Rebalancing August 2025

Asset Allocation

Position	Category/Sector	Target Weight
VOO Vanguard S&P 500 ETF	S&P 500	40.84%
QQQM Invesco NASDAQ 100 ETF	Nasdaq-100	22.78%
VT Vanguard Total World Stock ETF	Global Equities	14.42%
NVDA NVIDIA Corporation	Technology	7%
META Meta Platforms, Inc.	Communication Services	4.41%
AIQ Global X Artificial Intelligence & Technology ETF	Technology Equities	3.65%
PLTR Palantir Technologies Inc.	Technology	2.47%
ORCL Oracle Corporation	Technology	2.10%
MSFT Microsoft Corporation	Technology	2.01%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	0.32%

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Rebalancing August 2025, 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

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.19%	-0.76%	7.25%	8.73%	18.21%	17.95%	11.30%	13.09%	8.08%
Portfolio Rebalancing August 2025	-0.02%	-2.51%	7.20%	8.11%	17.06%	26.42%	18.24%	—	21.02%
Portfolio components:
AIQ Global X Artificial Intelligence & Technology ETF	0.75%	-11.47%	12.99%	16.28%	33.44%	27.54%	14.38%	—	18.64%
META Meta Platforms, Inc.	-0.02%	11.89%	4.31%	-1.98%	-8.00%	30.34%	13.48%	18.34%	21.33%
MSFT Microsoft Corporation	2.15%	6.03%	-12.13%	-16.45%	-20.50%	6.20%	8.30%	23.18%	24.73%
NVDA NVIDIA Corporation	0.23%	-3.52%	9.29%	9.13%	18.06%	66.27%	60.07%	65.23%	36.39%
ORCL Oracle Corporation	-3.98%	-33.91%	-36.04%	-37.12%	-49.98%	2.24%	7.68%	13.12%	21.29%
PLTR Palantir Technologies Inc.	1.87%	4.97%	-21.12%	-24.14%	-12.16%	101.71%	43.04%	—	56.59%
QQQM Invesco NASDAQ 100 ETF	0.09%	-5.78%	12.36%	13.60%	24.66%	23.62%	14.77%	—	16.84%
SCHD Schwab U.S. Dividend Equity ETF	-0.49%	3.61%	15.19%	21.36%	25.66%	13.54%	9.15%	12.32%	13.25%
VOO Vanguard S&P 500 ETF	-0.14%	-0.57%	7.90%	9.44%	19.65%	19.52%	12.88%	14.98%	14.77%
VT Vanguard Total World Stock ETF	-0.32%	-2.14%	7.09%	10.03%	20.89%	18.12%	10.45%	12.25%	8.76%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2020, Rebalancing August 2025's average daily return is +0.08%, while the average monthly return is +1.74%. At this rate, an investment would double in approximately 3.3 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Apr 2022 at -12.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Rebalancing August 2025 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.0%, while the worst single day was Apr 4, 2025 at -6.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.01%	-2.18%	-4.93%	11.56%	7.97%	-3.33%	-1.16%						8.11%
2025	2.50%	-1.27%	-6.75%	1.04%	9.29%	7.38%	3.71%	0.77%	4.99%	2.84%	-2.36%	0.55%	23.97%
2024	3.33%	9.08%	3.49%	-4.63%	6.76%	5.64%	-0.29%	2.66%	3.55%	-0.19%	6.79%	-1.04%	40.28%
2023	10.80%	0.91%	8.04%	1.41%	7.58%	6.89%	4.90%	-2.19%	-4.94%	-2.41%	10.79%	4.20%	54.80%
2022	-7.50%	-4.83%	4.43%	-12.05%	-0.78%	-9.01%	10.06%	-5.63%	-10.55%	5.46%	7.80%	-6.82%	-28.16%
2021	0.51%	1.11%	3.19%	5.82%	0.93%	5.35%	1.59%	4.57%	-5.36%	7.81%	1.44%	1.45%	31.64%

Benchmark Metrics

Rebalancing August 2025 has an annualized alpha of 4.29%, beta of 1.19, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since October 13, 2020.

This portfolio captured 132.77% of S&P 500 Index gains and 105.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 4.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.29%

Beta: 1.19

R²: 0.92

Upside Capture: 132.77%

Downside Capture: 105.48%

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

Expense Ratio

Rebalancing August 2025 has an expense ratio of 0.08%, 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.

AIQ

Global X Artificial Intelligence & Technology ETF

QQQM

Invesco NASDAQ 100 ETF

Vanguard Total World Stock ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Rebalancing August 2025 ranks 20 for risk / return — below 20% 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.

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 Rebalancing August 2025 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	1.05	1.45	-0.40
Sortino ratioReturn per unit of downside risk	1.49	2.03	-0.54
Omega ratioGain probability vs. loss probability	1.19	1.26	-0.07
Calmar ratioReturn relative to maximum drawdown	1.38	2.01	-0.63
Martin ratioReturn relative to average drawdown	4.56	8.68	-4.12

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
AIQ Global X Artificial Intelligence & Technology ETF	47	1.21	1.66	1.22	2.04	5.64
META Meta Platforms, Inc.	36	-0.21	-0.03	1.00	-0.24	-0.45
MSFT Microsoft Corporation	17	-0.75	-0.93	0.88	-0.60	-1.10
NVDA NVIDIA Corporation	62	0.51	0.95	1.11	0.90	1.90
ORCL Oracle Corporation	12	-0.77	-1.23	0.87	-0.80	-1.28
PLTR Palantir Technologies Inc.	36	-0.24	0.01	1.00	-0.25	-0.50
QQQM Invesco NASDAQ 100 ETF	52	1.33	1.84	1.24	2.07	7.23
SCHD Schwab U.S. Dividend Equity ETF	91	2.34	3.63	1.42	5.59	13.64
VOO Vanguard S&P 500 ETF	65	1.57	2.19	1.28	2.22	9.63
VT Vanguard Total World Stock ETF	63	1.53	2.15	1.28	2.17	9.18

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 Rebalancing August 2025 Sharpe ratio is 1.05 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Rebalancing August 2025 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

Rebalancing August 2025 provided a 0.86% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.86%	0.91%	1.00%	1.11%	1.29%	0.92%	0.99%	1.21%	1.34%	1.13%	1.29%	1.39%
Portfolio components:
AIQ Global X Artificial Intelligence & Technology ETF	0.08%	0.18%	0.14%	0.16%	0.56%	0.15%	0.50%	0.51%	0.51%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.33%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.88%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
ORCL Oracle Corporation	1.65%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
PLTR Palantir Technologies 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%
QQQM Invesco NASDAQ 100 ETF	0.46%	0.50%	0.61%	0.65%	0.83%	0.40%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.20%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
VOO Vanguard S&P 500 ETF	1.08%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VT Vanguard Total World Stock ETF	1.61%	1.82%	1.95%	2.08%	2.20%	1.82%	1.66%	2.32%	2.53%	2.11%	2.39%	2.45%

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 Rebalancing August 2025. 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 Rebalancing August 2025 was 34.26%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current Rebalancing August 2025 drawdown is 5.44%.

Drawdown	Fall	Recovery	Underwater	Related event
-34.26%Oct 2022	10mo 26d	8mo 4d	1y 6moNov 2021 - Jun 2023	Bear market2022
-21.68%Apr 2025	1mo 18d	2mo 3d	3mo 21dFeb 2025 - Jun 2025	2025 selloff2025
-12.37%Mar 2026	5mo 1d	18d	5mo 19dOct 2025 - Apr 2026	—
-11.02%Aug 2024	25d	1mo 15d	2mo 10dJul 2024 - Sep 2024	—
-10.73%Oct 2023	2mo 26d	22d	3mo 18dAug 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 10 assets, with an effective number of assets of 4.01, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.22	1.16	1.14	1.15

The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Rebalancing August 2025 correlation to the S&P 500 Index

Rebalancing August 2025 has a 0.95 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020	0.95

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while PLTR has the lowest at 0.53.

PLTR

0.53

ORCL

0.56

Portfolio Correlations

Correlation vs. Rebalancing August 2025. QQQM has the highest portfolio correlation at 0.97, while SCHD has the lowest at 0.52.

SCHD

0.52

ORCL

0.59

PLTR

0.63

Asset Correlations Table

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

	SCHD	PLTR	ORCL	META	NVDA	MSFT	AIQ	VT	QQQM	VOO
SCHD	1.00	0.25	0.32	0.28	0.24	0.33	0.43	0.70	0.47	0.69
PLTR	0.25	1.00	0.36	0.42	0.48	0.45	0.60	0.52	0.57	0.53
ORCL	0.32	0.36	1.00	0.39	0.43	0.50	0.56	0.53	0.54	0.56
META	0.28	0.42	0.39	1.00	0.55	0.59	0.64	0.60	0.69	0.64
NVDA	0.24	0.48	0.43	0.55	1.00	0.59	0.73	0.63	0.77	0.67
MSFT	0.33	0.45	0.50	0.59	0.59	1.00	0.66	0.62	0.76	0.70
AIQ	0.43	0.60	0.56	0.64	0.73	0.66	1.00	0.87	0.92	0.85
VT	0.70	0.52	0.53	0.60	0.63	0.62	0.87	1.00	0.87	0.96
QQQM	0.47	0.57	0.54	0.69	0.77	0.76	0.92	0.87	1.00	0.92
VOO	0.69	0.53	0.56	0.64	0.67	0.70	0.85	0.96	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2020

Diversification Analysis

Find what Rebalancing August 2025 is missing

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

Analyze Diversification