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EMK Traditional IRA
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XPMIX 8.94%SWVXX 16.99%SGOV 9.79%2 positions 1.03%DODGX 17.70%66 positions 44.36%1 position 1.18%AlternativesAlternativesBondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorTarget Weight
DODGX
Dodge & Cox Stock Fund Class I
Large Cap Value Equities
17.70%
SWVXX
Schwab Prime Advantage Money Fund Investor Shares
Money Market
16.99%
SGOV
iShares 0-3 Month Treasury Bond ETF
Ultrashort Bond
9.79%
XPMIX
StepStone Private Markets Fund Class I
Multistrategy
8.94%
MSFT
Microsoft Corporation
Technology
2.52%
PRU
Prudential Financial, Inc.
Financial Services
2.23%
VTWO
Vanguard Russell 2000 ETF
Small Cap Blend Equities
2.20%
VSIAX
Vanguard Small-Cap Value Index Fund Admiral Shares
Small Cap Value Equities
1.70%
VZ
Verizon Communications Inc.
Communication Services
1.67%
VT
Vanguard Total World Stock ETF
Global Equities
1.35%
PCBIX
Principal MidCap Fund Institutional Class
Mid Cap Growth Equities
1.34%
VXUS
Vanguard Total International Stock ETF
Global Equities
1.23%
SFNNX
Schwab Fundamental International Large Company Index Fund
Foreign Large Cap Equities
1.21%
BMY
Bristol-Myers Squibb Company
Healthcare
1.18%
OAKBX
Oakmark Equity and Income Fund
Diversified Portfolio
1.18%
PFH
Prudential Financial, Inc. 4.125% Junior Subordinated Notes due 2060
Financial Services
1.17%
GLOSX
Pioneer Global Sustainable Equity Fund Class A
Global Equities, Sustainable
1.14%
VVIAX
Vanguard Value Index Fund Admiral Shares
Large Cap Value Equities
1.04%
CARR
Carrier Global Corporation
Industrials
1%
MDT
Medtronic plc
Healthcare
1%
VONV
Vanguard Russell 1000 Value ETF
Large Cap Value Equities
0.98%
PFE
Pfizer Inc.
Healthcare
0.93%
JFNAX
Janus Henderson Global Life Sciences Fund Class A
Health & Biotech Equities
0.87%
O
Realty Income Corporation
Real Estate
0.87%
KIM
Kimco Realty Corporation
Real Estate
0.87%
DOC
Physicians Realty Trust
Real Estate
0.83%
PXH
Invesco FTSE RAFI Emerging Markets ETF
Emerging Markets Equities
0.82%
SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities
0.72%
GTY
Getty Realty Corp.
Real Estate
0.70%
MA
Mastercard Incorporated
Financial Services
0.70%
BRK-B
Berkshire Hathaway Inc.
Financial Services
0.70%
THOPX
Thompson Bond Fund
Short-Term Bond
0.67%
VFIAX
Vanguard 500 Index Fund Admiral Shares
S&P 500, Large Cap Blend Equities
0.67%
MDLZ
Mondelez International, Inc.
Consumer Defensive
0.65%
ALL
The Allstate Corporation
Financial Services
0.63%
YUMC
Yum China Holdings, Inc.
Consumer Cyclical
0.62%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
Derivative Income, Dividend, Foreign Large Cap Equities
0.62%
PBR
Petróleo Brasileiro S.A. - Petrobras
Energy
0.60%
NGG
National Grid plc
Utilities
0.58%
VICI
VICI Properties Inc.
Real Estate
0.54%
LNT
Alliant Energy Corporation
Utilities
0.52%
C
Citigroup Inc.
Financial Services
0.51%
VGHCX
Vanguard Health Care Fund Investor Shares
Health & Biotech Equities
0.41%
BDX
Becton, Dickinson and Company
Healthcare
0.40%
RVT
Royce Value Trust Inc.
Financial Services
0.38%
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
Small Cap Blend Equities
0.37%
FRFZX
PGIM Floating Rate Income Fund
Bank Loan
0.36%
SLB
SLB N.V.
Energy
0.36%
WY
Weyerhaeuser Company
Real Estate
0.35%
DD
DuPont de Nemours, Inc.
Basic Materials
0.34%
BKGI
Bny Mellon Global Infrastructure Income ETF
Energy Equities
0.32%
CCL
Carnival Corporation & Plc
Consumer Cyclical
0.32%
BA
The Boeing Company
Industrials
0.32%
RF-PE
Regions Financial Corporation 4.45% Non-Cumulative Perpetual Preferred Stock, Series E (Depositary Shares)
Financial Services
0.28%
RTX
RTX Corporation
Industrials
0.28%
AEP
American Electric Power Company, Inc.
Utilities
0.27%
VWUSX
Vanguard U.S. Growth Fund Investor Shares
Large Cap Growth Equities
0.25%
VGENX
Vanguard Energy Fund Investor Shares
Energy Equities
0.24%
VPADX
Vanguard Pacific Stock Index Fund Admiral Shares
Asia Pacific Equities
0.24%
GILD
Gilead Sciences, Inc.
Healthcare
0.24%
VSTCX
Vanguard Strategic Small-Cap Equity Fund
Small Cap Blend Equities
0.20%
XOM
Exxon Mobil Corporation
Energy
0.20%
F
Ford Motor Company
Consumer Cyclical
0.20%
SCHW
The Charles Schwab Corporation
Financial Services
0.20%
VMGRX
Vanguard Mid-Cap Growth Fund
Mid Cap Growth Equities
0.18%
VHYAX
Vanguard High Dividend Yield Index Fund Admiral Shares
Large Cap Value Equities, Dividend
0.18%
JBS
JBS N.V.
Consumer Defensive
0.17%
VDADX
Vanguard Dividend Appreciation Index Fund Admiral Shares
Dividend, Large Cap Blend Equities
0.15%
SHOP
Shopify Inc.
Technology
0.15%
VEVFX
Vanguard Explorer Value Fund
Small Cap Value Equities
0.14%
QXO
QXO, Inc
Technology
0.12%
VSMAX
Vanguard Small-Cap Index Fund Admiral Shares
Small Cap Blend Equities
0.10%
VEUSX
Vanguard European Stock Index Fund Admiral Shares
Europe Equities
0.09%

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for EMK Traditional IRA

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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Transactions


DateTypeSymbolQuantityPrice
Jun 16, 2026BuyGilead Sciences, Inc.135$125.50
Jun 11, 2026BuyiShares 0-3 Month Treasury Bond ETF6820$100.59
Jun 3, 2026BuyThe Charles Schwab Corporation150$87.00
May 28, 2026BuyRTX Corporation100$179.65
May 11, 2026BuyBecton, Dickinson and Company200$144.00
May 4, 2026BuyBerkshire Hathaway Inc.100$472.00
May 1, 2026BuyFord Motor Company1000$11.85
Apr 27, 2026BuyMicrosoft Corporation65$417.43
Apr 14, 2026BuyMicrosoft Corporation200$391.53
Apr 13, 2026BuyVanguard Total International Stock ETF1000$80.64

1–10 of 86

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EMK Traditional IRA , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.21%0.90%8.39%9.53%24.06%18.94%12.24%13.61%
Portfolio
EMK Traditional IRA
-0.56%1.31%5.66%6.64%16.44%60.17%35.02%
AEP
American Electric Power Company, Inc.
-1.14%0.46%12.93%13.52%30.22%19.06%13.29%10.49%
ALL
The Allstate Corporation
-0.64%0.73%7.59%7.11%14.09%28.64%15.04%15.32%
BA
The Boeing Company
-0.82%2.28%3.92%9.35%12.67%0.85%-1.01%6.66%
BDX
Becton, Dickinson and Company
-2.45%0.18%-5.93%-6.55%8.60%-9.60%-3.49%2.67%
BKGI
Bny Mellon Global Infrastructure Income ETF
-1.50%-2.42%11.38%12.67%21.52%20.61%
BMY
Bristol-Myers Squibb Company
-1.14%-3.54%4.76%5.53%22.89%-1.35%0.33%1.01%
BRK-B
Berkshire Hathaway Inc.
-0.74%0.59%-2.26%-2.58%1.61%13.24%12.38%13.32%
C
Citigroup Inc.
0.55%17.46%24.44%30.28%90.07%48.76%20.38%16.40%
CARR
Carrier Global Corporation
-2.33%7.72%32.54%33.66%1.36%15.71%10.66%
CCL
Carnival Corporation & Plc
-3.20%20.07%-1.01%7.86%29.86%24.15%1.42%-3.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2018, EMK Traditional IRA 's average daily return is +0.12%, while the average monthly return is +2.45%. At this rate, an investment would double in approximately 2.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2024 with a return of +198.9%, while the worst month was Mar 2020 at -16.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EMK Traditional IRA closed higher 54% of trading days. The best single day was Nov 19, 2024 with a return of +186.3%, while the worst single day was Jan 2, 2019 at -19.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.44%2.03%-3.07%3.64%0.70%-0.07%5.66%
20255.30%0.16%-3.27%-2.56%3.49%3.50%-0.40%3.67%0.42%0.15%1.78%1.74%14.49%
20241.08%3.66%3.46%-3.39%3.17%1.14%2.92%2.63%0.59%-1.95%198.91%-5.60%221.18%
20233.30%-2.99%1.20%1.71%-2.71%5.26%2.70%-1.75%-3.40%-2.82%6.42%4.67%11.45%
2022-2.32%-0.99%3.11%-5.61%1.68%-6.84%5.95%-2.92%-6.81%8.92%5.61%-3.48%-5.11%
20211.77%2.46%4.19%3.71%2.32%0.93%0.80%2.40%-3.57%4.79%-3.18%6.05%24.60%

Benchmark Metrics

EMK Traditional IRA has an annualized alpha of 18.81%, beta of 0.85, and R2 of 0.06 versus S&P 500 Index. Calculated based on daily prices since January 02, 2018.

  • This portfolio captured 114.15% of S&P 500 Index gains but only 89.52% of its losses - a favorable profile for investors.
  • R2 of 0.06 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
18.81%
Beta
0.85
0.06
Upside Capture
114.15%
Downside Capture
89.52%

Expense Ratio

EMK Traditional IRA has an expense ratio of 0.15%, 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

EMK Traditional IRA ranks 49 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.


EMK Traditional IRA Risk / Return Rank: 4949
Overall Rank
EMK Traditional IRA Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
EMK Traditional IRA Sortino Ratio Rank: 4444
Sortino Ratio Rank
EMK Traditional IRA Omega Ratio Rank: 3838
Omega Ratio Rank
EMK Traditional IRA Calmar Ratio Rank: 7272
Calmar Ratio Rank
EMK Traditional IRA Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for EMK Traditional IRA 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.91

1.94

-0.03

Sortino ratioReturn per unit of downside risk

2.78

2.64

+0.13

Omega ratioGain probability vs. loss probability

1.35

1.35

-0.01

Calmar ratioReturn relative to maximum drawdown

3.65

2.65

+1.00

Martin ratioReturn relative to average drawdown

12.43

11.88

+0.55


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AEP
American Electric Power Company, Inc.
84
1.662.451.303.348.25
ALL
The Allstate Corporation
61
0.600.961.121.233.18
BA
The Boeing Company
53
0.390.811.100.511.15
BDX
Becton, Dickinson and Company
50
0.340.771.080.380.86
BKGI
Bny Mellon Global Infrastructure Income ETF
63
1.862.581.343.5111.22
BMY
Bristol-Myers Squibb Company
69
0.861.421.171.944.27
BRK-B
Berkshire Hathaway Inc.
42
0.110.251.030.170.36
C
Citigroup Inc.
95
3.213.821.496.1317.68
CARR
Carrier Global Corporation
40
0.040.301.040.040.06
CCL
Carnival Corporation & Plc
62
0.631.261.151.022.05

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current EMK Traditional IRA Sharpe ratio is 1.91 as of Jun 18, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.62 to 2.49, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of EMK Traditional IRA compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

EMK Traditional IRA provided a 2.75% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018
Portfolio2.75%3.81%4.67%3.04%2.90%3.48%2.21%2.32%6.61%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$8,484.50$8,195.21$29,530.24$7,846.40$12,799.54$2,896.07$69,751.96
2025$0.00$140.00$20,442.44$0.00$140.00$6,988.58$0.00$150.00$6,399.01$348.17$11,068.15$106,933.99$152,610.33
2024$0.00$0.00$2,017.49$0.00$0.00$675.25$0.00$0.00$601.06$0.00$3,209.13$78,083.45$84,586.38
2023$0.00$0.00$1,504.68$0.00$0.00$664.98$0.00$0.00$550.50$0.00$0.00$3,189.09$5,909.26
2022$0.00$0.00$1,511.68$0.00$0.00$446.67$0.00$0.00$401.33$0.00$0.00$1,975.45$4,335.13
2021$0.00$0.00$845.83$0.00$0.00$387.26$0.00$0.00$382.78$0.00$0.00$3,462.99$5,078.86

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 EMK Traditional IRA . 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 EMK Traditional IRA was 48.32%, occurring on Mar 23, 2020. Recovery took 366 trading sessions.

The current EMK Traditional IRA drawdown is 0.63%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-48.32%Mar 2020
1y 6mo1y 5mo
3y 4dAug 2018 - Sep 2021
Bear market2022
-16.06%Sep 2022
8mo 25d9mo 25d
1y 6moJan 2022 - Jul 2023
2025 selloff2025
-14.19%Apr 2025
1mo 17d2mo 23d
4mo 10dFeb 2025 - Jun 2025
2023 pullback2023
-9.00%Oct 2023
2mo 27d1mo 17d
4mo 14dAug 2023 - Dec 2023
2018 pullback2018
-8.84%Feb 2018
15d6mo 14d
6mo 29dJan 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 73 assets, with an effective number of assets of 12.07, 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

Not enough data to calculate this metric.

EMK Traditional IRA correlation to the S&P 500 Index

EMK Traditional IRA has a 0.74 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.74

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (5Y)
Calculated over the trailing 5-year period

0.89

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2018

0.89


Benchmark Correlations

Correlation vs. S&P 500 Index. VFIAX has the highest benchmark correlation at 1.00, while SGOV has the lowest at -0.02.

SGOV
-0.02
SWVXX
0.01
THOPX
0.13
JBS
0.15
QXO
0.21
AEP
0.23
VZ
0.25
LNT
0.26
FRFZX
0.28
NGG
0.29

Portfolio Correlations

Correlation vs. EMK Traditional IRA . VONV has the highest portfolio correlation at 0.94, while SGOV has the lowest at -0.03.

SGOV
-0.03
SWVXX
0.02
THOPX
0.15
QXO
0.21
FRFZX
0.28
AEP
0.29
JBS
0.30
LNT
0.33
VZ
0.34
NGG
0.36

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jan 2, 2018
Diversification Analysis

Find what EMK Traditional IRA is missing

See which holdings overlap, where EMK Traditional IRA is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification