Asset Allocation
Find the right asset allocation for Factor-Based Core Satelite Current (2026-06-02)
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 Factor-Based Core Satelite Current (2026-06-02), 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 | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio Factor-Based Core Satelite Current (2026-06-02) | -3.49% | 0.06% | 16.79% | 18.11% | 36.82% | — | — | — |
| Portfolio components: | ||||||||
AIS VistaShares Artificial Intelligence Supercycle ETF | -11.74% | 4.72% | 87.53% | 88.58% | 173.93% | — | — | — |
AVDV Avantis International Small Cap Value ETF | -3.19% | -3.19% | 12.92% | 15.80% | 39.79% | 26.89% | 13.10% | — |
AVIV Avantis International Large Cap Value ETF | -2.42% | -1.57% | 9.34% | 12.41% | 29.16% | 21.17% | — | — |
AVLV Avantis U.S. Large Cap Value ETF | -1.74% | 2.27% | 18.85% | 19.67% | 35.81% | 22.49% | — | — |
AVUV Avantis US Small Cap Value ETF | -1.44% | -0.12% | 17.68% | 17.05% | 35.45% | 18.50% | 10.66% | — |
AVXC Avantis Emerging Markets ex-China Equity ETF | -6.74% | -3.80% | 24.50% | 28.19% | 47.90% | — | — | — |
CHAT Roundhill Generative AI & Technology ETF | -9.56% | 5.19% | 53.75% | 50.18% | 110.23% | 48.65% | — | — |
DBMF iMGP DBi Managed Futures Strategy ETF | -2.01% | -0.10% | 9.70% | 11.78% | 28.17% | 9.96% | 7.93% | — |
IEAA.L iShares Core Euro Corporate Bond UCITS ETF (Acc) | -0.95% | -2.05% | -1.54% | -0.67% | 3.25% | 7.17% | -1.02% | — |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.41% | -0.82% | -0.73% | -0.51% | 3.61% | 3.31% | -0.01% | 1.21% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 4, 2024, Factor-Based Core Satelite Current (2026-06-02)'s average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, an investment would double in approximately 3.2 years.
Historically, 74% of months were positive and 26% were negative. The best month was Apr 2026 with a return of +7.8%, while the worst month was Mar 2026 at -4.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Factor-Based Core Satelite Current (2026-06-02) closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -4.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.36% | 5.17% | -4.87% | 7.84% | 5.54% | -2.65% | 16.79% | ||||||
| 2025 | 2.10% | -1.03% | -1.71% | 0.65% | 4.30% | 4.78% | 0.59% | 3.65% | 3.90% | 2.32% | 0.68% | 1.73% | 24.02% |
| 2024 | -3.10% | -3.10% |
Benchmark Metrics
Factor-Based Core Satelite Current (2026-06-02) has an annualized alpha of 14.83%, beta of 0.65, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 04, 2024.
- This portfolio captured 100.70% of S&P 500 Index gains but only 34.41% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 14.83% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.65 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
- 14.83%
- Beta
- 0.65
- R²
- 0.76
- Upside Capture
- 100.70%
- Downside Capture
- 34.41%
Expense Ratio
Factor-Based Core Satelite Current (2026-06-02) has an expense ratio of 0.39%, placing it in the medium range. 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
Factor-Based Core Satelite Current (2026-06-02) ranks 86 for risk / return — in the top 86% 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 Factor-Based Core Satelite Current (2026-06-02) and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 3.09 | 2.01 | +1.09 |
| Sortino ratioReturn per unit of downside risk | 4.02 | 2.71 | +1.31 |
| Omega ratioGain probability vs. loss probability | 1.58 | 1.36 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 5.18 | 2.69 | +2.50 |
| Martin ratioReturn relative to average drawdown | 20.89 | 12.34 | +8.54 |
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 |
|---|---|---|---|---|---|---|
AIS VistaShares Artificial Intelligence Supercycle ETF | 96 | 4.65 | 4.41 | 1.64 | 11.19 | 36.20 |
AVDV Avantis International Small Cap Value ETF | 78 | 2.51 | 3.32 | 1.46 | 3.02 | 12.23 |
AVIV Avantis International Large Cap Value ETF | 67 | 2.08 | 2.84 | 1.38 | 2.75 | 10.82 |
AVLV Avantis U.S. Large Cap Value ETF | 92 | 3.03 | 4.17 | 1.54 | 5.89 | 23.49 |
AVUV Avantis US Small Cap Value ETF | 77 | 2.14 | 3.06 | 1.37 | 4.73 | 14.03 |
AVXC Avantis Emerging Markets ex-China Equity ETF | 78 | 2.33 | 2.95 | 1.43 | 3.52 | 14.06 |
CHAT Roundhill Generative AI & Technology ETF | 92 | 3.54 | 3.74 | 1.53 | 7.02 | 20.50 |
DBMF iMGP DBi Managed Futures Strategy ETF | 82 | 2.26 | 2.97 | 1.48 | 4.58 | 16.82 |
IEAA.L iShares Core Euro Corporate Bond UCITS ETF (Acc) | 15 | 0.36 | 0.57 | 1.07 | 0.42 | 1.16 |
VGIT Vanguard Intermediate-Term Treasury ETF | 26 | 0.90 | 1.35 | 1.15 | 1.07 | 3.14 |
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Dividends
Dividend yield
Factor-Based Core Satelite Current (2026-06-02) provided a 2.47% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.47% | 2.77% | 2.76% | 1.99% | 2.79% | 2.71% | 0.68% | 2.17% | 0.21% | 0.17% | 0.17% | 0.17% |
| Portfolio components: | ||||||||||||
AIS VistaShares Artificial Intelligence Supercycle ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.82% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
AVIV Avantis International Large Cap Value ETF | 2.88% | 3.01% | 3.46% | 3.64% | 2.84% | 0.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVLV Avantis U.S. Large Cap Value ETF | 1.08% | 1.33% | 1.58% | 1.85% | 2.00% | 0.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.30% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
AVXC Avantis Emerging Markets ex-China Equity ETF | 1.61% | 1.97% | 1.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CHAT Roundhill Generative AI & Technology ETF | 1.85% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.22% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
IEAA.L iShares Core Euro Corporate Bond UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.88% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
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 Factor-Based Core Satelite Current (2026-06-02). 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 Factor-Based Core Satelite Current (2026-06-02) was 12.10%, occurring on Apr 8, 2025. Recovery took 29 trading sessions.
The current Factor-Based Core Satelite Current (2026-06-02) drawdown is 3.98%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -12.10%Apr 2025 | 1mo 18d | 1mo 12d | 3moFeb 2025 - May 2025 |
2026 pullback2026 | -7.03%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2026 pullback2026 | -4.05%Jun 2026 | 2d | — | 6d 53mJun 2026 - now |
2024 pullback2024 | -4.02%Dec 2024 | 14d | 2mo 1d | 2mo 15dDec 2024 - Feb 2025 |
2025 pullback2025 | -3.93%Nov 2025 | 23d | 13d | 1mo 6dOct 2025 - Dec 2025 |
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 10 assets, with an effective number of assets of 8.33, 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 | All Time | |
|---|---|---|
Diversification Ratio | 1.30 | 1.29 |
The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Factor-Based Core Satelite Current (2026-06-02) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Dec 4, 2024 | 0.84 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AVLV has the highest benchmark correlation at 0.83, while VGIT has the lowest at 0.11.
Asset Correlations Table
| VGIT | DBMF | IEAA.L | AVUV | CHAT | AIS | AVLV | AVDV | AVIV | AVXC | |
|---|---|---|---|---|---|---|---|---|---|---|
| VGIT | 1.00 | -0.01 | 0.39 | 0.09 | -0.01 | -0.00 | 0.08 | 0.22 | 0.24 | 0.10 |
| DBMF | -0.01 | 1.00 | 0.13 | 0.27 | 0.31 | 0.33 | 0.27 | 0.39 | 0.38 | 0.37 |
| IEAA.L | 0.39 | 0.13 | 1.00 | 0.21 | 0.19 | 0.18 | 0.22 | 0.55 | 0.54 | 0.38 |
| AVUV | 0.09 | 0.27 | 0.21 | 1.00 | 0.47 | 0.54 | 0.88 | 0.56 | 0.62 | 0.56 |
| CHAT | -0.01 | 0.31 | 0.19 | 0.47 | 1.00 | 0.89 | 0.58 | 0.49 | 0.49 | 0.77 |
| AIS | -0.00 | 0.33 | 0.18 | 0.54 | 0.89 | 1.00 | 0.64 | 0.51 | 0.52 | 0.79 |
| AVLV | 0.08 | 0.27 | 0.22 | 0.88 | 0.58 | 0.64 | 1.00 | 0.60 | 0.67 | 0.62 |
| AVDV | 0.22 | 0.39 | 0.55 | 0.56 | 0.49 | 0.51 | 0.60 | 1.00 | 0.92 | 0.70 |
| AVIV | 0.24 | 0.38 | 0.54 | 0.62 | 0.49 | 0.52 | 0.67 | 0.92 | 1.00 | 0.70 |
| AVXC | 0.10 | 0.37 | 0.38 | 0.56 | 0.77 | 0.79 | 0.62 | 0.70 | 0.70 | 1.00 |
Find what Factor-Based Core Satelite Current (2026-06-02) is missing
See which holdings overlap, where Factor-Based Core Satelite Current (2026-06-02) is concentrated, and which low-correlation assets could fill the gaps.
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