Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VTI Vanguard Total Stock Market ETF | Large Cap Blend Equities | 30% |
FFRHX Fidelity Floating Rate High Income Fund | Bank Loan | 14% |
PRFRX T. Rowe Price Floating Rate Fund | High Yield Bonds | 14% |
LFRIX Lord Abbett Floating Rate Fund | Bank Loan | 14% |
SRLN State Street Blackstone Senior Loan ETF | Bank Loan, High Yield Bonds | 14% |
FLOT iShares Floating Rate Bond ETF | Ultrashort Bond, Corporate Bonds | 14% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Balanced-II nogold 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 nogold 2025 returned 4.00% Year-To-Date and 7.77% 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 nogold 2025 | 0.19% | 0.39% | 4.00% | 4.43% | 12.12% | 11.52% | 7.53% | 7.77% |
| 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% |
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 nogold 2025's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +6.4%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Balanced-II nogold 2025 closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +3.9%, while the worst single day was Mar 16, 2020 at -5.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.43% | -0.79% | -1.01% | 4.04% | 2.06% | -0.70% | 4.00% | ||||||
| 2025 | 1.39% | -0.43% | -1.98% | -0.35% | 2.96% | 2.17% | 1.21% | 1.16% | 1.53% | 0.92% | 0.43% | 0.52% | 9.85% |
| 2024 | 0.68% | 2.21% | 1.45% | -0.92% | 2.10% | 0.89% | 1.06% | 1.10% | 1.03% | 0.44% | 2.76% | -0.62% | 12.80% |
| 2023 | 3.70% | -0.36% | 0.78% | 0.94% | 0.10% | 3.43% | 1.82% | 0.08% | -1.04% | -0.90% | 3.65% | 2.66% | 15.72% |
| 2022 | -1.74% | -1.05% | 0.97% | -2.85% | -1.52% | -4.05% | 4.03% | -0.38% | -4.48% | 3.16% | 2.34% | -1.70% | -7.43% |
| 2021 | 0.38% | 1.32% | 1.07% | 1.84% | 0.56% | 1.02% | 0.39% | 1.19% | -1.01% | 2.14% | -0.74% | 1.67% | 10.23% |
Benchmark Metrics
Balanced-II nogold 2025 has an annualized alpha of 2.17%, beta of 0.37, and R2 of 0.90 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 (40.58%) than losses (40.40%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.17% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.37 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
- 2.17%
- Beta
- 0.37
- R²
- 0.90
- Upside Capture
- 40.58%
- Downside Capture
- 40.40%
Expense Ratio
Balanced-II nogold 2025 has an expense ratio of 0.41%, 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 nogold 2025 ranks 82 for risk / return — in the top 82% 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 Balanced-II nogold 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 | 2.59 | 1.86 | +0.73 |
| Sortino ratioReturn per unit of downside risk | 3.74 | 2.53 | +1.21 |
| Omega ratioGain probability vs. loss probability | 1.52 | 1.34 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 3.49 | 2.53 | +0.96 |
| Martin ratioReturn relative to average drawdown | 15.21 | 11.37 | +3.84 |
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 |
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 nogold 2025 provided a 5.25% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.25% | 5.53% | 5.87% | 5.97% | 3.24% | 2.53% | 3.04% | 3.88% | 3.77% | 3.06% | 3.10% | 3.04% |
| 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% |
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 nogold 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 nogold 2025 was 24.02%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current Balanced-II nogold 2025 drawdown is 0.92%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -24.02%Mar 2020 | 1mo 2d | 5mo 12d | 6mo 14dFeb 2020 - Sep 2020 |
Bear market2022 | -11.00%Sep 2022 | 8mo 29d | 9mo 3d | 1y 5moJan 2022 - Jun 2023 |
Rate-hike selloffLate 2018 | -8.19%Dec 2018 | 2mo 21d | 2mo 27d | 5mo 18dOct 2018 - Mar 2019 |
2025 selloff2025 | -7.55%Apr 2025 | 1mo 17d | 1mo 26d | 3mo 13dFeb 2025 - Jun 2025 |
2016 pullback2016 | -6.88%Feb 2016 | 6mo 29d | 3mo 14d | 10mo 13dJul 2015 - May 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 6 assets, with an effective number of assets of 5.32, 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 | 1.20 | 1.18 | 1.17 | 1.19 | 1.20 |
The portfolio has a diversification ratio of 1.20, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Balanced-II nogold 2025 correlation to the S&P 500 Index
| 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 | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2013 | 0.96 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while FLOT has the lowest at 0.14.
Asset Correlations Table
Find what Balanced-II nogold 2025 is missing
See which holdings overlap, where Balanced-II nogold 2025 is concentrated, and which low-correlation assets could fill the gaps.
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