Asset Allocation
Find the right asset allocation for 2025 big nine holdings portfolio
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 2025 big nine holdings portfolio, 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 | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 big nine holdings portfolio | 0.87% | 4.77% | 23.78% | 24.29% | 46.04% | 35.07% | — | — |
| Portfolio components: | ||||||||
AVDV Avantis International Small Cap Value ETF | 0.89% | 0.12% | 14.99% | 17.18% | 41.91% | 26.72% | 13.63% | — |
CGDV Capital Group Dividend Value ETF | 0.66% | 1.53% | 11.55% | 12.50% | 28.33% | 24.15% | — | — |
DFIV Dimensional International Value ETF | 0.58% | 1.88% | 12.20% | 13.92% | 34.38% | 23.38% | — | — |
FTEC Fidelity MSCI Information Technology Index ETF | 0.61% | 3.09% | 24.27% | 24.36% | 51.03% | 30.29% | 20.63% | 24.98% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 0.67% | -9.22% | 3.16% | 4.00% | 40.98% | 42.64% | — | — |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 1.75% | 17.59% | 17.91% | 37.64% | 26.52% | 16.94% | — |
SPMO Invesco S&P 500 Momentum ETF | 1.26% | 6.27% | 28.15% | 28.70% | 44.90% | 41.53% | 23.50% | 20.86% |
VONG Vanguard Russell 1000 Growth ETF | 0.10% | -2.20% | 2.96% | 3.46% | 20.50% | 22.47% | 14.01% | 18.29% |
XNTK SPDR NYSE Technology ETF | 0.69% | 9.85% | 32.86% | 32.78% | 65.70% | 39.05% | 19.92% | 25.25% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 17, 2022, 2025 big nine holdings portfolio's average daily return is +0.10%, while the average monthly return is +1.98%. At this rate, an investment would double in approximately 2.9 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +17.2%, while the worst month was Apr 2022 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 big nine holdings portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.7%, while the worst single day was Apr 4, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.08% | -1.05% | -5.57% | 17.24% | 12.73% | -0.83% | 23.78% | ||||||
| 2025 | 3.71% | -1.34% | -6.47% | 2.01% | 9.93% | 7.46% | 2.38% | 1.59% | 6.12% | 3.21% | -2.04% | 0.19% | 28.92% |
| 2024 | 3.29% | 7.63% | 3.12% | -4.83% | 6.61% | 6.29% | -1.21% | 2.18% | 2.52% | -0.73% | 5.73% | -1.14% | 32.75% |
| 2023 | 6.64% | -2.33% | 5.50% | 0.95% | 1.48% | 6.28% | 3.47% | -0.31% | -3.67% | -2.04% | 11.28% | 5.92% | 37.25% |
| 2022 | 4.91% | -10.59% | -0.14% | -8.97% | 9.42% | -4.14% | -9.52% | 8.75% | 5.71% | -5.52% | -12.09% |
Benchmark Metrics
2025 big nine holdings portfolio has an annualized alpha of 8.34%, beta of 1.16, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since March 17, 2022.
- This portfolio captured 137.64% of S&P 500 Index gains but only 95.06% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 8.34% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 8.34%
- Beta
- 1.16
- R²
- 0.92
- Upside Capture
- 137.64%
- Downside Capture
- 95.06%
Expense Ratio
2025 big nine holdings portfolio has an expense ratio of 0.18%, 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 big nine holdings portfolio ranks 74 for risk / return — better than 74% 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 2025 big nine holdings portfolio 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 | 2.38 | 1.86 | +0.52 |
| Sortino ratioReturn per unit of downside risk | 3.06 | 2.53 | +0.53 |
| Omega ratioGain probability vs. loss probability | 1.42 | 1.34 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 2.53 | +1.17 |
| Martin ratioReturn relative to average drawdown | 14.49 | 11.37 | +3.11 |
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 | 80 | 2.53 | 3.36 | 1.46 | 3.12 | 12.44 |
CGDV Capital Group Dividend Value ETF | 76 | 2.27 | 3.11 | 1.42 | 2.83 | 13.19 |
DFIV Dimensional International Value ETF | 80 | 2.39 | 3.26 | 1.43 | 3.48 | 13.34 |
FTEC Fidelity MSCI Information Technology Index ETF | 68 | 2.21 | 2.76 | 1.37 | 3.00 | 9.36 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 41 | 1.39 | 1.81 | 1.26 | 1.83 | 5.36 |
QQQM Invesco NASDAQ 100 ETF | 69 | 2.11 | 2.74 | 1.37 | 3.02 | 11.23 |
SPMO Invesco S&P 500 Momentum ETF | 77 | 2.24 | 2.98 | 1.41 | 3.44 | 13.01 |
VONG Vanguard Russell 1000 Growth ETF | 33 | 1.20 | 1.67 | 1.21 | 1.17 | 3.87 |
XNTK SPDR NYSE Technology ETF | 79 | 2.50 | 3.01 | 1.42 | 3.73 | 12.16 |
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Dividends
Dividend yield
2025 big nine holdings portfolio provided a 0.77% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.77% | 0.79% | 0.88% | 1.28% | 1.41% | 0.63% | 0.82% | 0.89% | 5.71% | 0.75% | 1.19% | 0.59% |
| 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% |
CGDV Capital Group Dividend Value ETF | 1.17% | 1.29% | 1.60% | 1.65% | 1.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIV Dimensional International Value ETF | 2.54% | 2.92% | 3.88% | 3.93% | 3.84% | 2.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.34% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.43% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
VONG Vanguard Russell 1000 Growth ETF | 0.44% | 0.45% | 0.55% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% |
XNTK SPDR NYSE Technology ETF | 0.17% | 0.23% | 0.42% | 0.34% | 0.85% | 0.34% | 0.30% | 0.61% | 29.64% | 1.29% | 0.81% | 0.93% |
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 2025 big nine holdings portfolio. 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 big nine holdings portfolio was 24.73%, occurring on Sep 30, 2022. Recovery took 198 trading sessions.
The current 2025 big nine holdings portfolio drawdown is 3.28%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -24.73%Sep 2022 | 6mo 4d | 9mo 21d | 1y 3moMar 2022 - Jul 2023 |
2025 selloff2025 | -21.73%Apr 2025 | 1mo 18d | 1mo 25d | 3mo 13dFeb 2025 - Jun 2025 |
2024 correction2024 | -13.09%Aug 2024 | 25d | 2mo 5d | 3moJul 2024 - Oct 2024 |
2026 correction2026 | -12.04%Mar 2026 | 5mo 1d | 15d | 5mo 16dOct 2025 - Apr 2026 |
2023 pullback2023 | -7.87%Oct 2023 | 1mo 11d | 15d | 1mo 26dSep 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 9 assets, with an effective number of assets of 4.52, 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 | All Time | |
|---|---|---|---|
Diversification Ratio | 1.07 | 1.06 | 1.07 |
The portfolio has a diversification ratio of 1.07, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 big nine holdings portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.95 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VONG has the highest benchmark correlation at 0.95, while GDE has the lowest at 0.65.
Asset Correlations Table
| GDE | DFIV | AVDV | SPMO | CGDV | XNTK | FTEC | VONG | QQQM | |
|---|---|---|---|---|---|---|---|---|---|
| GDE | 1.00 | 0.61 | 0.67 | 0.54 | 0.61 | 0.58 | 0.59 | 0.60 | 0.61 |
| DFIV | 0.61 | 1.00 | 0.93 | 0.59 | 0.73 | 0.56 | 0.53 | 0.56 | 0.56 |
| AVDV | 0.67 | 0.93 | 1.00 | 0.58 | 0.72 | 0.59 | 0.56 | 0.58 | 0.59 |
| SPMO | 0.54 | 0.59 | 0.58 | 1.00 | 0.81 | 0.75 | 0.79 | 0.80 | 0.79 |
| CGDV | 0.61 | 0.73 | 0.72 | 0.81 | 1.00 | 0.76 | 0.78 | 0.81 | 0.81 |
| XNTK | 0.58 | 0.56 | 0.59 | 0.75 | 0.76 | 1.00 | 0.95 | 0.92 | 0.95 |
| FTEC | 0.59 | 0.53 | 0.56 | 0.79 | 0.78 | 0.95 | 1.00 | 0.96 | 0.97 |
| VONG | 0.60 | 0.56 | 0.58 | 0.80 | 0.81 | 0.92 | 0.96 | 1.00 | 0.98 |
| QQQM | 0.61 | 0.56 | 0.59 | 0.79 | 0.81 | 0.95 | 0.97 | 0.98 | 1.00 |
Find what 2025 big nine holdings portfolio is missing
See which holdings overlap, where 2025 big nine holdings portfolio is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification