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Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for Portfolio

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.08%2.00%9.57%10.71%25.41%19.37%12.48%13.67%
Portfolio
Portfolio
0.62%3.14%8.61%8.96%20.12%15.59%8.91%
BND
Vanguard Total Bond Market ETF
0.27%1.57%0.65%0.54%4.73%4.05%0.04%1.60%
EUSA
iShares MSCI USA Equal Weighted ETF
0.47%4.24%9.38%9.41%18.63%14.76%8.22%11.59%
GLDM
SPDR Gold MiniShares Trust
-0.41%-5.93%-2.26%-2.73%25.12%29.08%18.94%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.04%0.32%1.69%1.83%3.96%4.71%3.57%
VTI
Vanguard Total Stock Market ETF
1.16%2.76%10.70%11.69%27.29%20.67%12.86%15.07%
VXUS
Vanguard Total International Stock ETF
1.17%5.27%15.66%17.58%32.98%18.62%9.33%10.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, Portfolio's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.6%, while the worst month was Sep 2022 at -8.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.9%, while the worst single day was Jun 11, 2020 at -5.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.57%2.30%-5.35%6.29%3.19%-0.30%8.61%
20253.43%-0.58%-2.62%-0.42%3.85%3.47%0.87%2.50%2.12%0.67%0.91%0.54%15.57%
2024-0.44%3.54%3.67%-3.71%2.94%0.59%3.20%2.18%2.17%-1.16%5.24%-4.30%14.28%
20236.98%-3.05%1.17%0.28%-1.61%5.54%3.30%-2.54%-4.22%-2.83%8.16%5.73%17.10%
2022-4.75%-1.17%1.56%-7.04%0.10%-7.19%6.74%-3.23%-8.26%6.18%6.21%-3.92%-15.25%
2021-0.57%2.91%2.93%4.01%1.51%0.99%1.13%1.86%-3.57%4.51%-2.18%3.57%18.13%

Benchmark Metrics

Portfolio has an annualized alpha of 0.53%, beta of 0.76, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

  • This portfolio participated in 82.67% of S&P 500 Index downside but only 76.31% of its upside - more exposed to losses than it benefited from rallies.

Alpha
0.53%
Beta
0.76
0.91
Upside Capture
76.31%
Downside Capture
82.67%

Expense Ratio

Portfolio has an expense ratio of 0.07%, 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

Portfolio ranks 37 for risk / return — below 37% 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.


Portfolio Risk / Return Rank: 3737
Overall Rank
Portfolio Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
Portfolio Sortino Ratio Rank: 3737
Sortino Ratio Rank
Portfolio Omega Ratio Rank: 3434
Omega Ratio Rank
Portfolio Calmar Ratio Rank: 3535
Calmar Ratio Rank
Portfolio Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Portfolio 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.94

2.05

-0.10

Sortino ratioReturn per unit of downside risk

2.73

2.77

-0.04

Omega ratioGain probability vs. loss probability

1.35

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.68

2.81

-0.13

Martin ratioReturn relative to average drawdown

11.50

12.55

-1.05


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BND
Vanguard Total Bond Market ETF
37
1.271.911.221.775.10
EUSA
iShares MSCI USA Equal Weighted ETF
49
1.552.231.272.399.43
GLDM
SPDR Gold MiniShares Trust
25
0.921.291.191.042.86
SGOV
iShares 0-3 Month Treasury Bond ETF
100
20.39276.39196.05399.244,473.64
VTI
Vanguard Total Stock Market ETF
71
2.152.911.393.0713.75
VXUS
Vanguard Total International Stock ETF
66
2.062.811.382.9411.32

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current Portfolio Sharpe ratio is 1.94 as of Jun 18, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.63 to 2.51, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Portfolio provided a 1.84% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.84%1.95%1.95%1.93%1.84%1.38%1.46%1.68%2.01%1.62%1.72%2.04%
BND
Vanguard Total Bond Market ETF
3.95%3.86%3.67%3.09%2.60%2.12%2.38%2.72%2.81%2.54%2.51%2.57%
EUSA
iShares MSCI USA Equal Weighted ETF
1.48%1.63%1.47%1.53%1.73%1.23%1.45%1.49%2.01%1.50%1.59%2.21%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.02%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
VXUS
Vanguard Total International Stock ETF
3.08%3.18%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%

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 Portfolio. 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 Portfolio was 22.61%, occurring on Oct 14, 2022. Recovery took 332 trading sessions.

The current Portfolio drawdown is 1.45%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-22.61%Oct 2022
11mo 1d1y 4mo
2y 2moNov 2021 - Feb 2024
2025 selloff2025
-13.37%Apr 2025
1mo 18d1mo 29d
3mo 17dFeb 2025 - Jun 2025
2026 pullback2026
-7.55%Mar 2026
1mo 1d18d
1mo 19dFeb 2026 - Apr 2026
2020 pullback2020
-7.14%Jun 2020
2d1mo 18d
1mo 20dJun 2020 - Jul 2020
2020 pullback2020
-6.51%Sep 2020
20d19d
1mo 9dSep 2020 - Oct 2020

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 3.17, 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

1.15

1.13

1.11

1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Portfolio correlation to the S&P 500 Index

Portfolio has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (All Time)
Calculated using the full available price history since May 28, 2020

0.93


Benchmark Correlations

Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while SGOV has the lowest at -0.02.

SGOV
-0.02
GLDM
0.14
BND
0.17
VXUS
0.78
EUSA
0.90
VTI
0.99

Portfolio Correlations

Correlation vs. Portfolio. EUSA has the highest portfolio correlation at 0.98, while SGOV has the lowest at -0.02.

SGOV
-0.02
BND
0.24
GLDM
0.25
VXUS
0.85
VTI
0.96
EUSA
0.98

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

The correlation results are calculated based on daily price changes starting from May 28, 2020
Diversification Analysis

Find what Portfolio is missing

See which holdings overlap, where Portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification