Asset Allocation
Find the right asset allocation for new portfolio 27 jun 2025
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 Chart
The chart shows the growth of an initial investment of $10,000 in new portfolio 27 jun 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 | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio new portfolio 27 jun 2025 | 0.27% | -0.15% | 8.54% | 9.53% | 19.49% | — | — | — |
| Portfolio components: | ||||||||
BBEU JPMorgan BetaBuilders Europe ETF | 0.47% | -0.53% | 5.14% | 8.45% | 16.57% | 16.39% | 8.62% | — |
BBUS JP Morgan Betabuilders U.S. Equity ETF | 0.23% | 0.44% | 8.45% | 8.40% | 24.33% | 21.53% | 13.01% | — |
BDCX ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN | -0.44% | -5.50% | -11.90% | -14.62% | -18.01% | 2.98% | 1.22% | — |
BIZD VanEck BDC Income ETF | -0.32% | -3.49% | -8.77% | -11.00% | -13.11% | 4.91% | 3.86% | 7.80% |
BRLN BlackRock Floating Rate Loan ETF | 0.35% | 0.60% | 1.14% | 1.72% | 4.81% | 7.18% | — | — |
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.00% | -1.88% | -4.49% | -3.71% | -1.29% | — | — | — |
EUHY iShares Euro High Yield Corporate Bond USD Hedged ETF | -0.12% | 0.05% | 1.70% | 2.27% | 5.47% | 9.44% | 1.82% | 3.68% |
GII SPDR S&P Global Infrastructure ETF | -0.87% | -2.02% | 6.75% | 7.80% | 13.78% | 15.30% | 9.70% | 8.22% |
IAGG iShares Core International Aggregate Bond ETF | -0.14% | -0.18% | 0.72% | 0.87% | 2.26% | 4.55% | 1.05% | 2.12% |
IEMG iShares Core MSCI Emerging Markets ETF | 1.70% | -3.66% | 18.97% | 20.80% | 40.80% | 20.51% | 6.57% | 9.88% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 23, 2024, new portfolio 27 jun 2025's average daily return is +0.06%, while the average monthly return is +1.20%. At this rate, an investment would double in approximately 4.8 years.
Historically, 76% of months were positive and 24% were negative. The best month was Apr 2026 with a return of +6.7%, while the worst month was Mar 2026 at -5.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.
On a daily basis, new portfolio 27 jun 2025 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +6.5%, while the worst single day was Apr 4, 2025 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.29% | 2.50% | -5.25% | 6.73% | 2.89% | -1.48% | 8.54% | ||||||
| 2025 | 3.34% | 1.22% | -1.59% | 0.11% | 4.43% | 3.08% | 0.15% | 2.77% | 1.85% | 0.67% | 1.35% | 0.90% | 19.74% |
| 2024 | -1.58% | 2.95% | -3.23% | -1.96% |
Benchmark Metrics
new portfolio 27 jun 2025 has an annualized alpha of 5.08%, beta of 0.68, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since October 23, 2024.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (68.15%) than losses (43.54%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 5.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 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
- 5.08%
- Beta
- 0.68
- R²
- 0.83
- Upside Capture
- 68.15%
- Downside Capture
- 43.54%
Expense Ratio
new portfolio 27 jun 2025 has an expense ratio of 0.77%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
new portfolio 27 jun 2025 ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for new portfolio 27 jun 2025 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.88 | 1.94 | -0.06 |
| Sortino ratioReturn per unit of downside risk | 2.64 | 2.63 | +0.01 |
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 2.59 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.54 | 11.84 | -1.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 |
|---|---|---|---|---|---|---|
BBEU JPMorgan BetaBuilders Europe ETF | 32 | 1.06 | 1.57 | 1.19 | 1.36 | 5.04 |
BBUS JP Morgan Betabuilders U.S. Equity ETF | 67 | 2.02 | 2.72 | 1.37 | 2.65 | 12.09 |
BDCX ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN | 4 | -0.66 | -0.83 | 0.91 | -0.59 | -1.04 |
BIZD VanEck BDC Income ETF | 4 | -0.72 | -0.94 | 0.90 | -0.59 | -1.03 |
BRLN BlackRock Floating Rate Loan ETF | 53 | 1.54 | 2.34 | 1.29 | 2.41 | 9.32 |
EUAD Select STOXX Europe Aerospace & Defense ETF | 9 | -0.04 | 0.15 | 1.02 | -0.06 | -0.14 |
EUHY iShares Euro High Yield Corporate Bond USD Hedged ETF | 31 | 1.00 | 1.45 | 1.19 | 1.57 | 3.75 |
GII SPDR S&P Global Infrastructure ETF | 43 | 1.28 | 1.83 | 1.23 | 2.33 | 7.00 |
IAGG iShares Core International Aggregate Bond ETF | 24 | 0.80 | 1.17 | 1.14 | 0.98 | 2.91 |
IEMG iShares Core MSCI Emerging Markets ETF | 67 | 1.99 | 2.58 | 1.38 | 3.10 | 11.68 |
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Dividends
Dividend yield
new portfolio 27 jun 2025 provided a 3.23% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 3.31% | 3.52% | 3.43% | 3.30% | 2.52% | 2.52% | 2.86% | 2.54% | 2.10% | 2.36% | 2.25% |
| Portfolio components: | ||||||||||||
BBEU JPMorgan BetaBuilders Europe ETF | 2.83% | 2.83% | 4.16% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% | 0.00% | 0.00% |
BBUS JP Morgan Betabuilders U.S. Equity ETF | 1.00% | 1.07% | 1.21% | 1.38% | 1.57% | 1.11% | 1.43% | 1.37% | 0.00% | 0.00% | 0.00% | 0.00% |
BDCX ETRACS Quarterly Pay 1.5X Leveraged MVIS BDC Index ETN | 20.31% | 19.17% | 15.28% | 14.71% | 17.47% | 11.52% | 6.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIZD VanEck BDC Income ETF | 13.84% | 11.78% | 10.94% | 10.96% | 11.21% | 8.14% | 10.39% | 9.13% | 10.88% | 9.13% | 8.51% | 9.12% |
BRLN BlackRock Floating Rate Loan ETF | 6.37% | 6.50% | 7.87% | 9.06% | 1.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUAD Select STOXX Europe Aerospace & Defense ETF | 0.42% | 0.40% | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUHY iShares Euro High Yield Corporate Bond USD Hedged ETF | 5.35% | 3.56% | 5.11% | 3.38% | 0.61% | 3.07% | 1.45% | 1.19% | 4.01% | 0.69% | 1.70% | 3.24% |
GII SPDR S&P Global Infrastructure ETF | 2.74% | 3.17% | 3.23% | 3.70% | 3.07% | 2.37% | 2.66% | 3.39% | 3.31% | 3.38% | 3.11% | 3.54% |
IAGG iShares Core International Aggregate Bond ETF | 3.67% | 3.08% | 4.28% | 3.55% | 2.27% | 1.16% | 1.95% | 2.82% | 3.02% | 1.74% | 1.56% | 0.13% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.31% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
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 new portfolio 27 jun 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 new portfolio 27 jun 2025 was 12.08%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.
The current new portfolio 27 jun 2025 drawdown is 1.90%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -12.08%Apr 2025 | 1mo 18d | 1mo 4d | 2mo 22dFeb 2025 - May 2025 |
2026 pullback2026 | -7.85%Mar 2026 | 1mo 2d | 18d | 1mo 20dFeb 2026 - Apr 2026 |
2025 pullback2025 | -4.11%Jan 2025 | 1mo 5d | 13d | 1mo 18dDec 2024 - Jan 2025 |
2025 pullback2025 | -3.63%Nov 2025 | 7d | 8d | 15dNov 2025 - Nov 2025 |
2025 pullback2025 | -2.79%Aug 2025 | 8d | 12d | 20dJul 2025 - Aug 2025 |
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 24 assets, with an effective number of assets of 13.48, 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 | All Time | |
|---|---|---|
Diversification Ratio | 1.23 | 1.19 |
The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
new portfolio 27 jun 2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2024 | 0.87 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while SGOV has the lowest at -0.07.
Portfolio Correlations
Correlation vs. new portfolio 27 jun 2025. SPDW has the highest portfolio correlation at 0.91, while SGOV has the lowest at -0.09.
Asset Correlations Table
Find what new portfolio 27 jun 2025 is missing
See which holdings overlap, where new portfolio 27 jun 2025 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification