Asset Allocation
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.
Open Portfolio OptimizerPerformance
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.
| 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 ai suggestion | 0.45% | 1.23% | 8.82% | 8.29% | 17.46% | 11.13% | 5.47% | 8.12% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.27% | 4.82% | -4.00% | 2.20% | 0.19% | 0.32% | 8.82% | ||||||
| 2025 | 2.19% | 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% |
| 2023 | 4.25% | -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% |
| 2021 | 0.54% | 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
- R²
- 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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
FUND Sprott Focus Trust, Inc. | 94 | 2.88 | 3.64 | 1.48 | 4.41 | 20.19 |
GLD SPDR Gold Shares | 26 | 0.87 | 1.24 | 1.18 | 0.98 | 2.81 |
HSGFX Hussman Strategic Growth Fund | 0 | -1.22 | -1.82 | 0.81 | -0.79 | -1.58 |
LTPZ PIMCO 15+ Year US TIPS Index ETF | 15 | 0.40 | 0.63 | 1.07 | 0.52 | 1.11 |
RZV Invesco S&P SmallCap 600® Pure Value ETF | 74 | 2.18 | 3.06 | 1.36 | 3.59 | 11.69 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
VGIT Vanguard Intermediate-Term Treasury ETF | 28 | 0.96 | 1.47 | 1.17 | 1.13 | 3.18 |
XLP State Street Consumer Staples Select Sector SPDR ETF | 19 | 0.59 | 0.94 | 1.11 | 0.79 | 1.52 |
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Dividends
Dividend yield
ai suggestion provided a 3.13% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.13% | 3.26% | 3.13% | 2.79% | 3.20% | 2.29% | 2.12% | 2.17% | 2.72% | 1.97% | 1.95% | 1.92% |
| Portfolio components: | ||||||||||||
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 | 27d | 2mo 15d | 3mo 12dFeb 2020 - Jun 2020 |
Bear market2022 | -15.84%Sep 2022 | 10mo 21d | 1y 7mo | 2y 6moNov 2021 - May 2024 |
2016 pullback2016 | -9.54%Jan 2016 | 12mo 2d | 2mo 24d | 1y 2moJan 2015 - Apr 2016 |
Rate-hike selloffLate 2018 | -9.39%Dec 2018 | 10mo 29d | 3mo 11d | 1y 2moJan 2018 - Apr 2019 |
2025 selloff2025 | -6.92%Apr 2025 | 5d | 2mo 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
| 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.
Asset Correlations Table
| GLD | LTPZ | VGIT | HSGFX | XLP | FUND | RZV | SCHD | |
|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.27 | 0.33 | 0.03 | 0.05 | 0.16 | 0.04 | 0.04 |
| LTPZ | 0.27 | 1.00 | 0.72 | 0.08 | 0.00 | -0.03 | -0.09 | -0.10 |
| VGIT | 0.33 | 0.72 | 1.00 | 0.16 | -0.02 | -0.13 | -0.18 | -0.17 |
| HSGFX | 0.03 | 0.08 | 0.16 | 1.00 | -0.35 | -0.44 | -0.42 | -0.51 |
| XLP | 0.05 | 0.00 | -0.02 | -0.35 | 1.00 | 0.40 | 0.42 | 0.71 |
| FUND | 0.16 | -0.03 | -0.13 | -0.44 | 0.40 | 1.00 | 0.70 | 0.66 |
| RZV | 0.04 | -0.09 | -0.18 | -0.42 | 0.42 | 0.70 | 1.00 | 0.74 |
| SCHD | 0.04 | -0.10 | -0.17 | -0.51 | 0.71 | 0.66 | 0.74 | 1.00 |
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