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2023Sept
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2023Sept, 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

As of Jun 13, 2026, the 2023Sept returned 24.76% Year-To-Date and 18.58% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2023Sept
0.78%4.01%24.76%24.95%44.01%24.96%15.85%18.58%
FNDF
Schwab Fundamental International Equity ETF
0.39%0.88%19.66%21.60%41.60%22.69%13.11%12.34%
QQQ
Invesco QQQ ETF
0.59%0.22%17.57%17.85%37.55%26.43%16.85%21.79%
SCHD
Schwab U.S. Dividend Equity ETF
0.89%3.21%20.66%19.57%26.72%14.90%8.75%12.91%
SOXX
iShares Semiconductor ETF
1.59%12.49%98.11%99.51%171.57%53.00%33.69%35.55%
VOO
Vanguard S&P 500 ETF
0.55%-0.84%9.08%9.44%25.76%20.95%13.43%15.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 15, 2013, 2023Sept's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, an investment would double in approximately 4.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +13.1%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2023Sept closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.30%2.10%-4.62%12.93%8.01%-0.25%24.76%
20252.30%-0.47%-4.48%-1.88%6.16%5.79%1.30%2.96%3.28%2.91%0.30%0.51%19.75%
20240.98%4.67%3.30%-4.21%4.87%3.00%1.43%1.64%1.60%-1.46%4.12%-2.64%18.21%
20237.53%-1.70%4.39%-0.09%2.14%6.06%3.96%-2.03%-4.65%-3.13%9.35%6.12%30.38%
2022-5.47%-2.80%3.04%-9.09%1.77%-9.42%8.75%-4.62%-9.55%7.19%7.85%-5.92%-19.04%
2021-0.09%3.54%4.71%3.71%1.40%2.29%1.55%2.77%-4.31%6.02%0.39%4.22%29.09%

Benchmark Metrics

2023Sept has an annualized alpha of 3.87%, beta of 1.02, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since August 15, 2013.

  • This portfolio captured 113.22% of S&P 500 Index gains but only 93.79% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 3.87% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.02 and R2 of 0.97, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
3.87%
Beta
1.02
0.97
Upside Capture
113.22%
Downside Capture
93.79%

Expense Ratio

2023Sept has an expense ratio of 0.13%, 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.


Return for Risk

Risk / Return Rank

2023Sept ranks 93 for risk / return — in the top 93% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


2023Sept Risk / Return Rank: 9393
Overall Rank
2023Sept Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
2023Sept Sortino Ratio Rank: 9292
Sortino Ratio Rank
2023Sept Omega Ratio Rank: 9494
Omega Ratio Rank
2023Sept Calmar Ratio Rank: 9191
Calmar Ratio Rank
2023Sept Martin Ratio Rank: 9393
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 2023Sept 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

3.07

1.86

+1.21

Sortino ratioReturn per unit of downside risk

3.98

2.53

+1.45

Omega ratioGain probability vs. loss probability

1.57

1.34

+0.23

Calmar ratioReturn relative to maximum drawdown

5.37

2.53

+2.84

Martin ratioReturn relative to average drawdown

23.14

11.37

+11.77


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
FNDF
Schwab Fundamental International Equity ETF
83
2.533.301.453.8214.27
QQQ
Invesco QQQ ETF
69
2.092.731.373.0111.22
SCHD
Schwab U.S. Dividend Equity ETF
86
2.413.721.435.7013.97
SOXX
iShares Semiconductor ETF
96
4.434.371.6210.5038.20
VOO
Vanguard S&P 500 ETF
67
1.992.701.362.7512.42

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 2023Sept Sharpe ratio is 3.07 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 2023Sept 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

2023Sept provided a 1.57% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.57%1.85%1.93%1.92%2.02%1.62%1.71%1.95%2.10%1.73%1.95%1.96%
FNDF
Schwab Fundamental International Equity ETF
2.87%3.44%4.01%3.41%3.10%3.54%2.17%3.20%3.47%2.32%2.42%2.08%
QQQ
Invesco QQQ ETF
0.39%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SOXX
iShares Semiconductor ETF
0.28%0.57%0.67%0.78%1.26%0.64%0.81%1.23%1.37%0.90%1.08%1.29%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

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 2023Sept. 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 2023Sept was 31.95%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current 2023Sept drawdown is 1.59%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-31.95%Mar 2020
1mo 2d4mo 1d
5mo 3dFeb 2020 - Jul 2020
Bear market2022
-26.63%Oct 2022
9mo 10d1y 2mo
1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018
-19.45%Dec 2018
3mo 4d3mo 10d
6mo 14dSep 2018 - Apr 2019
2025 selloff2025
-18.73%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
2016 correction2016
-13.42%Feb 2016
8mo 25d3mo 21d
1y 11dMay 2015 - Jun 2016

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 5 assets, with an effective number of assets of 4.28, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.20

1.13

1.10

1.09

1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2023Sept correlation to the S&P 500 Index

2023Sept has a 0.93 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

0.93

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

0.96

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

0.97

Correlation (10Y)
Calculated over the trailing 10-year period

0.97

Correlation (All Time)
Calculated using the full available price history since Aug 15, 2013

0.97


Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while FNDF has the lowest at 0.76.

FNDF
0.76
SOXX
0.77
SCHD
0.80
QQQ
0.91
VOO
1.00

Portfolio Correlations

Correlation vs. 2023Sept. VOO has the highest portfolio correlation at 0.97, while FNDF has the lowest at 0.79.

FNDF
0.79
SCHD
0.82
SOXX
0.86
QQQ
0.92
VOO
0.97

Asset Correlations Table

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

FNDFSCHDSOXXQQQVOO
FNDF1.000.730.600.640.76
SCHD0.731.000.580.610.80
SOXX0.600.581.000.820.77
QQQ0.640.610.821.000.91
VOO0.760.800.770.911.00
The correlation results are calculated based on daily price changes starting from Aug 15, 2013
Diversification Analysis

Find what 2023Sept is missing

See which holdings overlap, where 2023Sept is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification