Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 100k - 500k Nic crown updated, 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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The earliest data available for this chart is Oct 16, 2012, corresponding to the inception date of VTIP
Returns By Period
As of Apr 2, 2026, the 100k - 500k Nic crown updated returned 2.11% Year-To-Date and 11.78% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio 100k - 500k Nic crown updated | -0.13% | -2.37% | 2.11% | 4.24% | 23.52% | 17.68% | 11.61% | 11.78% |
| Portfolio components: | ||||||||
VWO Vanguard FTSE Emerging Markets ETF | -0.72% | -2.55% | 0.11% | 0.38% | 21.72% | 13.41% | 3.75% | 7.73% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.23% | 0.26% | 1.11% | 1.40% | 4.15% | 4.67% | 3.51% | 3.08% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.02% | 0.31% | 0.90% | 1.85% | 4.01% | 4.71% | 3.28% | 2.13% |
GLD SPDR Gold Shares | -1.92% | -8.27% | 8.35% | 21.03% | 49.02% | 32.51% | 21.53% | 13.97% |
VPU Vanguard Utilities ETF | 0.59% | -0.87% | 8.87% | 6.36% | 19.64% | 14.48% | 10.71% | 9.79% |
VGT Vanguard Information Technology ETF | 0.85% | -1.42% | -5.36% | -5.79% | 29.79% | 23.50% | 15.02% | 21.67% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 17, 2012, 100k - 500k Nic crown updated's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, your investment would double in approximately 7.4 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +6.5%, while the worst month was Sep 2022 at -6.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 100k - 500k Nic crown updated closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +5.3%, while the worst single day was Mar 16, 2020 at -6.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.13% | 3.00% | -4.48% | 0.63% | 2.11% | ||||||||
| 2025 | 1.86% | 0.28% | 0.17% | 1.61% | 3.45% | 3.30% | 1.81% | 1.61% | 5.47% | 2.78% | -0.04% | -0.08% | 24.46% |
| 2024 | -0.49% | 1.91% | 3.43% | -0.42% | 4.01% | 1.42% | 2.05% | 1.63% | 3.56% | 0.22% | 1.59% | -1.53% | 18.64% |
| 2023 | 4.34% | -2.46% | 5.39% | 0.35% | 0.67% | 1.91% | 2.26% | -2.28% | -3.64% | 0.96% | 5.46% | 2.47% | 16.00% |
| 2022 | -2.85% | -0.28% | 2.00% | -4.60% | -0.24% | -3.91% | 3.86% | -2.27% | -6.77% | 1.75% | 5.61% | -1.86% | -9.83% |
| 2021 | -0.60% | -1.50% | 1.47% | 2.89% | 1.16% | 0.16% | 1.55% | 1.64% | -3.39% | 3.33% | 0.16% | 2.95% | 10.03% |
Benchmark Metrics
100k - 500k Nic crown updated has an annualized alpha of 3.51%, beta of 0.49, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 17, 2012.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (51.21%) than losses (40.39%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.51% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.49 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
- 3.51%
- Beta
- 0.49
- R²
- 0.74
- Upside Capture
- 51.21%
- Downside Capture
- 40.39%
Expense Ratio
100k - 500k Nic crown updated has an expense ratio of 0.15%, 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
100k - 500k Nic crown updated ranks 88 for risk / return — in the top 88% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.00 | 0.88 | +1.11 |
Sortino ratioReturn per unit of downside risk | 2.75 | 1.37 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.43 | 1.39 | +2.04 |
Martin ratioReturn relative to average drawdown | 12.52 | 6.43 | +6.09 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VWO Vanguard FTSE Emerging Markets ETF | 62 | 1.22 | 1.74 | 1.25 | 1.78 | 6.68 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 93 | 2.18 | 3.31 | 1.47 | 4.13 | 13.26 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 100 | 19.57 | 254.91 | 180.89 | 367.86 | 4,130.10 |
GLD SPDR Gold Shares | 80 | 1.77 | 2.19 | 1.32 | 2.57 | 9.28 |
VPU Vanguard Utilities ETF | 62 | 1.27 | 1.73 | 1.23 | 2.25 | 5.36 |
VGT Vanguard Information Technology ETF | 58 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
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Dividends
Dividend yield
100k - 500k Nic crown updated provided a 1.89% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.89% | 1.98% | 2.08% | 2.20% | 2.31% | 1.53% | 1.10% | 1.62% | 1.71% | 1.28% | 1.18% | 1.19% |
| Portfolio components: | ||||||||||||
VWO Vanguard FTSE Emerging Markets ETF | 2.70% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.62% | 3.81% | 2.70% | 2.86% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.96% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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% |
VPU Vanguard Utilities ETF | 2.54% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
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 100k - 500k Nic crown updated. 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 100k - 500k Nic crown updated was 17.87%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current 100k - 500k Nic crown updated drawdown is 4.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -15.83% | Jan 3, 2022 | 198 | Oct 14, 2022 | 167 | Jun 15, 2023 | 365 |
| -8.93% | Jan 23, 2015 | 149 | Aug 25, 2015 | 148 | Mar 29, 2016 | 297 |
| -8.8% | Feb 21, 2025 | 33 | Apr 8, 2025 | 18 | May 5, 2025 | 51 |
| -7.04% | Aug 1, 2023 | 45 | Oct 3, 2023 | 39 | Nov 28, 2023 | 84 |
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 6 assets, with an effective number of assets of 5.56, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | BIL | VTIP | GLD | VPU | VWO | VGT | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.01 | 0.07 | 0.01 | 0.42 | 0.68 | 0.89 | 0.80 |
| BIL | 0.01 | 1.00 | 0.04 | 0.04 | 0.02 | 0.03 | 0.02 | 0.04 |
| VTIP | 0.07 | 0.04 | 1.00 | 0.34 | 0.17 | 0.10 | 0.04 | 0.24 |
| GLD | 0.01 | 0.04 | 0.34 | 1.00 | 0.13 | 0.17 | 0.01 | 0.43 |
| VPU | 0.42 | 0.02 | 0.17 | 0.13 | 1.00 | 0.27 | 0.27 | 0.54 |
| VWO | 0.68 | 0.03 | 0.10 | 0.17 | 0.27 | 1.00 | 0.63 | 0.73 |
| VGT | 0.89 | 0.02 | 0.04 | 0.01 | 0.27 | 0.63 | 1.00 | 0.80 |
| Portfolio | 0.80 | 0.04 | 0.24 | 0.43 | 0.54 | 0.73 | 0.80 | 1.00 |