Asset Allocation
Find the right asset allocation for AA HI RISK ONLY WITH SUBS SEP25
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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 | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio AA HI RISK ONLY WITH SUBS SEP25 | -0.97% | 1.20% | 10.82% | 11.29% | 24.30% | 18.07% | 12.11% | — |
| Portfolio components: | ||||||||
AAPL Apple Inc | -1.25% | 4.88% | 13.26% | 10.45% | 51.31% | 20.25% | 20.16% | 29.85% |
ABBV AbbVie Inc. | 1.02% | 12.74% | 1.08% | 2.16% | 23.60% | 23.16% | 19.52% | 18.45% |
ADM Archer-Daniels-Midland Company | -2.94% | 4.88% | 42.75% | 39.07% | 76.02% | 7.28% | 6.26% | 9.55% |
ADP Automatic Data Processing, Inc. | 0.28% | 8.90% | -9.08% | -10.03% | -27.24% | 4.66% | 5.48% | 12.74% |
AMLP Alerian MLP ETF | -0.90% | 1.19% | 16.71% | 14.37% | 17.34% | 20.21% | 16.98% | 6.58% |
AMT American Tower Corporation | 0.11% | 9.96% | 11.67% | 10.68% | -5.30% | 4.43% | -3.16% | 8.74% |
AVGO Broadcom Inc. | -7.92% | -10.30% | 11.68% | -0.76% | 57.48% | 71.92% | 55.10% | 40.58% |
BEP Brookfield Renewable Partners L.P. | -0.27% | 8.46% | 38.52% | 31.69% | 60.32% | 10.65% | 3.51% | 14.55% |
BHP BHP Group | -6.83% | -2.36% | 39.72% | 43.33% | 73.88% | 17.50% | 14.03% | 20.91% |
BKLN Invesco Senior Loan ETF | -0.20% | -0.43% | -0.04% | 0.65% | 4.39% | 7.54% | 5.09% | 4.25% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 11, 2019, AA HI RISK ONLY WITH SUBS SEP25's average daily return is +0.06%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +10.8%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AA HI RISK ONLY WITH SUBS SEP25 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 16, 2020 at -9.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.46% | 3.92% | -2.90% | 3.81% | 2.03% | -0.74% | 10.82% | ||||||
| 2025 | 2.43% | 2.39% | -0.18% | -1.27% | 2.64% | 3.18% | 1.21% | 3.83% | 2.19% | 0.05% | 1.86% | 0.15% | 19.98% |
| 2024 | 0.38% | 1.03% | 3.77% | -2.66% | 3.93% | 0.91% | 4.12% | 2.76% | 2.35% | -2.09% | 2.80% | -3.52% | 14.24% |
| 2023 | 3.55% | -2.60% | 2.12% | 1.28% | -3.24% | 4.22% | 2.57% | -1.50% | -3.01% | -1.85% | 5.91% | 4.03% | 11.48% |
| 2022 | -0.31% | -0.30% | 2.83% | -4.58% | 1.89% | -6.26% | 4.38% | -2.86% | -7.78% | 7.84% | 6.53% | -2.46% | -2.40% |
| 2021 | -0.17% | 3.23% | 4.66% | 2.95% | 1.69% | 0.70% | 1.43% | 1.40% | -3.21% | 3.63% | -1.07% | 5.53% | 22.47% |
Benchmark Metrics
AA HI RISK ONLY WITH SUBS SEP25 has an annualized alpha of 3.66%, beta of 0.65, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since October 11, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.14%) than losses (65.33%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.66% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.65 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.66%
- Beta
- 0.65
- R²
- 0.84
- Upside Capture
- 69.14%
- Downside Capture
- 65.33%
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
Risk / Return Rank
AA HI RISK ONLY WITH SUBS SEP25 ranks 91 for risk / return — in the top 91% 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 AA HI RISK ONLY WITH SUBS SEP25 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 3.40 | 2.01 | +1.40 |
| Sortino ratioReturn per unit of downside risk | 4.89 | 2.71 | +2.18 |
| Omega ratioGain probability vs. loss probability | 1.64 | 1.36 | +0.28 |
| Calmar ratioReturn relative to maximum drawdown | 4.97 | 2.69 | +2.28 |
| Martin ratioReturn relative to average drawdown | 21.98 | 12.34 | +9.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 | 90 | 2.42 | 3.39 | 1.43 | 3.92 | 9.86 |
ABBV AbbVie Inc. | 69 | 1.04 | 1.57 | 1.20 | 1.46 | 3.27 |
ADM Archer-Daniels-Midland Company | 94 | 2.88 | 3.73 | 1.45 | 6.11 | 17.02 |
ADP Automatic Data Processing, Inc. | 9 | -1.12 | -1.60 | 0.81 | -0.67 | -1.19 |
AMLP Alerian MLP ETF | 48 | 1.59 | 2.22 | 1.27 | 2.10 | 6.93 |
AMT American Tower Corporation | 30 | -0.29 | -0.25 | 0.97 | -0.26 | -0.38 |
AVGO Broadcom Inc. | 72 | 1.10 | 1.67 | 1.22 | 1.74 | 4.15 |
BEP Brookfield Renewable Partners L.P. | 88 | 2.08 | 2.80 | 1.36 | 4.31 | 9.87 |
BHP BHP Group | 89 | 2.32 | 2.88 | 1.36 | 3.71 | 13.71 |
BKLN Invesco Senior Loan ETF | 53 | 1.71 | 2.52 | 1.40 | 1.53 | 6.04 |
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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% | 4.11% | 4.35% | 4.16% | 4.23% | 3.52% | 3.85% | 3.47% | 3.66% | 2.85% | 3.12% | 3.04% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.34% | 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. | 2.97% | 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 | 2.55% | 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. | 2.79% | 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 | 7.62% | 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 | 3.55% | 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. | 0.64% | 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. | 4.19% | 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 | 3.22% | 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 | 6.63% | 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 29.58%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current AA HI RISK ONLY WITH SUBS SEP25 drawdown is 1.18%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -29.58%Mar 2020 | 1mo 9d | 7mo 22d | 9mo 1dFeb 2020 - Nov 2020 |
Bear market2022 | -15.52%Sep 2022 | 6mo 3d | 9mo 15d | 1y 3moMar 2022 - Jul 2023 |
2025 selloff2025 | -9.48%Apr 2025 | 29d | 1mo 7d | 2mo 6dMar 2025 - May 2025 |
2023 pullback2023 | -7.56%Oct 2023 | 3mo 2d | 1mo 5d | 4mo 7dJul 2023 - Dec 2023 |
2026 pullback2026 | -5.02%Mar 2026 | 17d | 28d | 1mo 15dMar 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 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
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 2.51 | 1.99 | 1.79 | 1.54 |
The portfolio has a diversification ratio of 1.54, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
AA HI RISK ONLY WITH SUBS SEP25 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.67 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Oct 11, 2019 | 0.85 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VWELX has the highest benchmark correlation at 0.96, while SCHR has the lowest at 0.00.
Portfolio Correlations
Correlation vs. AA HI RISK ONLY WITH SUBS SEP25. SCHD has the highest portfolio correlation at 0.91, while SCHR has the lowest at 0.08.
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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