25%Stocks75%"Cash"

Asset Allocation

Position	Category/Sector	Target Weight
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds, Short-Term Bond	75%
^GSPC S&P 500 Index		25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 25%Stocks75%"Cash", 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 year.

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Returns By Period

As of Jun 13, 2026, the 25%Stocks75%"Cash" returned 2.54% Year-To-Date and 4.80% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 25%Stocks75%"Cash"	0.11%	-0.11%	2.54%	2.82%	8.36%	7.98%	4.49%	4.80%
Portfolio components:
^GSPC S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
SHY iShares 1-3 Year Treasury Bond ETF	-0.02%	0.19%	0.55%	0.80%	3.29%	4.15%	1.74%	1.65%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 26, 2002, 25%Stocks75%"Cash"'s average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +3.1%, while the worst month was Sep 2022 at -3.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 25%Stocks75%"Cash" closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +2.0%, while the worst single day was Mar 16, 2020 at -2.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.49%	0.18%	-1.61%	2.64%	1.38%	-0.51%							2.54%
2025	0.96%	0.19%	-1.10%	0.44%	1.25%	1.66%	0.48%	1.15%	1.13%	0.85%	0.36%	0.22%	7.81%
2024	0.63%	1.01%	1.07%	-1.44%	1.78%	1.33%	1.17%	1.27%	1.12%	-0.73%	1.81%	-0.53%	8.77%
2023	2.12%	-1.27%	2.12%	0.56%	-0.21%	1.34%	1.08%	-0.21%	-1.41%	-0.34%	3.12%	2.04%	9.19%
2022	-1.83%	-1.08%	-0.23%	-2.53%	0.46%	-2.37%	2.27%	-1.59%	-3.00%	1.56%	1.73%	-1.26%	-7.77%
2021	-0.26%	0.61%	1.04%	1.42%	0.19%	0.48%	0.75%	0.80%	-1.44%	1.68%	-0.28%	1.13%	6.23%

Benchmark Metrics

25%Stocks75%"Cash" has an annualized alpha of 1.80%, beta of 0.22, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since July 26, 2002.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (25.10%) than losses (23.53%) - typical of diversified or defensive assets.
Beta of 0.22 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: 1.80%

Beta: 0.22

R²: 0.91

Upside Capture: 25.10%

Downside Capture: 23.53%

See how alpha, beta & R² have trended over time →

Expense Ratio

25%Stocks75%"Cash" has an expense ratio of 0.11%, 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.

SHY

iShares 1-3 Year Treasury Bond ETF

Return for Risk

Risk / Return Rank

25%Stocks75%"Cash" ranks 75 for risk / return — better than 75% 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 25%Stocks75%"Cash" 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	2.29	1.86	+0.43
Sortino ratioReturn per unit of downside risk	3.38	2.53	+0.85
Omega ratioGain probability vs. loss probability	1.45	1.34	+0.11
Calmar ratioReturn relative to maximum drawdown	3.25	2.53	+0.72
Martin ratioReturn relative to average drawdown	14.64	11.37	+3.27

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
^GSPC S&P 500 Index	71	1.86	2.53	1.34	2.53	11.37
SHY iShares 1-3 Year Treasury Bond ETF	85	2.43	3.97	1.50	3.64	14.45

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.

The current 25%Stocks75%"Cash" Sharpe ratio is 2.29 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 25%Stocks75%"Cash" 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

25%Stocks75%"Cash" provided a 2.76% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.76%	2.85%	2.94%	2.24%	0.98%	0.20%	0.70%	1.59%	1.29%	0.74%	0.54%	0.40%
Portfolio components:
^GSPC S&P 500 Index	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SHY iShares 1-3 Year Treasury Bond ETF	3.68%	3.81%	3.92%	2.99%	1.30%	0.26%	0.94%	2.12%	1.72%	0.98%	0.71%	0.54%

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 25%Stocks75%"Cash". 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 25%Stocks75%"Cash" was 11.63%, occurring on Mar 9, 2009. Recovery took 153 trading sessions.

The current 25%Stocks75%"Cash" drawdown is 0.57%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-11.63%Mar 2009	9mo 23d	7mo 9d	1y 4moMay 2008 - Oct 2009
Bear market2022	-9.94%Oct 2022	9mo 18d	1y 2mo	1y 11moDec 2021 - Dec 2023
COVID crash2020	-7.22%Mar 2020	1mo 2d	2mo 14d	3mo 16dFeb 2020 - Jun 2020
2011 pullback2011	-4.53%Oct 2011	2mo 27d	3mo 24d	6mo 21dJul 2011 - Jan 2012
Dot-com crash2000–2002	-4.53%Oct 2002	1mo 17d	2mo 29d	4mo 16dAug 2002 - Jan 2003

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 2 assets, with an effective number of assets of 1.60, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.19	1.24	1.24	1.24	1.28

The portfolio has a diversification ratio of 1.28, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

25%Stocks75%"Cash" correlation to the S&P 500 Index

25%Stocks75%"Cash" has a 0.96 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	0.96
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.94
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. ^GSPC has the highest benchmark correlation at 1.00, while SHY has the lowest at -0.20.

SHY

-0.20

^GSPC

1.00

Portfolio Correlations

Correlation vs. 25%Stocks75%"Cash". ^GSPC has the highest portfolio correlation at 0.96, while SHY has the lowest at 0.04.

SHY

0.04

^GSPC

0.96

Asset Correlations Table

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

	SHY	^GSPC
SHY	1.00	-0.20
^GSPC	-0.20	1.00

The correlation results are calculated based on daily price changes starting from Jul 26, 2002

Diversification Analysis

Find what 25%Stocks75%"Cash" is missing

See which holdings overlap, where 25%Stocks75%"Cash" is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification