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ai suggestion
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for ai suggestion

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ai suggestion, 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 13, 2026, the ai suggestion returned 8.82% Year-To-Date and 8.12% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
ai suggestion
0.45%1.23%8.82%8.29%17.46%11.13%5.47%8.12%
FUND
Sprott Focus Trust, Inc.
0.52%-0.93%19.89%21.14%45.55%16.40%10.39%13.14%
GLD
SPDR Gold Shares
0.06%-9.52%-2.47%-2.25%22.21%28.89%17.08%12.15%
HSGFX
Hussman Strategic Growth Fund
-1.29%4.50%-6.15%-7.07%-14.76%-3.11%-2.88%-2.67%
LTPZ
PIMCO 15+ Year US TIPS Index ETF
0.11%1.30%0.53%0.57%4.30%-0.67%-5.50%0.75%
RZV
Invesco S&P SmallCap 600® Pure Value ETF
1.20%9.61%23.59%20.15%47.15%17.99%9.72%11.31%
SCHD
Schwab U.S. Dividend Equity ETF
0.89%3.21%20.66%19.57%26.72%14.90%8.75%12.91%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.12%0.16%-0.29%0.04%3.43%3.69%0.01%1.20%
XLP
State Street Consumer Staples Select Sector SPDR ETF
0.65%0.99%11.10%9.54%8.93%8.26%6.65%7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 20, 2011, ai suggestion's average daily return is +0.03%, while the average monthly return is +0.63%. At this rate, an investment would double in approximately 9.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +8.8%, while the worst month was Sep 2022 at -7.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ai suggestion closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +3.9%, while the worst single day was Mar 12, 2020 at -4.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.27%4.82%-4.00%2.20%0.19%0.32%8.82%
20252.19%1.45%0.85%-1.96%0.48%1.87%-0.29%4.29%1.35%-0.32%2.31%0.09%12.87%
2024-0.78%0.14%3.30%-3.03%2.30%-0.63%5.13%1.01%1.67%-0.90%2.57%-4.21%6.36%
20234.25%-2.74%0.65%-0.30%-3.00%2.55%2.16%-1.68%-3.97%-2.08%5.03%5.32%5.75%
2022-2.30%0.57%0.38%-3.42%0.14%-5.20%3.53%-2.95%-7.21%5.71%5.60%-2.10%-7.87%
20210.54%1.26%3.88%1.55%3.54%-0.65%0.61%0.90%-2.11%2.08%-0.25%3.12%15.26%

Benchmark Metrics

ai suggestion has an annualized alpha of 2.70%, beta of 0.36, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.

  • This portfolio participated in 46.97% of S&P 500 Index downside but only 45.06% of its upside - more exposed to losses than it benefited from rallies.
  • This portfolio generated an annualized alpha of 2.70% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.36 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
2.70%
Beta
0.36
0.55
Upside Capture
45.06%
Downside Capture
46.97%

Expense Ratio

ai suggestion has an expense ratio of 0.21%, 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

ai suggestion ranks 63 for risk / return — better than 63% 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.


ai suggestion Risk / Return Rank: 6363
Overall Rank
ai suggestion Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ai suggestion Sortino Ratio Rank: 8181
Sortino Ratio Rank
ai suggestion Omega Ratio Rank: 7272
Omega Ratio Rank
ai suggestion Calmar Ratio Rank: 5656
Calmar Ratio Rank
ai suggestion Martin Ratio Rank: 3939
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 ai suggestion 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

2.26

1.86

+0.40

Sortino ratioReturn per unit of downside risk

3.37

2.53

+0.84

Omega ratioGain probability vs. loss probability

1.41

1.34

+0.08

Calmar ratioReturn relative to maximum drawdown

2.91

2.53

+0.38

Martin ratioReturn relative to average drawdown

9.60

11.37

-1.78


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
FUND
Sprott Focus Trust, Inc.
94
2.883.641.484.4120.19
GLD
SPDR Gold Shares
26
0.871.241.180.982.81
HSGFX
Hussman Strategic Growth Fund
0
-1.22-1.820.81-0.79-1.58
LTPZ
PIMCO 15+ Year US TIPS Index ETF
15
0.400.631.070.521.11
RZV
Invesco S&P SmallCap 600® Pure Value ETF
74
2.183.061.363.5911.69
SCHD
Schwab U.S. Dividend Equity ETF
86
2.413.721.435.7013.97
VGIT
Vanguard Intermediate-Term Treasury ETF
28
0.961.471.171.133.18
XLP
State Street Consumer Staples Select Sector SPDR ETF
19
0.590.941.110.791.52

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 ai suggestion Sharpe ratio is 2.26 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 ai suggestion 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

ai suggestion provided a 3.13% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.13%3.26%3.13%2.79%3.20%2.29%2.12%2.17%2.72%1.97%1.95%1.92%
FUND
Sprott Focus Trust, Inc.
5.87%6.65%8.27%6.22%6.72%8.79%7.93%6.30%11.92%6.59%5.76%7.59%
GLD
SPDR Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSGFX
Hussman Strategic Growth Fund
2.48%2.33%3.00%3.10%1.08%0.42%0.16%1.84%1.19%0.50%0.28%0.56%
LTPZ
PIMCO 15+ Year US TIPS Index ETF
5.22%4.64%3.71%3.71%8.38%3.56%1.42%1.74%3.05%2.25%2.32%0.71%
RZV
Invesco S&P SmallCap 600® Pure Value ETF
1.28%1.59%1.14%1.13%1.43%0.86%0.63%1.03%2.03%1.02%0.46%1.24%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
VGIT
Vanguard Intermediate-Term Treasury ETF
3.86%3.79%3.67%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.53%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

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 ai suggestion. 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 ai suggestion was 16.04%, occurring on Mar 19, 2020. Recovery took 51 trading sessions.

The current ai suggestion drawdown is 1.43%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-16.04%Mar 2020
27d2mo 15d
3mo 12dFeb 2020 - Jun 2020
Bear market2022
-15.84%Sep 2022
10mo 21d1y 7mo
2y 6moNov 2021 - May 2024
2016 pullback2016
-9.54%Jan 2016
12mo 2d2mo 24d
1y 2moJan 2015 - Apr 2016
Rate-hike selloffLate 2018
-9.39%Dec 2018
10mo 29d3mo 11d
1y 2moJan 2018 - Apr 2019
2025 selloff2025
-6.92%Apr 2025
5d2mo 5d
2mo 10dApr 2025 - Jun 2025

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 8 assets, with an effective number of assets of 5.78, 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

1.67

1.59

1.61

1.65

1.70

The portfolio has a diversification ratio of 1.70, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

ai suggestion correlation to the S&P 500 Index

ai suggestion has a 0.49 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

0.49

Correlation (3Y)
Calculated over the trailing 3-year period

0.55

Correlation (5Y)
Calculated over the trailing 5-year period

0.62

Correlation (10Y)
Calculated over the trailing 10-year period

0.65

Correlation (All Time)
Calculated using the full available price history since Oct 20, 2011

0.68


Benchmark Correlations

Correlation vs. S&P 500 Index. SCHD has the highest benchmark correlation at 0.82, while HSGFX has the lowest at -0.71.

HSGFX
-0.71
VGIT
-0.17
LTPZ
-0.08
GLD
0.05
XLP
0.58
FUND
0.68
RZV
0.70
SCHD
0.82

Portfolio Correlations

Correlation vs. ai suggestion. SCHD has the highest portfolio correlation at 0.79, while HSGFX has the lowest at -0.35.

HSGFX
-0.35
VGIT
0.21
LTPZ
0.31
GLD
0.41
XLP
0.59
FUND
0.69
RZV
0.74
SCHD
0.79

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 Oct 20, 2011
Diversification Analysis

Find what ai suggestion is missing

See which holdings overlap, where ai suggestion is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification