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pro g monthly
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

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.


Position1D1MYTD6M1Y3Y*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%
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.41%4.40%-4.24%5.24%-0.93%0.70%11.69%
20252.96%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%
20235.40%-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%
20210.11%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
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.


pro g monthly Risk / Return Rank: 4343
Overall Rank
pro g monthly Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
pro g monthly Sortino Ratio Rank: 4646
Sortino Ratio Rank
pro g monthly Omega Ratio Rank: 3737
Omega Ratio Rank
pro g monthly Calmar Ratio Rank: 4646
Calmar Ratio Rank
pro g monthly Martin Ratio Rank: 4141
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 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.


PortfolioBenchmarkDifference
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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DGRW
WisdomTree U.S. Quality Dividend Growth Fund
66
2.002.861.372.4410.53
DIV
Global X SuperDividend U.S. ETF
50
1.462.101.252.908.09
O
Realty Income Corporation
65
0.861.221.151.253.01
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
46
1.462.221.252.306.47
SDIV
Global X SuperDividend ETF
61
1.802.471.323.1010.31

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. Learn how to interpret the Sharpe ratio.

The current pro g monthly Sharpe ratio is 1.96 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.72 to 2.63, 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 pro g monthly 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

pro g monthly provided a 5.34% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio5.34%5.87%5.69%6.10%6.37%4.73%5.34%5.21%5.45%4.39%4.63%5.16%
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 1d1y 9d
1y 1moFeb 2020 - Apr 2021
Bear market2022
-19.42%Sep 2022
5mo 12d1y 9mo
2y 2moApr 2022 - Jul 2024
2025 selloff2025
-14.32%Apr 2025
5mo 23d2mo 25d
8mo 18dOct 2024 - Jul 2025
2015 correction2015
-12.52%Aug 2015
5mo 4d6mo 19d
11mo 23dMar 2015 - Mar 2016
Rate-hike selloffLate 2018
-11.78%Dec 2018
3mo 11d1mo 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

pro g monthly has a 0.48 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

0.48

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.

O
0.33
DIV
0.62
PEY
0.68
SDIV
0.68
DGRW
0.95

Portfolio Correlations

Correlation vs. pro g monthly. DIV has the highest portfolio correlation at 0.89, while O has the lowest at 0.70.

O
0.70
DGRW
0.79
SDIV
0.83
PEY
0.88
DIV
0.89

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from May 22, 2013
Diversification Analysis

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