Asset Allocation
Find the right asset allocation for Aggressive Independent Portfolio designed allocation
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 CA$10,000 in Aggressive Independent Portfolio designed allocation , 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 | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.69% | 1.00% | 10.76% | 10.40% | 27.77% | 21.16% | 15.12% | 14.58% |
Portfolio Aggressive Independent Portfolio designed allocation | 0.89% | 2.65% | 20.61% | 20.30% | 40.47% | 25.13% | 17.70% | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | 1.08% | -0.08% | 17.32% | 18.86% | 45.84% | 28.62% | 16.96% | — |
AVUV Avantis US Small Cap Value ETF | 1.14% | 7.16% | 25.22% | 21.21% | 46.05% | 21.03% | 14.84% | — |
DBMF iMGP DBi Managed Futures Strategy ETF | 0.55% | 1.13% | 12.62% | 12.95% | 30.33% | 11.32% | 11.19% | — |
EMXC iShares MSCI Emerging Markets ex China ETF | 0.74% | 4.61% | 40.03% | 44.26% | 72.44% | 28.36% | 15.42% | — |
GLD SPDR Gold Shares | 0.35% | -8.31% | -0.38% | -0.75% | 26.72% | 30.86% | 20.53% | 13.13% |
IGF iShares Global Infrastructure ETF | 0.96% | 2.43% | 12.02% | 11.93% | 18.97% | 18.07% | 13.47% | 9.61% |
SPMO Invesco S&P 500 Momentum ETF | 1.45% | 5.38% | 30.75% | 30.54% | 48.91% | 43.65% | 27.12% | 21.90% |
VT Vanguard Total World Stock ETF | 0.62% | 2.13% | 13.31% | 13.42% | 30.95% | 21.50% | 13.90% | 13.90% |
XLE State Street Energy Select Sector SPDR ETF | 1.04% | 1.97% | 32.33% | 30.34% | 40.42% | 17.96% | 23.66% | 10.86% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 26, 2019, Aggressive Independent Portfolio designed allocation 's average daily return is +0.07%, while the average monthly return is +1.36%. At this rate, an investment would double in approximately 4.3 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Aggressive Independent Portfolio designed allocation closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.5%, while the worst single day was Mar 16, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.79% | 6.25% | -3.02% | 6.15% | 4.84% | 1.34% | 20.61% | ||||||
| 2025 | 3.90% | -1.36% | -2.76% | -3.41% | 5.19% | 3.48% | 2.08% | 2.99% | 4.89% | 1.86% | 1.85% | -1.33% | 18.28% |
| 2024 | 1.50% | 5.71% | 5.01% | -1.56% | 3.95% | 1.21% | 3.65% | -2.11% | 1.77% | 1.06% | 5.08% | -1.08% | 26.58% |
| 2023 | 3.41% | -1.50% | -1.12% | 1.87% | -3.02% | 2.84% | 3.81% | 0.46% | -2.12% | 0.06% | 4.04% | 2.24% | 11.17% |
| 2022 | -1.90% | 0.43% | 1.05% | -1.34% | 0.66% | -5.74% | 4.76% | 0.01% | -2.84% | 7.80% | 4.56% | -3.45% | 3.23% |
| 2021 | 1.21% | 2.89% | 3.57% | 0.57% | 0.88% | 3.18% | 0.26% | 2.86% | -0.87% | 1.33% | -0.01% | 3.45% | 20.97% |
Benchmark Metrics
Aggressive Independent Portfolio designed allocation has an annualized alpha of 4.49%, beta of 0.78, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (77.88%) than losses (56.45%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.49% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.49%
- Beta
- 0.78
- R²
- 0.87
- Upside Capture
- 77.88%
- Downside Capture
- 56.45%
Expense Ratio
Aggressive Independent Portfolio designed allocation has an expense ratio of 0.30%, 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
Aggressive Independent Portfolio designed allocation ranks 92 for risk / return — in the top 92% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Aggressive Independent Portfolio designed allocation 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 | 2.99 | 2.02 | +0.97 |
| Sortino ratioReturn per unit of downside risk | 4.02 | 2.78 | +1.24 |
| Omega ratioGain probability vs. loss probability | 1.53 | 1.35 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 5.71 | 2.81 | +2.90 |
| Martin ratioReturn relative to average drawdown | 24.07 | 10.45 | +13.62 |
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 |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 84 | 2.69 | 3.54 | 1.46 | 3.46 | 14.20 |
AVUV Avantis US Small Cap Value ETF | 85 | 2.37 | 3.37 | 1.40 | 5.33 | 18.40 |
DBMF iMGP DBi Managed Futures Strategy ETF | 85 | 2.31 | 3.06 | 1.44 | 5.19 | 19.01 |
EMXC iShares MSCI Emerging Markets ex China ETF | 90 | 2.87 | 3.50 | 1.51 | 5.26 | 19.09 |
GLD SPDR Gold Shares | 29 | 0.98 | 1.35 | 1.20 | 1.21 | 3.42 |
IGF iShares Global Infrastructure ETF | 58 | 1.66 | 2.38 | 1.29 | 3.49 | 8.40 |
SPMO Invesco S&P 500 Momentum ETF | 79 | 2.38 | 3.17 | 1.43 | 3.62 | 12.11 |
VT Vanguard Total World Stock ETF | 73 | 2.08 | 2.89 | 1.36 | 3.43 | 13.61 |
XLE State Street Energy Select Sector SPDR ETF | 62 | 1.94 | 2.57 | 1.32 | 3.12 | 8.97 |
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Dividends
Dividend yield
Aggressive Independent Portfolio designed allocation provided a 2.31% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.31% | 2.46% | 2.56% | 2.21% | 3.00% | 2.94% | 1.55% | 2.95% | 1.28% | 0.99% | 1.15% | 1.00% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.61% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.19% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
EMXC iShares MSCI Emerging Markets ex China ETF | 2.05% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGF iShares Global Infrastructure ETF | 2.94% | 3.23% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% |
SPMO Invesco S&P 500 Momentum ETF | 0.67% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
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% |
XLE State Street Energy Select Sector SPDR ETF | 2.59% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
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 Aggressive Independent Portfolio designed allocation . 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 Aggressive Independent Portfolio designed allocation was 25.83%, occurring on Mar 16, 2020. Recovery took 166 trading sessions.
The current Aggressive Independent Portfolio designed allocation drawdown is 0.12%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -25.83%Mar 2020 | 25d | 7mo 28d | 8mo 23dFeb 2020 - Nov 2020 |
2025 selloff2025 | -14.88%Apr 2025 | 2mo 3d | 2mo 25d | 4mo 28dFeb 2025 - Jul 2025 |
Bear market2022 | -9.51%Jul 2022 | 2mo 24d | 3mo 16d | 6mo 10dApr 2022 - Oct 2022 |
2024 pullback2024 | -7.56%Aug 2024 | 21d | 2mo 4d | 2mo 25dJul 2024 - Oct 2024 |
2026 pullback2026 | -6.83%Mar 2026 | 22d | 20d | 1mo 12dFeb 2026 - Apr 2026 |
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 9 assets, with an effective number of assets of 6.67, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.32 | 1.26 | 1.26 | 1.21 |
The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Aggressive Independent Portfolio designed allocation correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2019 | 0.90 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VT has the highest benchmark correlation at 0.97, while GLD has the lowest at 0.23.
Asset Correlations Table
| GLD | DBMF | XLE | SPMO | AVUV | IGF | EMXC | AVDV | VT | |
|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.30 | 0.17 | 0.23 | 0.16 | 0.37 | 0.38 | 0.41 | 0.30 |
| DBMF | 0.30 | 1.00 | 0.29 | 0.33 | 0.25 | 0.29 | 0.32 | 0.32 | 0.34 |
| XLE | 0.17 | 0.29 | 1.00 | 0.36 | 0.66 | 0.54 | 0.42 | 0.51 | 0.47 |
| SPMO | 0.23 | 0.33 | 0.36 | 1.00 | 0.60 | 0.61 | 0.69 | 0.64 | 0.85 |
| AVUV | 0.16 | 0.25 | 0.66 | 0.60 | 1.00 | 0.68 | 0.64 | 0.73 | 0.78 |
| IGF | 0.37 | 0.29 | 0.54 | 0.61 | 0.68 | 1.00 | 0.68 | 0.77 | 0.77 |
| EMXC | 0.38 | 0.32 | 0.42 | 0.69 | 0.64 | 0.68 | 1.00 | 0.80 | 0.85 |
| AVDV | 0.41 | 0.32 | 0.51 | 0.64 | 0.73 | 0.77 | 0.80 | 1.00 | 0.85 |
| VT | 0.30 | 0.34 | 0.47 | 0.85 | 0.78 | 0.77 | 0.85 | 0.85 | 1.00 |
Find what Aggressive Independent Portfolio designed allocation is missing
See which holdings overlap, where Aggressive Independent Portfolio designed allocation is concentrated, and which low-correlation assets could fill the gaps.
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