
0.19%1.22%24.30%24.91%50.85%20.68%
IONQ
IonQ, Inc.
-0.24%11.36%28.93%14.90%52.88%75.90%40.49%
KMLM
KFA Mount Lucas Index Strategy ETF
-0.53%-5.80%8.32%9.68%13.24%-1.51%4.11%
MO
Altria Group, Inc.
0.74%-1.57%26.86%26.78%28.74%25.73%16.36%7.93%
PM
Philip Morris International Inc.
1.95%-2.80%15.93%22.12%3.53%31.18%18.78%11.71%
QBTS
D-Wave Quantum Inc
-1.89%14.84%-10.63%-10.46%54.05%123.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 25, 2025, 2026Feb-07's average daily return is +0.20%, while the average monthly return is +3.89%. At this rate, an investment would double in approximately 1.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +17.3%, while the worst month was Mar 2026 at -5.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.

On a daily basis, 2026Feb-07 closed higher 61% of trading days. The best single day was Oct 13, 2025 with a return of +3.7%, while the worst single day was Jun 5, 2026 at -5.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20267.01%4.45%-5.80%17.29%10.84%-1.00%35.52%
2025-0.79%2.07%9.34%5.04%-2.34%0.54%14.20%

Benchmark Metrics

2026Feb-07 has an annualized alpha of 31.19%, beta of 1.33, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since July 25, 2025.

  • This portfolio captured 239.64% of S&P 500 Index gains but only 36.19% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 31.19% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
31.19%
Beta
1.33
0.67
Upside Capture
239.64%
Downside Capture
36.19%

Expense Ratio

2026Feb-07 has an expense ratio of 0.37%, 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.


Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2026Feb-07 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.86

Sortino ratioReturn per unit of downside risk

2.53

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.37


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AIA
iShares Asia 50 ETF
90
2.893.411.495.7019.76
AIPO
Defiance AI & Power Infrastructure ETF
BRK-B
Berkshire Hathaway Inc.
38
-0.020.081.01-0.02-0.05
BTI
British American Tobacco p.l.c.
80
1.582.211.262.625.89
IBOT
VanEck Robotics ETF
69
2.102.801.362.8911.67
IONQ
IonQ, Inc.
60
0.531.431.160.731.33
KMLM
KFA Mount Lucas Index Strategy ETF
34
1.061.491.191.785.86
MO
Altria Group, Inc.
74
1.271.771.241.754.39
PM
Philip Morris International Inc.
44
0.130.371.050.180.34
QBTS
D-Wave Quantum Inc
60
0.441.481.160.671.16

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 2026Feb-07. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

2026Feb-07 provided a 1.67% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.67%1.94%1.80%1.88%3.46%2.36%1.52%1.69%1.99%1.29%1.21%1.67%
AIA
iShares Asia 50 ETF
1.73%2.50%2.78%2.07%2.59%1.54%1.11%2.24%2.49%1.45%2.29%2.88%
AIPO
Defiance AI & Power Infrastructure ETF
0.01%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTI
British American Tobacco p.l.c.
4.95%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%
IBOT
VanEck Robotics ETF
0.31%0.38%2.81%2.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IONQ
IonQ, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KMLM
KFA Mount Lucas Index Strategy ETF
4.64%5.02%0.82%0.00%13.22%6.94%0.00%0.00%0.00%0.00%0.00%0.00%
MO
Altria Group, Inc.
5.84%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%
PM
Philip Morris International Inc.
3.13%3.52%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%
QBTS
D-Wave Quantum Inc
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 2026Feb-07. 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 2026Feb-07 was 10.03%, occurring on Mar 30, 2026. Recovery took 10 trading sessions.

The current 2026Feb-07 drawdown is 3.74%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-10.03%Mar 2026
1mo 2d15d
1mo 17dFeb 2026 - Apr 2026
2025 pullback2025
-8.29%Nov 2025
1mo 5d1mo 16d
2mo 21dOct 2025 - Jan 2026
2026 pullback2026
-8.07%Jun 2026
7d
12d 18hJun 2026 - now
2026 pullback2026
-5.59%Feb 2026
7d15d
22dJan 2026 - Feb 2026
2026 pullback2026
-4.84%May 2026
4d3d
7dMay 2026 - May 2026

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 14 assets, with an effective number of assets of 7.80, 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
All Time
Diversification Ratio

1.56

The portfolio has a diversification ratio of 1.56, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2026Feb-07 correlation to the S&P 500 Index

2026Feb-07 has a 0.80 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 25, 2025

0.80


Benchmark Correlations

Correlation vs. S&P 500 Index. IBOT has the highest benchmark correlation at 0.83, while MO has the lowest at -0.24.

MO
-0.24
PM
-0.10
KMLM
-0.05
BRK-B
0.07
BTI
0.12
XLU
0.17
SGOL
0.30
IONQ
0.41
RGTI
0.44
QBTS
0.45
AIA
0.72
AIPO
0.73
SMH
0.79
IBOT
0.83

Portfolio Correlations

Correlation vs. 2026Feb-07. SMH has the highest portfolio correlation at 0.89, while MO has the lowest at -0.17.

MO
-0.17
BRK-B
-0.08
PM
-0.04
KMLM
0.07
BTI
0.17
XLU
0.31
SGOL
0.36
IONQ
0.60
RGTI
0.64
QBTS
0.66
AIA
0.80
IBOT
0.84
AIPO
0.88
SMH
0.89

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 Jul 25, 2025
Diversification Analysis

Find what 2026Feb-07 is missing

See which holdings overlap, where 2026Feb-07 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification