Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 25% |
QQQ Invesco QQQ ETF | Nasdaq-100 | 25% |
VEU Vanguard FTSE All-World ex-US ETF | Foreign Large Cap Equities | 25% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 15% |
USD=X USD Cash | 10% |
Find the right asset allocation for 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend
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 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend, 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 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend returned 7.60% Year-To-Date and 12.14% 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 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend | 0.00% | 1.83% | 7.60% | 8.34% | 17.60% | 15.39% | 10.02% | 12.14% |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.12% | 1.03% | 0.52% | 0.91% | 4.77% | 4.17% | 0.03% | 1.58% |
BRK-B Berkshire Hathaway Inc. | 0.71% | 1.36% | -2.67% | -2.06% | 0.35% | 13.30% | 11.27% | 13.22% |
QQQ Invesco QQQ ETF | 0.59% | 1.75% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 0.40% | 3.43% | 14.08% | 15.91% | 30.59% | 18.67% | 8.56% | 10.41% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 10, 2007, 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend's average daily return is +0.03%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Nov 2020 with a return of +9.4%, while the worst month was Oct 2008 at -13.3%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.
On a daily basis, 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend closed higher 38% of trading days. The best single day was Oct 13, 2008 with a return of +7.9%, while the worst single day was Mar 12, 2020 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.65% | 2.24% | -4.82% | 5.67% | 4.00% | -0.04% | 7.60% | ||||||
| 2025 | 2.33% | 2.62% | -0.72% | 1.13% | 1.99% | 2.06% | -0.38% | 3.05% | 2.36% | 0.48% | 1.59% | -0.11% | 17.59% |
| 2024 | 1.91% | 3.65% | 1.98% | -3.50% | 3.87% | 1.17% | 2.52% | 3.37% | 0.53% | -2.22% | 3.22% | -2.33% | 14.72% |
| 2023 | 5.54% | -2.10% | 3.89% | 2.29% | 0.34% | 4.28% | 2.70% | -0.99% | -3.18% | -2.18% | 6.79% | 2.98% | 21.67% |
| 2022 | -1.92% | -1.25% | 3.24% | -7.73% | -0.35% | -7.62% | 6.85% | -4.51% | -6.93% | 4.29% | 7.27% | -3.69% | -13.09% |
| 2021 | -0.40% | 1.64% | 2.32% | 4.15% | 1.84% | 0.53% | 0.57% | 2.09% | -3.57% | 3.94% | -1.42% | 3.13% | 15.55% |
Benchmark Metrics
25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend has an annualized alpha of 2.70%, beta of 0.68, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since April 10, 2007.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (73.40%) than losses (69.53%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.70% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.68 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
- 2.70%
- Beta
- 0.68
- R²
- 0.89
- Upside Capture
- 73.40%
- Downside Capture
- 69.53%
Expense Ratio
25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend has an expense ratio of 0.06%, 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
25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend ranks 51 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 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend 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 | 1.95 | 1.86 | +0.09 |
| Sortino ratioReturn per unit of downside risk | 2.76 | 2.53 | +0.23 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.34 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.59 | 2.53 | +0.06 |
| Martin ratioReturn relative to average drawdown | 11.42 | 11.37 | +0.05 |
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 |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 36 | 1.18 | 1.77 | 1.21 | 1.65 | 4.81 |
BRK-B Berkshire Hathaway Inc. | 38 | -0.02 | 0.08 | 1.01 | -0.02 | -0.05 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
USD=X USD Cash | — | — | — | — | — | — |
VEU Vanguard FTSE All-World ex-US ETF | 59 | 1.79 | 2.48 | 1.33 | 2.53 | 9.70 |
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Dividends
Dividend yield
25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend provided a 1.35% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.35% | 1.46% | 1.50% | 1.45% | 1.37% | 1.19% | 0.99% | 1.37% | 1.47% | 1.26% | 1.38% | 1.37% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.96% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEU Vanguard FTSE All-World ex-US ETF | 2.62% | 3.09% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% |
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 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend. 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 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend was 43.05%, occurring on Mar 9, 2009. Recovery took 675 trading sessions.
The current 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend drawdown is 0.52%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -43.05%Mar 2009 | 1y 2mo | 1y 10mo | 3y 1moDec 2007 - Jan 2011 |
COVID crash2020 | -22.82%Mar 2020 | 1mo 2d | 4mo 13d | 5mo 15dFeb 2020 - Aug 2020 |
Bear market2022 | -21.29%Oct 2022 | 9mo 2d | 9mo 4d | 1y 6moJan 2022 - Jul 2023 |
2011 correction2011 | -13.64%Oct 2011 | 5mo 4d | 4mo 28d | 10mo 2dMay 2011 - Feb 2012 |
Rate-hike selloffLate 2018 | -12.88%Dec 2018 | 3mo 4d | 3mo 19d | 6mo 23dSep 2018 - Apr 2019 |
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 5 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.41 | 1.31 | 1.24 | 1.19 | 1.19 |
The portfolio has a diversification ratio of 1.19, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.89 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2007 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.90, while BND has the lowest at -0.14.
Asset Correlations Table
Find what 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend is missing
See which holdings overlap, where 25 brkb 25 qqq 25 veu 15 bnd 10 cash - Aggressive blend is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification