Asset Allocation
Find the right asset allocation for 2025 chat suggest
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 2025 chat suggest, 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 year.
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Returns By Period
As of Jun 13, 2026, the 2025 chat suggest returned 10.34% Year-To-Date and 10.29% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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 chat suggest | 0.45% | 1.42% | 10.34% | 10.37% | 20.29% | 14.53% | 8.29% | 10.29% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.12% | 1.03% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
DBC Invesco DB Commodity Index Tracking Fund | -1.04% | -8.46% | 27.68% | 28.76% | 30.29% | 12.92% | 11.29% | 8.27% |
GLD SPDR Gold Shares | 0.06% | -7.37% | -2.47% | -2.25% | 22.21% | 28.89% | 17.08% | 12.15% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.47% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
TIP iShares TIPS Bond ETF | 0.01% | 0.25% | 1.40% | 1.42% | 4.76% | 4.00% | 0.91% | 2.53% |
VIG Vanguard Dividend Appreciation ETF | 0.53% | 2.76% | 7.68% | 6.99% | 19.52% | 15.98% | 10.74% | 13.24% |
VOOG Vanguard S&P 500 Growth ETF | 0.38% | -1.27% | 9.67% | 10.61% | 29.13% | 25.78% | 14.86% | 17.86% |
VXUS Vanguard Total International Stock ETF | 0.40% | 3.09% | 13.69% | 15.52% | 30.12% | 18.37% | 8.32% | 10.22% |
XLU State Street Utilities Select Sector SPDR ETF | 1.09% | 1.50% | 5.04% | 5.48% | 12.50% | 13.79% | 9.41% | 9.20% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, 2025 chat suggest's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, an investment would double in approximately 7.2 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +8.0%, while the worst month was Mar 2020 at -8.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 2025 chat suggest closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +6.0%, while the worst single day was Mar 12, 2020 at -7.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.43% | 3.94% | -3.63% | 4.44% | 1.38% | -0.39% | 10.34% | ||||||
| 2025 | 2.32% | 1.51% | -0.94% | -1.88% | 2.18% | 2.62% | 0.52% | 2.88% | 2.04% | 0.51% | 1.80% | 0.05% | 14.34% |
| 2024 | 0.07% | 1.66% | 3.37% | -2.83% | 3.04% | 0.62% | 3.68% | 2.28% | 1.96% | -1.08% | 2.96% | -3.71% | 12.33% |
| 2023 | 3.35% | -3.25% | 2.06% | 0.68% | -2.49% | 3.44% | 2.62% | -1.77% | -3.72% | -1.85% | 5.95% | 4.22% | 8.99% |
| 2022 | -3.17% | -1.44% | 1.79% | -4.65% | 1.53% | -5.74% | 4.14% | -2.99% | -7.23% | 5.44% | 6.32% | -2.53% | -9.22% |
| 2021 | -1.03% | 1.49% | 4.29% | 2.89% | 1.93% | -0.10% | 1.57% | 1.54% | -3.35% | 4.04% | -1.42% | 4.68% | 17.43% |
Benchmark Metrics
2025 chat suggest has an annualized alpha of 1.95%, beta of 0.58, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio participated in 62.82% of S&P 500 Index downside but only 62.06% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.58 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
- 1.95%
- Beta
- 0.58
- R²
- 0.88
- Upside Capture
- 62.06%
- Downside Capture
- 62.82%
Expense Ratio
2025 chat suggest has an expense ratio of 0.09%, 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
2025 chat suggest ranks 84 for risk / return — in the top 84% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 chat suggest 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 | 2.64 | 1.86 | +0.78 |
| Sortino ratioReturn per unit of downside risk | 3.80 | 2.53 | +1.26 |
| Omega ratioGain probability vs. loss probability | 1.49 | 1.34 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 2.53 | +1.36 |
| Martin ratioReturn relative to average drawdown | 15.91 | 11.37 | +4.54 |
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 |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
DBC Invesco DB Commodity Index Tracking Fund | 62 | 1.82 | 2.42 | 1.32 | 3.48 | 9.64 |
GLD SPDR Gold Shares | 25 | 0.87 | 1.24 | 1.18 | 0.98 | 2.81 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
TIP iShares TIPS Bond ETF | 46 | 1.37 | 2.11 | 1.24 | 2.34 | 7.00 |
VIG Vanguard Dividend Appreciation ETF | 58 | 1.80 | 2.61 | 1.32 | 2.32 | 9.34 |
VOOG Vanguard S&P 500 Growth ETF | 51 | 1.67 | 2.26 | 1.29 | 2.02 | 8.11 |
VXUS Vanguard Total International Stock ETF | 58 | 1.77 | 2.44 | 1.33 | 2.53 | 9.72 |
XLU State Street Utilities Select Sector SPDR ETF | 25 | 0.81 | 1.18 | 1.15 | 1.30 | 2.80 |
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Dividends
Dividend yield
2025 chat suggest provided a 2.65% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.65% | 2.89% | 2.84% | 2.77% | 2.72% | 2.20% | 2.17% | 2.37% | 2.55% | 2.23% | 2.35% | 2.37% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
DBC Invesco DB Commodity Index Tracking Fund | 2.61% | 3.33% | 5.22% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
TIP iShares TIPS Bond ETF | 3.76% | 3.46% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% |
VIG Vanguard Dividend Appreciation ETF | 1.47% | 1.62% | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% |
VOOG Vanguard S&P 500 Growth ETF | 0.45% | 0.49% | 0.49% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% |
VXUS Vanguard Total International Stock ETF | 2.67% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
XLU State Street Utilities Select Sector SPDR ETF | 2.67% | 2.71% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% |
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 chat suggest. 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 chat suggest was 23.25%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current 2025 chat suggest drawdown is 0.49%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -23.25%Mar 2020 | 1mo 2d | 4mo 14d | 5mo 16dFeb 2020 - Aug 2020 |
Bear market2022 | -17.12%Oct 2022 | 9mo 10d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
Rate-hike selloffLate 2018 | -11.19%Dec 2018 | 3mo 1d | 2mo 21d | 5mo 22dSep 2018 - Mar 2019 |
2025 selloff2025 | -9.52%Apr 2025 | 1mo 16d | 2mo 3d | 3mo 19dFeb 2025 - Jun 2025 |
2015 pullback2015 | -9.48%Aug 2015 | 3mo 9d | 7mo 7d | 10mo 16dMay 2015 - Mar 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 9 assets, with an effective number of assets of 5.66, 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 | 1.49 | 1.36 | 1.31 | 1.26 | 1.27 |
The portfolio has a diversification ratio of 1.27, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025 chat suggest correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.80 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.86 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.90 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOOG has the highest benchmark correlation at 0.95, while BND has the lowest at -0.05.
Asset Correlations Table
| TIP | BND | GLD | DBC | XLU | VOOG | VXUS | SCHD | VIG | |
|---|---|---|---|---|---|---|---|---|---|
| TIP | 1.00 | 0.79 | 0.35 | 0.04 | 0.18 | -0.02 | 0.03 | -0.04 | -0.02 |
| BND | 0.79 | 1.00 | 0.32 | -0.11 | 0.21 | -0.02 | 0.00 | -0.06 | -0.02 |
| GLD | 0.35 | 0.32 | 1.00 | 0.27 | 0.14 | 0.05 | 0.21 | 0.04 | 0.05 |
| DBC | 0.04 | -0.11 | 0.27 | 1.00 | 0.09 | 0.24 | 0.37 | 0.30 | 0.25 |
| XLU | 0.18 | 0.21 | 0.14 | 0.09 | 1.00 | 0.33 | 0.34 | 0.48 | 0.49 |
| VOOG | -0.02 | -0.02 | 0.05 | 0.24 | 0.33 | 1.00 | 0.74 | 0.68 | 0.83 |
| VXUS | 0.03 | 0.00 | 0.21 | 0.37 | 0.34 | 0.74 | 1.00 | 0.72 | 0.76 |
| SCHD | -0.04 | -0.06 | 0.04 | 0.30 | 0.48 | 0.68 | 0.72 | 1.00 | 0.89 |
| VIG | -0.02 | -0.02 | 0.05 | 0.25 | 0.49 | 0.83 | 0.76 | 0.89 | 1.00 |
Find what 2025 chat suggest is missing
See which holdings overlap, where 2025 chat suggest is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification