Asset Allocation
Find the right asset allocation for pro g monthly
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in pro g monthly, 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 16, 2026, the pro g monthly returned 11.69% Year-To-Date and 6.90% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio pro g monthly | -0.54% | 2.11% | 11.69% | 10.57% | 18.74% | 12.13% | 5.84% | 6.90% |
| Portfolio components: | ||||||||
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.09% | 1.46% | 9.06% | 9.28% | 20.18% | 15.52% | 12.40% | 14.25% |
DIV Global X SuperDividend U.S. ETF | -1.19% | 0.56% | 13.12% | 11.79% | 15.12% | 11.35% | 5.23% | 4.13% |
O Realty Income Corporation | -0.92% | 2.12% | 12.65% | 9.85% | 13.82% | 6.15% | 3.87% | 4.82% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | -0.90% | 7.81% | 15.92% | 13.88% | 20.34% | 11.19% | 6.55% | 8.85% |
SDIV Global X SuperDividend ETF | -0.88% | -1.28% | 6.75% | 6.88% | 22.64% | 14.33% | -0.49% | 0.10% |
Monthly Returns
Based on dividend-adjusted daily data since May 22, 2013, pro g monthly's average daily return is +0.03%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.
Historically, 61% of months were positive and 39% were negative. The best month was Apr 2020 with a return of +12.6%, while the worst month was Mar 2020 at -27.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, pro g monthly closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -15.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.41% | 4.40% | -4.24% | 5.24% | -0.93% | 0.70% | 11.69% | ||||||
| 2025 | 2.96% | 1.99% | -0.89% | -2.71% | 1.60% | 2.70% | 0.97% | 4.11% | 0.77% | -1.51% | 1.67% | -0.71% | 11.29% |
| 2024 | -2.51% | -0.65% | 4.00% | -1.74% | 2.96% | -0.63% | 6.12% | 3.33% | 2.36% | -2.88% | 2.54% | -5.58% | 6.89% |
| 2023 | 5.40% | -4.58% | -1.84% | 0.36% | -5.58% | 5.28% | 4.12% | -2.46% | -5.43% | -3.82% | 8.67% | 6.38% | 5.17% |
| 2022 | -0.83% | -3.21% | 3.54% | -3.29% | 1.92% | -6.26% | 5.38% | -4.02% | -11.32% | 8.61% | 5.12% | -2.69% | -8.50% |
| 2021 | 0.11% | 3.83% | 6.44% | 3.75% | 1.57% | -0.90% | 0.09% | 2.26% | -4.62% | 4.51% | -2.30% | 5.74% | 21.78% |
Benchmark Metrics
pro g monthly has an annualized alpha of -1.59%, beta of 0.76, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since May 22, 2013.
- This portfolio participated in 91.46% of S&P 500 Index downside but only 73.40% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -1.59%
- Beta
- 0.76
- R²
- 0.67
- Upside Capture
- 73.40%
- Downside Capture
- 91.46%
Expense Ratio
pro g monthly has an expense ratio of 0.37%, 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
pro g monthly ranks 43 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 pro g monthly 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 | 1.96 | 2.14 | -0.17 |
| Sortino ratioReturn per unit of downside risk | 2.78 | 2.89 | -0.11 |
| Omega ratioGain probability vs. loss probability | 1.34 | 1.39 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.91 | -0.09 |
| Martin ratioReturn relative to average drawdown | 10.55 | 13.08 | -2.54 |
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 |
|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 66 | 2.00 | 2.86 | 1.37 | 2.44 | 10.53 |
DIV Global X SuperDividend U.S. ETF | 50 | 1.46 | 2.10 | 1.25 | 2.90 | 8.09 |
O Realty Income Corporation | 65 | 0.86 | 1.22 | 1.15 | 1.25 | 3.01 |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 46 | 1.46 | 2.22 | 1.25 | 2.30 | 6.47 |
SDIV Global X SuperDividend ETF | 61 | 1.80 | 2.47 | 1.32 | 3.10 | 10.31 |
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Dividends
Dividend yield
pro g monthly provided a 5.34% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.34% | 5.87% | 5.69% | 6.10% | 6.37% | 4.73% | 5.34% | 5.21% | 5.45% | 4.39% | 4.63% | 5.16% |
| Portfolio components: | ||||||||||||
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.27% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
DIV Global X SuperDividend U.S. ETF | 6.69% | 7.30% | 5.74% | 7.13% | 6.62% | 5.24% | 8.01% | 7.65% | 7.08% | 5.92% | 6.78% | 8.44% |
O Realty Income Corporation | 5.21% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 4.36% | 4.85% | 4.44% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% |
SDIV Global X SuperDividend ETF | 9.17% | 9.59% | 11.33% | 11.73% | 14.17% | 8.95% | 7.96% | 8.73% | 9.22% | 6.66% | 6.95% | 7.33% |
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 pro g monthly. 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 pro g monthly was 44.74%, occurring on Mar 23, 2020. Recovery took 259 trading sessions.
The current pro g monthly drawdown is 0.54%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -44.74%Mar 2020 | 1mo 1d | 1y 9d | 1y 1moFeb 2020 - Apr 2021 |
Bear market2022 | -19.42%Sep 2022 | 5mo 12d | 1y 9mo | 2y 2moApr 2022 - Jul 2024 |
2025 selloff2025 | -14.32%Apr 2025 | 5mo 23d | 2mo 25d | 8mo 18dOct 2024 - Jul 2025 |
2015 correction2015 | -12.52%Aug 2015 | 5mo 4d | 6mo 19d | 11mo 23dMar 2015 - Mar 2016 |
Rate-hike selloffLate 2018 | -11.78%Dec 2018 | 3mo 11d | 1mo 8d | 4mo 19dSep 2018 - Jan 2019 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.32 | 1.22 | 1.19 | 1.15 | 1.16 |
The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
pro g monthly correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.75 |
Benchmark Correlations
Correlation vs. S&P 500 Index. DGRW has the highest benchmark correlation at 0.95, while O has the lowest at 0.33.
Asset Correlations Table
Find what pro g monthly is missing
See which holdings overlap, where pro g monthly is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification