Alternate Stable 5 ETF portfolio

Asset Allocation

Position	Category/Sector	Target Weight
SCHO Schwab Short-Term U.S. Treasury ETF	Government Bonds, Short-Term Bond	30%
FTEC Fidelity MSCI Information Technology Index ETF	Technology Equities	25%
FUTY Fidelity MSCI Utilities Index ETF	Utilities Equities	25%
SGOL abrdn Physical Gold Shares ETF	Gold, Precious Metals	10%
UUP Invesco DB US Dollar Index Bullish Fund	Currency	10%

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

As of Jun 13, 2026, the Alternate Stable 5 ETF portfolio returned 8.76% Year-To-Date and 11.12% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Alternate Stable 5 ETF portfolio	0.46%	0.75%	8.76%	8.95%	20.67%	16.34%	11.16%	11.12%
Portfolio components:
FTEC Fidelity MSCI Information Technology Index ETF	0.61%	1.44%	24.27%	24.36%	51.03%	30.29%	20.63%	24.98%
FUTY Fidelity MSCI Utilities Index ETF	1.14%	-0.88%	4.88%	5.07%	12.59%	13.69%	9.19%	9.07%
SCHO Schwab Short-Term U.S. Treasury ETF	0.00%	0.18%	0.54%	0.82%	3.43%	4.25%	1.82%	1.71%
SGOL abrdn Physical Gold Shares ETF	0.10%	-9.48%	-2.39%	-2.15%	22.44%	29.18%	17.34%	12.34%
UUP Invesco DB US Dollar Index Bullish Fund	0.00%	1.19%	3.40%	3.41%	6.38%	4.21%	5.89%	3.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 24, 2013, Alternate Stable 5 ETF portfolio's average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2026 with a return of +5.1%, 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%	-2.80%	5.05%	3.90%	-1.75%							8.76%
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 4.49%, beta of 0.45, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 24, 2013.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (49.14%) than losses (33.56%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.49% 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: 4.49%

Beta: 0.45

R²: 0.77

Upside Capture: 49.14%

Downside Capture: 33.56%

See how alpha, beta & R² have trended over time →

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.

UUP

Invesco DB US Dollar Index Bullish Fund

SGOL

abrdn Physical Gold Shares ETF

FTEC

Fidelity MSCI Information Technology Index ETF

FUTY

Fidelity MSCI Utilities Index ETF

SCHO

Schwab Short-Term U.S. Treasury ETF

Return for Risk

Risk / Return Rank

Alternate Stable 5 ETF portfolio ranks 81 for risk / return — in the top 81% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 Alternate Stable 5 ETF portfolio 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	2.45	1.86	+0.59
Sortino ratioReturn per unit of downside risk	3.30	2.53	+0.77
Omega ratioGain probability vs. loss probability	1.46	1.34	+0.12
Calmar ratioReturn relative to maximum drawdown	4.52	2.53	+1.99
Martin ratioReturn relative to average drawdown	15.50	11.37	+4.13

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
FTEC Fidelity MSCI Information Technology Index ETF	68	2.21	2.76	1.37	3.00	9.36
FUTY Fidelity MSCI Utilities Index ETF	25	0.82	1.19	1.15	1.33	2.88
SCHO Schwab Short-Term U.S. Treasury ETF	87	2.46	4.02	1.50	3.91	16.48
SGOL abrdn Physical Gold Shares ETF	26	0.89	1.26	1.19	0.99	2.85
UUP Invesco DB US Dollar Index Bullish Fund	35	1.11	1.60	1.20	1.83	4.89

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. Learn how to interpret the Sharpe ratio.

The current Alternate Stable 5 ETF portfolio Sharpe ratio is 2.45 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Alternate Stable 5 ETF portfolio 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

Alternate Stable 5 ETF portfolio provided a 2.23% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.23%	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	0.34%	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	2.57%	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	3.90%	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	3.32%	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 2.66%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-16.90%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020
Bear market2022	-12.57%Oct 2022	9mo 17d	8mo 1d	1y 5moDec 2021 - Jun 2023
2025 selloff2025	-8.69%Apr 2025	1mo 17d	1mo 5d	2mo 22dFeb 2025 - May 2025
2015 pullback2015	-6.95%Aug 2015	7mo 1d	6mo 10d	1y 1moJan 2015 - Mar 2016
2023 pullback2023	-6.51%Oct 2023	2mo 9d	1mo 28d	4mo 7dJul 2023 - Nov 2023

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. 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	1.63	1.58	1.52	1.44	1.46

The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Alternate Stable 5 ETF portfolio correlation to the S&P 500 Index

Alternate Stable 5 ETF portfolio has a 0.77 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.85
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.81

Benchmark Correlations

Correlation vs. S&P 500 Index. FTEC has the highest benchmark correlation at 0.89, while UUP has the lowest at -0.13.

-0.13

-0.11

0.01

0.40

0.89

Portfolio Correlations

Correlation vs. Alternate Stable 5 ETF portfolio. FTEC has the highest portfolio correlation at 0.79, while UUP has the lowest at -0.16.

-0.16

0.08

0.25

0.70

0.79

Asset Correlations Table

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

	SCHO	SGOL	UUP	FUTY	FTEC
SCHO	1.00	0.34	-0.30	0.13	-0.11
SGOL	0.34	1.00	-0.46	0.14	0.01
UUP	-0.30	-0.46	1.00	-0.12	-0.10
FUTY	0.13	0.14	-0.12	1.00	0.24
FTEC	-0.11	0.01	-0.10	0.24	1.00

The correlation results are calculated based on daily price changes starting from Oct 24, 2013

Diversification Analysis

Find what Alternate Stable 5 ETF portfolio is missing

See which holdings overlap, where Alternate Stable 5 ETF portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification