Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 25% |
FUTY Fidelity MSCI Utilities Index ETF | Utilities Equities | 25% |
SCHO Schwab Short-Term U.S. Treasury ETF | Government Bonds, Short-Term Bond | 30% |
SGOL abrdn Physical Gold Shares ETF | Precious Metals, Gold | 10% |
UUP Invesco DB US Dollar Index Bullish Fund | Currency | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Alternate Stable 5 ETF portfolio, 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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The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC
Returns By Period
As of Apr 1, 2026, the Alternate Stable 5 ETF portfolio returned 1.31% Year-To-Date and 10.41% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.91% | -5.09% | -4.63% | -2.39% | 16.33% | 16.69% | 10.18% | 12.16% |
Portfolio Alternate Stable 5 ETF portfolio | 1.27% | -2.90% | 1.31% | 2.92% | 18.24% | 14.57% | 10.17% | 10.41% |
| Portfolio components: | ||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 4.32% | -3.83% | -7.30% | -6.15% | 29.59% | 22.94% | 14.76% | 21.13% |
FUTY Fidelity MSCI Utilities Index ETF | -0.10% | -3.23% | 7.67% | 5.95% | 19.08% | 13.81% | 10.51% | 9.61% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.08% | -0.45% | 0.24% | 1.40% | 3.77% | 3.99% | 1.79% | 1.71% |
SGOL abrdn Physical Gold Shares ETF | 3.77% | -10.99% | 8.62% | 21.22% | 49.63% | 33.23% | 21.84% | 14.11% |
UUP Invesco DB US Dollar Index Bullish Fund | -0.71% | 2.58% | 2.77% | 4.43% | 0.66% | 4.64% | 5.20% | 3.09% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 25, 2013, Alternate Stable 5 ETF portfolio's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +5.0%, while the worst month was Sep 2022 at -6.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Alternate Stable 5 ETF portfolio closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +4.8%, while the worst single day was Mar 16, 2020 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.45% | 2.85% | -2.90% | 1.31% | |||||||||
| 2025 | 1.46% | 0.15% | -1.27% | 0.73% | 3.45% | 2.59% | 2.65% | 0.43% | 4.24% | 2.83% | -0.25% | -0.96% | 17.09% |
| 2024 | -0.04% | 1.57% | 3.09% | -0.60% | 4.37% | 0.89% | 2.12% | 1.69% | 3.01% | 0.09% | 2.82% | -1.88% | 18.35% |
| 2023 | 2.73% | -1.69% | 4.71% | 0.44% | 0.77% | 1.52% | 1.59% | -1.90% | -3.20% | 0.84% | 4.84% | 2.23% | 13.29% |
| 2022 | -3.08% | -0.99% | 3.05% | -3.88% | 0.45% | -3.52% | 4.78% | -1.67% | -6.17% | 2.23% | 3.62% | -2.14% | -7.68% |
| 2021 | -0.62% | -1.65% | 2.79% | 2.44% | -0.22% | 0.82% | 2.10% | 1.86% | -3.27% | 3.35% | 0.49% | 3.28% | 11.72% |
Benchmark Metrics
Alternate Stable 5 ETF portfolio has an annualized alpha of 4.53%, beta of 0.45, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 25, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (49.23%) than losses (32.95%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.53% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.45 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
- 4.53%
- Beta
- 0.45
- R²
- 0.77
- Upside Capture
- 49.23%
- Downside Capture
- 32.95%
Expense Ratio
Alternate Stable 5 ETF portfolio has an expense ratio of 0.14%, 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
Alternate Stable 5 ETF portfolio ranks 89 for risk / return — in the top 89% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.91 | 0.90 | +1.01 |
Sortino ratioReturn per unit of downside risk | 2.70 | 1.39 | +1.31 |
Omega ratioGain probability vs. loss probability | 1.40 | 1.21 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.09 | 1.40 | +1.69 |
Martin ratioReturn relative to average drawdown | 13.52 | 6.61 | +6.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 68 | 1.08 | 1.66 | 1.23 | 1.81 | 5.63 |
FUTY Fidelity MSCI Utilities Index ETF | 70 | 1.24 | 1.68 | 1.23 | 2.28 | 5.45 |
SCHO Schwab Short-Term U.S. Treasury ETF | 97 | 2.49 | 4.00 | 1.51 | 4.44 | 17.55 |
SGOL abrdn Physical Gold Shares ETF | 87 | 1.81 | 2.25 | 1.33 | 2.71 | 10.02 |
UUP Invesco DB US Dollar Index Bullish Fund | 14 | 0.09 | 0.17 | 1.02 | 0.13 | 0.24 |
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Dividends
Dividend yield
Alternate Stable 5 ETF portfolio provided a 2.27% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.27% | 2.33% | 2.60% | 2.79% | 1.40% | 0.96% | 1.36% | 1.85% | 1.67% | 1.34% | 1.40% | 1.60% |
| Portfolio components: | ||||||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.46% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
FUTY Fidelity MSCI Utilities Index ETF | 2.51% | 2.67% | 2.96% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.00% | 4.06% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.27% | 1.60% | 1.12% | 0.82% | 0.68% |
SGOL abrdn Physical Gold Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UUP Invesco DB US Dollar Index Bullish Fund | 3.34% | 3.43% | 4.48% | 6.44% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 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 Alternate Stable 5 ETF portfolio. 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 Alternate Stable 5 ETF portfolio was 16.90%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Alternate Stable 5 ETF portfolio drawdown is 3.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -12.57% | Dec 31, 2021 | 199 | Oct 14, 2022 | 164 | Jun 12, 2023 | 363 |
| -8.69% | Feb 20, 2025 | 34 | Apr 8, 2025 | 24 | May 13, 2025 | 58 |
| -6.95% | Jan 26, 2015 | 148 | Aug 25, 2015 | 130 | Mar 2, 2016 | 278 |
| -6.51% | Jul 26, 2023 | 49 | Oct 3, 2023 | 41 | Nov 30, 2023 | 90 |
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 5 assets, with an effective number of assets of 4.26, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SCHO | SGOL | UUP | FUTY | FTEC | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.13 | 0.00 | -0.13 | 0.41 | 0.89 | 0.81 |
| SCHO | -0.13 | 1.00 | 0.33 | -0.29 | 0.14 | -0.12 | 0.07 |
| SGOL | 0.00 | 0.33 | 1.00 | -0.45 | 0.14 | 0.00 | 0.24 |
| UUP | -0.13 | -0.29 | -0.45 | 1.00 | -0.12 | -0.10 | -0.15 |
| FUTY | 0.41 | 0.14 | 0.14 | -0.12 | 1.00 | 0.25 | 0.71 |
| FTEC | 0.89 | -0.12 | 0.00 | -0.10 | 0.25 | 1.00 | 0.79 |
| Portfolio | 0.81 | 0.07 | 0.24 | -0.15 | 0.71 | 0.79 | 1.00 |