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202507171944
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

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


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.35%0.28%-0.01%0.45%0.30%0.17%1.56%
20250.54%0.59%0.32%0.27%0.53%0.51%0.36%0.43%0.46%0.34%0.35%0.36%5.18%
20240.58%0.46%0.49%0.36%0.58%0.50%0.67%0.72%0.52%0.22%0.55%0.29%6.10%
20230.73%0.29%0.33%0.60%0.38%0.47%0.54%0.52%0.33%0.43%0.84%0.75%6.40%
20220.01%-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
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.


202507171944 Risk / Return Rank: 100100
Overall Rank
202507171944 Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
202507171944 Sortino Ratio Rank: 100100
Sortino Ratio Rank
202507171944 Omega Ratio Rank: 100100
Omega Ratio Rank
202507171944 Calmar Ratio Rank: 100100
Calmar Ratio Rank
202507171944 Martin Ratio Rank: 100100
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

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.


PortfolioBenchmarkDifference
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.

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. Learn how to interpret the Sharpe ratio.

The current 202507171944 Sharpe ratio is 8.97 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 202507171944 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

202507171944 provided a 4.57% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio4.57%4.74%5.78%5.06%2.34%0.53%0.79%1.54%1.14%0.63%0.35%0.20%
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 24d5mo 19d
9mo 13dFeb 2022 - Dec 2022
2025 selloff2025
-0.68%Apr 2025
1d5d
6dApr 2025 - Apr 2025
2025 selloff2025
-0.63%Apr 2025
1d18d
19dApr 2025 - Apr 2025
2023 pullback2023
-0.38%Mar 2023
2d14d
16dMar 2023 - Mar 2023
2026 pullback2026
-0.18%Mar 2026
16d7d
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

202507171944 has a 0.43 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

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.

SGOV
-0.01
GSST
0.04
GSY
0.11
PULS
0.11
TBUX
0.12
ICSH
0.12
VNLA
0.12
RAVI
0.13
FLDR
0.13
JAAA
0.14
VUSB
0.16
FLRN
0.21
FLTR
0.26
FLOT
0.33
CDX
0.45

Portfolio Correlations

Correlation vs. 202507171944 . CDX has the highest portfolio correlation at 0.81, while SGOV has the lowest at 0.20.

SGOV
0.20
JAAA
0.23
FLRN
0.32
FLTR
0.33
GSST
0.40
PULS
0.41
FLOT
0.43
RAVI
0.44
TBUX
0.46
VNLA
0.47
ICSH
0.50
FLDR
0.51
GSY
0.52
VUSB
0.56
CDX
0.81

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Feb 15, 2022
Diversification Analysis

Find what 202507171944 is missing

See which holdings overlap, where 202507171944 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification