Bucket 2: 2032-2035 (15 holdings)

Asset Allocation

Position	Category/Sector	Target Weight
SWVXX Schwab Prime Advantage Money Fund Investor Shares	Money Market	19.42%
QQQ Invesco QQQ ETF	Nasdaq-100	13.54%
VBR Vanguard Small-Cap Value ETF	Small Cap Value Equities	9.14%
VSS Vanguard FTSE All-World ex-US Small-Cap ETF	Foreign Small & Mid Cap Equities	7.69%
NVDA NVIDIA Corporation	Technology	7.54%
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF	Precious Metals	6.52%
ABBNY ABB Ltd	Industrials	5.35%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	5.02%
JPM JPMorgan Chase & Co.	Financial Services	4.50%
VFH Vanguard Financials ETF	Financials Equities	4.18%
MSFT Microsoft Corporation	Technology	4.02%
PIMIX PIMCO Income Fund Institutional Class	Multisector Bonds	3.61%
EFG iShares MSCI EAFE Growth ETF	Foreign Large Cap Equities	3.40%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	3.26%
MS Morgan Stanley	Financial Services	2.81%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

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	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 Bucket 2: 2032-2035 (15 holdings)	0.55%	-0.83%	9.73%	11.06%	27.22%	23.81%	16.46%	—
Portfolio components:
ABBNY ABB Ltd	1.83%	-2.95%	41.80%	43.11%	82.41%	41.86%	27.12%	21.38%
EFG iShares MSCI EAFE Growth ETF	1.13%	-1.06%	6.44%	7.52%	11.82%	10.54%	3.87%	8.09%
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF	0.02%	-11.67%	-3.01%	6.38%	45.14%	30.24%	14.39%	12.31%
JPM JPMorgan Chase & Co.	-0.40%	2.98%	-2.52%	-0.35%	19.35%	33.18%	16.72%	20.32%
MS Morgan Stanley	0.15%	9.92%	20.86%	21.34%	64.89%	39.40%	21.89%	27.13%
MSFT Microsoft Corporation	-1.18%	-0.60%	-14.48%	-15.77%	-11.77%	8.85%	11.09%	24.64%
NVDA NVIDIA Corporation	1.73%	-2.94%	12.01%	12.58%	47.43%	75.35%	64.54%	68.47%
PIMIX PIMCO Income Fund Institutional Class	-0.55%	-0.57%	0.25%	1.13%	7.90%	7.53%	3.34%	4.61%
QQQ Invesco QQQ ETF	1.56%	0.68%	16.71%	15.00%	35.78%	27.15%	16.98%	21.59%
SWVXX Schwab Prime Advantage Money Fund Investor Shares	0.00%	0.29%	1.45%	1.77%	3.85%	4.71%	3.14%	—

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 26, 2021, Bucket 2: 2032-2035 (15 holdings)'s average daily return is +0.07%, while the average monthly return is +1.35%. At this rate, an investment would double in approximately 4.3 years.

Historically, 69% of months were positive and 31% 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%	-1.64%							9.73%
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%	5.33%	4.81%	-2.16%	5.92%	1.92%	1.48%	1.36%	1.13%	0.45%	3.92%	-2.89%	24.78%
2023	8.41%	-0.03%	3.72%	1.68%	2.13%	4.83%	4.09%	-1.62%	-3.73%	-2.36%	7.91%	4.97%	33.41%
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					1.01%	2.32%	0.44%	2.84%	-3.25%	5.84%	0.87%	1.20%	11.59%

Benchmark Metrics

Bucket 2: 2032-2035 (15 holdings) has an annualized alpha of 6.70%, beta of 0.80, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 26, 2021.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.79%) than losses (72.21%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.70% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 6.70%

Beta: 0.80

R²: 0.89

Upside Capture: 93.79%

Downside Capture: 72.21%

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.

GLTR

Aberdeen Standard Physical Precious Metals Basket Shares ETF

PIMIX

PIMCO Income Fund Institutional Class

EFG

iShares MSCI EAFE Growth ETF

SWVXX

Schwab Prime Advantage Money Fund Investor Shares

QQQ

Invesco QQQ ETF

VFH

Vanguard Financials ETF

XLE

State Street Energy Select Sector SPDR ETF

VSS

Vanguard FTSE All-World ex-US Small-Cap ETF

VBR

Vanguard Small-Cap Value ETF

VEA

Vanguard FTSE Developed Markets ETF

Return for Risk

Risk / Return Rank

Bucket 2: 2032-2035 (15 holdings) ranks 74 for risk / return — better than 74% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 Bucket 2: 2032-2035 (15 holdings) and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.41	1.94	+0.47
Sortino ratioReturn per unit of downside risk	3.23	2.63	+0.60
Omega ratioGain probability vs. loss probability	1.44	1.35	+0.08
Calmar ratioReturn relative to maximum drawdown	3.66	2.59	+1.08
Martin ratioReturn relative to average drawdown	15.47	11.84	+3.63
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
ABBNY ABB Ltd	94	2.79	3.86	1.49	5.27	20.73
EFG iShares MSCI EAFE Growth ETF	23	0.68	1.07	1.13	0.93	3.41
GLTR Aberdeen Standard Physical Precious Metals Basket Shares ETF	34	1.19	1.52	1.25	1.51	3.41
JPM JPMorgan Chase & Co.	66	0.90	1.30	1.17	1.26	2.98
MS Morgan Stanley	90	2.55	3.16	1.43	3.46	11.46
MSFT Microsoft Corporation	24	-0.47	-0.49	0.94	-0.35	-0.73
NVDA NVIDIA Corporation	77	1.37	1.94	1.24	2.36	5.73
PIMIX PIMCO Income Fund Institutional Class	38	1.78	2.65	1.34	2.02	6.96
QQQ Invesco QQQ ETF	69	2.15	2.77	1.38	3.00	11.43
SWVXX Schwab Prime Advantage Money Fund Investor Shares	—	3.71	—	—	—	—

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.

Bucket 2: 2032-2035 (15 holdings) Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.41
5-Year: 1.16
All Time: 1.19

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.60 to 2.47, 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 Bucket 2: 2032-2035 (15 holdings) 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

Bucket 2: 2032-2035 (15 holdings) provided a 2.01% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.01%	2.17%	2.42%	2.47%	1.51%	1.34%	1.40%	1.76%	1.74%	1.43%	1.54%	1.78%
Portfolio components:
ABBNY ABB Ltd	1.18%	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	2.37%	2.53%	1.64%	1.63%	1.27%	1.54%	0.85%	1.69%	1.98%	1.56%	2.20%	1.75%
GLTR Aberdeen Standard 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.	1.90%	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	1.88%	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	0.86%	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	5.87%	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	0.39%	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	3.77%	4.06%	5.02%	4.91%	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 2.55%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-22.52%Oct 2022	10mo 26d	7mo 17d	1y 6moNov 2021 - May 2023
2025 selloff2025	-14.04%Apr 2025	1mo 18d	1mo 7d	2mo 25dFeb 2025 - May 2025
2023 pullback2023	-8.52%Oct 2023	2mo 27d	1mo 5d	4mo 2dAug 2023 - Dec 2023
2024 pullback2024	-7.82%Aug 2024	19d	1mo 20d	2mo 9dJul 2024 - Sep 2024
2026 pullback2026	-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	1.56	1.45	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

Bucket 2: 2032-2035 (15 holdings) has a 0.91 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	0.91
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 26, 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.

0.01

0.20

0.31

0.35

0.58

0.63

0.65

0.69

0.73

0.75

0.75

0.78

0.79

0.79

0.94

Portfolio Correlations

Correlation vs. Bucket 2: 2032-2035 (15 holdings). QQQ has the highest portfolio correlation at 0.88, while SWVXX has the lowest at 0.01.

0.01

0.35

0.37

0.38

0.61

0.65

0.70

0.71

0.73

0.77

0.79

0.83

0.84

0.85

0.88

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	SWVXX	GLTR	XLE	PIMIX	MSFT	NVDA	JPM	ABBNY	MS	VFH	QQQ	VBR	EFG	VSS	VEA
SWVXX	1.00	0.03	-0.02	0.11	0.01	-0.04	0.04	0.01	0.05	0.04	0.00	0.02	-0.01	-0.01	-0.01
GLTR	0.03	1.00	0.20	0.33	0.11	0.12	0.12	0.30	0.16	0.13	0.18	0.21	0.36	0.46	0.42
XLE	-0.02	0.20	1.00	0.04	0.08	0.11	0.37	0.22	0.36	0.43	0.16	0.49	0.21	0.35	0.33
PIMIX	0.11	0.33	0.04	1.00	0.21	0.19	0.17	0.32	0.24	0.29	0.32	0.36	0.47	0.48	0.47
MSFT	0.01	0.11	0.08	0.21	1.00	0.61	0.29	0.38	0.38	0.41	0.78	0.39	0.53	0.46	0.48
NVDA	-0.04	0.12	0.11	0.19	0.61	1.00	0.31	0.43	0.40	0.37	0.78	0.41	0.54	0.50	0.50
JPM	0.04	0.12	0.37	0.17	0.29	0.31	1.00	0.43	0.71	0.83	0.43	0.65	0.46	0.50	0.52
ABBNY	0.01	0.30	0.22	0.32	0.38	0.43	0.43	1.00	0.50	0.50	0.57	0.57	0.75	0.71	0.75
MS	0.05	0.16	0.36	0.24	0.38	0.40	0.71	0.50	1.00	0.79	0.54	0.70	0.56	0.58	0.60
VFH	0.04	0.13	0.43	0.29	0.41	0.37	0.83	0.50	0.79	1.00	0.57	0.86	0.61	0.64	0.67
QQQ	0.00	0.18	0.16	0.32	0.78	0.78	0.43	0.57	0.54	0.57	1.00	0.63	0.74	0.67	0.69
VBR	0.02	0.21	0.49	0.36	0.39	0.41	0.65	0.57	0.70	0.86	0.63	1.00	0.70	0.74	0.75
EFG	-0.01	0.36	0.21	0.47	0.53	0.54	0.46	0.75	0.56	0.61	0.74	0.70	1.00	0.89	0.96
VSS	-0.01	0.46	0.35	0.48	0.46	0.50	0.50	0.71	0.58	0.64	0.67	0.74	0.89	1.00	0.95
VEA	-0.01	0.42	0.33	0.47	0.48	0.50	0.52	0.75	0.60	0.67	0.69	0.75	0.96	0.95	1.00

The correlation results are calculated based on daily price changes starting from May 26, 2021

Diversification Analysis

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.

Analyze Diversification