All ETFs

Asset Allocation

Position	Category/Sector	Target Weight
VCLT Vanguard Long-Term Corporate Bond ETF	Corporate Bonds	10%
AAA Alternative Access First Priority CLO Bond ETF	CLO	10%
CNYA iShares MSCI China A ETF	China Equities, Asia Pacific Equities	10%
MCHI iShares MSCI China ETF	China Equities, Asia Pacific Equities	10%
IVV iShares Core S&P 500 ETF	S&P 500	10%
QQQ Invesco QQQ ETF	Nasdaq-100	10%
VUG Vanguard Growth ETF	Large Cap Growth Equities	10%
VGK Vanguard FTSE Europe ETF	Europe Equities	10%
FLIN Franklin FTSE India ETF	India Equities, Asia Pacific Equities	10%
VO Vanguard Mid-Cap ETF	Mid Cap Blend Equities	10%

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for All ETFs

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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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All ETFs, 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 All ETFs	-0.01%	-1.83%	1.81%	3.25%	10.77%	13.13%	6.25%	—	9.18%
Portfolio components:
AAA Alternative Access First Priority CLO Bond ETF	-0.06%	0.05%	1.97%	2.03%	4.66%	6.06%	4.64%	—	4.04%
CNYA iShares MSCI China A ETF	0.52%	-7.76%	-1.64%	1.02%	19.43%	9.00%	-2.34%	5.13%	5.56%
FLIN Franklin FTSE India ETF	-0.74%	-1.66%	-7.72%	-9.61%	-10.41%	4.52%	4.44%	—	5.55%
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%
MCHI iShares MSCI China ETF	2.13%	2.48%	-12.93%	-9.37%	-4.08%	8.75%	-5.02%	3.79%	2.28%
QQQ Invesco QQQ ETF	0.10%	-5.91%	12.30%	13.58%	24.61%	23.54%	14.68%	20.72%	10.70%
VCLT Vanguard Long-Term Corporate Bond ETF	-0.63%	-2.63%	-1.86%	-1.00%	3.84%	3.06%	-3.06%	1.63%	4.42%
VGK Vanguard FTSE Europe ETF	-1.02%	-0.66%	3.63%	6.81%	17.12%	14.98%	9.04%	9.78%	6.32%
VO Vanguard Mid-Cap ETF	-0.40%	0.09%	7.17%	10.92%	13.90%	13.82%	7.77%	11.23%	10.28%
VUG Vanguard Growth ETF	0.07%	-1.79%	5.78%	5.18%	14.67%	21.89%	12.42%	17.41%	12.11%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 9, 2020, All ETFs'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, 59% of months were positive and 41% were negative. The best month was Nov 2022 with a return of +9.5%, while the worst month was Sep 2022 at -8.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, All ETFs closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Apr 4, 2025 at -4.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.02%	-0.02%	-5.27%	7.18%	2.81%	-0.47%	-1.61%						3.25%
2025	1.68%	0.57%	-1.77%	-0.01%	4.21%	4.05%	1.11%	2.90%	3.15%	1.16%	-0.19%	0.14%	18.17%
2024	-1.34%	4.07%	1.93%	-1.45%	3.53%	1.22%	1.07%	1.39%	5.62%	-2.49%	2.43%	-1.94%	14.57%
2023	7.57%	-3.53%	3.33%	0.63%	-1.21%	4.43%	3.83%	-3.26%	-3.40%	-2.73%	7.34%	3.83%	17.10%
2022	-4.79%	-3.02%	-0.76%	-7.62%	-0.02%	-3.59%	4.45%	-3.32%	-8.66%	0.87%	9.45%	-3.51%	-19.83%
2021	0.49%	1.13%	0.24%	3.08%	1.79%	1.87%	-0.39%	2.42%	-3.00%	4.01%	-1.28%	1.68%	12.48%

Benchmark Metrics

All ETFs has an annualized alpha of -1.26%, beta of 0.72, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since September 09, 2020.

This portfolio participated in 77.87% of S&P 500 Index downside but only 64.28% of its upside - more exposed to losses than it benefited from rallies.

Alpha: -1.26%

Beta: 0.72

R²: 0.80

Upside Capture: 64.28%

Downside Capture: 77.87%

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

Expense Ratio

All ETFs has an expense ratio of 0.20%, 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.

CNYA

iShares MSCI China A ETF

MCHI

iShares MSCI China ETF

AAA

Alternative Access First Priority CLO Bond ETF

FLIN

Franklin FTSE India ETF

QQQ

Invesco QQQ ETF

VGK

Vanguard FTSE Europe ETF

IVV

iShares Core S&P 500 ETF

VUG

Vanguard Growth ETF

Vanguard Mid-Cap ETF

VCLT

Vanguard Long-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

All ETFs ranks 20 for risk / return — in the bottom 20% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 All ETFs 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	0.98	1.45	-0.48
Sortino ratioReturn per unit of downside risk	1.44	2.03	-0.59
Omega ratioGain probability vs. loss probability	1.18	1.26	-0.08
Calmar ratioReturn relative to maximum drawdown	1.27	2.01	-0.74
Martin ratioReturn relative to average drawdown	4.96	8.68	-3.73

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
AAA Alternative Access First Priority CLO Bond ETF	91	2.02	3.44	1.39	7.77	25.53
CNYA iShares MSCI China A ETF	41	0.98	1.44	1.18	1.88	6.20
FLIN Franklin FTSE India ETF	4	-0.69	-0.91	0.90	-0.57	-1.30
IVV iShares Core S&P 500 ETF	64	1.56	2.17	1.28	2.22	9.59
MCHI iShares MSCI China ETF	8	-0.20	-0.14	0.98	-0.18	-0.38
QQQ Invesco QQQ ETF	52	1.32	1.83	1.23	2.07	7.22
VCLT Vanguard Long-Term Corporate Bond ETF	20	0.50	0.75	1.09	0.73	1.71
VGK Vanguard FTSE Europe ETF	40	1.08	1.62	1.19	1.42	5.26
VO Vanguard Mid-Cap ETF	44	1.10	1.63	1.20	1.71	6.44
VUG Vanguard Growth ETF	29	0.85	1.26	1.16	0.89	2.92

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 All ETFs Sharpe ratio is 0.98 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 1.98, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of All ETFs 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

All ETFs provided a 2.10% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.10%	2.16%	2.52%	2.57%	2.04%	1.48%	1.26%	1.57%	2.12%	1.43%	1.68%	1.67%
Portfolio components:
AAA Alternative Access First Priority CLO Bond ETF	4.83%	5.11%	6.17%	6.11%	2.78%	1.06%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%
CNYA iShares MSCI China A ETF	1.86%	1.92%	2.51%	4.23%	2.69%	1.11%	1.06%	1.21%	3.92%	0.97%	1.38%	0.00%
FLIN Franklin FTSE India ETF	0.44%	0.56%	1.58%	0.73%	0.73%	2.26%	0.68%	0.90%	0.92%	0.00%	0.00%	0.00%
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%
MCHI iShares MSCI China ETF	2.03%	2.12%	2.31%	2.66%	1.78%	1.04%	1.04%	1.45%	1.60%	1.56%	1.66%	2.76%
QQQ Invesco QQQ ETF	0.44%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VCLT Vanguard Long-Term Corporate Bond ETF	5.69%	5.51%	5.19%	4.67%	4.44%	3.07%	3.16%	3.81%	4.55%	4.01%	4.33%	4.68%
VGK Vanguard FTSE Europe ETF	2.93%	2.86%	3.61%	3.15%	3.25%	3.05%	2.11%	3.27%	3.95%	2.70%	3.52%	3.25%
VO Vanguard Mid-Cap ETF	1.34%	1.52%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%
VUG Vanguard Growth ETF	0.40%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

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 ETFs. 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 ETFs was 26.87%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.

The current All ETFs drawdown is 2.71%.

Drawdown	Fall	Recovery	Underwater	Related event
-26.87%Oct 2022	11mo 9d	1y 7mo	2y 6moNov 2021 - May 2024	Bear market2022
-13.39%Apr 2025	6mo 2d	1mo 8d	7mo 10dOct 2024 - May 2025	2025 selloff2025
-8.49%Mar 2026	2mo 16d	18d	3mo 4dJan 2026 - Apr 2026	—
-6.98%Mar 2021	18d	2mo 25d	3mo 13dFeb 2021 - Jun 2021	—
-5.52%Aug 2024	21d	1mo 13d	2mo 4dJul 2024 - Sep 2024	—

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 10.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.30	1.38	1.33	1.33

The portfolio has a diversification ratio of 1.33, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

All ETFs correlation to the S&P 500 Index

All ETFs has a 0.90 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Sep 9, 2020	0.87

Benchmark Correlations

Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while AAA has the lowest at 0.03.

0.03

0.29

0.32

0.42

0.52

0.73

0.89

QQQ

0.92

VUG

0.94

IVV

1.00

Portfolio Correlations

Correlation vs. All ETFs. IVV has the highest portfolio correlation at 0.88, while AAA has the lowest at 0.04.

0.04

0.37

0.60

0.61

0.71

0.80

0.83

VUG

0.85

QQQ

0.85

IVV

0.88

Asset Correlations Table

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

	AAA	VCLT	CNYA	FLIN	MCHI	VGK	VO	QQQ	VUG	IVV
AAA	1.00	0.02	0.00	0.01	0.01	0.03	0.03	0.02	0.03	0.03
VCLT	0.02	1.00	0.09	0.18	0.13	0.31	0.32	0.29	0.30	0.30
CNYA	0.00	0.09	1.00	0.26	0.74	0.39	0.32	0.32	0.31	0.32
FLIN	0.01	0.18	0.26	1.00	0.33	0.56	0.51	0.46	0.47	0.52
MCHI	0.01	0.13	0.74	0.33	1.00	0.49	0.43	0.43	0.42	0.42
VGK	0.03	0.31	0.39	0.56	0.49	1.00	0.74	0.63	0.63	0.73
VO	0.03	0.32	0.32	0.51	0.43	0.74	1.00	0.76	0.77	0.89
QQQ	0.02	0.29	0.32	0.46	0.43	0.63	0.76	1.00	0.98	0.92
VUG	0.03	0.30	0.31	0.47	0.42	0.63	0.77	0.98	1.00	0.93
IVV	0.03	0.30	0.32	0.52	0.42	0.73	0.89	0.92	0.93	1.00

The correlation results are calculated based on daily price changes starting from Sep 9, 2020

Diversification Analysis

Find what All ETFs is missing

See which holdings overlap, where All ETFs is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification