Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPY State Street SPDR S&P 500 ETF | S&P 500 | 40% |
QQQ Invesco QQQ ETF | Nasdaq-100 | 30% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 20% |
BTC-USD Bitcoin | 5% | |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 5% |
Find the right asset allocation for 2025 July simple
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
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.
Loading charts...
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.
| 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 2025 July simple | 0.08% | 0.98% | 11.35% | 11.77% | 25.91% | 22.54% | 14.18% | 22.55% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.10% | -1.35% | -4.03% | 11.11% | 6.44% | -1.64% | 11.35% | ||||||
| 2025 | 2.36% | -2.07% | -5.03% | 0.80% | 6.20% | 5.17% | 2.22% | 0.98% | 4.22% | 2.96% | -1.36% | -0.20% | 16.86% |
| 2024 | 1.50% | 6.32% | 3.29% | -4.72% | 5.60% | 3.47% | 0.24% | 0.86% | 2.35% | -0.46% | 6.80% | -1.40% | 25.87% |
| 2023 | 9.20% | -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% |
| 2021 | 0.40% | 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
- R²
- 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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
BTC-USD Bitcoin | 36 | -0.88 | -1.20 | 0.88 | -0.74 | -1.28 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
SMH VanEck Semiconductor ETF | 95 | 4.13 | 4.26 | 1.60 | 9.18 | 33.74 |
SPY State Street SPDR S&P 500 ETF | 67 | 1.98 | 2.68 | 1.36 | 2.74 | 12.39 |
Loading charts...
Dividends
Dividend yield
2025 July simple provided a 1.32% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.32% | 1.35% | 1.41% | 1.39% | 1.48% | 1.06% | 1.29% | 1.54% | 1.75% | 1.55% | 1.67% | 1.74% |
| Portfolio components: | ||||||||||||
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.
Loading charts...
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 | 13d | 3y 2mo | 3y 3moDec 2013 - Mar 2017 |
2013 bear market2013 | -31.54%Apr 2013 | 6d | 6mo 9d | 6mo 15dApr 2013 - Oct 2013 |
Bear market2022 | -29.55%Oct 2022 | 11mo 10d | 1y 1mo | 2y 1moNov 2021 - Dec 2023 |
COVID crash2020 | -25.93%Mar 2020 | 1mo 6d | 2mo 20d | 3mo 26dFeb 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -25.37%Dec 2018 | 1y 8d | 6mo 3d | 1y 6moDec 2017 - Jun 2019 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
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
| 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.
Asset Correlations Table
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