Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
^GSPC S&P 500 Index | 50% | |
^SSMI Swiss Market Index | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ryoku research - long term etf portfolio, 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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The earliest data available for this chart is Jan 4, 1988, corresponding to the inception date of ^SSMI
Returns By Period
As of Apr 3, 2026, the ryoku research - long term etf portfolio returned -3.39% Year-To-Date and 9.96% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio ryoku research - long term etf portfolio | -0.27% | -4.31% | -3.39% | 1.20% | 15.27% | 13.90% | 8.76% | 9.96% |
| Portfolio components: | ||||||||
^SSMI Swiss Market Index | -0.66% | -5.18% | -2.97% | 4.34% | 14.05% | 10.19% | 6.62% | 7.26% |
^GSPC S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 14, 2007, ryoku research - long term etf portfolio's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +10.5%, while the worst month was Oct 2008 at -13.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ryoku research - long term etf portfolio closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 12, 2020 at -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.59% | 3.00% | -8.81% | 1.24% | -3.39% | ||||||||
| 2025 | 5.22% | 1.45% | -3.20% | 1.02% | 3.81% | 3.08% | -0.60% | 3.32% | 1.75% | 1.04% | 2.66% | 2.44% | 24.04% |
| 2024 | 0.50% | 1.75% | 1.85% | -5.01% | 6.75% | 1.89% | 3.10% | 3.34% | 0.06% | -2.96% | 1.85% | -3.10% | 9.85% |
| 2023 | 6.16% | -3.50% | 3.27% | 3.40% | -1.73% | 4.39% | 3.07% | -2.42% | -4.84% | -3.46% | 8.80% | 5.55% | 19.07% |
| 2022 | -5.83% | -2.02% | 2.17% | -7.11% | -1.50% | -7.73% | 6.67% | -4.74% | -7.85% | 5.96% | 7.10% | -3.61% | -18.47% |
| 2021 | -1.60% | 0.02% | 2.70% | 4.18% | 2.61% | 2.17% | 2.97% | 2.12% | -6.31% | 6.42% | -0.36% | 5.40% | 21.56% |
Benchmark Metrics
ryoku research - long term etf portfolio has an annualized alpha of 0.36%, beta of 0.72, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 14, 2007.
- This portfolio participated in 93.75% of S&P 500 Index downside but only 85.32% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.36%
- Beta
- 0.72
- R²
- 0.75
- Upside Capture
- 85.32%
- Downside Capture
- 93.75%
Expense Ratio
ryoku research - long term etf portfolio has an expense ratio of 0.00%, meaning no management fees are charged. 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
ryoku research - long term etf portfolio ranks 44 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.15 | 0.88 | +0.27 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.37 | +0.15 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.10 | 1.39 | +0.71 |
Martin ratioReturn relative to average drawdown | 9.05 | 6.43 | +2.62 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
^SSMI Swiss Market Index | 40 | 0.75 | 1.13 | 1.16 | 0.81 | 2.97 |
^GSPC S&P 500 Index | 58 | 0.88 | 1.37 | 1.21 | 1.39 | 6.43 |
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Dividends
Dividend yield
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 ryoku research - long term etf portfolio. 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 ryoku research - long term etf portfolio was 54.36%, occurring on Mar 9, 2009. Recovery took 1001 trading sessions.
The current ryoku research - long term etf portfolio drawdown is 7.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.36% | Oct 12, 2007 | 362 | Mar 9, 2009 | 1001 | Jan 24, 2013 | 1363 |
| -30.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 24, 2020 | 132 |
| -26.58% | Dec 30, 2021 | 204 | Oct 12, 2022 | 360 | Mar 7, 2024 | 564 |
| -18.59% | May 22, 2015 | 187 | Feb 11, 2016 | 310 | Apr 26, 2017 | 497 |
| -17.31% | Jan 29, 2018 | 235 | Dec 24, 2018 | 123 | Jun 18, 2019 | 358 |
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 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | ^SSMI | ^GSPC | Portfolio | |
|---|---|---|---|---|
| Benchmark | 1.00 | 0.42 | 1.00 | 0.82 |
| ^SSMI | 0.42 | 1.00 | 0.42 | 0.83 |
| ^GSPC | 1.00 | 0.42 | 1.00 | 0.81 |
| Portfolio | 0.82 | 0.83 | 0.81 | 1.00 |