Asset Allocation
Find the right asset allocation for TOPT 2025-08-09
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 TOPT 2025-08-09, 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 TOPT 2025-08-09 returned 3.30% Year-To-Date and 27.69% 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 TOPT 2025-08-09 | 0.15% | -2.80% | 3.30% | 3.29% | 19.50% | 28.52% | 23.38% | 27.69% |
| Portfolio components: | ||||||||
AAPL Apple Inc | -1.52% | -3.03% | 7.29% | 4.81% | 48.78% | 17.21% | 18.59% | 29.36% |
AMZN Amazon.com, Inc | -1.23% | -9.69% | 3.35% | 5.46% | 12.47% | 23.49% | 7.35% | 20.83% |
AVGO Broadcom Inc. | -0.91% | -10.14% | 10.62% | 6.58% | 54.87% | 67.17% | 55.09% | 40.96% |
BRK-B Berkshire Hathaway Inc. | 0.71% | 1.36% | -2.67% | -2.06% | 0.35% | 13.30% | 11.27% | 13.22% |
COST Costco Wholesale Corporation | 0.68% | -6.35% | 14.24% | 11.38% | -0.24% | 25.12% | 22.12% | 22.27% |
GOOGL Alphabet Inc. Class A | 0.53% | -9.30% | 15.06% | 16.44% | 106.51% | 43.10% | 24.46% | 25.76% |
HD The Home Depot, Inc. | 0.73% | 11.21% | -3.21% | -7.39% | -4.95% | 5.70% | 3.66% | 12.81% |
JNJ Johnson & Johnson | 1.07% | 6.86% | 17.68% | 15.11% | 57.15% | 17.82% | 10.94% | 10.46% |
JPM JPMorgan Chase & Co. | 2.31% | 7.69% | 0.50% | 1.66% | 23.40% | 34.22% | 17.82% | 21.02% |
LLY Eli Lilly and Company | -2.41% | 12.75% | 5.78% | 10.64% | 39.26% | 37.45% | 39.59% | 33.45% |
Monthly Returns
Based on dividend-adjusted daily data since May 18, 2012, TOPT 2025-08-09's average daily return is +0.11%, while the average monthly return is +2.20%. At this rate, an investment would double in approximately 2.7 years.
Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +15.3%, while the worst month was Apr 2022 at -9.9%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.
On a daily basis, TOPT 2025-08-09 closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -11.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.02% | 0.49% | -4.18% | 7.52% | 1.77% | -2.94% | 3.30% | ||||||
| 2025 | 4.07% | -0.40% | -6.65% | 2.12% | 6.89% | 3.51% | 1.31% | 3.15% | 4.16% | 1.76% | 2.29% | -1.10% | 22.51% |
| 2024 | 4.59% | 8.38% | 2.36% | -3.29% | 5.99% | 5.32% | 0.66% | 4.23% | 2.36% | -0.04% | 7.47% | 1.55% | 46.74% |
| 2023 | 9.93% | 0.06% | 7.02% | 3.04% | 5.82% | 8.18% | 3.42% | 0.97% | -4.41% | -1.58% | 8.54% | 4.22% | 54.32% |
| 2022 | -5.20% | -3.87% | 5.64% | -9.86% | -1.32% | -8.46% | 11.30% | -4.93% | -7.43% | 6.78% | 6.99% | -5.94% | -17.49% |
| 2021 | 0.66% | 1.71% | 2.79% | 5.37% | 0.44% | 4.84% | 2.48% | 3.34% | -2.97% | 8.88% | 1.07% | 3.80% | 37.05% |
Benchmark Metrics
TOPT 2025-08-09 has an annualized alpha of 13.65%, beta of 1.02, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.
- This portfolio captured 141.02% of S&P 500 Index gains but only 71.74% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 13.65% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.02 and R2 of 0.89, 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
- 13.65%
- Beta
- 1.02
- R²
- 0.89
- Upside Capture
- 141.02%
- Downside Capture
- 71.74%
Expense Ratio
TOPT 2025-08-09 has an expense ratio of 0.00%, meaning no management fees are charged. 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
TOPT 2025-08-09 ranks 37 for risk / return — below 37% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for TOPT 2025-08-09 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 | 1.71 | 1.86 | -0.15 |
| Sortino ratioReturn per unit of downside risk | 2.51 | 2.53 | -0.02 |
| Omega ratioGain probability vs. loss probability | 1.30 | 1.34 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.40 | 2.53 | -0.13 |
| Martin ratioReturn relative to average drawdown | 10.40 | 11.37 | -0.97 |
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 |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 87 | 2.07 | 2.93 | 1.38 | 3.40 | 8.47 |
AMZN Amazon.com, Inc | 53 | 0.40 | 0.76 | 1.09 | 0.55 | 1.29 |
AVGO Broadcom Inc. | 73 | 1.11 | 1.69 | 1.22 | 1.77 | 4.11 |
BRK-B Berkshire Hathaway Inc. | 38 | -0.02 | 0.08 | 1.01 | -0.02 | -0.05 |
COST Costco Wholesale Corporation | 36 | -0.08 | 0.02 | 1.00 | -0.10 | -0.22 |
GOOGL Alphabet Inc. Class A | 96 | 3.62 | 4.92 | 1.59 | 5.20 | 18.48 |
HD The Home Depot, Inc. | 30 | -0.30 | -0.29 | 0.97 | -0.25 | -0.50 |
JNJ Johnson & Johnson | 96 | 3.42 | 4.94 | 1.61 | 5.28 | 15.52 |
JPM JPMorgan Chase & Co. | 69 | 1.01 | 1.43 | 1.18 | 1.42 | 3.36 |
LLY Eli Lilly and Company | 72 | 1.07 | 1.62 | 1.22 | 1.72 | 4.28 |
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Dividends
Dividend yield
TOPT 2025-08-09 provided a 0.93% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.93% | 0.94% | 0.98% | 1.17% | 1.16% | 1.10% | 1.53% | 1.32% | 1.45% | 1.44% | 1.39% | 1.59% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.36% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 0.65% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
GOOGL Alphabet Inc. Class A | 0.24% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HD The Home Depot, Inc. | 2.82% | 2.67% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% |
JNJ Johnson & Johnson | 2.18% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
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 TOPT 2025-08-09. 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 TOPT 2025-08-09 was 29.46%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current TOPT 2025-08-09 drawdown is 3.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.46%Mar 2020 | 1mo 2d | 2mo 17d | 3mo 19dFeb 2020 - Jun 2020 |
Bear market2022 | -25.35%Oct 2022 | 9mo 11d | 7mo 7d | 1y 4moJan 2022 - May 2023 |
Rate-hike selloffLate 2018 | -19.38%Dec 2018 | 2mo 23d | 2mo 27d | 5mo 20dOct 2018 - Mar 2019 |
2025 selloff2025 | -18.60%Apr 2025 | 1mo 23d | 2mo 3d | 3mo 26dFeb 2025 - Jun 2025 |
2016 correction2016 | -14.00%Feb 2016 | 2mo 6d | 1mo 25d | 4mo 1dDec 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 20 assets, with an effective number of assets of 20.00, 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 | 2.57 | 1.88 | 1.68 | 1.57 | 1.61 |
The portfolio has a diversification ratio of 1.61, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
TOPT 2025-08-09 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since May 18, 2012 | 0.90 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.71, while WMT has the lowest at 0.38.
Asset Correlations Table
Find what TOPT 2025-08-09 is missing
See which holdings overlap, where TOPT 2025-08-09 is concentrated, and which low-correlation assets could fill the gaps.
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