PortfoliosLab logoPortfoliosLab logo
01.14.2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 01.14.2026

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 01.14.2026, 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.


Loading charts...

Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.30%0.09%8.18%8.17%23.42%19.88%11.91%13.45%
Portfolio
01.14.2026
0.58%-5.50%4.46%6.83%37.54%28.20%
COPX
Global X Copper Miners ETF
0.81%-5.44%13.23%23.36%93.73%32.33%18.13%20.76%
EEM
iShares MSCI Emerging Markets ETF
1.80%-3.22%20.18%22.10%43.51%20.79%5.98%9.37%
EFA
iShares MSCI EAFE ETF
0.61%-1.04%7.13%9.67%18.74%15.87%8.03%9.28%
EWJ
iShares MSCI Japan ETF
1.36%-0.29%13.88%14.67%30.27%17.05%8.50%9.21%
EWY
iShares MSCI South Korea ETF
5.96%-2.40%90.95%99.65%189.48%44.08%17.62%15.79%
EWZ
iShares MSCI Brazil ETF
-0.94%-13.88%6.04%6.47%28.14%7.95%3.87%7.53%
FXI
iShares China Large-Cap ETF
-0.20%-6.87%-9.43%-11.18%-2.84%10.10%-3.36%2.76%
GDX
VanEck Gold Miners ETF
-0.22%-16.83%-8.28%0.10%53.51%37.89%17.28%12.82%
GDXJ
VanEck Junior Gold Miners ETF
1.01%-19.25%-10.70%-0.52%50.65%42.13%15.86%11.53%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.14%-0.24%1.14%1.72%6.36%8.34%3.69%4.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 4, 2022, 01.14.2026's average daily return is +0.09%, while the average monthly return is +1.80%. At this rate, an investment would double in approximately 3.2 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +11.6%, while the worst month was Mar 2026 at -13.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 01.14.2026 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 4, 2025 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.71%9.01%-13.16%5.83%4.07%-5.23%4.46%
20256.77%-1.28%2.89%2.64%4.76%4.46%1.08%10.73%9.48%-0.59%4.75%0.38%56.03%
2024-2.40%1.94%8.19%-2.13%5.32%-0.03%6.82%1.33%2.84%-1.49%0.99%-5.66%15.87%
202310.72%-6.24%9.78%2.74%-0.98%4.97%3.79%-3.59%-5.96%-0.59%11.34%5.07%33.18%
2022-4.00%-10.87%6.43%-6.52%-6.13%3.55%11.56%-3.18%-10.63%

Benchmark Metrics

01.14.2026 has an annualized alpha of 7.17%, beta of 0.98, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.

  • This portfolio captured 123.57% of S&P 500 Index gains but only 98.10% of its losses - a favorable profile for investors.
  • This portfolio generated an annualized alpha of 7.17% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.98 and R2 of 0.61, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
7.17%
Beta
0.98
0.61
Upside Capture
123.57%
Downside Capture
98.10%

Expense Ratio

01.14.2026 has an expense ratio of 0.36%, 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

01.14.2026 ranks 25 for risk / return — below 25% 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.


01.14.2026 Risk / Return Rank: 2525
Overall Rank
01.14.2026 Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
01.14.2026 Sortino Ratio Rank: 2323
Sortino Ratio Rank
01.14.2026 Omega Ratio Rank: 2626
Omega Ratio Rank
01.14.2026 Calmar Ratio Rank: 2626
Calmar Ratio Rank
01.14.2026 Martin Ratio Rank: 2525
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 01.14.2026 and compares them with S&P 500 Index.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.66

1.94

-0.27

Sortino ratioReturn per unit of downside risk

2.13

2.63

-0.49

Omega ratioGain probability vs. loss probability

1.30

1.35

-0.06

Calmar ratioReturn relative to maximum drawdown

2.13

2.59

-0.46

Martin ratioReturn relative to average drawdown

7.31

11.84

-4.54


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
COPX
Global X Copper Miners ETF
672.202.541.343.3910.72
EEM
iShares MSCI Emerging Markets ETF
702.072.661.393.2312.20
EFA
iShares MSCI EAFE ETF
381.231.791.231.656.15
EWJ
iShares MSCI Japan ETF
501.532.211.292.247.56
EWY
iShares MSCI South Korea ETF
954.233.981.588.2629.84
EWZ
iShares MSCI Brazil ETF
341.131.611.201.474.96
FXI
iShares China Large-Cap ETF
8-0.14-0.060.99-0.18-0.38
GDX
VanEck Gold Miners ETF
351.161.581.221.684.32
GDXJ
VanEck Junior Gold Miners ETF
311.001.451.201.433.72
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
601.672.491.322.7312.02

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.

01.14.2026 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

  • 1-Year: 1.66
  • All Time: 1.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, 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 01.14.2026 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

01.14.2026 provided a 1.20% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio1.20%1.33%1.08%1.27%1.26%1.20%0.73%0.98%0.97%0.92%1.00%1.03%
COPX
Global X Copper Miners ETF
2.36%2.68%1.80%2.39%3.14%1.48%1.30%1.37%2.59%1.57%0.60%1.20%
EEM
iShares MSCI Emerging Markets ETF
1.85%2.22%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%
EFA
iShares MSCI EAFE ETF
3.16%3.38%3.24%2.98%2.69%3.33%2.13%3.10%3.39%2.57%3.07%2.76%
EWJ
iShares MSCI Japan ETF
3.97%4.52%2.34%2.03%1.23%2.08%1.04%2.03%1.71%1.25%1.95%1.27%
EWY
iShares MSCI South Korea ETF
1.10%2.10%2.55%2.52%1.23%2.16%0.73%2.10%1.34%2.90%1.21%2.42%
EWZ
iShares MSCI Brazil ETF
4.89%5.19%8.91%5.66%12.59%9.87%1.71%2.54%2.89%1.71%1.81%4.08%
FXI
iShares China Large-Cap ETF
2.67%2.42%1.76%3.17%2.61%1.60%2.19%2.74%2.69%2.31%2.69%2.90%
GDX
VanEck Gold Miners ETF
0.80%0.74%1.19%1.61%1.66%1.67%0.53%0.67%0.50%0.76%0.26%0.85%
GDXJ
VanEck Junior Gold Miners ETF
2.61%2.33%2.61%0.72%0.51%1.78%1.58%0.39%0.45%0.03%4.78%0.72%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.93%5.71%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 01.14.2026. 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 01.14.2026 was 24.47%, occurring on Oct 14, 2022. Recovery took 117 trading sessions.

The current 01.14.2026 drawdown is 9.35%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-24.47%Oct 2022
5mo 12d5mo 22d
11mo 4dMay 2022 - Apr 2023
2026 correction2026
-17.70%Mar 2026
18d
3mo 9dMar 2026 - now
2023 correction2023
-12.69%Oct 2023
2mo 16d1mo 29d
4mo 15dJul 2023 - Dec 2023
2025 selloff2025
-12.37%Apr 2025
1mo 23d16d
2mo 9dFeb 2025 - Apr 2025
2024 correction2024
-10.38%Aug 2024
21d16d
1mo 7dJul 2024 - Aug 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 24 assets, with an effective number of assets of 4.26, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
All Time
Diversification Ratio

1.28

1.33

1.30

The portfolio has a diversification ratio of 1.30, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

01.14.2026 correlation to the S&P 500 Index

01.14.2026 has a 0.66 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

0.66

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

0.69

Correlation (All Time)
Calculated using the full available price history since May 4, 2022

0.73


Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while GDX has the lowest at 0.31.

GDX
0.31
GDXJ
0.33
LQD
0.36
SILJ
0.36
EWZ
0.41
FXI
0.41
INDA
0.50
COPX
0.52
URA
0.54
ICLN
0.58
EWY
0.60
ITB
0.61
NAIL
0.61
XME
0.61
EWJ
0.64
EEM
0.67
SCHD
0.68
XLB
0.70
HYG
0.72
EFA
0.76
IWM
0.82
JEPQ
0.92
QQQ
0.94
SPY
1.00

Portfolio Correlations

Correlation vs. 01.14.2026. GDX has the highest portfolio correlation at 0.82, while LQD has the lowest at 0.44.

LQD
0.44
EWZ
0.45
FXI
0.46
INDA
0.49
SCHD
0.55
ITB
0.59
NAIL
0.59
ICLN
0.59
URA
0.61
EWY
0.63
HYG
0.65
JEPQ
0.67
EWJ
0.68
QQQ
0.69
IWM
0.69
EEM
0.71
XLB
0.72
COPX
0.73
SPY
0.73
XME
0.74
EFA
0.78
SILJ
0.81
GDXJ
0.82
GDX
0.82

Asset Correlations Table

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

LQDEWZFXIINDAGDXGDXJURASILJITBNAILSCHDEWYICLNEWJCOPXJEPQHYGQQQXMEXLBEEMIWMSPYEFA
LQD1.000.260.170.230.320.310.180.290.470.470.310.280.350.360.250.300.680.320.240.330.300.370.360.44
EWZ0.261.000.350.330.340.360.370.380.310.310.380.430.480.420.500.350.410.340.450.450.540.450.420.52
FXI0.170.351.000.300.350.350.380.370.290.290.340.490.450.390.580.390.360.400.440.430.800.410.410.53
INDA0.230.330.301.000.310.320.350.310.340.340.390.430.420.500.390.440.440.460.370.420.550.470.500.55
GDX0.320.340.350.311.000.980.470.920.240.240.260.430.400.390.640.260.360.270.580.470.490.340.320.50
GDXJ0.310.360.350.320.981.000.490.950.240.240.260.440.410.410.650.280.370.290.600.470.500.360.330.51
URA0.180.370.380.350.470.491.000.520.290.290.330.490.500.490.570.510.430.510.670.470.560.550.540.54
SILJ0.290.380.370.310.920.950.521.000.260.260.280.460.430.410.700.320.380.330.660.500.530.410.360.52
ITB0.470.310.290.340.240.240.290.261.001.000.650.370.460.500.380.500.610.500.470.680.440.700.610.59
NAIL0.470.310.290.340.240.240.290.261.001.000.650.370.450.500.380.500.610.500.470.680.440.700.610.60
SCHD0.310.380.340.390.260.260.330.280.650.651.000.390.490.500.440.490.580.490.550.770.470.740.680.63
EWY0.280.430.490.430.430.440.490.460.370.370.391.000.510.560.580.580.510.600.520.490.800.540.600.64
ICLN0.350.480.450.420.400.410.500.430.460.450.490.511.000.500.540.510.550.540.580.570.620.650.580.63
EWJ0.360.420.390.500.390.410.490.410.500.500.500.560.501.000.560.590.580.600.520.560.620.620.640.82
COPX0.250.500.580.390.640.650.570.700.380.380.440.580.540.561.000.470.460.470.750.650.730.550.520.69
JEPQ0.300.350.390.440.260.280.510.320.500.500.490.580.510.590.471.000.630.970.530.560.640.700.920.67
HYG0.680.410.360.440.360.370.430.380.610.610.580.510.550.580.460.631.000.650.500.590.570.710.720.71
QQQ0.320.340.400.460.270.290.510.330.500.500.490.600.540.600.470.970.651.000.530.560.660.710.940.67
XME0.240.450.440.370.580.600.670.660.470.470.550.520.580.520.750.530.500.531.000.750.620.730.610.64
XLB0.330.450.430.420.470.470.470.500.680.680.770.490.570.560.650.560.590.560.751.000.600.770.710.72
EEM0.300.540.800.550.490.500.560.530.440.440.470.800.620.620.730.640.570.660.620.601.000.630.670.76
IWM0.370.450.410.470.340.360.550.410.700.700.740.540.650.620.550.700.710.710.730.770.631.000.820.73
SPY0.360.420.410.500.320.330.540.360.610.610.680.600.580.640.520.920.720.940.610.710.670.821.000.76
EFA0.440.520.530.550.500.510.540.520.590.600.630.640.630.820.690.670.710.670.640.720.760.730.761.00
The correlation results are calculated based on daily price changes starting from May 4, 2022
Diversification Analysis

Find what 01.14.2026 is missing

See which holdings overlap, where 01.14.2026 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification