Balanced 2025

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Balanced 2025

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	4.29%
AMZN Amazon.com, Inc.	Consumer Cyclical	4.29%
CVX Chevron Corporation	Energy	4.29%
DLR Digital Realty Trust, Inc.	Real Estate	4.29%
GOOGL Alphabet Inc Class A	Communication Services	4.29%
GS The Goldman Sachs Group, Inc.	Financial Services	4.29%
JNJ Johnson & Johnson	Healthcare	4.29%
JPM JPMorgan Chase & Co.	Financial Services	4.29%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	4.29%
MSFT Microsoft Corporation	Technology	4.29%
NFLX Netflix, Inc.	Communication Services	4.29%
NVDA NVIDIA Corporation	Technology	10%
PG The Procter & Gamble Company	Consumer Defensive	4.29%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	20%
SCI Service Corporation International	Consumer Cyclical	10%
SPOT Spotify Technology S.A.	Communication Services	4.29%
WELL Welltower Inc.	Real Estate	4.29%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Apr 3, 2018, corresponding to the inception date of SPOT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
Balanced 2025	2.08%	8.21%	-0.69%	18.89%	25.59%	N/A
Portfolio components:
AAPL Apple Inc	-19.40%	0.94%	-11.67%	5.97%	21.04%	21.10%
AMZN Amazon.com, Inc.	-7.43%	17.28%	2.38%	10.90%	10.76%	25.25%
MSFT Microsoft Corporation	8.33%	24.23%	10.59%	6.46%	20.94%	27.31%
GOOGL Alphabet Inc Class A	-9.63%	12.81%	2.17%	-2.66%	19.43%	20.00%
NFLX Netflix, Inc.	33.28%	14.19%	32.37%	85.48%	22.58%	29.60%
SPOT Spotify Technology S.A.	42.33%	7.85%	35.28%	113.13%	27.34%	N/A
JNJ Johnson & Johnson	6.37%	-3.26%	-0.28%	1.79%	3.85%	7.03%
PG The Procter & Gamble Company	-0.33%	-1.70%	-3.27%	0.77%	10.64%	10.55%
SCI Service Corporation International	-3.65%	-3.62%	-10.40%	9.23%	16.75%	12.10%
DLR Digital Realty Trust, Inc.	-4.49%	12.80%	-9.02%	20.99%	8.07%	13.95%
WELL Welltower Inc.	17.62%	0.22%	7.51%	47.08%	28.90%	11.93%
JPM JPMorgan Chase & Co.	9.98%	10.65%	7.71%	34.49%	27.34%	17.83%
GS The Goldman Sachs Group, Inc.	4.99%	15.05%	1.35%	32.23%	30.28%	13.39%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-15.55%	0.45%	-6.82%	-31.10%	8.98%	13.31%
NVDA NVIDIA Corporation	-1.08%	34.32%	-9.42%	39.93%	71.34%	74.59%
SCHD Schwab US Dividend Equity ETF	-4.12%	2.04%	-8.77%	2.11%	12.83%	10.39%
CVX Chevron Corporation	-4.41%	-0.26%	-14.34%	-10.24%	13.29%	7.09%

*Annualized

Monthly Returns

The table below presents the monthly returns of Balanced 2025, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	2.73%	1.63%	-5.10%	-1.20%	4.28%								2.08%
2024	4.36%	8.02%	4.25%	-2.61%	6.39%	3.30%	2.71%	1.88%	1.49%	1.92%	7.23%	-3.88%	40.31%
2023	11.20%	-1.33%	6.06%	2.35%	3.05%	6.45%	4.13%	-1.05%	-5.66%	-1.99%	9.50%	4.81%	42.84%
2022	-7.33%	-2.95%	4.63%	-11.28%	2.27%	-8.42%	10.11%	-6.66%	-9.88%	8.03%	10.11%	-6.01%	-19.04%
2021	0.08%	3.60%	3.66%	5.00%	1.71%	4.85%	2.10%	3.95%	-4.21%	10.00%	1.16%	2.51%	39.58%
2020	1.01%	-4.76%	-9.63%	11.94%	5.72%	5.05%	6.51%	8.70%	-4.75%	-0.92%	10.86%	3.95%	36.10%
2019	8.61%	2.71%	3.83%	3.44%	-6.76%	8.36%	1.54%	-1.63%	1.93%	4.32%	2.73%	4.07%	37.47%
2018				1.67%	3.44%	1.00%	5.05%	5.21%	0.08%	-8.53%	0.18%	-9.25%	-2.30%

Expense Ratio

Balanced 2025 has an expense ratio of 0.01%, 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.

SCHD

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, Balanced 2025 is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.18	0.49	1.07	0.17	0.55
AMZN Amazon.com, Inc.	0.31	0.78	1.10	0.43	1.12
MSFT Microsoft Corporation	0.25	0.78	1.10	0.44	0.98
GOOGL Alphabet Inc Class A	-0.08	0.20	1.03	-0.01	-0.02
NFLX Netflix, Inc.	2.59	3.36	1.46	4.36	14.18
SPOT Spotify Technology S.A.	2.55	3.25	1.43	4.44	16.20
JNJ Johnson & Johnson	0.09	0.66	1.09	0.44	1.15
PG The Procter & Gamble Company	0.04	0.40	1.05	0.34	0.74
SCI Service Corporation International	0.37	0.74	1.10	0.60	1.23
DLR Digital Realty Trust, Inc.	0.72	1.13	1.16	0.69	1.69
WELL Welltower Inc.	2.17	2.95	1.38	3.59	10.46
JPM JPMorgan Chase & Co.	1.20	1.76	1.26	1.38	4.64
GS The Goldman Sachs Group, Inc.	0.93	1.59	1.23	1.13	3.73
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-0.91	-1.25	0.86	-0.67	-1.55
NVDA NVIDIA Corporation	0.66	0.87	1.11	0.55	1.34
SCHD Schwab US Dividend Equity ETF	0.13	0.53	1.07	0.30	0.93
CVX Chevron Corporation	-0.40	-0.41	0.94	-0.48	-1.19

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.

Balanced 2025 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 1.08
5-Year: 1.39
All Time: 1.08

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 0.47 to 0.99, 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 Balanced 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Balanced 2025 provided a 1.94% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.94%	1.84%	1.89%	1.94%	1.57%	1.89%	1.84%	2.06%	1.81%	1.99%	2.25%	2.12%
Portfolio components:
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
AMZN Amazon.com, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
GOOGL Alphabet Inc Class A	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPOT Spotify Technology S.A.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JNJ Johnson & Johnson	2.44%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
PG The Procter & Gamble Company	2.47%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.32%	2.78%
SCI Service Corporation International	1.59%	1.50%	1.64%	1.48%	1.24%	1.59%	1.56%	1.69%	1.55%	1.80%	1.69%	1.50%
DLR Digital Realty Trust, Inc.	2.91%	2.75%	3.63%	4.87%	2.62%	3.21%	3.61%	3.79%	3.27%	3.58%	5.62%	5.01%
WELL Welltower Inc.	1.82%	2.03%	2.71%	3.72%	2.84%	4.18%	4.26%	5.01%	5.46%	5.14%	4.85%	4.20%
JPM JPMorgan Chase & Co.	1.94%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%	2.49%
GS The Goldman Sachs Group, Inc.	1.96%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%	1.16%
MC.PA LVMH Moët Hennessy - Louis Vuitton, Société Européenne	2.68%	2.05%	1.70%	1.76%	0.96%	0.90%	1.50%	2.09%	1.71%	1.98%	2.28%	3.58%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
SCHD Schwab US Dividend Equity ETF	4.01%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
CVX Chevron Corporation	4.94%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%	3.75%

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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Balanced 2025. 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 Balanced 2025 was 29.78%, occurring on Mar 23, 2020. Recovery took 54 trading sessions.

The current Balanced 2025 drawdown is 4.32%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.78%	Feb 20, 2020	23	Mar 23, 2020	54	Jun 8, 2020	77
-28.84%	Dec 28, 2021	205	Oct 11, 2022	166	Jun 2, 2023	371
-22.42%	Oct 2, 2018	60	Dec 24, 2018	125	Jun 20, 2019	185
-17.02%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-11.52%	Sep 3, 2020	15	Sep 23, 2020	33	Nov 9, 2020	48

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 17 assets, with an effective number of assets of 11.67, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	JNJ	PG	WELL	CVX	MC.PA	SPOT	DLR	SCI	NFLX	JPM	NVDA	AMZN	GS	AAPL	GOOGL	MSFT	SCHD	Portfolio
^GSPC	1.00	0.35	0.36	0.39	0.44	0.43	0.47	0.47	0.48	0.54	0.62	0.68	0.68	0.67	0.72	0.72	0.77	0.80	0.95
JNJ	0.35	1.00	0.49	0.24	0.23	0.16	0.02	0.23	0.30	0.11	0.27	0.06	0.11	0.25	0.22	0.19	0.22	0.49	0.32
PG	0.36	0.49	1.00	0.32	0.13	0.16	0.05	0.33	0.32	0.14	0.22	0.10	0.16	0.19	0.25	0.20	0.28	0.46	0.34
WELL	0.39	0.24	0.32	1.00	0.21	0.15	0.13	0.44	0.33	0.12	0.27	0.11	0.14	0.27	0.21	0.18	0.22	0.42	0.39
CVX	0.44	0.23	0.13	0.21	1.00	0.23	0.11	0.09	0.30	0.11	0.48	0.19	0.16	0.47	0.23	0.25	0.20	0.58	0.42
MC.PA	0.43	0.16	0.16	0.15	0.23	1.00	0.22	0.18	0.25	0.22	0.30	0.27	0.29	0.38	0.31	0.29	0.33	0.38	0.45
SPOT	0.47	0.02	0.05	0.13	0.11	0.22	1.00	0.22	0.16	0.50	0.21	0.47	0.48	0.29	0.38	0.45	0.44	0.24	0.55
DLR	0.47	0.23	0.33	0.44	0.09	0.18	0.22	1.00	0.30	0.27	0.19	0.30	0.33	0.24	0.32	0.31	0.38	0.37	0.49
SCI	0.48	0.30	0.32	0.33	0.30	0.25	0.16	0.30	1.00	0.18	0.40	0.21	0.24	0.40	0.30	0.27	0.30	0.56	0.53
NFLX	0.54	0.11	0.14	0.12	0.11	0.22	0.50	0.27	0.18	1.00	0.22	0.52	0.58	0.29	0.48	0.49	0.53	0.28	0.58
JPM	0.62	0.27	0.22	0.27	0.48	0.30	0.21	0.19	0.40	0.22	1.00	0.32	0.30	0.78	0.34	0.35	0.32	0.70	0.59
NVDA	0.68	0.06	0.10	0.11	0.19	0.27	0.47	0.30	0.21	0.52	0.32	1.00	0.60	0.39	0.55	0.57	0.64	0.39	0.76
AMZN	0.68	0.11	0.16	0.14	0.16	0.29	0.48	0.33	0.24	0.58	0.30	0.60	1.00	0.36	0.60	0.68	0.70	0.36	0.68
GS	0.67	0.25	0.19	0.27	0.47	0.38	0.29	0.24	0.40	0.29	0.78	0.39	0.36	1.00	0.39	0.41	0.38	0.69	0.66
AAPL	0.72	0.22	0.25	0.21	0.23	0.31	0.38	0.32	0.30	0.48	0.34	0.55	0.60	0.39	1.00	0.61	0.67	0.48	0.69
GOOGL	0.72	0.19	0.20	0.18	0.25	0.29	0.45	0.31	0.27	0.49	0.35	0.57	0.68	0.41	0.61	1.00	0.72	0.44	0.70
MSFT	0.77	0.22	0.28	0.22	0.20	0.33	0.44	0.38	0.30	0.53	0.32	0.64	0.70	0.38	0.67	0.72	1.00	0.46	0.75
SCHD	0.80	0.49	0.46	0.42	0.58	0.38	0.24	0.37	0.56	0.28	0.70	0.39	0.36	0.69	0.48	0.44	0.46	1.00	0.75
Portfolio	0.95	0.32	0.34	0.39	0.42	0.45	0.55	0.49	0.53	0.58	0.59	0.76	0.68	0.66	0.69	0.70	0.75	0.75	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

Balanced 2025

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community