Asset Allocation
Find the right asset allocation for ETFs and stocks-steady
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 Chart
The chart shows the growth of an initial investment of $10,000 in ETFs and stocks-steady, 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 ETFs and stocks-steady returned 10.92% Year-To-Date and 19.08% 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 ETFs and stocks-steady | 0.84% | 2.70% | 10.92% | 10.71% | 29.11% | 25.51% | 17.14% | 19.08% |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 1.32% | 8.24% | 1.30% | 3.65% | 23.06% | 22.39% | 18.94% | 19.10% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.83% | -1.26% | 31.74% | 28.77% | 67.12% | 35.29% | 25.46% | 22.05% |
CII BlackRock Enhanced Large Cap Core Fund | 0.58% | -1.09% | 7.72% | 10.66% | 39.37% | 20.94% | 13.51% | 14.94% |
CSQ Calamos Strategic Total Return Fund | 1.27% | -1.20% | 8.10% | 9.75% | 24.17% | 20.54% | 10.41% | 16.38% |
HLI Houlihan Lokey, Inc. | 1.67% | -8.19% | -20.15% | -22.50% | -18.32% | 16.18% | 13.63% | 21.76% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 0.71% | 0.48% | 10.99% | 13.18% | 29.11% | 18.32% | 10.94% | 12.35% |
MAIN Main Street Capital Corporation | 0.54% | 3.63% | -10.97% | -12.92% | -3.16% | 18.74% | 12.76% | 13.19% |
MOAT VanEck Morningstar Wide Moat ETF | 0.41% | 3.19% | -0.66% | -1.22% | 14.57% | 10.55% | 7.78% | 13.47% |
PCN PIMCO Corporate & Income Strategy Fund | 0.52% | 0.45% | -3.20% | -0.94% | 4.06% | 8.59% | 0.74% | 7.31% |
PH Parker-Hannifin Corporation | 0.12% | 4.72% | 3.21% | 2.52% | 39.33% | 36.33% | 26.12% | 25.12% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 13, 2015, ETFs and stocks-steady's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, an investment would double in approximately 4.0 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -16.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ETFs and stocks-steady closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.96% | 2.22% | -6.82% | 9.75% | 0.77% | 1.28% | 10.92% | ||||||
| 2025 | 5.00% | -0.76% | -4.42% | 0.60% | 4.85% | 3.64% | 2.76% | 3.83% | 3.43% | -1.19% | 2.42% | 0.59% | 22.33% |
| 2024 | 1.75% | 5.62% | 3.10% | -3.84% | 3.87% | 1.03% | 4.82% | 2.37% | 2.16% | 0.79% | 7.68% | -3.37% | 28.55% |
| 2023 | 7.28% | 0.51% | -0.81% | -0.45% | -2.05% | 7.57% | 4.44% | -0.34% | -2.96% | -3.98% | 8.11% | 6.47% | 25.24% |
| 2022 | -3.68% | 0.09% | 1.93% | -6.40% | 0.00% | -6.68% | 10.53% | -2.74% | -9.29% | 10.46% | 6.09% | -5.42% | -7.23% |
| 2021 | -1.33% | 5.23% | 6.07% | 4.00% | 1.35% | 0.51% | 1.68% | 2.31% | -3.96% | 7.20% | -1.86% | 4.06% | 27.64% |
Benchmark Metrics
ETFs and stocks-steady has an annualized alpha of 6.12%, beta of 0.89, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since August 13, 2015.
- This portfolio captured 108.56% of S&P 500 Index gains but only 85.60% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 6.12% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.89 and R2 of 0.88, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 6.12%
- Beta
- 0.89
- R²
- 0.88
- Upside Capture
- 108.56%
- Downside Capture
- 85.60%
Expense Ratio
ETFs and stocks-steady has an expense ratio of 0.47%, 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
Risk / Return Rank
ETFs and stocks-steady ranks 68 for risk / return — better than 68% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for ETFs and stocks-steady 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 | 2.34 | 1.86 | +0.47 |
| Sortino ratioReturn per unit of downside risk | 3.38 | 2.53 | +0.85 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.53 | +0.33 |
| Martin ratioReturn relative to average drawdown | 11.81 | 11.37 | +0.44 |
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 |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 67 | 0.92 | 1.42 | 1.18 | 1.29 | 2.88 |
AIRR First Trust RBA American Industrial Renaissance ETF | 85 | 2.50 | 3.22 | 1.40 | 5.01 | 18.33 |
CII BlackRock Enhanced Large Cap Core Fund | 81 | 2.52 | 3.34 | 1.43 | 3.33 | 12.71 |
CSQ Calamos Strategic Total Return Fund | 32 | 1.51 | 2.06 | 1.27 | 1.49 | 6.36 |
HLI Houlihan Lokey, Inc. | 15 | -0.78 | -0.94 | 0.88 | -0.59 | -1.12 |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 79 | 2.45 | 3.44 | 1.45 | 2.95 | 12.57 |
MAIN Main Street Capital Corporation | 34 | -0.16 | -0.05 | 0.99 | -0.18 | -0.35 |
MOAT VanEck Morningstar Wide Moat ETF | 26 | 0.91 | 1.39 | 1.16 | 1.02 | 3.11 |
PCN PIMCO Corporate & Income Strategy Fund | 6 | 0.31 | 0.51 | 1.07 | 0.29 | 0.81 |
PH Parker-Hannifin Corporation | 78 | 1.47 | 2.17 | 1.26 | 1.90 | 5.64 |
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Dividends
Dividend yield
ETFs and stocks-steady provided a 3.72% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.72% | 3.78% | 3.72% | 3.52% | 5.74% | 2.98% | 3.02% | 3.40% | 4.44% | 3.49% | 4.08% | 4.05% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.13% | 0.19% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% |
CII BlackRock Enhanced Large Cap Core Fund | 15.35% | 16.65% | 6.15% | 6.28% | 12.27% | 4.98% | 6.03% | 5.79% | 7.06% | 6.07% | 8.38% | 8.49% |
CSQ Calamos Strategic Total Return Fund | 6.72% | 6.51% | 6.95% | 8.27% | 9.17% | 6.38% | 7.03% | 7.14% | 9.35% | 8.20% | 9.64% | 10.00% |
HLI Houlihan Lokey, Inc. | 1.81% | 1.36% | 1.30% | 1.82% | 2.32% | 1.56% | 1.90% | 2.46% | 2.74% | 1.76% | 2.12% | 0.57% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.93% | 3.25% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.66% | 6.15% | 2.52% | 2.57% | 1.75% |
MAIN Main Street Capital Corporation | 8.25% | 7.00% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.49% | 7.42% | 9.15% |
MOAT VanEck Morningstar Wide Moat ETF | 1.36% | 1.36% | 1.37% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% |
PCN PIMCO Corporate & Income Strategy Fund | 11.55% | 10.58% | 10.06% | 10.88% | 12.66% | 7.89% | 7.83% | 7.37% | 9.60% | 7.85% | 11.98% | 10.22% |
PH Parker-Hannifin Corporation | 0.82% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
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 ETFs and stocks-steady. 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 ETFs and stocks-steady was 37.43%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.43%Mar 2020 | 1mo 2d | 5mo 8d | 6mo 10dFeb 2020 - Aug 2020 |
Rate-hike selloffLate 2018 | -20.91%Dec 2018 | 3mo 8d | 4mo 6d | 7mo 14dSep 2018 - Apr 2019 |
Bear market2022 | -18.68%Jun 2022 | 7mo 3d | 8mo 2d | 1y 3moNov 2021 - Feb 2023 |
2025 selloff2025 | -17.14%Apr 2025 | 1mo 17d | 2mo 17d | 4mo 4dFeb 2025 - Jun 2025 |
2016 correction2016 | -13.01%Jan 2016 | 1mo 19d | 2mo 29d | 4mo 18dDec 2015 - Apr 2016 |
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 17 assets, with an effective number of assets of 17.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.75 | 1.51 | 1.44 | 1.37 | 1.37 |
The portfolio has a diversification ratio of 1.37, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
ETFs and stocks-steady correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.84 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 13, 2015 | 0.89 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MOAT has the highest benchmark correlation at 0.87, while PCN has the lowest at 0.34.
Asset Correlations Table
Find what ETFs and stocks-steady is missing
See which holdings overlap, where ETFs and stocks-steady is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification