15 assets portofolio

The chart shows the growth of an initial investment of $10,000 in 15 assets portofolio, 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.

Based on dividend-adjusted daily data since Jul 25, 2019, 15 assets portofolio's average daily return is +0.09%, while the average monthly return is +1.80%. At this rate, an investment would double in approximately 3.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Apr 2022 at -9.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 15 assets portofolio closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.4%, while the worst single day was Mar 12, 2020 at -9.5%.

15 assets portofolio has an annualized alpha of 9.16%, beta of 0.86, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since July 25, 2019.

• This portfolio captured 117.42% of S&P 500 Index gains but only 87.30% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 9.16% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.86 and R2 of 0.84, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

15 assets portofolio has an expense ratio of 0.05%, 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.

15 assets portofolio ranks 32 for risk / return — below 32% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

The current 15 assets portofolio Sharpe ratio is 1.76 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 15 assets portofolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

15 assets portofolio provided a 0.47% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 15 assets portofolio. 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 15 assets portofolio was 32.73%, occurring on Mar 23, 2020. Recovery took 65 trading sessions.

The current 15 assets portofolio drawdown is 1.41%.

The chart below shows the rolling one-month volatility.