Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | Government Bonds, Ultrashort Bond | 46.90% |
DIVO Amplify CWP Enhanced Dividend Income ETF | Derivative Income | 14% |
ICMUX Intrepid Income Fund | Multisector Bonds | 13.80% |
CET Central Securities Corp. | Financial Services | 13.70% |
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 6.90% |
NVDA NVIDIA Corporation | Technology | 4.70% |
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Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in George's, 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 George's | 0.35% | -0.36% | 3.95% | 4.33% | 12.33% | 13.14% | 9.91% | — |
| Portfolio components: | ||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 0.03% | 0.29% | 1.60% | 1.76% | 3.85% | 4.63% | 3.43% | 2.20% |
CET Central Securities Corp. | 1.30% | -0.13% | 4.87% | 5.08% | 19.87% | 19.61% | 11.50% | 16.62% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.72% | 2.16% | 6.43% | 5.62% | 19.84% | 15.47% | 10.91% | — |
ICMUX Intrepid Income Fund | 0.00% | 0.47% | 2.09% | 2.58% | 7.67% | 9.63% | 6.09% | 5.83% |
NVDA NVIDIA Corporation | 0.16% | -12.86% | 10.16% | 17.38% | 44.72% | 71.13% | 63.13% | 67.95% |
VTI Vanguard Total Stock Market ETF | 0.57% | -0.28% | 9.62% | 9.69% | 26.27% | 20.60% | 12.20% | 15.02% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 14, 2016, George's's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, an investment would double in approximately 7.1 years.
Historically, 76% of months were positive and 24% were negative. The best month was Apr 2020 with a return of +5.1%, while the worst month was Mar 2020 at -4.9%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, George's closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +3.7%, while the worst single day was Mar 16, 2020 at -3.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.21% | 0.19% | -1.52% | 3.15% | 1.17% | -0.26% | 3.95% | ||||||
| 2025 | 1.28% | 0.04% | -1.84% | -0.40% | 3.10% | 2.68% | 1.39% | 1.13% | 1.62% | 0.85% | 0.25% | 0.59% | 11.13% |
| 2024 | 1.71% | 3.09% | 3.04% | -1.04% | 2.98% | 1.81% | 0.52% | 1.32% | 1.28% | 0.72% | 2.46% | -1.21% | 17.88% |
| 2023 | 3.55% | 0.69% | 1.66% | 0.68% | 1.27% | 2.99% | 1.75% | -0.26% | -1.37% | -0.49% | 3.72% | 1.95% | 17.22% |
| 2022 | -2.59% | -0.38% | 1.23% | -3.74% | 0.15% | -3.64% | 3.07% | -1.60% | -3.51% | 4.04% | 3.23% | -2.53% | -6.53% |
| 2021 | 0.25% | 2.08% | 1.92% | 1.86% | 1.90% | 1.87% | 0.36% | 1.31% | -1.61% | 3.24% | 1.01% | 2.06% | 17.42% |
Benchmark Metrics
George's has an annualized alpha of 5.04%, beta of 0.35, and R2 of 0.88 versus S&P 500 Index. Calculated based on daily prices since December 14, 2016.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (45.33%) than losses (34.87%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 5.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.35 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
- 5.04%
- Beta
- 0.35
- R²
- 0.88
- Upside Capture
- 45.33%
- Downside Capture
- 34.87%
Expense Ratio
George's has an expense ratio of 0.27%, 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
George's 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 George's 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 | 2.53 | 1.86 | +0.67 |
| Sortino ratioReturn per unit of downside risk | 3.67 | 2.53 | +1.14 |
| Omega ratioGain probability vs. loss probability | 1.50 | 1.34 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.88 | 2.53 | +1.35 |
| Martin ratioReturn relative to average drawdown | 17.90 | 11.37 | +6.53 |
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 |
|---|---|---|---|---|---|---|
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 100 | 19.63 | 175.17 | 88.41 | 357.44 | 2,834.34 |
CET Central Securities Corp. | 81 | 1.55 | 2.20 | 1.28 | 2.22 | 8.98 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 70 | 2.02 | 2.99 | 1.35 | 3.12 | 11.23 |
ICMUX Intrepid Income Fund | 97 | 3.89 | 6.46 | 1.97 | 5.65 | 19.74 |
NVDA NVIDIA Corporation | 74 | 1.20 | 1.75 | 1.21 | 2.07 | 4.94 |
VTI Vanguard Total Stock Market ETF | 67 | 1.97 | 2.67 | 1.35 | 2.79 | 12.52 |
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Dividends
Dividend yield
George's provided a 4.52% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.52% | 4.74% | 4.86% | 4.99% | 3.55% | 2.74% | 2.48% | 3.22% | 2.90% | 1.88% | 1.22% | 2.11% |
| Portfolio components: | ||||||||||||
BIL SPDR Bloomberg 1-3 Month T-Bill ETF | 3.86% | 4.13% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% |
CET Central Securities Corp. | 5.08% | 5.32% | 4.92% | 4.90% | 7.34% | 8.41% | 5.68% | 3.78% | 5.84% | 3.65% | 4.50% | 10.41% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 6.36% | 6.44% | 4.70% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% |
ICMUX Intrepid Income Fund | 7.57% | 7.96% | 7.85% | 9.10% | 8.17% | 5.99% | 5.56% | 3.35% | 3.07% | 2.86% | 3.01% | 3.53% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
VTI Vanguard Total Stock Market ETF | 1.03% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
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 George's. 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 George's was 14.00%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current George's drawdown is 0.59%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -14.00%Mar 2020 | 1mo 2d | 3mo 29d | 5mo 1dFeb 2020 - Jul 2020 |
Bear market2022 | -10.75%Sep 2022 | 8mo 28d | 7mo 20d | 1y 4moJan 2022 - May 2023 |
Rate-hike selloffLate 2018 | -8.32%Dec 2018 | 2mo 23d | 2mo 27d | 5mo 20dOct 2018 - Mar 2019 |
2025 selloff2025 | -6.91%Apr 2025 | 1mo 17d | 1mo 26d | 3mo 13dFeb 2025 - Jun 2025 |
2018 pullback2018 | -3.75%Feb 2018 | 10d | 4mo | 4mo 10dJan 2018 - Jun 2018 |
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 3.52, 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 | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.27 | 1.24 | 1.21 | 1.21 |
The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
George's correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Dec 14, 2016 | 0.91 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BIL has the lowest at 0.00.
Asset Correlations Table
Find what George's is missing
See which holdings overlap, where George's is concentrated, and which low-correlation assets could fill the gaps.
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