Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PYPL PayPal Holdings, Inc. | Financial Services | 43.10% |
LFST LifeStance Health Group, Inc. | Healthcare | 21.47% |
GRAB Grab Holdings Limited | Financial Services | 21.11% |
GOOG Alphabet Inc | Communication Services | 7.25% |
OSCR Oscar Health, Inc. | Healthcare | 3.99% |
PACB Pacific Biosciences of California, Inc. | Healthcare | 3.08% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 port, 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 | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 port | -0.61% | 0.12% | -11.94% | -14.72% | -3.25% | 0.40% | -17.14% | — |
| Portfolio components: | ||||||||
GOOG Alphabet Inc | 0.45% | -8.88% | 14.29% | 15.49% | 104.22% | 42.67% | 23.51% | 25.97% |
GRAB Grab Holdings Limited | -1.49% | -7.04% | -33.87% | -35.92% | -27.79% | -1.47% | -22.42% | — |
LFST LifeStance Health Group, Inc. | -1.28% | 11.11% | 20.74% | 23.01% | 61.60% | -1.56% | -18.75% | — |
OSCR Oscar Health, Inc. | -2.25% | 21.18% | 96.66% | 69.93% | 102.58% | 43.22% | 2.29% | — |
PACB Pacific Biosciences of California, Inc. | -2.96% | 8.26% | -29.95% | -38.21% | 9.17% | -54.65% | -46.26% | -17.53% |
PYPL PayPal Holdings, Inc. | 0.70% | -6.18% | -28.41% | -32.22% | -40.86% | -12.98% | -31.18% | 1.21% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 10, 2021, 2025 port's average daily return is -0.05%, while the average monthly return is -1.03%.
Historically, 44% of months were positive and 56% were negative. The best month was Jul 2022 with a return of +16.8%, while the worst month was Apr 2022 at -24.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 12 months.
On a daily basis, 2025 port closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +10.7%, while the worst single day was Feb 2, 2022 at -12.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.73% | -6.85% | -8.46% | 15.20% | -4.57% | -0.35% | -11.94% | ||||||
| 2025 | 3.76% | -9.83% | -9.72% | 1.72% | 1.25% | 3.99% | -9.21% | 9.49% | 4.14% | 2.55% | 1.49% | -4.20% | -6.62% |
| 2024 | -6.57% | 7.52% | -1.42% | 2.55% | -2.87% | -7.22% | 8.51% | 5.76% | 10.59% | 1.57% | 11.05% | -2.45% | 27.80% |
| 2023 | 15.59% | -6.87% | 13.50% | 1.50% | -5.20% | 9.66% | 9.45% | -11.47% | -8.82% | -12.45% | 12.63% | 9.42% | 22.89% |
| 2022 | -14.87% | -10.45% | -4.40% | -24.03% | -3.38% | -15.60% | 16.83% | 5.43% | -5.74% | 1.69% | -5.24% | -4.94% | -51.98% |
| 2021 | 13.19% | -7.88% | -4.68% | -7.34% | -2.48% | -16.59% | -11.21% | -33.49% |
Benchmark Metrics
2025 port has an annualized alpha of -25.15%, beta of 1.38, and R2 of 0.43 versus S&P 500 Index. Calculated based on daily prices since June 10, 2021.
- This portfolio participated in 166.66% of S&P 500 Index downside but only 59.75% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.43 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -25.15%
- Beta
- 1.38
- R²
- 0.43
- Upside Capture
- 59.75%
- Downside Capture
- 166.66%
Expense Ratio
2025 port has an expense ratio of 0.00%, meaning no management fees are charged. 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
2025 port ranks 3 for risk / return — in the bottom 3% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 port 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 | -0.23 | 1.86 | -2.10 |
| Sortino ratioReturn per unit of downside risk | -0.13 | 2.53 | -2.67 |
| Omega ratioGain probability vs. loss probability | 0.98 | 1.34 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.23 | 2.53 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.48 | 11.37 | -11.85 |
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 |
|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 96 | 3.60 | 4.96 | 1.59 | 4.99 | 17.56 |
GRAB Grab Holdings Limited | 16 | -0.76 | -1.00 | 0.89 | -0.58 | -1.05 |
LFST LifeStance Health Group, Inc. | 76 | 1.02 | 2.04 | 1.26 | 2.04 | 5.86 |
OSCR Oscar Health, Inc. | 75 | 1.25 | 2.02 | 1.25 | 1.89 | 3.51 |
PACB Pacific Biosciences of California, Inc. | 48 | 0.12 | 0.87 | 1.09 | 0.19 | 0.36 |
PYPL PayPal Holdings, Inc. | 5 | -1.13 | -1.53 | 0.79 | -0.88 | -1.54 |
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Dividends
Dividend yield
2025 port provided a 0.45% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
| Portfolio | 0.45% | 0.12% | 0.02% |
| Portfolio components: | |||
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% |
GRAB Grab Holdings Limited | 0.00% | 0.00% | 0.00% |
LFST LifeStance Health Group, Inc. | 0.00% | 0.00% | 0.00% |
OSCR Oscar Health, Inc. | 0.00% | 0.00% | 0.00% |
PACB Pacific Biosciences of California, Inc. | 0.00% | 0.00% | 0.00% |
PYPL PayPal Holdings, Inc. | 1.01% | 0.24% | 0.00% |
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 2025 port. 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 2025 port was 74.33%, occurring on Jun 16, 2022. The portfolio has not yet recovered.
The current 2025 port drawdown is 63.98%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -74.33%Jun 2022 | 11mo 21d | — | 4y 11moJun 2021 - now |
2021 pullback2021 | -0.75%Jun 2021 | 0s | 3d | 3dJun 2021 - Jun 2021 |
2021 pullback2021 | -0.14%Jun 2021 | 0s | 1d | 1dJun 2021 - Jun 2021 |
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 3.52, 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 | 1.59 | 1.59 | 1.50 | 1.50 |
The portfolio has a diversification ratio of 1.50, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
2025 port correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.62 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jun 10, 2021 | 0.64 |
Benchmark Correlations
Correlation vs. S&P 500 Index. GOOG has the highest benchmark correlation at 0.69, while GRAB has the lowest at 0.37.
Asset Correlations Table
Find what 2025 port is missing
See which holdings overlap, where 2025 port is concentrated, and which low-correlation assets could fill the gaps.
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