Asset Allocation
Find the right asset allocation for Bucket 2: 2032-2035 (15 holdings)
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 Bucket 2: 2032-2035 (15 holdings), 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 | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio Bucket 2: 2032-2035 (15 holdings) | -0.21% | -1.78% | 6.39% | 9.14% | 19.52% | 21.50% | 16.13% | — | 16.29% |
| Portfolio components: | |||||||||
ABBNY ABB Ltd | -1.02% | -10.31% | 28.75% | 33.47% | 51.77% | 36.78% | 24.80% | 20.06% | 10.85% |
EFG iShares MSCI EAFE Growth ETF | -0.91% | -4.92% | 0.56% | 5.25% | 10.73% | 9.43% | 3.72% | 7.69% | 5.99% |
GLTR abrdn Physical Precious Metals Basket Shares ETF | 0.02% | -8.02% | -23.51% | -13.15% | 25.28% | 25.50% | 13.25% | 10.23% | 5.60% |
JPM JPMorgan Chase & Co. | -0.65% | 4.67% | 9.49% | 6.66% | 18.57% | 32.69% | 20.23% | 21.27% | 12.35% |
MS Morgan Stanley | -2.12% | -5.48% | 12.77% | 20.12% | 53.40% | 35.16% | 20.96% | 25.48% | 13.01% |
MSFT Microsoft Corporation | 2.15% | 6.03% | -12.13% | -16.45% | -20.50% | 6.20% | 8.30% | 23.18% | 24.73% |
NVDA NVIDIA Corporation | 0.23% | -3.52% | 9.29% | 9.13% | 18.06% | 66.27% | 60.07% | 65.23% | 36.39% |
PIMIX PIMCO Income Fund Institutional Class | -0.09% | -0.20% | 0.70% | 0.79% | 6.81% | 7.30% | 3.43% | 4.52% | 6.63% |
QQQ Invesco QQQ ETF | 0.10% | -5.91% | 12.30% | 13.58% | 24.61% | 23.54% | 14.68% | 20.72% | 10.70% |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 0.00% | 0.29% | 1.74% | 1.74% | 3.80% | 4.27% | 3.06% | — | 2.97% |
Monthly Returns
Based on dividend-adjusted daily data since May 25, 2021, Bucket 2: 2032-2035 (15 holdings)'s average daily return is +0.06%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.
Historically, 68% of months were positive and 32% were negative. The best month was Jan 2023 with a return of +8.4%, while the worst month was Jun 2022 at -8.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Bucket 2: 2032-2035 (15 holdings) closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.0%, while the worst single day was Apr 4, 2025 at -4.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.59% | 1.12% | -4.16% | 7.69% | 3.18% | -1.49% | -0.69% | 9.14% | |||||
| 2025 | 2.07% | -0.37% | -2.85% | 0.29% | 6.51% | 5.49% | 2.44% | 2.01% | 3.47% | 1.73% | -0.37% | 2.00% | 24.43% |
| 2024 | 1.49% | 5.34% | 4.81% | -2.16% | 5.92% | 1.92% | 1.48% | 1.36% | 1.13% | 0.45% | 3.92% | -2.89% | 24.80% |
| 2023 | 8.41% | -0.03% | 3.72% | 1.68% | 2.13% | 4.83% | 4.09% | -1.62% | -3.73% | -2.36% | 7.91% | 4.83% | 33.23% |
| 2022 | -3.65% | -0.92% | 1.81% | -8.24% | 1.60% | -8.37% | 7.44% | -4.30% | -7.67% | 6.25% | 8.01% | -4.36% | -13.48% |
| 2021 | 0.81% | 2.32% | 0.44% | 2.84% | -3.25% | 5.84% | 0.87% | 1.20% | 11.37% |
Benchmark Metrics
Bucket 2: 2032-2035 (15 holdings) has an annualized alpha of 6.31%, beta of 0.80, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 25, 2021.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.70%) than losses (72.90%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 6.31% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 6.31%
- Beta
- 0.80
- R²
- 0.89
- Upside Capture
- 93.70%
- Downside Capture
- 72.90%
Expense Ratio
Bucket 2: 2032-2035 (15 holdings) has an expense ratio of 0.18%, 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
Bucket 2: 2032-2035 (15 holdings) 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 Bucket 2: 2032-2035 (15 holdings) 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 | 1.65 | 1.45 | +0.20 |
| Sortino ratioReturn per unit of downside risk | 2.29 | 2.03 | +0.26 |
| Omega ratioGain probability vs. loss probability | 1.29 | 1.26 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.63 | 2.01 | +0.62 |
| Martin ratioReturn relative to average drawdown | 10.04 | 8.68 | +1.36 |
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 |
|---|---|---|---|---|---|---|
ABBNY ABB Ltd | 88 | 1.68 | 2.39 | 1.30 | 3.31 | 11.81 |
EFG iShares MSCI EAFE Growth ETF | 24 | 0.58 | 0.95 | 1.11 | 0.84 | 3.04 |
GLTR abrdn Physical Precious Metals Basket Shares ETF | 24 | 0.65 | 1.00 | 1.15 | 0.67 | 1.44 |
JPM JPMorgan Chase & Co. | 69 | 0.84 | 1.25 | 1.16 | 1.21 | 2.85 |
MS Morgan Stanley | 89 | 1.98 | 2.55 | 1.34 | 2.85 | 9.21 |
MSFT Microsoft Corporation | 17 | -0.75 | -0.93 | 0.88 | -0.60 | -1.10 |
NVDA NVIDIA Corporation | 62 | 0.51 | 0.95 | 1.11 | 0.90 | 1.90 |
PIMIX PIMCO Income Fund Institutional Class | 56 | 1.72 | 2.51 | 1.33 | 1.91 | 6.39 |
QQQ Invesco QQQ ETF | 52 | 1.32 | 1.83 | 1.23 | 2.07 | 7.22 |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | — | 3.71 | — | — | — | — |
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Dividends
Dividend yield
Bucket 2: 2032-2035 (15 holdings) provided a 2.02% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.02% | 2.17% | 2.42% | 2.34% | 1.51% | 1.34% | 1.40% | 1.76% | 1.74% | 1.43% | 1.54% | 1.78% |
| Portfolio components: | ||||||||||||
ABBNY ABB Ltd | 1.25% | 1.39% | 1.79% | 2.07% | 2.88% | 2.29% | 2.77% | 3.31% | 4.35% | 2.84% | 3.47% | 4.21% |
EFG iShares MSCI EAFE Growth ETF | 2.34% | 2.53% | 1.64% | 1.63% | 1.27% | 1.54% | 0.85% | 1.69% | 1.98% | 1.56% | 2.20% | 1.75% |
GLTR abrdn Physical Precious Metals Basket Shares ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 1.77% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
MS Morgan Stanley | 1.90% | 2.17% | 2.82% | 3.49% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% |
MSFT Microsoft Corporation | 0.88% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
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% |
PIMIX PIMCO Income Fund Institutional Class | 5.80% | 6.01% | 6.27% | 6.21% | 4.98% | 4.02% | 4.88% | 5.83% | 5.66% | 5.37% | 5.52% | 7.88% |
QQQ Invesco QQQ ETF | 0.44% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SWVXX Schwab Prime Advantage Money Fund Investor Shares | 3.73% | 4.06% | 5.02% | 4.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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 Bucket 2: 2032-2035 (15 holdings). 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 Bucket 2: 2032-2035 (15 holdings) was 22.52%, occurring on Oct 11, 2022. Recovery took 157 trading sessions.
The current Bucket 2: 2032-2035 (15 holdings) drawdown is 3.07%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-22.52%Oct 2022 | 10mo 26d | 7mo 17d | 1y 6moNov 2021 - May 2023 | Bear market2022 |
-14.04%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 | 2025 selloff2025 |
-8.52%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 | — |
-7.82%Aug 2024 | 19d | 1mo 20d | 2mo 9dJul 2024 - Sep 2024 | — |
-7.47%Mar 2026 | 1mo 29d | 15d | 2mo 14dJan 2026 - Apr 2026 | — |
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 10.49, 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 | 1.57 | 1.46 | 1.37 | 1.37 |
The portfolio has a diversification ratio of 1.37, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Bucket 2: 2032-2035 (15 holdings) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since May 25, 2021 | 0.92 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.94, while SWVXX has the lowest at 0.01.
Asset Correlations Table
Find what Bucket 2: 2032-2035 (15 holdings) is missing
See which holdings overlap, where Bucket 2: 2032-2035 (15 holdings) is concentrated, and which low-correlation assets could fill the gaps.
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