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2025 July simple
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 20.00%BTC-USD 5.00%SPY 40.00%QQQ 30.00%SMH 5.00%BondBondCryptocurrencyCryptocurrencyEquityEquity

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025 July simple, 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 year.


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Returns By Period

As of Jun 13, 2026, the 2025 July simple returned 11.35% Year-To-Date and 22.55% of annualized return in the last 10 years.


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
2025 July simple
0.08%0.98%11.35%11.77%25.91%22.54%14.18%22.55%
BND
Vanguard Total Bond Market ETF
-0.12%1.03%0.52%0.91%4.77%4.17%0.03%1.58%
BTC-USD
Bitcoin
2.42%-17.06%-25.06%-25.64%-37.83%36.87%10.30%55.97%
QQQ
Invesco QQQ ETF
0.59%1.75%17.57%17.85%37.55%26.43%16.85%21.79%
SMH
VanEck Semiconductor ETF
1.72%11.44%72.15%75.62%141.99%60.05%38.42%37.49%
SPY
State Street SPDR S&P 500 ETF
0.54%0.35%9.07%9.42%25.67%20.86%13.36%15.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 29, 2012, 2025 July simple's average daily return is +0.08%, while the average monthly return is +2.84%. At this rate, an investment would double in approximately 2.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2013 with a return of +191.2%, while the worst month was Dec 2013 at -30.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025 July simple closed higher 55% of trading days. The best single day was Nov 18, 2013 with a return of +30.2%, while the worst single day was Dec 6, 2013 at -18.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.10%-1.35%-4.03%11.11%6.44%-1.64%11.35%
20252.36%-2.07%-5.03%0.80%6.20%5.17%2.22%0.98%4.22%2.96%-1.36%-0.20%16.86%
20241.50%6.32%3.29%-4.72%5.60%3.47%0.24%0.86%2.35%-0.46%6.80%-1.40%25.87%
20239.20%-1.54%6.89%0.72%2.80%5.58%2.51%-2.15%-4.10%-0.08%9.28%5.68%39.47%
2022-6.51%-2.34%2.57%-9.94%-0.63%-8.56%9.04%-4.64%-8.50%4.48%5.10%-5.73%-24.51%
20210.40%3.16%4.36%3.74%-3.09%2.86%3.09%3.46%-4.56%8.25%0.28%0.79%24.48%

Benchmark Metrics

2025 July simple has an annualized alpha of 17.58%, beta of 0.82, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since September 29, 2012.

  • This portfolio captured 147.03% of S&P 500 Index gains but only 81.90% of its losses - a favorable profile for investors.
  • R2 of 0.34 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
17.58%
Beta
0.82
0.34
Upside Capture
147.03%
Downside Capture
81.90%

Expense Ratio

2025 July simple has an expense ratio of 0.12%, 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

2025 July simple ranks 41 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


2025 July simple Risk / Return Rank: 4141
Overall Rank
2025 July simple Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
2025 July simple Sortino Ratio Rank: 3939
Sortino Ratio Rank
2025 July simple Omega Ratio Rank: 3838
Omega Ratio Rank
2025 July simple Calmar Ratio Rank: 4545
Calmar Ratio Rank
2025 July simple Martin Ratio Rank: 4040
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 2025 July simple 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

2.00

1.86

+0.14

Sortino ratioReturn per unit of downside risk

2.67

2.53

+0.14

Omega ratioGain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratioReturn relative to maximum drawdown

2.84

2.53

+0.31

Martin ratioReturn relative to average drawdown

10.41

11.37

-0.96


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
BND
Vanguard Total Bond Market ETF
36
1.181.771.211.654.81
BTC-USD
Bitcoin
36
-0.88-1.200.88-0.74-1.28
QQQ
Invesco QQQ ETF
69
2.092.731.373.0111.22
SMH
VanEck Semiconductor ETF
95
4.134.261.609.1833.74
SPY
State Street SPDR S&P 500 ETF
67
1.982.681.362.7412.39

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 2025 July simple Sharpe ratio is 2.00 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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2025 July simple 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

2025 July simple provided a 1.32% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.32%1.35%1.41%1.39%1.48%1.06%1.29%1.54%1.75%1.55%1.67%1.74%
BND
Vanguard Total Bond Market ETF
3.96%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SMH
VanEck Semiconductor ETF
0.18%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
SPY
State Street SPDR S&P 500 ETF
1.00%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

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 2025 July simple. 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 2025 July simple was 44.57%, occurring on Dec 18, 2013. Recovery took 1183 trading sessions.

The current 2025 July simple drawdown is 2.28%.


Related event

Drawdown

Fall

Recovery

Underwater

2013 bear market2013
-44.57%Dec 2013
13d3y 2mo
3y 3moDec 2013 - Mar 2017
2013 bear market2013
-31.54%Apr 2013
6d6mo 9d
6mo 15dApr 2013 - Oct 2013
Bear market2022
-29.55%Oct 2022
11mo 10d1y 1mo
2y 1moNov 2021 - Dec 2023
COVID crash2020
-25.93%Mar 2020
1mo 6d2mo 20d
3mo 26dFeb 2020 - Jun 2020
Rate-hike selloffLate 2018
-25.37%Dec 2018
1y 8d6mo 3d
1y 6moDec 2017 - Jun 2019

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 3.39, 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
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.14

1.18

1.17

1.22

1.26

The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025 July simple correlation to the S&P 500 Index

2025 July simple has a 0.96 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

0.96

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

0.95

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

0.95

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2012

0.84


Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while BND has the lowest at -0.02.

BND
-0.02
SMH
0.77
QQQ
0.91
SPY
1.00

Portfolio Correlations

Correlation vs. 2025 July simple. QQQ has the highest portfolio correlation at 0.79, while BND has the lowest at 0.05.

BND
0.05
SMH
0.68
SPY
0.77
QQQ
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.

BNDBTC-USDSMHQQQSPY
BND1.000.03-0.040.00-0.02
BTC-USD0.031.000.120.130.13
SMH-0.040.121.000.780.71
QQQ0.000.130.781.000.86
SPY-0.020.130.710.861.00
The correlation results are calculated based on daily price changes starting from Sep 29, 2012
Diversification Analysis

Find what 2025 July simple is missing

See which holdings overlap, where 2025 July simple is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification