Kerry portfolio 2-16-16

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	33.23%
VMFXX Vanguard Federal Money Market Fund	Money Market	16.39%
NFLX Netflix, Inc.	Communication Services	10.12%
LIVIX BlackRock LifePath Index 2055 Fund	Target Retirement Date	10.09%
EFV iShares MSCI EAFE Value ETF	Foreign Large Cap Equities, Large Cap Value Equities	8.28%
IVLU iShares MSCI International Value Factor ETF	Foreign Large Cap Equities	5.99%
JMST JPMorgan Ultra-Short Municipal Income ETF	Ultrashort Bond	5.73%
VFFVX Vanguard Target Retirement 2055 Fund	Target Retirement Date, Diversified Portfolio	5.41%
IVV iShares Core S&P 500 ETF	S&P 500	2.51%
VGPMX Vanguard Global Capital Cycles Fund	Global Equities	2.25%

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Kerry portfolio 2-16-16, 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	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.19%	-0.76%	7.25%	8.73%	18.21%	17.95%	11.30%	13.09%	8.08%
Portfolio Kerry portfolio 2-16-16	-1.07%	1.78%	9.87%	8.17%	21.72%	17.74%	13.74%	—	14.33%
Portfolio components:
AAPL Apple Inc	-2.14%	9.59%	28.05%	20.35%	55.26%	19.94%	18.17%	30.70%	19.46%
EFV iShares MSCI EAFE Value ETF	-0.69%	1.68%	8.90%	12.03%	29.67%	20.66%	13.80%	10.23%	5.96%
IVLU iShares MSCI International Value Factor ETF	-0.71%	-0.90%	7.68%	11.76%	32.99%	21.66%	15.04%	11.00%	8.40%
IVV iShares Core S&P 500 ETF	-0.18%	-0.63%	7.87%	9.40%	19.60%	19.51%	12.87%	14.95%	8.43%
JMST JPMorgan Ultra-Short Municipal Income ETF	0.04%	0.15%	1.06%	1.26%	2.68%	3.27%	2.31%	—	2.14%
LIVIX BlackRock LifePath Index 2055 Fund	-0.85%	-1.71%	7.52%	10.57%	21.27%	16.86%	9.85%	11.53%	10.29%
NFLX Netflix, Inc.	-1.96%	-12.64%	-23.18%	-27.90%	-44.10%	16.50%	5.65%	22.91%	30.17%
VFFVX Vanguard Target Retirement 2055 Fund	-0.81%	-1.75%	6.82%	9.64%	20.07%	16.80%	9.72%	11.48%	11.00%
VGPMX Vanguard Global Capital Cycles Fund	-0.48%	-1.81%	6.78%	13.06%	50.10%	26.51%	20.34%	9.25%	6.44%
VMFXX Vanguard Federal Money Market Fund	0.00%	0.29%	1.80%	1.80%	3.90%	4.37%	3.08%	—	2.99%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 25, 2021, Kerry portfolio 2-16-16's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, an investment would double in approximately 4.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was Jul 2022 with a return of +10.8%, while the worst month was Apr 2022 at -10.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Kerry portfolio 2-16-16 closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +8.1%, while the worst single day was Apr 4, 2025 at -5.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.98%	3.38%	-3.55%	4.53%	5.67%	-4.43%	3.78%						8.17%
2025	0.38%	1.59%	-3.13%	1.33%	0.97%	3.44%	-0.73%	6.05%	4.56%	1.98%	1.43%	-1.09%	17.74%
2024	0.07%	1.36%	-0.05%	-1.97%	7.59%	3.86%	2.25%	3.11%	1.40%	-1.40%	4.36%	0.92%	23.29%
2023	8.48%	-1.13%	5.57%	1.30%	2.53%	6.50%	1.80%	-2.48%	-5.14%	-0.15%	8.23%	2.47%	30.59%
2022	-3.89%	-3.18%	2.02%	-10.50%	-0.85%	-6.66%	10.77%	-2.56%	-6.48%	8.25%	2.89%	-5.12%	-16.13%
2021					-0.52%	3.57%	2.12%	2.98%	-2.67%	4.58%	1.50%	3.58%	15.94%

Benchmark Metrics

Kerry portfolio 2-16-16 has an annualized alpha of 4.80%, beta of 0.79, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (82.42%) than losses (67.54%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.80% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 4.80%

Beta: 0.79

R²: 0.76

Upside Capture: 82.42%

Downside Capture: 67.54%

See how alpha, beta & R² have trended over time →

Expense Ratio

Kerry portfolio 2-16-16 has an expense ratio of 0.10%, 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.

VGPMX

Vanguard Global Capital Cycles Fund

EFV

iShares MSCI EAFE Value ETF

IVLU

iShares MSCI International Value Factor ETF

JMST

JPMorgan Ultra-Short Municipal Income ETF

VMFXX

Vanguard Federal Money Market Fund

LIVIX

BlackRock LifePath Index 2055 Fund

VFFVX

Vanguard Target Retirement 2055 Fund

IVV

iShares Core S&P 500 ETF

Return for Risk

Risk / Return Rank

Kerry portfolio 2-16-16 ranks 70 for risk / return — better than 70% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 Kerry portfolio 2-16-16 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.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.83	1.45	+0.38
Sortino ratioReturn per unit of downside risk	2.71	2.03	+0.69
Omega ratioGain probability vs. loss probability	1.34	1.26	+0.07
Calmar ratioReturn relative to maximum drawdown	3.27	2.01	+1.26
Martin ratioReturn relative to average drawdown	10.14	8.68	+1.46

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
AAPL Apple Inc	92	2.27	3.09	1.41	4.02	9.58
EFV iShares MSCI EAFE Value ETF	80	2.06	2.88	1.37	2.74	10.04
IVLU iShares MSCI International Value Factor ETF	82	2.12	2.92	1.38	2.83	10.70
IVV iShares Core S&P 500 ETF	64	1.56	2.17	1.28	2.22	9.59
JMST JPMorgan Ultra-Short Municipal Income ETF	98	4.47	7.24	2.27	10.57	56.89
LIVIX BlackRock LifePath Index 2055 Fund	57	1.58	2.22	1.29	2.25	9.58
NFLX Netflix, Inc.	3	-1.27	-1.98	0.75	-0.95	-1.76
VFFVX Vanguard Target Retirement 2055 Fund	59	1.63	2.27	1.30	2.25	9.54
VGPMX Vanguard Global Capital Cycles Fund	90	2.78	3.42	1.47	3.92	13.66
VMFXX Vanguard Federal Money Market Fund	—	3.67	—	—	—	—

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 Kerry portfolio 2-16-16 Sharpe ratio is 1.83 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.99, 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 Kerry portfolio 2-16-16 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

Kerry portfolio 2-16-16 provided a 1.91% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.91%	1.98%	1.96%	2.16%	1.29%	1.57%	0.92%	1.55%	1.64%	1.32%	1.41%	1.50%
Portfolio components:
AAPL Apple Inc	0.32%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
EFV iShares MSCI EAFE Value ETF	4.69%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%
IVLU iShares MSCI International Value Factor ETF	3.36%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
IVV iShares Core S&P 500 ETF	1.10%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
JMST JPMorgan Ultra-Short Municipal Income ETF	2.62%	2.84%	3.32%	3.09%	1.10%	0.27%	0.87%	1.63%	0.28%	0.00%	0.00%	0.00%
LIVIX BlackRock LifePath Index 2055 Fund	2.24%	2.48%	0.01%	2.04%	1.96%	2.04%	1.56%	2.95%	2.35%	2.27%	1.54%	2.88%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VFFVX Vanguard Target Retirement 2055 Fund	1.90%	2.08%	2.31%	2.18%	2.19%	10.03%	1.82%	2.15%	2.35%	1.83%	1.99%	1.98%
VGPMX Vanguard Global Capital Cycles Fund	3.45%	2.59%	2.68%	3.22%	3.27%	3.26%	2.03%	2.39%	3.02%	0.02%	1.72%	2.32%
VMFXX Vanguard Federal Money Market Fund	3.82%	4.14%	4.70%	4.53%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 Kerry portfolio 2-16-16. 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 Kerry portfolio 2-16-16 was 23.43%, occurring on Jun 16, 2022. Recovery took 247 trading sessions.

The current Kerry portfolio 2-16-16 drawdown is 1.90%.

Drawdown	Fall	Recovery	Underwater	Related event
-23.43%Jun 2022	5mo 13d	11mo 28d	1y 5moJan 2022 - Jun 2023	Bear market2022
-16.04%Apr 2025	1mo 19d	2mo 20d	4mo 9dFeb 2025 - Jun 2025	2025 selloff2025
-9.20%Oct 2023	3mo 9d	1mo 5d	4mo 14dJul 2023 - Dec 2023	—
-7.07%Aug 2024	20d	21d	1mo 11dJul 2024 - Aug 2024	—
-6.68%Jun 2026	22d	20d	1mo 12dJun 2026 - Jul 2026	—

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 5.70, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.42	1.30	1.25	1.25

The portfolio has a diversification ratio of 1.25, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Kerry portfolio 2-16-16 correlation to the S&P 500 Index

Kerry portfolio 2-16-16 has a 0.69 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	0.69
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.83
Correlation (All Time) Calculated using the full available price history since May 25, 2021	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while VMFXX has the lowest at 0.04.

0.04

0.09

0.49

0.66

0.67

0.67

0.67

0.95

0.95

1.00

Portfolio Correlations

Correlation vs. Kerry portfolio 2-16-16. AAPL has the highest portfolio correlation at 0.90, while VMFXX has the lowest at 0.05.

0.05

0.09

0.58

0.63

0.63

0.63

0.81

0.81

0.83

0.90

Asset Correlations Table

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

	VMFXX	JMST	NFLX	AAPL	VGPMX	EFV	IVLU	IVV	LIVIX	VFFVX
VMFXX	1.00	0.07	0.04	0.03	0.00	-0.02	-0.02	0.04	0.03	0.03
JMST	0.07	1.00	0.06	0.07	0.11	0.11	0.10	0.09	0.11	0.12
NFLX	0.04	0.06	1.00	0.41	0.29	0.28	0.28	0.49	0.46	0.46
AAPL	0.03	0.07	0.41	1.00	0.37	0.41	0.42	0.67	0.61	0.61
VGPMX	0.00	0.11	0.29	0.37	1.00	0.82	0.81	0.67	0.78	0.78
EFV	-0.02	0.11	0.28	0.41	0.82	1.00	0.98	0.66	0.80	0.79
IVLU	-0.02	0.10	0.28	0.42	0.81	0.98	1.00	0.67	0.80	0.80
IVV	0.04	0.09	0.49	0.67	0.67	0.66	0.67	1.00	0.95	0.95
LIVIX	0.03	0.11	0.46	0.61	0.78	0.80	0.80	0.95	1.00	0.99
VFFVX	0.03	0.12	0.46	0.61	0.78	0.79	0.80	0.95	0.99	1.00

The correlation results are calculated based on daily price changes starting from May 25, 2021

Diversification Analysis

Find what Kerry portfolio 2-16-16 is missing

See which holdings overlap, where Kerry portfolio 2-16-16 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification