Asset Allocation
Find the right asset allocation for New Portfolio as of 16 Dec 2025
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 New Portfolio as of 16 Dec 2025, 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 6, 2026, the New Portfolio as of 16 Dec 2025 returned 4.43% Year-To-Date and 9.00% of annualized return in the last 10 years.
| 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 New Portfolio as of 16 Dec 2025 | 0.06% | -1.05% | 4.43% | 5.30% | 15.29% | 14.89% | 10.08% | 9.00% |
| Portfolio components: | ||||||||
FXAIX Fidelity 500 Index Fund | -2.63% | -0.08% | 8.42% | 8.48% | 24.54% | 21.52% | 13.40% | 15.25% |
GLD SPDR Gold Shares | 0.26% | -8.41% | 0.24% | 3.07% | 30.18% | 29.71% | 17.55% | 12.56% |
MGV Vanguard Mega Cap Value ETF | 0.48% | 3.05% | 12.90% | 14.55% | 26.25% | 18.43% | 12.03% | 12.77% |
QLENX AQR Long-Short Equity N | -1.02% | 0.94% | -1.02% | 2.01% | 14.23% | 26.61% | 21.21% | 11.59% |
RMFGX American Mutual Fund Class R-6 | -1.14% | 1.67% | 5.83% | 6.37% | 16.02% | 15.57% | 10.35% | 11.33% |
USFR WisdomTree Floating Rate Treasury Fund | 0.00% | 0.29% | 1.66% | 1.98% | 4.03% | 4.74% | 3.67% | 2.41% |
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares | 1.67% | -1.98% | 7.46% | 7.67% | 4.30% | 8.26% | 6.57% | 7.85% |
VGELX Vanguard Energy Fund Admiral Shares | -0.86% | 0.65% | 19.78% | 19.94% | 32.97% | 28.22% | 22.00% | 9.03% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 5, 2014, New Portfolio as of 16 Dec 2025's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +5.7%, while the worst month was Mar 2020 at -4.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, New Portfolio as of 16 Dec 2025 closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +3.7%, while the worst single day was Mar 12, 2020 at -4.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.29% | 2.47% | -4.16% | 3.06% | 1.19% | -1.29% | 4.43% | ||||||
| 2025 | 2.67% | 0.72% | 0.13% | 0.55% | 2.21% | 1.76% | 0.51% | 1.83% | 3.14% | 1.08% | 1.70% | 0.54% | 18.13% |
| 2024 | 0.67% | 2.03% | 3.18% | -0.65% | 2.18% | 0.89% | 1.99% | 1.77% | 1.70% | 0.36% | 1.93% | -1.35% | 15.63% |
| 2023 | 2.80% | -1.72% | 2.48% | 1.21% | -0.89% | 2.27% | 1.92% | -0.78% | -2.18% | 0.60% | 3.66% | 2.04% | 11.80% |
| 2022 | -1.26% | 0.18% | 1.54% | -2.45% | -0.17% | -3.22% | 2.27% | -1.80% | -4.00% | 3.64% | 4.06% | -1.28% | -2.83% |
| 2021 | -1.00% | 0.10% | 2.58% | 2.36% | 1.94% | -0.97% | 1.16% | 0.91% | -2.20% | 2.75% | -0.64% | 3.27% | 10.57% |
Benchmark Metrics
New Portfolio as of 16 Dec 2025 has an annualized alpha of 3.39%, beta of 0.36, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since February 05, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (41.88%) than losses (34.66%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.39% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.36 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
- 3.39%
- Beta
- 0.36
- R²
- 0.82
- Upside Capture
- 41.88%
- Downside Capture
- 34.66%
Expense Ratio
New Portfolio as of 16 Dec 2025 has an expense ratio of 0.32%, 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.
Return for Risk
Risk / Return Rank
New Portfolio as of 16 Dec 2025 ranks 55 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 New Portfolio as of 16 Dec 2025 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.26 | 1.94 | +0.32 |
| Sortino ratioReturn per unit of downside risk | 3.04 | 2.63 | +0.41 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.35 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.67 | 2.59 | +0.08 |
| Martin ratioReturn relative to average drawdown | 10.67 | 11.84 | -1.18 |
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 |
|---|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 59 | 2.13 | 2.87 | 1.39 | 2.92 | 13.57 |
GLD SPDR Gold Shares | 33 | 1.13 | 1.51 | 1.23 | 1.51 | 3.78 |
MGV Vanguard Mega Cap Value ETF | 86 | 2.66 | 3.75 | 1.48 | 4.11 | 15.60 |
QLENX AQR Long-Short Equity N | 46 | 2.01 | 2.94 | 1.36 | 2.41 | 7.52 |
RMFGX American Mutual Fund Class R-6 | 40 | 1.75 | 2.45 | 1.31 | 2.12 | 8.52 |
USFR WisdomTree Floating Rate Treasury Fund | 100 | 14.95 | 50.64 | 13.43 | 203.42 | 787.83 |
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares | 6 | 0.38 | 0.63 | 1.07 | 0.51 | 1.03 |
VGELX Vanguard Energy Fund Admiral Shares | 88 | 2.83 | 3.86 | 1.50 | 5.98 | 19.95 |
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Dividends
Dividend yield
New Portfolio as of 16 Dec 2025 provided a 2.78% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.78% | 2.91% | 3.71% | 3.68% | 2.25% | 1.00% | 1.04% | 1.99% | 2.33% | 1.93% | 1.40% | 1.64% |
| Portfolio components: | ||||||||||||
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% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MGV Vanguard Mega Cap Value ETF | 1.89% | 2.04% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% |
QLENX AQR Long-Short Equity N | 1.65% | 1.64% | 7.13% | 21.21% | 14.09% | 0.00% | 1.59% | 0.00% | 6.09% | 8.91% | 2.87% | 4.91% |
RMFGX American Mutual Fund Class R-6 | 7.46% | 7.85% | 6.59% | 4.06% | 5.20% | 4.88% | 2.30% | 4.89% | 6.75% | 6.23% | 4.54% | 6.84% |
USFR WisdomTree Floating Rate Treasury Fund | 3.91% | 4.15% | 5.17% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.03% | 0.29% | 0.00% |
VCSAX Vanguard Consumer Staples Index Fund Admiral Shares | 2.14% | 2.26% | 2.33% | 2.65% | 2.37% | 2.99% | 2.50% | 2.44% | 2.78% | 2.52% | 2.40% | 2.56% |
VGELX Vanguard Energy Fund Admiral Shares | 7.21% | 4.79% | 34.15% | 6.91% | 4.71% | 3.70% | 4.54% | 3.38% | 3.07% | 3.05% | 1.91% | 2.70% |
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 New Portfolio as of 16 Dec 2025. 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 New Portfolio as of 16 Dec 2025 was 14.56%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current New Portfolio as of 16 Dec 2025 drawdown is 0.83%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -14.56%Mar 2020 | 1mo 2d | 4mo | 5mo 2dFeb 2020 - Jul 2020 |
Bear market2022 | -9.72%Sep 2022 | 5mo 12d | 6mo 7d | 11mo 19dApr 2022 - Apr 2023 |
Rate-hike selloffLate 2018 | -7.13%Dec 2018 | 10mo 29d | 2mo 21d | 1y 1moJan 2018 - Mar 2019 |
2015 pullback2015 | -6.44%Aug 2015 | 3mo 8d | 6mo 24d | 10mo 2dMay 2015 - Mar 2016 |
2025 selloff2025 | -5.96%Apr 2025 | 1mo 17d | 27d | 2mo 14dFeb 2025 - May 2025 |
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 8 assets, with an effective number of assets of 4.10, 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 | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.42 | 1.41 | 1.38 | 1.36 | 1.40 |
The portfolio has a diversification ratio of 1.40, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
New Portfolio as of 16 Dec 2025 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.84 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Feb 5, 2014 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. FXAIX has the highest benchmark correlation at 1.00, while USFR has the lowest at 0.01.
Asset Correlations Table
| USFR | GLD | QLENX | VGELX | VCSAX | FXAIX | MGV | RMFGX | |
|---|---|---|---|---|---|---|---|---|
| USFR | 1.00 | 0.02 | 0.00 | 0.01 | 0.00 | 0.01 | 0.00 | 0.01 |
| GLD | 0.02 | 1.00 | -0.03 | 0.11 | 0.05 | 0.02 | 0.00 | 0.05 |
| QLENX | 0.00 | -0.03 | 1.00 | 0.35 | 0.37 | 0.49 | 0.54 | 0.52 |
| VGELX | 0.01 | 0.11 | 0.35 | 1.00 | 0.39 | 0.56 | 0.67 | 0.64 |
| VCSAX | 0.00 | 0.05 | 0.37 | 0.39 | 1.00 | 0.59 | 0.69 | 0.70 |
| FXAIX | 0.01 | 0.02 | 0.49 | 0.56 | 0.59 | 1.00 | 0.86 | 0.91 |
| MGV | 0.00 | 0.00 | 0.54 | 0.67 | 0.69 | 0.86 | 1.00 | 0.95 |
| RMFGX | 0.01 | 0.05 | 0.52 | 0.64 | 0.70 | 0.91 | 0.95 | 1.00 |
Find what New Portfolio as of 16 Dec 2025 is missing
See which holdings overlap, where New Portfolio as of 16 Dec 2025 is concentrated, and which low-correlation assets could fill the gaps.
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