Asset Allocation
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.
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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.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% | — | — |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.71% | 9.01% | -13.16% | 5.83% | 4.07% | -5.23% | 4.46% | ||||||
| 2025 | 6.77% | -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% |
| 2023 | 10.72% | -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
- R²
- 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 01.14.2026 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 |
|---|---|---|---|---|---|---|
COPX Global X Copper Miners ETF | 67 | 2.20 | 2.54 | 1.34 | 3.39 | 10.72 |
EEM iShares MSCI Emerging Markets ETF | 70 | 2.07 | 2.66 | 1.39 | 3.23 | 12.20 |
EFA iShares MSCI EAFE ETF | 38 | 1.23 | 1.79 | 1.23 | 1.65 | 6.15 |
EWJ iShares MSCI Japan ETF | 50 | 1.53 | 2.21 | 1.29 | 2.24 | 7.56 |
EWY iShares MSCI South Korea ETF | 95 | 4.23 | 3.98 | 1.58 | 8.26 | 29.84 |
EWZ iShares MSCI Brazil ETF | 34 | 1.13 | 1.61 | 1.20 | 1.47 | 4.96 |
FXI iShares China Large-Cap ETF | 8 | -0.14 | -0.06 | 0.99 | -0.18 | -0.38 |
GDX VanEck Gold Miners ETF | 35 | 1.16 | 1.58 | 1.22 | 1.68 | 4.32 |
GDXJ VanEck Junior Gold Miners ETF | 31 | 1.00 | 1.45 | 1.20 | 1.43 | 3.72 |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 60 | 1.67 | 2.49 | 1.32 | 2.73 | 12.02 |
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Dividends
Dividend yield
01.14.2026 provided a 1.20% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.20% | 1.33% | 1.08% | 1.27% | 1.26% | 1.20% | 0.73% | 0.98% | 0.97% | 0.92% | 1.00% | 1.03% |
| Portfolio components: | ||||||||||||
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.
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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 12d | 5mo 22d | 11mo 4dMay 2022 - Apr 2023 |
2026 correction2026 | -17.70%Mar 2026 | 18d | — | 3mo 9dMar 2026 - now |
2023 correction2023 | -12.69%Oct 2023 | 2mo 16d | 1mo 29d | 4mo 15dJul 2023 - Dec 2023 |
2025 selloff2025 | -12.37%Apr 2025 | 1mo 23d | 16d | 2mo 9dFeb 2025 - Apr 2025 |
2024 correction2024 | -10.38%Aug 2024 | 21d | 16d | 1mo 7dJul 2024 - Aug 2024 |
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 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
| 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.
Portfolio Correlations
Correlation vs. 01.14.2026. GDX has the highest portfolio correlation at 0.82, while LQD has the lowest at 0.44.
Asset Correlations Table
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.
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