Asset Allocation
Find the right asset allocation for famp v4
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 famp v4, 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 | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio famp v4 | 0.05% | -1.27% | 8.30% | 10.25% | 43.36% | 25.99% | — | — |
| Portfolio components: | ||||||||
AAAU Goldman Sachs Physical Gold ETF | 0.21% | -8.45% | 0.26% | 3.13% | 30.40% | 29.97% | 17.79% | — |
ADM Archer-Daniels-Midland Company | -0.87% | 3.98% | 41.52% | 40.42% | 74.50% | 6.89% | 6.28% | 9.62% |
AEM Agnico Eagle Mines Limited | -0.95% | -15.89% | -3.97% | -1.17% | 38.70% | 49.86% | 20.89% | 14.51% |
AGI Alamos Gold Inc. | 0.99% | -17.31% | -6.95% | 1.24% | 34.98% | 43.40% | 34.14% | 17.17% |
ASML ASML Holding N.V. | 6.54% | 9.86% | 64.06% | 56.76% | 134.10% | 36.05% | 21.93% | 34.75% |
AVA Avista Corporation | -0.99% | 4.14% | 11.59% | 12.43% | 18.22% | 5.40% | 3.48% | 4.07% |
AZN AstraZeneca PLC | -2.37% | -0.71% | 0.81% | 1.53% | 28.04% | 9.54% | 12.08% | 15.85% |
B Barrick Mining Corporation | 0.00% | -8.12% | -8.24% | -0.15% | 103.64% | 35.48% | 14.10% | 9.22% |
BAC Bank of America Corporation | -0.37% | 5.06% | -1.43% | 0.58% | 21.86% | 25.47% | 7.45% | 17.09% |
BHP BHP Group | 1.18% | -1.20% | 41.38% | 46.29% | 75.94% | 17.37% | 14.81% | 21.94% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 23, 2021, famp v4's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Mar 2024 with a return of +12.6%, while the worst month was Sep 2022 at -6.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, famp v4 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Apr 4, 2025 at -4.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.52% | 6.44% | -5.11% | 3.58% | 1.61% | -1.58% | 8.30% | ||||||
| 2025 | 3.67% | 1.07% | 0.77% | 0.79% | 1.15% | 2.13% | 2.33% | 6.53% | 5.59% | 3.88% | 8.94% | 2.23% | 46.42% |
| 2024 | -0.57% | 2.44% | 12.61% | -1.41% | 3.39% | -0.81% | 5.97% | 1.24% | -0.87% | -0.77% | 3.74% | -5.08% | 20.52% |
| 2023 | 5.80% | -5.59% | 1.15% | 2.06% | -3.51% | 3.00% | 3.07% | -3.21% | -3.85% | -2.74% | 6.73% | 4.66% | 6.79% |
| 2022 | -1.44% | 0.44% | 3.48% | -4.41% | -0.56% | -6.37% | 1.74% | -1.77% | -6.88% | 5.35% | 5.67% | -1.53% | -6.99% |
| 2021 | 2.80% | -1.60% | 2.53% | -2.74% | 3.74% | 4.63% |
Benchmark Metrics
famp v4 has an annualized alpha of 8.67%, beta of 0.57, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since August 23, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.40%) than losses (57.54%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 8.67% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.57 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
- 8.67%
- Beta
- 0.57
- R²
- 0.54
- Upside Capture
- 78.40%
- Downside Capture
- 57.54%
Expense Ratio
famp v4 has an expense ratio of 0.13%, 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
famp v4 ranks 89 for risk / return — in the top 89% 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 famp v4 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 3.28 | 1.94 | +1.35 |
| Sortino ratioReturn per unit of downside risk | 4.34 | 2.63 | +1.71 |
| Omega ratioGain probability vs. loss probability | 1.61 | 1.35 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 5.18 | 2.59 | +2.59 |
| Martin ratioReturn relative to average drawdown | 21.49 | 11.84 | +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 |
|---|---|---|---|---|---|---|
AAAU Goldman Sachs Physical Gold ETF | 34 | 1.15 | 1.53 | 1.23 | 1.53 | 3.83 |
ADM Archer-Daniels-Midland Company | 93 | 2.76 | 3.61 | 1.43 | 5.86 | 16.29 |
AEM Agnico Eagle Mines Limited | 66 | 0.89 | 1.32 | 1.18 | 1.09 | 2.96 |
AGI Alamos Gold Inc. | 62 | 0.69 | 1.16 | 1.15 | 0.98 | 2.65 |
ASML ASML Holding N.V. | 95 | 3.24 | 3.63 | 1.45 | 7.56 | 20.33 |
AVA Avista Corporation | 71 | 1.03 | 1.47 | 1.18 | 1.85 | 4.71 |
AZN AstraZeneca PLC | 73 | 1.11 | 1.83 | 1.21 | 1.83 | 4.90 |
B Barrick Mining Corporation | 87 | 2.33 | 2.62 | 1.36 | 3.56 | 8.86 |
BAC Bank of America Corporation | 68 | 1.02 | 1.45 | 1.19 | 1.22 | 3.15 |
BHP BHP Group | 90 | 2.41 | 2.97 | 1.37 | 3.86 | 14.16 |
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Dividends
Dividend yield
famp v4 provided a 3.65% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.65% | 3.76% | 3.88% | 3.62% | 3.81% | 4.09% | 3.10% | 2.78% | 3.57% | 2.38% | 2.41% | 2.93% |
| Portfolio components: | ||||||||||||
AAAU Goldman Sachs Physical Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ADM Archer-Daniels-Midland Company | 2.57% | 3.55% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% |
AEM Agnico Eagle Mines Limited | 1.05% | 0.94% | 2.05% | 2.92% | 3.08% | 2.63% | 2.36% | 0.89% | 1.09% | 0.89% | 0.86% | 1.22% |
AGI Alamos Gold Inc. | 0.32% | 0.26% | 0.54% | 0.74% | 0.99% | 1.30% | 0.74% | 0.66% | 0.56% | 0.31% | 0.29% | 1.22% |
ASML ASML Holding N.V. | 0.50% | 0.97% | 0.97% | 0.86% | 1.27% | 0.50% | 0.50% | 1.40% | 0.94% | 0.64% | 0.92% | 0.73% |
AVA Avista Corporation | 4.68% | 5.09% | 5.19% | 5.15% | 3.97% | 3.98% | 4.04% | 3.22% | 3.51% | 2.78% | 3.43% | 3.73% |
AZN AstraZeneca PLC | 2.93% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
B Barrick Mining Corporation | 2.33% | 1.21% | 2.58% | 2.21% | 3.20% | 2.47% | 1.82% | 0.70% | 1.40% | 0.83% | 0.50% | 1.90% |
BAC Bank of America Corporation | 2.09% | 1.96% | 2.28% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% |
BHP BHP Group | 3.18% | 3.64% | 5.98% | 4.98% | 22.44% | 9.98% | 3.67% | 8.59% | 4.89% | 3.61% | 1.68% | 9.38% |
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 famp v4. 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 famp v4 was 19.67%, occurring on Sep 26, 2022. Recovery took 362 trading sessions.
The current famp v4 drawdown is 2.32%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -19.67%Sep 2022 | 5mo 8d | 1y 5mo | 1y 10moApr 2022 - Mar 2024 |
2025 selloff2025 | -10.21%Apr 2025 | 1mo 16d | 24d | 2mo 10dFeb 2025 - May 2025 |
2026 pullback2026 | -8.42%Mar 2026 | 17d | 1mo 22d | 2mo 9dMar 2026 - May 2026 |
2024 pullback2024 | -6.04%Dec 2024 | 17d | 1mo 25d | 2mo 12dDec 2024 - Feb 2025 |
2021 pullback2021 | -5.64%Dec 2021 | 15d | 3mo 22d | 4mo 7dNov 2021 - Mar 2022 |
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 135 assets, with an effective number of assets of 54.47, 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 | All Time | |
|---|---|---|---|
Diversification Ratio | 2.17 | 2.00 | 1.92 |
The portfolio has a diversification ratio of 1.92, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
famp v4 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2021 | 0.69 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while GIS has the lowest at 0.05.
Portfolio Correlations
Correlation vs. famp v4. PRF has the highest portfolio correlation at 0.79, while JAAA has the lowest at 0.11.
Asset Correlations Table
Find what famp v4 is missing
See which holdings overlap, where famp v4 is concentrated, and which low-correlation assets could fill the gaps.
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