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Current Retirement Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current Retirement 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
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Current Retirement Portfolio
0.18%-0.66%8.63%9.02%25.81%22.91%14.33%
AVUV
Avantis US Small Cap Value ETF
0.96%6.47%22.73%19.51%42.12%19.24%11.57%
CASH
Meta Financial Group, Inc.
1.52%5.41%18.69%13.22%13.46%19.00%10.61%17.80%
FBGRX
Fidelity Blue Chip Growth Fund
2.59%0.76%13.86%15.39%38.88%30.04%15.33%21.66%
FDCAX
Fidelity Capital Appreciation Fund
2.48%-0.36%12.98%13.62%30.13%23.12%13.28%16.34%
FGRIX
Fidelity Growth & Income Portfolio
1.54%1.53%7.27%7.90%22.69%20.30%13.41%14.51%
FSPSX
Fidelity International Index Fund
3.02%2.65%8.93%10.59%21.61%16.68%8.55%9.81%
FSPTX
Fidelity Select Technology Portfolio
3.68%5.59%37.30%38.47%69.56%39.06%22.72%27.36%
FSSNX
Fidelity Small Cap Index Fund
3.04%4.69%18.33%15.24%40.92%17.71%6.13%11.30%
FXAIX
Fidelity 500 Index Fund
1.76%-0.09%8.59%8.94%25.18%21.06%13.34%15.44%
NVDA
NVIDIA Corporation
0.16%-8.83%10.16%17.38%44.72%71.13%63.13%67.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 26, 2019, Current Retirement Portfolio's average daily return is +0.08%, while the average monthly return is +1.55%. At this rate, an investment would double in approximately 3.8 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.2%, while the worst month was Mar 2020 at -12.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Current Retirement Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -12.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.46%-1.67%-4.95%11.63%5.75%-2.95%8.63%
20252.37%-2.02%-6.61%0.94%7.72%5.56%2.60%2.05%3.65%2.66%-0.60%0.19%19.29%
20241.74%6.18%2.74%-4.10%6.10%4.40%0.97%1.91%1.82%-0.63%6.52%-1.77%28.43%
20239.46%-1.27%4.66%1.25%2.72%6.95%3.96%-1.66%-5.28%-2.38%10.36%5.17%38.03%
2022-7.13%-3.39%3.27%-11.08%-0.82%-8.88%10.54%-4.75%-9.92%7.03%6.14%-6.74%-25.19%
2021-0.37%2.89%2.96%5.86%0.46%3.82%1.98%3.33%-4.37%7.34%0.34%2.53%29.66%

Benchmark Metrics

Current Retirement Portfolio has an annualized alpha of 2.81%, beta of 1.08, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 26, 2019.

  • This portfolio captured 115.58% of S&P 500 Index gains and 100.83% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 2.81% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 1.08 and R2 of 0.98, 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
2.81%
Beta
1.08
0.98
Upside Capture
115.58%
Downside Capture
100.83%

Expense Ratio

Current Retirement Portfolio 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

Current Retirement Portfolio ranks 33 for risk / return — below 33% 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.


Current Retirement Portfolio Risk / Return Rank: 3333
Overall Rank
Current Retirement Portfolio Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
Current Retirement Portfolio Sortino Ratio Rank: 3131
Sortino Ratio Rank
Current Retirement Portfolio Omega Ratio Rank: 3232
Omega Ratio Rank
Current Retirement Portfolio Calmar Ratio Rank: 3333
Calmar Ratio Rank
Current Retirement Portfolio Martin Ratio Rank: 3939
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 Current Retirement 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

1.70

1.86

-0.16

Sortino ratioReturn per unit of downside risk

2.32

2.53

-0.21

Omega ratioGain probability vs. loss probability

1.30

1.34

-0.03

Calmar ratioReturn relative to maximum drawdown

2.31

2.53

-0.22

Martin ratioReturn relative to average drawdown

9.82

11.37

-1.55


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
AVUV
Avantis US Small Cap Value ETF
82
2.283.241.395.0615.09
CASH
Meta Financial Group, Inc.
53
0.390.711.100.511.01
FBGRX
Fidelity Blue Chip Growth Fund
67
2.052.661.352.9512.23
FDCAX
Fidelity Capital Appreciation Fund
56
1.872.471.332.6010.88
FGRIX
Fidelity Growth & Income Portfolio
61
1.982.781.362.5910.80
FSPSX
Fidelity International Index Fund
31
1.371.971.251.846.85
FSPTX
Fidelity Select Technology Portfolio
89
2.933.441.474.9616.37
FSSNX
Fidelity Small Cap Index Fund
65
1.932.681.323.4612.23
FXAIX
Fidelity 500 Index Fund
65
1.972.671.362.7412.46
NVDA
NVIDIA Corporation
74
1.201.751.212.074.94

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 Current Retirement Portfolio Sharpe ratio is 1.70 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 Current Retirement 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

Current Retirement Portfolio provided a 0.97% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio0.97%1.03%1.14%1.13%1.27%1.16%1.18%1.48%1.83%1.47%1.71%1.76%
AVUV
Avantis US Small Cap Value ETF
1.61%1.58%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
CASH
Meta Financial Group, Inc.
0.24%0.28%0.27%0.38%0.46%0.34%0.55%0.55%0.96%0.56%0.51%1.13%
FBGRX
Fidelity Blue Chip Growth Fund
1.67%1.90%5.95%0.93%0.57%8.73%6.40%3.70%6.32%4.23%4.05%5.30%
FDCAX
Fidelity Capital Appreciation Fund
7.05%7.96%18.33%3.33%9.32%16.76%8.38%13.50%13.29%10.43%5.62%12.38%
FGRIX
Fidelity Growth & Income Portfolio
9.13%9.78%6.80%3.93%3.43%6.02%3.61%2.85%3.39%1.52%1.80%2.08%
FSPSX
Fidelity International Index Fund
2.89%3.15%3.27%2.79%2.66%3.07%1.84%3.18%2.79%2.50%3.08%2.79%
FSPTX
Fidelity Select Technology Portfolio
7.91%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%
FSSNX
Fidelity Small Cap Index Fund
0.92%1.08%1.04%1.43%1.26%3.92%0.94%2.96%4.94%3.37%2.27%2.66%
FXAIX
Fidelity 500 Index Fund
1.06%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
NVDA
NVIDIA Corporation
0.14%0.02%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%

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 Current Retirement 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 Current Retirement Portfolio was 33.83%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Current Retirement Portfolio drawdown is 3.48%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-33.83%Mar 2020
1mo 2d3mo 29d
5mo 1dFeb 2020 - Jul 2020
Bear market2022
-30.48%Oct 2022
9mo 20d1y 2mo
1y 11moDec 2021 - Dec 2023
2025 selloff2025
-20.52%Apr 2025
1mo 18d2mo 17d
4mo 5dFeb 2025 - Jun 2025
2026 correction2026
-10.50%Mar 2026
2mo 1d16d
2mo 17dJan 2026 - Apr 2026
2024 correction2024
-10.14%Aug 2024
19d1mo 20d
2mo 9dJul 2024 - Sep 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 15 assets, with an effective number of assets of 5.55, 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
5Y
All Time
Diversification Ratio

1.11

1.09

1.08

1.08

The portfolio has a diversification ratio of 1.08, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Current Retirement Portfolio correlation to the S&P 500 Index

Current Retirement Portfolio has a 0.98 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

0.98

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

0.98

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

0.98

Correlation (All Time)
Calculated using the full available price history since Sep 26, 2019

0.98


Benchmark Correlations

Correlation vs. S&P 500 Index. VFIAX has the highest benchmark correlation at 1.00, while CASH has the lowest at 0.51.

CASH
0.51
NVDA
0.67
AVUV
0.72
FSPSX
0.76
FSSNX
0.82
VSCIX
0.85
FSPTX
0.87
FBGRX
0.90
FGRIX
0.90
VUG
0.93
VIGAX
0.94
FDCAX
0.95
VOO
1.00
FXAIX
1.00
VFIAX
1.00

Portfolio Correlations

Correlation vs. Current Retirement Portfolio. VFIAX has the highest portfolio correlation at 0.98, while CASH has the lowest at 0.52.

CASH
0.52
AVUV
0.70
NVDA
0.74
FSPSX
0.76
FSSNX
0.82
VSCIX
0.84
FGRIX
0.86
FSPTX
0.92
FBGRX
0.95
FDCAX
0.97
VIGAX
0.97
VUG
0.97
VOO
0.98
FXAIX
0.98
VFIAX
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 Sep 26, 2019
Diversification Analysis

Find what Current Retirement Portfolio is missing

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

Analyze Diversification