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Brian 2025.04.06a
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 Brian 2025.04.06a, 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

As of Jun 6, 2026, the Brian 2025.04.06a returned 5.68% Year-To-Date and 9.89% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
Brian 2025.04.06a
-0.00%-0.36%5.68%6.06%16.64%14.60%8.40%9.89%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
-0.01%-0.38%0.10%0.53%3.66%4.42%1.57%1.91%
FBGRX
Fidelity Blue Chip Growth Fund
-4.14%1.10%13.57%12.73%37.12%30.54%15.74%21.29%
FNCMX
Fidelity NASDAQ Composite Index Fund
-4.17%-1.96%10.88%9.48%32.46%25.59%14.17%18.78%
FSPSX
Fidelity International Index Fund
-2.44%-1.55%6.61%9.10%18.41%16.03%8.15%8.99%
FXAIX
Fidelity 500 Index Fund
-2.63%-0.08%8.42%8.48%24.54%21.52%13.40%15.25%
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
-2.87%-0.70%8.54%9.25%22.98%18.42%9.76%11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2011, Brian 2025.04.06a's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +7.7%, while the worst month was Mar 2020 at -7.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Brian 2025.04.06a closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Mar 16, 2020 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.31%0.37%-3.66%6.39%3.34%-1.87%5.68%
20252.02%-0.22%-2.82%0.44%3.71%3.37%1.00%1.87%2.36%1.55%0.28%0.42%14.76%
20240.82%2.88%2.13%-2.67%3.41%2.02%1.37%1.88%1.60%-1.35%3.24%-1.41%14.60%
20234.89%-2.01%3.01%1.05%-0.02%3.65%2.20%-1.22%-3.03%-1.47%6.28%3.64%17.80%
2022-3.69%-2.02%0.88%-5.73%0.37%-5.34%5.70%-3.15%-6.51%4.22%4.83%-3.41%-13.88%
2021-0.44%1.44%2.05%3.10%0.63%1.28%1.19%1.74%-2.86%3.61%-0.84%2.38%13.91%

Benchmark Metrics

Brian 2025.04.06a has an annualized alpha of 1.44%, beta of 0.59, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 09, 2011.

  • This portfolio participated in 63.81% of S&P 500 Index downside but only 61.05% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.59 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
1.44%
Beta
0.59
0.98
Upside Capture
61.05%
Downside Capture
63.81%

Expense Ratio

Brian 2025.04.06a has an expense ratio of 0.07%, 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

Brian 2025.04.06a ranks 69 for risk / return — better than 69% 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.


Brian 2025.04.06a Risk / Return Rank: 6969
Overall Rank
Brian 2025.04.06a Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
Brian 2025.04.06a Sortino Ratio Rank: 7575
Sortino Ratio Rank
Brian 2025.04.06a Omega Ratio Rank: 7474
Omega Ratio Rank
Brian 2025.04.06a Calmar Ratio Rank: 5959
Calmar Ratio Rank
Brian 2025.04.06a Martin Ratio Rank: 7070
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 Brian 2025.04.06a and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.10

1.94

+0.16

Sortino ratioReturn per unit of downside risk

2.95

2.63

+0.32

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

2.84

2.59

+0.25

Martin ratioReturn relative to average drawdown

13.02

11.84

+1.18


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
702.063.301.392.859.83
FBGRX
Fidelity Blue Chip Growth Fund
582.162.781.373.0612.90
FNCMX
Fidelity NASDAQ Composite Index Fund
492.042.661.362.6310.29
FSPSX
Fidelity International Index Fund
231.251.811.231.656.18
FXAIX
Fidelity 500 Index Fund
592.132.871.392.9213.57
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
552.022.761.372.7011.94

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.

Brian 2025.04.06a Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

  • 1-Year: 2.10
  • 5-Year: 0.82
  • 10-Year: 0.93
  • All Time: 0.94

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 1.63 to 2.51, 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 Brian 2025.04.06a 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

Brian 2025.04.06a provided a 2.52% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.52%2.53%2.44%1.98%1.71%1.74%1.82%2.32%2.53%1.61%2.15%1.93%
BSV
Vanguard Short-Term Bond Index Fund ETF Shares
4.00%3.83%3.38%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%
FBGRX
Fidelity Blue Chip Growth Fund
1.67%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.46%0.51%0.61%0.67%0.88%0.47%0.67%4.41%1.93%0.03%1.01%1.50%
FSPSX
Fidelity International Index Fund
2.96%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%
FXAIX
Fidelity 500 Index Fund
1.06%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
TTIIX
TIAA-CREF Lifecycle Index 2055 Fund
2.55%2.77%2.20%2.15%2.29%2.03%1.67%2.22%2.63%0.11%2.37%0.29%

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 Brian 2025.04.06a. 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 Brian 2025.04.06a was 20.75%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Brian 2025.04.06a drawdown is 0.32%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-20.75%Mar 2020
1mo 2d3mo 24d
4mo 26dFeb 2020 - Jul 2020
Bear market2022
-18.94%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018
-11.12%Dec 2018
3mo 4d2mo 25d
5mo 29dSep 2018 - Mar 2019
2025 selloff2025
-10.70%Apr 2025
1mo 17d1mo 25d
3mo 12dFeb 2025 - Jun 2025
2016 pullback2016
-8.96%Feb 2016
8mo 25d3mo 27d
1y 17dMay 2015 - Jun 2016

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 3.30, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.09

1.11

1.10

1.10

1.10

The portfolio has a diversification ratio of 1.10, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Brian 2025.04.06a correlation to the S&P 500 Index

Brian 2025.04.06a has a 0.99 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

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.98

Correlation (5Y)
Calculated over the trailing 5-year period

0.98

Correlation (10Y)
Calculated over the trailing 10-year period

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2011

0.99


Benchmark Correlations

Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while BSV has the lowest at -0.06.

BSV
-0.06
FSPSX
0.76
FBGRX
0.90
FNCMX
0.93
TTIIX
0.97
FXAIX
1.00

Portfolio Correlations

Correlation vs. Brian 2025.04.06a. TTIIX has the highest portfolio correlation at 0.99, while BSV has the lowest at 0.02.

BSV
0.02
FSPSX
0.82
FBGRX
0.91
FNCMX
0.93
FXAIX
0.99
TTIIX
0.99

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 Sep 9, 2011
Diversification Analysis

Find what Brian 2025.04.06a is missing

See which holdings overlap, where Brian 2025.04.06a is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification