15 June 2025

Asset Allocation

Position	Category/Sector	Target Weight
NEAR iShares Short Duration Bond Active ETF	Short-Term Bond	17.50%
PULS PGIM Ultra Short Bond ETF	Ultrashort Bond	17.50%
LVHI Franklin International Low Volatility High Dividend Index ETF	Volatility Hedged Equity, Dividend	12%
IDMO Invesco S&P International Developed Momentum ETF	Momentum, Foreign Large Cap Equities	9%
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	Corporate Bonds	6%
CMBS iShares CMBS ETF	Mortgage Backed Securities	6%
GLDM SPDR Gold MiniShares Trust	Gold, Precious Metals	6%
IVLU iShares MSCI International Value Factor ETF	Foreign Large Cap Equities	6%
EDIV SPDR S&P Emerging Markets Dividend ETF	Emerging Markets Equities, Dividend	6%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	6%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	4%
JPIB JPMorgan International Bond Opportunities ETF	Global Bonds	4%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 15 June 2025, 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	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 15 June 2025	0.36%	-0.04%	6.09%	6.79%	15.69%	14.68%	9.26%	—
Portfolio components:
CMBS iShares CMBS ETF	-0.23%	0.07%	0.25%	0.56%	4.12%	5.34%	0.70%	2.00%
EDIV SPDR S&P Emerging Markets Dividend ETF	0.70%	0.84%	7.76%	9.12%	15.09%	18.11%	10.84%	9.49%
GLDM SPDR Gold MiniShares Trust	0.11%	-9.52%	-2.40%	-2.09%	22.58%	29.27%	17.41%	—
IDMO Invesco S&P International Developed Momentum ETF	1.36%	-0.98%	8.17%	10.09%	24.72%	25.21%	15.50%	12.64%
IVLU iShares MSCI International Value Factor ETF	0.56%	0.66%	12.96%	14.33%	35.32%	23.53%	14.06%	11.63%
JPIB JPMorgan International Bond Opportunities ETF	0.17%	1.08%	1.10%	1.62%	5.24%	5.93%	2.76%	—
LVHI Franklin International Low Volatility High Dividend Index ETF	0.49%	0.84%	13.78%	14.96%	32.13%	21.52%	15.97%	—
NEAR iShares Short Duration Bond Active ETF	-0.03%	0.22%	0.79%	1.16%	4.12%	5.61%	3.87%	2.85%
PULS PGIM Ultra Short Bond ETF	0.04%	0.38%	1.88%	2.10%	4.67%	5.59%	4.14%	—
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	-0.05%	0.37%	0.54%	1.02%	5.20%	6.13%	1.74%	2.88%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2018, 15 June 2025's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2022 with a return of +4.6%, while the worst month was Mar 2020 at -7.1%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 15 June 2025 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +2.8%, while the worst single day was Mar 12, 2020 at -4.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.58%	2.82%	-3.40%	2.76%	1.46%	-0.13%							6.09%
2025	2.09%	1.46%	0.76%	1.59%	2.31%	1.56%	0.50%	2.08%	1.82%	0.70%	1.37%	1.26%	18.95%
2024	0.74%	1.84%	2.58%	-1.01%	2.27%	0.51%	1.70%	1.60%	1.23%	-0.92%	0.92%	-0.77%	11.17%
2023	2.97%	-1.22%	1.47%	1.47%	-1.31%	1.84%	2.05%	-0.46%	-0.48%	-0.47%	4.00%	2.57%	12.98%
2022	-0.53%	-1.04%	0.17%	-2.04%	0.63%	-3.43%	1.70%	-1.77%	-3.64%	2.25%	4.62%	-0.25%	-3.59%
2021	-0.25%	0.18%	1.44%	1.12%	1.28%	-0.07%	0.65%	1.18%	-1.21%	1.18%	-1.30%	1.98%	6.31%

Benchmark Metrics

15 June 2025 has an annualized alpha of 4.09%, beta of 0.29, and R2 of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 26, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (34.24%) than losses (28.20%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 4.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.29 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 4.09%

Beta: 0.29

R²: 0.70

Upside Capture: 34.24%

Downside Capture: 28.20%

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

Expense Ratio

15 June 2025 has an expense ratio of 0.25%, 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.

Top 10 holdings

JPIB

JPMorgan International Bond Opportunities ETF

EDIV

SPDR S&P Emerging Markets Dividend ETF

LVHI

Franklin International Low Volatility High Dividend Index ETF

IVLU

iShares MSCI International Value Factor ETF

IDMO

Invesco S&P International Developed Momentum ETF

CMBS

iShares CMBS ETF

NEAR

iShares Short Duration Bond Active ETF

SKOR

FlexShares Credit-Scored US Corporate Bond Index Fund

PULS

PGIM Ultra Short Bond ETF

SPMO

Invesco S&P 500 Momentum ETF

Return for Risk

Risk / Return Rank

15 June 2025 ranks 75 for risk / return — better than 75% 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 15 June 2025 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	2.40	1.86	+0.54
Sortino ratioReturn per unit of downside risk	3.41	2.53	+0.88
Omega ratioGain probability vs. loss probability	1.49	1.34	+0.15
Calmar ratioReturn relative to maximum drawdown	3.12	2.53	+0.59
Martin ratioReturn relative to average drawdown	13.25	11.37	+1.88

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
CMBS iShares CMBS ETF	34	1.12	1.73	1.20	1.67	4.46
EDIV SPDR S&P Emerging Markets Dividend ETF	32	1.09	1.60	1.21	1.33	4.01
GLDM SPDR Gold MiniShares Trust	26	0.90	1.26	1.19	1.00	2.87
IDMO Invesco S&P International Developed Momentum ETF	43	1.30	1.93	1.24	1.89	7.64
IVLU iShares MSCI International Value Factor ETF	71	2.17	2.98	1.39	2.90	11.01
JPIB JPMorgan International Bond Opportunities ETF	38	1.36	1.93	1.27	1.29	4.42
LVHI Franklin International Low Volatility High Dividend Index ETF	93	3.31	4.54	1.63	5.23	21.61
NEAR iShares Short Duration Bond Active ETF	89	2.99	4.71	1.62	3.59	16.36
PULS PGIM Ultra Short Bond ETF	99	11.41	32.91	7.59	52.47	317.38
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	60	1.84	2.76	1.34	2.38	8.31

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.

The current 15 June 2025 Sharpe ratio is 2.40 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 June 2025 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

15 June 2025 provided a 3.83% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.83%	3.95%	3.85%	4.33%	3.26%	2.04%	2.18%	3.16%	3.40%	1.78%	1.53%	1.05%
Portfolio components:
CMBS iShares CMBS ETF	3.58%	3.45%	3.31%	2.97%	2.65%	2.46%	2.83%	2.74%	2.70%	2.50%	2.29%	2.31%
EDIV SPDR S&P Emerging Markets Dividend ETF	4.45%	4.69%	3.94%	4.26%	4.94%	3.84%	3.52%	3.83%	3.41%	2.99%	4.94%	5.33%
GLDM SPDR Gold MiniShares Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDMO Invesco S&P International Developed Momentum ETF	3.52%	3.71%	2.24%	2.89%	3.66%	1.81%	1.63%	2.78%	3.27%	3.08%	2.18%	2.52%
IVLU iShares MSCI International Value Factor ETF	3.28%	3.71%	4.46%	4.69%	3.59%	3.47%	2.05%	3.53%	2.82%	2.87%	2.53%	0.93%
JPIB JPMorgan International Bond Opportunities ETF	5.00%	4.85%	4.57%	4.35%	3.10%	2.59%	3.14%	4.66%	5.83%	1.81%	0.00%	0.00%
LVHI Franklin International Low Volatility High Dividend Index ETF	4.69%	4.92%	3.98%	8.12%	7.74%	4.13%	3.97%	6.67%	10.67%	3.38%	2.02%	0.00%
NEAR iShares Short Duration Bond Active ETF	4.43%	4.54%	5.00%	4.59%	1.78%	0.76%	1.53%	2.69%	2.25%	1.52%	1.07%	0.85%
PULS PGIM Ultra Short Bond ETF	4.57%	4.78%	5.62%	5.48%	2.30%	1.19%	1.85%	2.69%	1.87%	0.00%	0.00%	0.00%
SKOR FlexShares Credit-Scored US Corporate Bond Index Fund	4.66%	4.70%	4.90%	3.90%	2.57%	2.55%	3.38%	3.53%	2.85%	2.46%	2.74%	2.25%

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 15 June 2025. 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 June 2025 was 16.15%, occurring on Mar 20, 2020. Recovery took 103 trading sessions.

The current 15 June 2025 drawdown is 0.31%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-16.15%Mar 2020	29d	5mo	5mo 29dFeb 2020 - Aug 2020
Bear market2022	-10.38%Sep 2022	8mo 17d	6mo 18d	1y 3moJan 2022 - Apr 2023
2025 selloff2025	-5.15%Apr 2025	13d	16d	29dMar 2025 - Apr 2025
2026 pullback2026	-4.93%Mar 2026	18d	1mo 17d	2mo 5dMar 2026 - May 2026
Rate-hike selloffLate 2018	-4.77%Dec 2018	2mo 27d	1mo 8d	4mo 5dSep 2018 - Jan 2019

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 12 assets, with an effective number of assets of 9.21, 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	All Time
Diversification Ratio	1.32	1.37	1.38	1.41

The portfolio has a diversification ratio of 1.41, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

15 June 2025 correlation to the S&P 500 Index

15 June 2025 has a 0.76 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018	0.77

Benchmark Correlations

Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.86, while CMBS has the lowest at -0.03.

-0.03

0.08

0.09

0.10

0.13

0.23

0.36

0.58

0.60

0.70

0.70

0.86

Portfolio Correlations

Correlation vs. 15 June 2025. IVLU has the highest portfolio correlation at 0.88, while CMBS has the lowest at 0.10.

0.10

0.20

0.24

0.27

0.37

0.39

0.45

0.74

0.75

0.76

0.88

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.

	CMBS	PULS	GLDM	NEAR	STIP	JPIB	SKOR	LVHI	SPMO	EDIV	IVLU	IDMO
CMBS	1.00	0.19	0.23	0.35	0.38	0.26	0.52	-0.05	-0.03	-0.00	-0.03	0.04
PULS	0.19	1.00	0.15	0.40	0.26	0.21	0.33	0.11	0.07	0.12	0.12	0.13
GLDM	0.23	0.15	1.00	0.23	0.39	0.19	0.35	0.07	0.09	0.23	0.20	0.23
NEAR	0.35	0.40	0.23	1.00	0.42	0.37	0.52	0.06	0.05	0.13	0.12	0.14
STIP	0.38	0.26	0.39	0.42	1.00	0.31	0.56	0.07	0.10	0.12	0.14	0.17
JPIB	0.26	0.21	0.19	0.37	0.31	1.00	0.51	0.29	0.29	0.31	0.34	0.34
SKOR	0.52	0.33	0.35	0.52	0.56	0.51	1.00	0.14	0.20	0.19	0.20	0.25
LVHI	-0.05	0.11	0.07	0.06	0.07	0.29	0.14	1.00	0.50	0.53	0.79	0.63
SPMO	-0.03	0.07	0.09	0.05	0.10	0.29	0.20	0.50	1.00	0.50	0.58	0.71
EDIV	-0.00	0.12	0.23	0.13	0.12	0.31	0.19	0.53	0.50	1.00	0.68	0.59
IVLU	-0.03	0.12	0.20	0.12	0.14	0.34	0.20	0.79	0.58	0.68	1.00	0.78
IDMO	0.04	0.13	0.23	0.14	0.17	0.34	0.25	0.63	0.71	0.59	0.78	1.00

The correlation results are calculated based on daily price changes starting from Jun 26, 2018

Diversification Analysis

Find what 15 June 2025 is missing

See which holdings overlap, where 15 June 2025 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification