Asset Allocation
Find the right asset allocation for 202507171944
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 202507171944 , 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 | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 202507171944 | 0.01% | 0.36% | 1.56% | 1.81% | 4.28% | 5.56% | — | — |
| Portfolio components: | ||||||||
CDX Simplify High Yield PLUS Credit Hedge ETF | -0.09% | 0.33% | -1.56% | -1.47% | -0.54% | 7.84% | — | — |
FLDR Fidelity Low Duration Bond Factor ETF | 0.06% | 0.43% | 1.58% | 1.88% | 4.76% | 5.36% | 3.70% | — |
FLOT iShares Floating Rate Bond ETF | 0.02% | 0.45% | 1.99% | 2.23% | 4.87% | 5.66% | 4.22% | 3.04% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 0.00% | 0.38% | 1.93% | 2.15% | 4.81% | 5.60% | 4.20% | 3.03% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | -0.04% | 0.46% | 2.03% | 2.40% | 5.30% | 6.10% | 4.50% | 3.51% |
GSST Goldman Sachs Ultra Short Bond ETF | 0.00% | 0.31% | 1.66% | 1.89% | 4.57% | 5.52% | 3.77% | — |
GSY Invesco Ultra Short Duration ETF | 0.00% | 0.36% | 1.72% | 1.96% | 4.49% | 5.48% | 3.68% | 2.86% |
ICSH iShares Ultra Short Duration Bond Active ETF | 0.00% | 0.32% | 1.53% | 1.81% | 4.32% | 5.16% | 3.69% | 2.78% |
JAAA Janus Henderson AAA CLO ETF | 0.02% | 0.31% | 1.99% | 2.49% | 5.01% | 6.67% | 4.76% | — |
PULS PGIM Ultra Short Bond ETF | 0.04% | 0.38% | 1.88% | 2.10% | 4.67% | 5.59% | 4.14% | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 15, 2022, 202507171944 's average daily return is +0.02%, while the average monthly return is +0.36%. At this rate, an investment would double in approximately 16.1 years.
Historically, 87% of months were positive and 13% were negative. The best month was Nov 2023 with a return of +0.8%, while the worst month was Jun 2022 at -0.6%. The longest winning streak lasted 41 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 202507171944 closed higher 71% of trading days. The best single day was Apr 9, 2025 with a return of +0.7%, while the worst single day was Apr 10, 2025 at -0.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.35% | 0.28% | -0.01% | 0.45% | 0.30% | 0.17% | 1.56% | ||||||
| 2025 | 0.54% | 0.59% | 0.32% | 0.27% | 0.53% | 0.51% | 0.36% | 0.43% | 0.46% | 0.34% | 0.35% | 0.36% | 5.18% |
| 2024 | 0.58% | 0.46% | 0.49% | 0.36% | 0.58% | 0.50% | 0.67% | 0.72% | 0.52% | 0.22% | 0.55% | 0.29% | 6.10% |
| 2023 | 0.73% | 0.29% | 0.33% | 0.60% | 0.38% | 0.47% | 0.54% | 0.52% | 0.33% | 0.43% | 0.84% | 0.75% | 6.40% |
| 2022 | 0.01% | -0.37% | -0.27% | -0.02% | -0.60% | 0.61% | -0.03% | -0.15% | 0.08% | 0.73% | 0.40% | 0.39% |
Benchmark Metrics
202507171944 has an annualized alpha of 4.15%, beta of 0.03, and R2 of 0.30 versus S&P 500 Index. Calculated based on daily prices since February 15, 2022.
- This portfolio captured 9.78% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -6.37%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.03 may look defensive, but with R2 of 0.30 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 0.30 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
- 4.15%
- Beta
- 0.03
- R²
- 0.30
- Upside Capture
- 9.78%
- Downside Capture
- -6.37%
Expense Ratio
202507171944 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
202507171944 ranks 100 for risk / return — in the top 100% 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 202507171944 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 | 8.97 | 1.86 | +7.11 |
| Sortino ratioReturn per unit of downside risk | 17.62 | 2.53 | +15.09 |
| Omega ratioGain probability vs. loss probability | 4.52 | 1.34 | +3.19 |
| Calmar ratioReturn relative to maximum drawdown | 24.03 | 2.53 | +21.50 |
| Martin ratioReturn relative to average drawdown | 142.33 | 11.37 | +130.96 |
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 |
|---|---|---|---|---|---|---|
CDX Simplify High Yield PLUS Credit Hedge ETF | 8 | -0.12 | -0.14 | 0.98 | -0.17 | -0.39 |
FLDR Fidelity Low Duration Bond Factor ETF | 98 | 5.90 | 9.99 | 2.73 | 10.19 | 69.63 |
FLOT iShares Floating Rate Bond ETF | 99 | 6.56 | 11.84 | 3.23 | 11.32 | 105.27 |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 99 | 7.03 | 12.80 | 3.33 | 21.24 | 127.12 |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 99 | 6.75 | 12.68 | 3.13 | 16.83 | 100.54 |
GSST Goldman Sachs Ultra Short Bond ETF | 99 | 7.94 | 16.51 | 3.93 | 29.85 | 184.69 |
GSY Invesco Ultra Short Duration ETF | 99 | 11.20 | 27.35 | 6.54 | 75.72 | 373.96 |
ICSH iShares Ultra Short Duration Bond Active ETF | 99 | 10.98 | 27.49 | 6.59 | 43.88 | 290.20 |
JAAA Janus Henderson AAA CLO ETF | 98 | 6.03 | 10.06 | 2.72 | 12.91 | 69.57 |
PULS PGIM Ultra Short Bond ETF | 99 | 11.41 | 32.91 | 7.59 | 52.47 | 317.38 |
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Dividends
Dividend yield
202507171944 provided a 4.57% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.57% | 4.74% | 5.78% | 5.06% | 2.34% | 0.53% | 0.79% | 1.54% | 1.14% | 0.63% | 0.35% | 0.20% |
| Portfolio components: | ||||||||||||
CDX Simplify High Yield PLUS Credit Hedge ETF | 8.29% | 7.18% | 12.60% | 5.26% | 7.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLDR Fidelity Low Duration Bond Factor ETF | 4.42% | 4.66% | 5.50% | 5.28% | 2.09% | 0.51% | 1.22% | 2.69% | 1.38% | 0.00% | 0.00% | 0.00% |
FLOT iShares Floating Rate Bond ETF | 4.53% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF | 4.50% | 4.89% | 5.67% | 5.68% | 1.95% | 0.39% | 1.22% | 2.76% | 2.39% | 1.64% | 1.06% | 0.63% |
FLTR VanEck Vectors Investment Grade Floating Rate ETF | 4.72% | 4.97% | 5.93% | 6.07% | 2.29% | 0.63% | 1.49% | 3.05% | 2.67% | 1.69% | 1.16% | 0.71% |
GSST Goldman Sachs Ultra Short Bond ETF | 4.31% | 4.56% | 5.45% | 4.98% | 1.97% | 0.71% | 1.12% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% |
GSY Invesco Ultra Short Duration ETF | 4.34% | 4.56% | 5.31% | 4.95% | 1.70% | 0.58% | 1.45% | 2.71% | 2.30% | 1.80% | 1.21% | 1.17% |
ICSH iShares Ultra Short Duration Bond Active ETF | 4.34% | 4.55% | 5.24% | 4.78% | 1.66% | 0.42% | 1.21% | 2.61% | 2.20% | 1.36% | 0.88% | 0.54% |
JAAA Janus Henderson AAA CLO ETF | 4.99% | 5.30% | 6.35% | 6.11% | 2.74% | 1.21% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PULS PGIM Ultra Short Bond ETF | 4.57% | 4.78% | 5.62% | 5.48% | 2.30% | 1.19% | 1.85% | 2.69% | 1.87% | 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 202507171944 . 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 202507171944 was 1.36%, occurring on Jun 16, 2022. Recovery took 117 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -1.36%Jun 2022 | 3mo 24d | 5mo 19d | 9mo 13dFeb 2022 - Dec 2022 |
2025 selloff2025 | -0.68%Apr 2025 | 1d | 5d | 6dApr 2025 - Apr 2025 |
2025 selloff2025 | -0.63%Apr 2025 | 1d | 18d | 19dApr 2025 - Apr 2025 |
2023 pullback2023 | -0.38%Mar 2023 | 2d | 14d | 16dMar 2023 - Mar 2023 |
2026 pullback2026 | -0.18%Mar 2026 | 16d | 7d | 23dMar 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 15 assets, with an effective number of assets of 11.63, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.64 | 1.51 | 1.71 |
The portfolio has a diversification ratio of 1.71, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
202507171944 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Feb 15, 2022 | 0.44 |
Benchmark Correlations
Correlation vs. S&P 500 Index. CDX has the highest benchmark correlation at 0.45, while SGOV has the lowest at -0.01.
Asset Correlations Table
Find what 202507171944 is missing
See which holdings overlap, where 202507171944 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification