Asset Allocation
Find the right asset allocation for best 10 yr and 5 year steady growth
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 best 10 yr and 5 year steady growth , 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio best 10 yr and 5 year steady growth | 0.80% | 3.55% | 15.42% | 15.14% | 33.49% | 27.92% | — | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 1.32% | 8.05% | 1.30% | 3.65% | 23.06% | 22.39% | 18.94% | 19.10% |
ADI Analog Devices, Inc. | 1.37% | -1.84% | 54.96% | 50.45% | 88.15% | 31.61% | 22.09% | 24.34% |
AUSF Global X Adaptive U.S. Factor ETF | 0.70% | 2.94% | 9.27% | 8.68% | 17.75% | 19.94% | 13.35% | — |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 0.67% | -9.22% | 3.16% | 4.00% | 40.98% | 42.64% | — | — |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 0.71% | 0.48% | 10.99% | 13.18% | 29.11% | 18.32% | 10.94% | 12.35% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 0.54% | 3.51% | -3.45% | -2.31% | 1.98% | 16.13% | 11.67% | 12.09% |
LIN Linde plc | 1.58% | 2.65% | 23.59% | 26.61% | 13.87% | 13.38% | 13.98% | — |
LVHI Franklin International Low Volatility High Dividend Index ETF | 0.49% | 0.84% | 13.78% | 14.96% | 32.13% | 21.52% | 15.97% | — |
MAIN Main Street Capital Corporation | 0.54% | 3.14% | -10.97% | -12.92% | -3.16% | 18.74% | 12.76% | 13.19% |
MFG Mizuho Financial Group, Inc. | 1.68% | 9.26% | 32.24% | 31.34% | 78.46% | 51.80% | 30.84% | 15.72% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 17, 2022, best 10 yr and 5 year steady growth 's average daily return is +0.08%, while the average monthly return is +1.69%. At this rate, an investment would double in approximately 3.4 years.
Historically, 71% of months were positive and 29% were negative. The best month was Oct 2022 with a return of +8.8%, while the worst month was Sep 2022 at -7.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, best 10 yr and 5 year steady growth closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.65% | 4.41% | -6.51% | 7.93% | 0.47% | 3.20% | 15.42% | ||||||
| 2025 | 5.10% | 1.93% | -2.55% | -0.24% | 4.38% | 3.03% | 1.50% | 4.55% | 2.70% | -1.90% | 4.06% | 1.29% | 26.18% |
| 2024 | 1.94% | 5.00% | 4.46% | -3.38% | 3.87% | 0.85% | 4.75% | 2.55% | 1.48% | 0.36% | 6.68% | -3.93% | 26.88% |
| 2023 | 4.85% | 0.87% | 0.79% | 0.02% | -2.55% | 6.29% | 4.97% | -1.82% | -1.79% | -1.29% | 6.69% | 5.29% | 23.94% |
| 2022 | 3.29% | -5.66% | 0.31% | -5.76% | 7.33% | -3.50% | -7.04% | 8.77% | 7.67% | -3.28% | 0.47% |
Benchmark Metrics
best 10 yr and 5 year steady growth has an annualized alpha of 10.11%, beta of 0.80, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since March 17, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.37%) than losses (54.58%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 10.11% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 10.11%
- Beta
- 0.80
- R²
- 0.84
- Upside Capture
- 92.37%
- Downside Capture
- 54.58%
Expense Ratio
best 10 yr and 5 year steady growth has an expense ratio of 0.17%, 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
best 10 yr and 5 year steady growth ranks 84 for risk / return — in the top 84% 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 best 10 yr and 5 year steady growth 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 | 2.83 | 1.86 | +0.97 |
| Sortino ratioReturn per unit of downside risk | 4.00 | 2.53 | +1.47 |
| Omega ratioGain probability vs. loss probability | 1.51 | 1.34 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 3.55 | 2.53 | +1.02 |
| Martin ratioReturn relative to average drawdown | 14.43 | 11.37 | +3.06 |
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 |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 67 | 0.92 | 1.42 | 1.18 | 1.29 | 2.88 |
ADI Analog Devices, Inc. | 92 | 2.59 | 3.38 | 1.42 | 5.27 | 14.52 |
AUSF Global X Adaptive U.S. Factor ETF | 55 | 1.65 | 2.38 | 1.28 | 2.86 | 8.29 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 41 | 1.39 | 1.81 | 1.26 | 1.83 | 5.36 |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 79 | 2.45 | 3.44 | 1.45 | 2.95 | 12.57 |
KBWP Invesco KBW Property & Casualty Insurance ETF | 10 | 0.06 | 0.20 | 1.02 | 0.11 | 0.24 |
LIN Linde plc | 60 | 0.74 | 1.16 | 1.13 | 0.67 | 1.89 |
LVHI Franklin International Low Volatility High Dividend Index ETF | 93 | 3.31 | 4.54 | 1.63 | 5.23 | 21.61 |
MAIN Main Street Capital Corporation | 34 | -0.16 | -0.05 | 0.99 | -0.18 | -0.35 |
MFG Mizuho Financial Group, Inc. | 89 | 2.51 | 3.18 | 1.40 | 3.11 | 8.25 |
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Dividends
Dividend yield
best 10 yr and 5 year steady growth provided a 2.09% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.09% | 2.19% | 2.39% | 2.49% | 3.72% | 1.96% | 1.93% | 2.35% | 2.63% | 1.78% | 2.05% | 1.99% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
ADI Analog Devices, Inc. | 1.00% | 1.46% | 1.73% | 1.73% | 1.85% | 1.57% | 1.68% | 1.82% | 2.24% | 2.02% | 2.31% | 2.89% |
AUSF Global X Adaptive U.S. Factor ETF | 2.69% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.93% | 3.25% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.66% | 6.15% | 2.52% | 2.57% | 1.75% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 1.92% | 1.58% | 1.64% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% |
LIN Linde plc | 1.18% | 1.41% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 0.53% | 0.00% | 0.00% | 0.00% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.69% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 0.00% |
MAIN Main Street Capital Corporation | 8.25% | 7.00% | 7.02% | 8.55% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.49% | 7.42% | 9.15% |
MFG Mizuho Financial Group, Inc. | 0.96% | 2.68% | 3.20% | 3.73% | 4.34% | 2.76% | 2.71% | 0.00% | 0.00% | 1.86% | 3.77% | 3.10% |
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 best 10 yr and 5 year steady growth . 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 best 10 yr and 5 year steady growth was 15.69%, occurring on Sep 30, 2022. Recovery took 83 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -15.69%Sep 2022 | 6mo 4d | 4mo 3d | 10mo 7dMar 2022 - Jan 2023 |
2025 selloff2025 | -15.53%Apr 2025 | 1mo 17d | 1mo 11d | 2mo 28dFeb 2025 - May 2025 |
2026 pullback2026 | -9.08%Mar 2026 | 17d | 28d | 1mo 15dMar 2026 - Apr 2026 |
2023 pullback2023 | -6.84%Mar 2023 | 27d | 2mo 29d | 3mo 26dFeb 2023 - Jun 2023 |
2024 pullback2024 | -6.80%Aug 2024 | 4d | 14d | 18dAug 2024 - Aug 2024 |
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 19 assets, with an effective number of assets of 19.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.83 | 1.55 | 1.48 |
The portfolio has a diversification ratio of 1.48, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
best 10 yr and 5 year steady growth correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2022 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while ABBV has the lowest at 0.22.
Portfolio Correlations
Correlation vs. best 10 yr and 5 year steady growth . RDVY has the highest portfolio correlation at 0.89, while ABBV has the lowest at 0.35.
Asset Correlations Table
Find what best 10 yr and 5 year steady growth is missing
See which holdings overlap, where best 10 yr and 5 year steady growth is concentrated, and which low-correlation assets could fill the gaps.
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