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2025 Aruna
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 2025 Aruna, 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 2025 Aruna returned 4.77% Year-To-Date and 13.66% 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
2025 Aruna
0.08%0.32%4.77%4.77%15.26%16.37%8.63%13.66%
FLMVX
JPMorgan Mid Cap Value Fund
1.35%3.72%8.24%7.45%16.21%17.23%9.29%10.45%
MDIJX
MFS International Diversification Fund
2.42%2.35%8.32%9.86%19.85%15.32%6.69%10.04%
SEEGX
JPMorgan Large Cap Growth Fund
2.59%-1.73%3.07%2.90%16.03%21.32%12.20%19.51%
VB
Vanguard Small-Cap ETF
0.70%3.26%15.33%13.69%30.83%16.14%6.98%11.61%
VOT
Vanguard Mid-Cap Growth ETF
0.76%2.67%6.67%5.40%10.69%14.66%6.13%12.19%
WOBDX
JPMorgan Core Bond Fund
0.59%1.13%0.55%0.89%4.92%4.28%0.41%1.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 25, 2006, 2025 Aruna's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Oct 2008 at -14.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 2025 Aruna closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -9.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.59%0.20%-5.12%7.49%3.82%-1.84%4.77%
20253.04%-1.52%-4.52%1.00%5.00%4.58%1.41%1.26%3.68%1.34%-1.18%-0.49%14.02%
20241.67%5.45%2.43%-4.07%4.10%3.18%0.46%2.42%2.02%-1.41%4.80%-0.87%21.65%
20236.40%-2.55%3.19%0.34%1.66%5.31%2.74%-1.71%-4.85%-2.81%9.28%4.77%22.89%
2022-7.08%-2.45%0.98%-8.17%-0.25%-6.68%7.83%-3.34%-7.36%4.58%5.59%-4.54%-20.36%
20210.00%1.44%-0.07%4.31%-0.06%2.23%1.69%2.32%-4.21%4.79%-0.72%1.32%13.51%

Benchmark Metrics

2025 Aruna has an annualized alpha of 3.13%, beta of 0.77, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since August 25, 2006.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.33%) than losses (78.91%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 3.13% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
3.13%
Beta
0.77
0.92
Upside Capture
86.33%
Downside Capture
78.91%

Expense Ratio

2025 Aruna has an expense ratio of 0.60%, placing it in the medium range. 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

2025 Aruna ranks 18 for risk / return — in the bottom 18% 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.


2025 Aruna Risk / Return Rank: 1818
Overall Rank
2025 Aruna Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
2025 Aruna Sortino Ratio Rank: 1818
Sortino Ratio Rank
2025 Aruna Omega Ratio Rank: 1919
Omega Ratio Rank
2025 Aruna Calmar Ratio Rank: 1818
Calmar Ratio Rank
2025 Aruna Martin Ratio Rank: 2020
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 2025 Aruna 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

1.20

1.86

-0.66

Sortino ratioReturn per unit of downside risk

1.71

2.53

-0.83

Omega ratioGain probability vs. loss probability

1.22

1.34

-0.11

Calmar ratioReturn relative to maximum drawdown

1.52

2.53

-1.01

Martin ratioReturn relative to average drawdown

5.51

11.37

-5.86


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
FLMVX
JPMorgan Mid Cap Value Fund
30
1.231.891.222.097.04
MDIJX
MFS International Diversification Fund
31
1.442.041.271.666.21
SEEGX
JPMorgan Large Cap Growth Fund
13
0.911.301.170.882.50
VB
Vanguard Small-Cap ETF
62
1.732.471.303.2111.80
VOT
Vanguard Mid-Cap Growth ETF
18
0.570.891.110.591.77
WOBDX
JPMorgan Core Bond Fund
26
1.291.941.231.654.73

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 2025 Aruna Sharpe ratio is 1.20 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 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 2025 Aruna 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

2025 Aruna provided a 8.14% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio8.14%8.44%3.66%1.80%3.37%9.22%4.15%7.75%9.51%8.37%6.27%3.46%
FLMVX
JPMorgan Mid Cap Value Fund
19.55%21.16%23.25%6.10%11.73%14.98%7.73%5.20%8.30%2.71%7.04%6.69%
MDIJX
MFS International Diversification Fund
4.77%5.17%3.50%4.14%2.64%2.70%1.64%2.50%3.14%1.63%2.18%1.69%
SEEGX
JPMorgan Large Cap Growth Fund
11.10%11.44%2.00%0.12%3.42%14.92%5.27%12.85%15.97%14.79%9.88%4.49%
VB
Vanguard Small-Cap ETF
1.18%1.33%1.30%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%
VOT
Vanguard Mid-Cap Growth ETF
0.62%0.64%0.67%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%
WOBDX
JPMorgan Core Bond Fund
4.06%3.97%3.95%3.51%2.68%2.82%4.00%3.23%2.91%2.88%2.84%2.54%

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 2025 Aruna. 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 2025 Aruna was 43.76%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.

The current 2025 Aruna drawdown is 2.61%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-43.76%Mar 2009
1y 4mo1y 8mo
3y 4dNov 2007 - Nov 2010
COVID crash2020
-27.31%Mar 2020
1mo 2d2mo 17d
3mo 19dFeb 2020 - Jun 2020
Bear market2022
-26.40%Oct 2022
10mo 29d1y 3mo
2y 2moNov 2021 - Feb 2024
Rate-hike selloffLate 2018
-17.91%Dec 2018
3mo 26d3mo 8d
7mo 4dAug 2018 - Apr 2019
2011 correction2011
-15.08%Oct 2011
2mo 27d4mo 3d
7moJul 2011 - Feb 2012

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 6 assets, with an effective number of assets of 3.20, 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
10Y
All Time
Diversification Ratio

1.13

1.15

1.14

1.12

1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2025 Aruna correlation to the S&P 500 Index

2025 Aruna has a 0.96 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

0.96

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

0.96

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

0.96

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

0.94

Correlation (All Time)
Calculated using the full available price history since Aug 25, 2006

0.94


Benchmark Correlations

Correlation vs. S&P 500 Index. SEEGX has the highest benchmark correlation at 0.91, while WOBDX has the lowest at -0.19.

WOBDX
-0.19
MDIJX
0.78
FLMVX
0.88
VB
0.88
VOT
0.90
SEEGX
0.91

Portfolio Correlations

Correlation vs. 2025 Aruna. SEEGX has the highest portfolio correlation at 0.98, while WOBDX has the lowest at -0.10.

WOBDX
-0.10
MDIJX
0.80
FLMVX
0.81
VB
0.87
VOT
0.94
SEEGX
0.98

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Aug 25, 2006
Diversification Analysis

Find what 2025 Aruna is missing

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

Analyze Diversification