Asset Allocation
Find the right asset allocation for AA HI RISK ONLY WITH SUBS SEP25
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 AA HI RISK ONLY WITH SUBS SEP25, 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 AA HI RISK ONLY WITH SUBS SEP25 | -0.37% | 1.92% | 9.04% | — | — | — | — | — | — |
| Portfolio components: | |||||||||
AAPL Apple Inc | -2.14% | 9.59% | 28.05% | 20.35% | 55.26% | 19.94% | 18.17% | 30.70% | 19.46% |
ABBV AbbVie Inc. | -0.44% | 17.87% | 20.04% | 13.52% | 38.03% | 25.04% | 21.08% | 19.60% | 20.49% |
ADM Archer-Daniels-Midland Company | -0.27% | 14.07% | 33.30% | 51.13% | 62.47% | 4.83% | 11.17% | 10.16% | 8.04% |
ADP Automatic Data Processing, Inc. | -0.01% | 16.86% | -0.44% | 0.81% | -13.07% | 4.84% | 6.86% | 12.78% | 14.07% |
AMLP Alerian MLP ETF | 0.81% | 7.50% | 14.85% | 20.47% | 20.23% | 19.17% | 19.27% | 6.86% | 5.81% |
AMT American Tower Corporation | -1.76% | -5.11% | -7.21% | -2.98% | -22.80% | 0.13% | -6.97% | 6.22% | 8.93% |
AVGO Broadcom Inc. | 1.98% | -7.92% | 7.92% | 9.67% | 34.44% | 63.51% | 54.04% | 40.73% | 40.58% |
BEP Brookfield Renewable Partners L.P. | 0.91% | -9.05% | 16.27% | 21.57% | 23.94% | 8.00% | 1.33% | 12.55% | 18.86% |
BHP BHP Group Limited | -0.19% | -8.40% | 26.54% | 35.95% | 61.82% | 15.16% | 13.52% | 20.67% | 10.87% |
BKLN Invesco Senior Loan ETF | 0.09% | 0.69% | 0.36% | 0.65% | 4.03% | 6.95% | 5.32% | 4.18% | 3.74% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 20, 2026, AA HI RISK ONLY WITH SUBS SEP25's average daily return is +0.07%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.
Historically, 71% of months were positive and 29% were negative. The best month was Feb 2026 with a return of +3.9%, while the worst month was Mar 2026 at -2.9%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, AA HI RISK ONLY WITH SUBS SEP25 closed higher 57% of trading days. The best single day was Apr 30, 2026 with a return of +1.6%, while the worst single day was Mar 20, 2026 at -1.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.87% | 3.88% | -2.93% | 3.82% | 2.04% | -1.25% | 1.46% | 9.04% |
Benchmark Metrics
AA HI RISK ONLY WITH SUBS SEP25 has an annualized alpha of 12.45%, beta of 0.40, and R2 of 0.45 versus S&P 500 Index. Calculated based on daily prices since January 20, 2026.
- This portfolio captured 28.50% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -41.40%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.40 may look defensive, but with R2 of 0.45 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.45 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 12.45%
- Beta
- 0.40
- R²
- 0.45
- Upside Capture
- 28.50%
- Downside Capture
- -41.40%
Expense Ratio
AA HI RISK ONLY WITH SUBS SEP25 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.
Top 10 holdings
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for AA HI RISK ONLY WITH SUBS SEP25 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 | — | 1.45 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.03 | — |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.01 | — |
| Martin ratioReturn relative to average drawdown | — | 8.68 | — |
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 | 92 | 2.27 | 3.09 | 1.41 | 4.02 | 9.58 |
ABBV AbbVie Inc. | 82 | 1.47 | 2.19 | 1.27 | 2.21 | 4.89 |
ADM Archer-Daniels-Midland Company | 93 | 2.35 | 3.13 | 1.38 | 4.91 | 12.34 |
ADP Automatic Data Processing, Inc. | 26 | -0.51 | -0.61 | 0.93 | -0.34 | -0.61 |
AMLP Alerian MLP ETF | 62 | 1.62 | 2.26 | 1.28 | 2.27 | 6.34 |
AMT American Tower Corporation | 12 | -0.90 | -1.19 | 0.86 | -0.83 | -1.15 |
AVGO Broadcom Inc. | 68 | 0.73 | 1.28 | 1.16 | 1.21 | 2.49 |
BEP Brookfield Renewable Partners L.P. | 71 | 0.85 | 1.33 | 1.17 | 1.67 | 3.50 |
BHP BHP Group Limited | 88 | 1.88 | 2.43 | 1.30 | 3.14 | 9.82 |
BKLN Invesco Senior Loan ETF | 55 | 1.46 | 2.16 | 1.33 | 1.32 | 5.09 |
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Dividends
Dividend yield
AA HI RISK ONLY WITH SUBS SEP25 provided a 3.91% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.91% | 4.08% | 4.32% | 4.13% | 4.20% | 3.49% | 3.81% | 3.45% | 3.64% | 2.83% | 3.09% | 3.00% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.32% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ABBV AbbVie Inc. | 2.70% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ADM Archer-Daniels-Midland Company | 2.40% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
ADP Automatic Data Processing, Inc. | 2.60% | 2.46% | 1.96% | 2.21% | 1.83% | 1.55% | 2.08% | 1.92% | 2.14% | 2.00% | 2.10% | 2.36% |
AMLP Alerian MLP ETF | 7.38% | 8.36% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.29% | 7.97% | 8.09% | 9.84% |
AMT American Tower Corporation | 4.18% | 3.87% | 3.53% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% |
AVGO Broadcom Inc. | 0.67% | 0.70% | 0.94% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% |
BEP Brookfield Renewable Partners L.P. | 4.77% | 5.53% | 6.23% | 5.14% | 5.05% | 4.42% | 2.68% | 4.42% | 7.57% | 5.36% | 5.99% | 6.34% |
BHP BHP Group Limited | 3.30% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
BKLN Invesco Senior Loan ETF | 7.11% | 6.95% | 8.41% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.52% | 3.50% | 4.54% | 4.12% |
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 AA HI RISK ONLY WITH SUBS SEP25. 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 AA HI RISK ONLY WITH SUBS SEP25 was 5.02%, occurring on Mar 20, 2026. Recovery took 19 trading sessions.
The current AA HI RISK ONLY WITH SUBS SEP25 drawdown is 0.47%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-5.02%Mar 2026 | 18d | 28d | 1mo 16dMar 2026 - Apr 2026 | — |
-2.29%Jun 2026 | 19d | 24d | 1mo 13dJun 2026 - Jul 2026 | — |
-1.05%Jan 2026 | 0s | 3d | 3dJan 2026 - Jan 2026 | — |
-0.97%Apr 2026 | 9d | 1d | 10dApr 2026 - Apr 2026 | — |
-0.81%May 2026 | 0s | 6d | 6dMay 2026 - May 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 85 assets, with an effective number of assets of 42.44, 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
All Time | |
|---|---|
Diversification Ratio | 2.55 |
The portfolio has a diversification ratio of 2.55, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
AA HI RISK ONLY WITH SUBS SEP25 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 20, 2026 | 0.57 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VWELX has the highest benchmark correlation at 0.98, while CVX has the lowest at -0.40.
Asset Correlations Table
Find what AA HI RISK ONLY WITH SUBS SEP25 is missing
See which holdings overlap, where AA HI RISK ONLY WITH SUBS SEP25 is concentrated, and which low-correlation assets could fill the gaps.
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