Asset Allocation
Find the right asset allocation for All Holdings
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in All Holdings, 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
| 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 All Holdings | 0.15% | 0.10% | 6.58% | 6.77% | 16.93% | 14.33% | 7.35% | — |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.00% | -0.69% | -0.08% | 0.26% | 4.97% | 3.88% | -0.03% | 1.52% |
BBCPX Bridge Builder Core Plus Bond Fund | -0.45% | -0.64% | -0.53% | 0.21% | 5.77% | 4.72% | 0.68% | 2.30% |
BBGLX Bridge Builder Large Cap Growth Fund | -2.55% | -0.82% | 2.37% | -7.50% | 2.41% | 13.25% | 7.03% | 13.43% |
BBGSX Bridge Builder Small/Mid Cap Growth Fund | -3.52% | 0.41% | 5.95% | -2.82% | 7.20% | 10.43% | 2.57% | 10.27% |
BBIEX Bridge Builder International Equity Fund | -2.43% | -0.85% | 5.18% | -2.06% | 4.24% | 11.34% | 4.36% | 8.06% |
BBTBX Bridge Builder Core Bond Fund | -0.45% | -0.51% | -0.41% | 0.07% | 5.06% | 4.05% | 0.08% | 1.77% |
BBVLX Bridge Builder Large Cap Value Fund | -1.72% | 1.34% | 8.00% | 0.78% | 9.72% | 15.36% | 9.29% | 11.84% |
BBVSX Bridge Builder Small/Mid Cap Value Fund | -1.53% | 0.13% | 11.31% | -0.32% | 10.04% | 10.89% | 5.20% | 8.83% |
BHYAX BlackRock High Yield Bond Fund Investor A Shares | -0.42% | -0.17% | 1.19% | 1.84% | 7.08% | 8.33% | 3.77% | 5.33% |
BRHYX BlackRock High Yield K | -0.28% | 0.01% | 1.38% | 2.20% | 7.55% | 9.26% | 4.43% | 5.89% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 27, 2017, All Holdings'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, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +9.0%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, All Holdings closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +5.8%, while the worst single day was Mar 16, 2020 at -7.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.42% | 1.54% | -4.07% | 5.61% | 2.41% | -1.23% | 6.58% | ||||||
| 2025 | 2.48% | -0.03% | -2.62% | -0.81% | 3.50% | 3.39% | 0.71% | 2.67% | 1.86% | 0.62% | 0.98% | 0.07% | 13.41% |
| 2024 | 0.09% | 2.50% | 3.01% | -3.54% | 3.29% | 0.95% | 3.14% | 1.98% | 1.54% | -1.43% | 4.16% | -3.00% | 13.04% |
| 2023 | 5.86% | -2.51% | 0.83% | 0.73% | -1.51% | 4.40% | 2.95% | -1.98% | -3.74% | -2.56% | 7.54% | 5.40% | 15.63% |
| 2022 | -3.56% | -1.82% | 0.65% | -6.16% | 0.90% | -6.59% | 5.94% | -3.24% | -7.54% | 5.20% | 5.72% | -3.43% | -14.21% |
| 2021 | -0.60% | 2.63% | 2.94% | 3.29% | 1.08% | 0.79% | 0.98% | 1.70% | -2.80% | 3.64% | -1.70% | 3.11% | 15.86% |
Benchmark Metrics
All Holdings has an annualized alpha of 0.67%, beta of 0.63, and R2 of 0.94 versus S&P 500 Index. Calculated based on daily prices since October 27, 2017.
- This portfolio participated in 75.07% of S&P 500 Index downside but only 65.90% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.63 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
- 0.67%
- Beta
- 0.63
- R²
- 0.94
- Upside Capture
- 65.90%
- Downside Capture
- 75.07%
Expense Ratio
All Holdings has an expense ratio of 0.31%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
All Holdings ranks 50 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for All Holdings and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.06 | 1.94 | +0.13 |
| Sortino ratioReturn per unit of downside risk | 2.93 | 2.63 | +0.31 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.35 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 2.59 | +0.23 |
| Martin ratioReturn relative to average drawdown | 12.14 | 11.84 | +0.30 |
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 |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 40 | 1.32 | 1.94 | 1.23 | 1.81 | 5.44 |
BBCPX Bridge Builder Core Plus Bond Fund | 21 | 1.22 | 1.78 | 1.22 | 1.57 | 4.67 |
BBGLX Bridge Builder Large Cap Growth Fund | 4 | 0.22 | 0.38 | 1.06 | 0.16 | 0.39 |
BBGSX Bridge Builder Small/Mid Cap Growth Fund | 7 | 0.46 | 0.76 | 1.09 | 0.50 | 1.49 |
BBIEX Bridge Builder International Equity Fund | 6 | 0.31 | 0.52 | 1.07 | 0.42 | 1.31 |
BBTBX Bridge Builder Core Bond Fund | 18 | 1.10 | 1.60 | 1.19 | 1.52 | 4.34 |
BBVLX Bridge Builder Large Cap Value Fund | 11 | 0.85 | 1.14 | 1.17 | 0.99 | 2.68 |
BBVSX Bridge Builder Small/Mid Cap Value Fund | 9 | 0.66 | 0.97 | 1.14 | 0.89 | 2.20 |
BHYAX BlackRock High Yield Bond Fund Investor A Shares | 78 | 2.03 | 3.57 | 1.47 | 3.03 | 14.86 |
BRHYX BlackRock High Yield K | 76 | 2.19 | 3.82 | 1.50 | 3.16 | 16.01 |
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Dividends
Dividend yield
All Holdings provided a 3.45% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.45% | 3.59% | 4.24% | 3.15% | 3.49% | 3.46% | 3.57% | 3.15% | 3.69% | 3.62% | 2.69% | 2.89% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 4.00% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
BBCPX Bridge Builder Core Plus Bond Fund | 4.53% | 4.79% | 4.93% | 4.12% | 2.96% | 2.39% | 4.70% | 5.00% | 3.47% | 2.71% | 0.64% | 0.00% |
BBGLX Bridge Builder Large Cap Growth Fund | 0.00% | 0.00% | 7.16% | 0.78% | 0.71% | 7.71% | 3.67% | 2.05% | 5.25% | 0.80% | 0.92% | 0.52% |
BBGSX Bridge Builder Small/Mid Cap Growth Fund | 0.00% | 0.00% | 0.58% | 0.32% | 0.19% | 18.00% | 12.59% | 4.07% | 6.12% | 1.09% | 0.36% | 0.00% |
BBIEX Bridge Builder International Equity Fund | 0.00% | 0.00% | 5.34% | 2.46% | 2.34% | 10.17% | 3.80% | 2.29% | 3.54% | 1.97% | 1.40% | 0.00% |
BBTBX Bridge Builder Core Bond Fund | 4.09% | 4.58% | 3.92% | 2.86% | 2.26% | 2.38% | 4.73% | 3.39% | 3.02% | 2.67% | 0.95% | 0.17% |
BBVLX Bridge Builder Large Cap Value Fund | 1.69% | 1.89% | 14.73% | 5.11% | 9.12% | 7.09% | 1.62% | 1.80% | 3.45% | 2.23% | 1.68% | 1.24% |
BBVSX Bridge Builder Small/Mid Cap Value Fund | 0.00% | 0.00% | 6.75% | 3.88% | 7.57% | 10.92% | 2.38% | 1.32% | 5.03% | 1.18% | 0.82% | 0.68% |
BHYAX BlackRock High Yield Bond Fund Investor A Shares | 6.75% | 6.71% | 6.56% | 5.30% | 4.60% | 4.42% | 4.83% | 5.39% | 6.02% | 5.50% | 5.65% | 6.01% |
BRHYX BlackRock High Yield K | 7.19% | 7.14% | 7.56% | 6.20% | 4.98% | 4.80% | 5.22% | 5.82% | 6.48% | 5.92% | 6.03% | 6.42% |
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 All Holdings. 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 All Holdings was 26.54%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current All Holdings drawdown is 1.15%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -26.54%Mar 2020 | 1mo 2d | 5mo 4d | 6mo 6dFeb 2020 - Aug 2020 |
Bear market2022 | -20.55%Oct 2022 | 9mo 10d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -12.96%Dec 2018 | 3mo 1d | 3mo 8d | 6mo 9dSep 2018 - Apr 2019 |
2025 selloff2025 | -11.42%Apr 2025 | 1mo 18d | 2mo 3d | 3mo 21dFeb 2025 - Jun 2025 |
2018 pullback2018 | -6.89%Feb 2018 | 10d | 6mo 20d | 7moJan 2018 - Aug 2018 |
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 40 assets, with an effective number of assets of 15.37, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.22 | 1.22 | 1.19 | 1.16 |
The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
All Holdings correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Oct 27, 2017 | 0.95 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while BBTBX has the lowest at 0.00.
Portfolio Correlations
Correlation vs. All Holdings. ONGIX has the highest portfolio correlation at 0.98, while BBTBX has the lowest at 0.11.
Asset Correlations Table
Find what All Holdings is missing
See which holdings overlap, where All Holdings is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification