Asset Allocation
Find the right asset allocation for Brian 2025.04.06a
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 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.
| 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 Brian 2025.04.06a | -0.00% | -0.36% | 5.68% | 6.06% | 16.64% | 14.60% | 8.40% | 9.89% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.31% | 0.37% | -3.66% | 6.39% | 3.34% | -1.87% | 5.68% | ||||||
| 2025 | 2.02% | -0.22% | -2.82% | 0.44% | 3.71% | 3.37% | 1.00% | 1.87% | 2.36% | 1.55% | 0.28% | 0.42% | 14.76% |
| 2024 | 0.82% | 2.88% | 2.13% | -2.67% | 3.41% | 2.02% | 1.37% | 1.88% | 1.60% | -1.35% | 3.24% | -1.41% | 14.60% |
| 2023 | 4.89% | -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
- R²
- 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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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 |
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 |
|---|---|---|---|---|---|---|
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 70 | 2.06 | 3.30 | 1.39 | 2.85 | 9.83 |
FBGRX Fidelity Blue Chip Growth Fund | 58 | 2.16 | 2.78 | 1.37 | 3.06 | 12.90 |
FNCMX Fidelity NASDAQ Composite Index Fund | 49 | 2.04 | 2.66 | 1.36 | 2.63 | 10.29 |
FSPSX Fidelity International Index Fund | 23 | 1.25 | 1.81 | 1.23 | 1.65 | 6.18 |
FXAIX Fidelity 500 Index Fund | 59 | 2.13 | 2.87 | 1.39 | 2.92 | 13.57 |
TTIIX TIAA-CREF Lifecycle Index 2055 Fund | 55 | 2.02 | 2.76 | 1.37 | 2.70 | 11.94 |
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Dividends
Dividend yield
Brian 2025.04.06a provided a 2.52% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.52% | 2.53% | 2.44% | 1.98% | 1.71% | 1.74% | 1.82% | 2.32% | 2.53% | 1.61% | 2.15% | 1.93% |
| Portfolio components: | ||||||||||||
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 2d | 3mo 24d | 4mo 26dFeb 2020 - Jul 2020 |
Bear market2022 | -18.94%Oct 2022 | 9mo 20d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Rate-hike selloffLate 2018 | -11.12%Dec 2018 | 3mo 4d | 2mo 25d | 5mo 29dSep 2018 - Mar 2019 |
2025 selloff2025 | -10.70%Apr 2025 | 1mo 17d | 1mo 25d | 3mo 12dFeb 2025 - Jun 2025 |
2016 pullback2016 | -8.96%Feb 2016 | 8mo 25d | 3mo 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
| 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.
Asset Correlations Table
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.
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