Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 30% |
GLD SPDR Gold Shares | Gold, Precious Metals | 20% |
FFRHX Fidelity Floating Rate High Income Fund | Bank Loan | 10% |
PRFRX T. Rowe Price Floating Rate Fund | High Yield Bonds | 10% |
LFRIX Lord Abbett Floating Rate Fund | Bank Loan | 10% |
SRLN State Street Blackstone Senior Loan ETF | Bank Loan, High Yield Bonds | 10% |
FLOT iShares Floating Rate Bond ETF | Ultrashort Bond, Corporate Bonds | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced-II 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
As of Jun 13, 2026, the Balanced-II 2025 returned 3.40% Year-To-Date and 9.54% 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 Balanced-II 2025 | 0.20% | -1.02% | 3.40% | 3.76% | 15.71% | 15.93% | 10.03% | 9.54% |
| Portfolio components: | ||||||||
FFRHX Fidelity Floating Rate High Income Fund | -0.11% | -0.00% | 1.60% | 1.98% | 5.89% | 7.24% | 5.35% | 4.90% |
FLOT iShares Floating Rate Bond ETF | 0.02% | 0.45% | 1.99% | 2.23% | 4.87% | 5.66% | 4.22% | 3.04% |
GLD SPDR Gold Shares | 0.06% | -9.52% | -2.47% | -2.25% | 22.21% | 28.89% | 17.08% | 12.15% |
LFRIX Lord Abbett Floating Rate Fund | 0.00% | 0.17% | 1.53% | 2.10% | 6.20% | 7.67% | 5.35% | 4.52% |
PRFRX T. Rowe Price Floating Rate Fund | -0.11% | -0.10% | 0.83% | 2.01% | 7.80% | 9.76% | 6.95% | 5.46% |
SRLN State Street Blackstone Senior Loan ETF | 0.00% | -0.16% | 0.50% | 0.94% | 5.31% | 7.44% | 4.52% | 4.52% |
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 Apr 4, 2013, Balanced-II 2025's average daily return is +0.03%, while the average monthly return is +0.66%. At this rate, an investment would double in approximately 8.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +7.2%, while the worst month was Mar 2020 at -9.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Balanced-II 2025 closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Mar 12, 2020 at -5.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.89% | 1.30% | -3.70% | 3.46% | 1.65% | -2.04% | 3.40% | ||||||
| 2025 | 2.61% | -0.09% | 0.09% | 0.78% | 2.60% | 2.07% | 0.94% | 2.02% | 3.77% | 1.56% | 1.43% | 0.84% | 20.22% |
| 2024 | 0.29% | 2.13% | 3.00% | -0.42% | 2.22% | 0.86% | 1.99% | 1.39% | 1.98% | 1.10% | 1.89% | -0.99% | 16.51% |
| 2023 | 4.38% | -1.55% | 2.35% | 0.94% | -0.16% | 2.61% | 2.08% | -0.36% | -2.11% | 0.59% | 3.89% | 2.60% | 16.10% |
| 2022 | -2.10% | 0.28% | 1.21% | -3.22% | -1.77% | -3.90% | 3.16% | -1.17% | -4.60% | 2.58% | 3.78% | -1.15% | -7.09% |
| 2021 | -0.40% | 0.00% | 0.92% | 2.46% | 2.00% | -0.61% | 0.94% | 1.07% | -1.75% | 2.39% | -0.80% | 2.19% | 8.63% |
Benchmark Metrics
Balanced-II 2025 has an annualized alpha of 3.30%, beta of 0.35, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since April 04, 2013.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.58%) than losses (35.56%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.30% 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
- 3.30%
- Beta
- 0.35
- R²
- 0.72
- Upside Capture
- 41.58%
- Downside Capture
- 35.56%
Expense Ratio
Balanced-II 2025 has an expense ratio of 0.38%, 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
Balanced-II 2025 ranks 43 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Balanced-II 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 | 1.94 | 1.86 | +0.08 |
| Sortino ratioReturn per unit of downside risk | 2.56 | 2.53 | +0.03 |
| Omega ratioGain probability vs. loss probability | 1.39 | 1.34 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.33 | 2.53 | -0.20 |
| Martin ratioReturn relative to average drawdown | 8.84 | 11.37 | -2.53 |
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 |
|---|---|---|---|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | 93 | 2.45 | 5.83 | 1.86 | 4.87 | 17.02 |
FLOT iShares Floating Rate Bond ETF | 99 | 6.56 | 11.84 | 3.23 | 11.32 | 105.27 |
GLD SPDR Gold Shares | 26 | 0.87 | 1.24 | 1.18 | 0.98 | 2.81 |
LFRIX Lord Abbett Floating Rate Fund | 92 | 2.50 | 5.72 | 1.97 | 3.92 | 14.80 |
PRFRX T. Rowe Price Floating Rate Fund | 96 | 2.91 | 7.36 | 2.14 | 5.15 | 19.34 |
SRLN State Street Blackstone Senior Loan ETF | 55 | 1.80 | 2.62 | 1.41 | 1.60 | 5.93 |
VTI Vanguard Total Stock Market ETF | 67 | 1.97 | 2.67 | 1.35 | 2.79 | 12.52 |
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Dividends
Dividend yield
Balanced-II 2025 provided a 3.84% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.84% | 4.05% | 4.30% | 4.39% | 2.46% | 1.91% | 2.29% | 2.92% | 2.87% | 2.33% | 2.38% | 2.34% |
| Portfolio components: | ||||||||||||
FFRHX Fidelity Floating Rate High Income Fund | 7.10% | 7.41% | 6.94% | 8.24% | 3.81% | 2.74% | 3.84% | 5.15% | 4.74% | 4.05% | 4.44% | 3.69% |
FLOT iShares Floating Rate Bond ETF | 4.53% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
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% |
LFRIX Lord Abbett Floating Rate Fund | 6.91% | 7.20% | 7.68% | 7.63% | 3.95% | 4.01% | 4.64% | 5.71% | 5.60% | 4.65% | 4.64% | 4.72% |
PRFRX T. Rowe Price Floating Rate Fund | 9.26% | 9.99% | 10.20% | 9.57% | 4.03% | 3.86% | 4.00% | 4.84% | 4.87% | 4.04% | 4.07% | 4.07% |
SRLN State Street Blackstone Senior Loan ETF | 7.51% | 7.67% | 8.58% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% |
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 Balanced-II 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 Balanced-II 2025 was 20.78%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current Balanced-II 2025 drawdown is 2.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -20.78%Mar 2020 | 1mo 2d | 4mo | 5mo 2dFeb 2020 - Jul 2020 |
Bear market2022 | -12.07%Oct 2022 | 11mo 3d | 8mo 2d | 1y 7moNov 2021 - Jun 2023 |
2016 pullback2016 | -7.36%Jan 2016 | 8mo 6d | 3mo | 11mo 6dMay 2015 - Apr 2016 |
2026 pullback2026 | -6.70%Mar 2026 | 1mo 26d | — | 4mo 17dJan 2026 - now |
2025 selloff2025 | -6.67%Apr 2025 | 1mo 17d | 27d | 2mo 14dFeb 2025 - May 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 7 assets, with an effective number of assets of 5.56, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.34 | 1.40 | 1.40 | 1.42 | 1.46 |
The portfolio has a diversification ratio of 1.46, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Balanced-II 2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.79 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while GLD has the lowest at 0.02.
Asset Correlations Table
Find what Balanced-II 2025 is missing
See which holdings overlap, where Balanced-II 2025 is concentrated, and which low-correlation assets could fill the gaps.
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