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Strategic Liquidity Reserve
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIL 55.00%AGG 25.00%GLD 10.00%IQLT 10.00%BondBondCommodityCommodityEquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Strategic Liquidity Reserve, 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 6 months.


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The earliest data available for this chart is Jan 15, 2015, corresponding to the inception date of IQLT

Returns By Period

As of Apr 9, 2026, the Strategic Liquidity Reserve returned 2.26% Year-To-Date and 4.07% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
2.51%-0.19%-0.92%0.43%36.13%18.22%10.44%12.72%
Portfolio
Strategic Liquidity Reserve
0.49%-0.64%2.26%3.92%12.60%8.01%4.90%4.07%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.00%0.29%0.93%1.82%3.96%4.69%3.30%2.13%
AGG
iShares Core U.S. Aggregate Bond ETF
0.26%-0.67%0.53%1.26%5.86%3.40%0.30%1.67%
IQLT
iShares MSCI Intl Quality Factor ETF
3.51%2.91%6.51%8.65%38.13%13.80%7.84%9.51%
GLD
SPDR Gold Shares
0.63%-8.04%9.64%16.72%57.90%32.57%21.62%13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 16, 2015, Strategic Liquidity Reserve's average daily return is +0.01%, while the average monthly return is +0.30%. At this rate, your investment would double in approximately 19.3 years.

Historically, 63% of months were positive and 37% were negative. The best month was Nov 2022 with a return of +3.3%, while the worst month was Mar 2026 at -2.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Strategic Liquidity Reserve closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +1.4%, while the worst single day was Mar 12, 2020 at -2.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.92%1.94%-2.31%0.74%2.26%
20251.48%1.18%1.13%1.32%0.44%0.82%-0.31%1.37%1.93%0.83%1.02%0.61%12.44%
20240.01%0.26%1.57%-0.51%1.37%0.34%1.51%1.27%1.16%-0.55%0.09%-0.71%5.91%
20232.39%-1.43%2.12%0.72%-0.68%0.33%0.69%-0.43%-1.30%0.36%2.46%1.88%7.23%
2022-1.16%0.01%-0.37%-1.85%-0.10%-1.20%1.04%-1.72%-2.09%0.11%3.25%0.05%-4.07%
2021-0.65%-0.90%-0.13%0.95%1.15%-0.62%0.74%0.10%-1.10%0.63%-0.40%0.63%0.37%

Benchmark Metrics

Strategic Liquidity Reserve has an annualized alpha of 2.67%, beta of 0.08, and R² of 0.20 versus S&P 500 Index. Calculated based on daily prices since January 16, 2015.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (15.49%) than losses (9.50%) — typical of diversified or defensive assets.
  • Beta of 0.08 may look defensive, but with R² of 0.20 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 0.20 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.67%
Beta
0.08
0.20
Upside Capture
15.49%
Downside Capture
9.50%

Expense Ratio

Strategic Liquidity Reserve 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

Strategic Liquidity Reserve ranks 67 for risk / return — better than 67% 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.


Strategic Liquidity Reserve Risk / Return Rank: 6767
Overall Rank
Strategic Liquidity Reserve Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
Strategic Liquidity Reserve Sortino Ratio Rank: 7171
Sortino Ratio Rank
Strategic Liquidity Reserve Omega Ratio Rank: 8484
Omega Ratio Rank
Strategic Liquidity Reserve Calmar Ratio Rank: 4949
Calmar Ratio Rank
Strategic Liquidity Reserve Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.94

2.19

+0.75

Sortino ratio

Return per unit of downside risk

4.10

3.49

+0.61

Omega ratio

Gain probability vs. loss probability

1.62

1.48

+0.14

Calmar ratio

Return relative to maximum drawdown

3.34

3.70

-0.36

Martin ratio

Return relative to average drawdown

13.84

16.45

-2.60


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Barclays 1-3 Month T-Bill ETF
10019.40252.58178.89365.784,106.73
AGG
iShares Core U.S. Aggregate Bond ETF
331.442.101.251.585.16
IQLT
iShares MSCI Intl Quality Factor ETF
742.433.731.473.3013.06
GLD
SPDR Gold Shares
572.112.521.382.8810.09

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Strategic Liquidity Reserve Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

  • 1-Year: 2.94
  • 5-Year: 1.34
  • 10-Year: 1.24
  • All Time: 1.14

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 2.98, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Strategic Liquidity Reserve compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Strategic Liquidity Reserve provided a 3.38% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.38%3.48%3.99%3.72%1.65%0.67%0.86%2.03%1.86%1.19%0.93%0.89%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
3.95%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
AGG
iShares Core U.S. Aggregate Bond ETF
3.93%3.89%3.74%3.13%2.39%1.77%2.14%2.70%2.72%2.32%2.39%2.45%
IQLT
iShares MSCI Intl Quality Factor ETF
2.18%2.33%2.87%2.27%3.14%2.24%1.61%2.28%2.72%2.36%2.91%2.78%
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%

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 Strategic Liquidity Reserve. 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 Strategic Liquidity Reserve was 8.26%, occurring on Oct 20, 2022. Recovery took 275 trading sessions.

The current Strategic Liquidity Reserve drawdown is 1.58%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.26%Sep 7, 2021284Oct 20, 2022275Nov 24, 2023559
-5.73%Mar 9, 20208Mar 18, 202044May 20, 202052
-3.48%Mar 2, 202619Mar 26, 2026
-3.38%Sep 8, 201670Dec 15, 2016106May 19, 2017176
-2.98%May 18, 2015169Jan 15, 201663Apr 18, 2016232

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 4 assets, with an effective number of assets of 2.60, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkBILAGGGLDIQLTPortfolio
Benchmark1.000.000.020.020.710.37
BIL0.001.000.020.050.010.10
AGG0.020.021.000.350.130.60
GLD0.020.050.351.000.190.74
IQLT0.710.010.130.191.000.64
Portfolio0.370.100.600.740.641.00
The correlation results are calculated based on daily price changes starting from Jan 16, 2015