2024-2025

Asset Allocation

Position	Category/Sector	Target Weight
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating	S&P 500	41.37%
AMZN Amazon.com, Inc	Consumer Cyclical	15.44%
OXLC Oxford Lane Capital Corp.	Financial Services	6.97%
AGNC AGNC Investment Corp.	Real Estate	6.51%
RHM.DE Rheinmetall AG	Industrials	6.04%
BAESY BAE Systems PLC	Industrials	4.04%
PLTR Palantir Technologies Inc.	Technology	3.84%
AAPL Apple Inc	Technology	3.29%
TSCO.L Tesco PLC	Consumer Defensive	2.91%
GOOGL Alphabet Inc. Class A	Communication Services	2.76%
PG The Procter & Gamble Company	Consumer Defensive	2.70%
DEC.L Diversified Energy Company plc	Energy	2.51%
BNS The Bank of Nova Scotia	Financial Services	1.02%
PASG Passage Bio, Inc.	Healthcare	0.60%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024-2025, 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.17%	8.56%	8.85%	22.93%	19.37%	11.84%	13.61%
Portfolio 2024-2025	-0.03%	-2.89%	1.30%	2.89%	13.18%	26.94%	17.68%	—
Portfolio components:
AAPL Apple Inc	-1.52%	-2.59%	7.29%	4.81%	46.73%	17.21%	18.59%	29.36%
AGNC AGNC Investment Corp.	0.10%	-1.89%	1.66%	6.78%	26.20%	16.54%	2.89%	6.63%
AMZN Amazon.com, Inc	-1.23%	-11.69%	3.35%	5.46%	11.87%	23.49%	7.35%	20.83%
BAESY BAE Systems PLC	-4.00%	-1.83%	11.25%	13.51%	0.44%	30.63%	30.61%	18.72%
BNS The Bank of Nova Scotia	1.57%	9.86%	16.52%	17.99%	62.38%	27.10%	11.56%	11.61%
DEC.L Diversified Energy Company plc	-3.72%	-10.17%	-0.70%	-0.94%	6.19%	-9.70%	-10.43%	—
GOOGL Alphabet Inc. Class A	0.53%	-10.61%	15.06%	16.44%	105.30%	43.10%	24.46%	25.76%
OXLC Oxford Lane Capital Corp.	-1.41%	-8.51%	-27.84%	-21.18%	-42.28%	-9.70%	-7.86%	3.38%
PASG Passage Bio, Inc.	3.75%	5.25%	-50.76%	-40.68%	-32.71%	-32.32%	-54.00%	—
PG The Procter & Gamble Company	0.86%	5.18%	5.93%	6.28%	-5.68%	3.69%	4.73%	8.96%

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

Monthly Returns

Based on dividend-adjusted daily data since Sep 30, 2020, 2024-2025's average daily return is +0.08%, while the average monthly return is +1.69%. At this rate, an investment would double in approximately 3.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +17.2%, while the worst month was Sep 2022 at -10.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2024-2025 closed higher 54% of trading days. The best single day was Nov 10, 2022 with a return of +5.7%, while the worst single day was Apr 4, 2025 at -5.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.08%	-3.61%	-3.39%	10.62%	2.36%	-4.96%							1.30%
2025	5.14%	0.03%	-1.41%	2.21%	8.45%	3.56%	1.51%	2.20%	3.32%	2.21%	-1.17%	1.17%	30.39%
2024	1.58%	8.76%	4.06%	-2.07%	4.21%	3.26%	2.08%	1.10%	1.90%	-0.53%	10.64%	0.03%	40.28%
2023	10.57%	-2.73%	4.88%	1.73%	4.05%	5.58%	4.90%	-1.74%	-4.75%	-1.85%	9.28%	4.10%	38.20%
2022	-4.06%	1.50%	7.09%	-9.88%	-2.10%	-6.27%	9.79%	-5.48%	-9.97%	2.82%	4.07%	-3.98%	-17.22%
2021	2.44%	-0.74%	2.56%	6.12%	-0.40%	2.47%	0.26%	3.57%	-3.40%	4.85%	-1.38%	2.03%	19.53%

Benchmark Metrics

2024-2025 has an annualized alpha of 8.22%, beta of 0.77, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since September 30, 2020.

This portfolio captured 102.97% of S&P 500 Index gains but only 80.18% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.22% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 8.22%

Beta: 0.77

R²: 0.68

Upside Capture: 102.97%

Downside Capture: 80.18%

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

Expense Ratio

2024-2025 has an expense ratio of 0.03%, 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.

VUAG.L

Vanguard S&P 500 UCITS ETF (USD) Accumulating

Return for Risk

Risk / Return Rank

2024-2025 ranks 14 for risk / return — in the bottom 14% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 2024-2025 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	1.03	1.86	-0.83
Sortino ratioReturn per unit of downside risk	1.52	2.53	-1.01
Omega ratioGain probability vs. loss probability	1.18	1.34	-0.15
Calmar ratioReturn relative to maximum drawdown	1.05	2.53	-1.49
Martin ratioReturn relative to average drawdown	3.44	11.37	-7.93

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
AAPL Apple Inc	88	2.07	2.93	1.38	3.40	8.47
AGNC AGNC Investment Corp.	75	1.35	1.93	1.23	1.41	4.08
AMZN Amazon.com, Inc	54	0.40	0.76	1.09	0.55	1.29
BAESY BAE Systems PLC	41	0.01	0.25	1.03	0.02	0.04
BNS The Bank of Nova Scotia	96	3.73	5.22	1.68	4.69	18.38
DEC.L Diversified Energy Company plc	46	0.16	0.51	1.06	0.25	0.46
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
OXLC Oxford Lane Capital Corp.	5	-1.23	-1.73	0.77	-0.81	-1.47
PASG Passage Bio, Inc.	35	-0.27	0.46	1.06	-0.41	-0.77
PG The Procter & Gamble Company	28	-0.30	-0.31	0.97	-0.37	-0.68

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 2024-2025 Sharpe ratio is 1.03 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 1.53 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 2024-2025 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

2024-2025 provided a 5.01% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.01%	3.92%	3.03%	2.76%	2.69%	2.42%	3.68%	2.61%	2.57%	2.45%	2.98%	3.05%
Portfolio components:
AAPL Apple Inc	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AGNC AGNC Investment Corp.	13.97%	13.43%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BAESY BAE Systems PLC	1.90%	1.90%	2.79%	2.40%	3.09%	4.46%	7.05%	3.66%	4.93%	5.71%	6.26%	4.38%
BNS The Bank of Nova Scotia	3.79%	4.17%	5.85%	8.56%	6.39%	5.09%	4.93%	3.53%	6.34%	4.80%	5.24%	8.13%
DEC.L Diversified Energy Company plc	8.37%	8.15%	7.96%	0.93%	0.44%	0.41%	0.39%	0.42%	0.25%	0.17%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OXLC Oxford Lane Capital Corp.	50.72%	35.86%	20.12%	18.83%	17.75%	10.51%	22.46%	19.85%	16.70%	17.91%	22.84%	24.10%
PASG Passage Bio, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

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 2024-2025. 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 2024-2025 was 25.65%, occurring on Oct 14, 2022. Recovery took 191 trading sessions.

The current 2024-2025 drawdown is 4.98%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-25.65%Oct 2022	6mo 12d	9mo 1d	1y 3moApr 2022 - Jul 2023
2025 selloff2025	-13.82%Apr 2025	1mo 17d	1mo 5d	2mo 22dFeb 2025 - May 2025
2026 correction2026	-12.30%Mar 2026	1mo 28d	1mo 5d	3mo 3dJan 2026 - May 2026
2023 correction2023	-10.41%Oct 2023	2mo 19d	19d	3mo 8dAug 2023 - Nov 2023
Bear market2022	-9.94%Feb 2022	3mo 17d	26d	4mo 13dNov 2021 - Mar 2022

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 14 assets, with an effective number of assets of 4.65, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.87	1.80	1.65	1.67

The portfolio has a diversification ratio of 1.67, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2024-2025 correlation to the S&P 500 Index

2024-2025 has a 0.78 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Sep 30, 2020	0.80

Benchmark Correlations

Correlation vs. S&P 500 Index. GOOGL has the highest benchmark correlation at 0.68, while DEC.L has the lowest at 0.18.

DEC.L

0.18

RHM.DE

0.20

TSCO.L

0.22

0.26

0.26

0.29

0.36

0.52

0.53

0.59

0.65

0.68

0.68

0.68

Portfolio Correlations

Correlation vs. 2024-2025. VUAG.L has the highest portfolio correlation at 0.80, while PG has the lowest at 0.14.

0.14

0.28

0.28

0.30

0.36

0.41

0.42

0.54

0.54

0.57

0.58

0.60

0.71

0.80

Asset Correlations Table

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

	PG	DEC.L	PASG	TSCO.L	RHM.DE	BAESY	OXLC	PLTR	AGNC	AAPL	GOOGL	BNS	AMZN	VUAG.L
PG	1.00	-0.01	0.02	0.17	0.01	0.12	0.08	-0.09	0.20	0.22	0.12	0.21	0.09	0.10
DEC.L	-0.01	1.00	0.07	0.19	0.16	0.14	0.12	0.11	0.15	0.09	0.11	0.22	0.09	0.26
PASG	0.02	0.07	1.00	-0.00	0.08	0.10	0.12	0.21	0.21	0.18	0.20	0.18	0.24	0.20
TSCO.L	0.17	0.19	-0.00	1.00	0.18	0.21	0.11	0.07	0.20	0.15	0.12	0.28	0.09	0.27
RHM.DE	0.01	0.16	0.08	0.18	1.00	0.55	0.06	0.10	0.16	0.05	0.08	0.25	0.06	0.30
BAESY	0.12	0.14	0.10	0.21	0.55	1.00	0.08	0.09	0.22	0.09	0.12	0.26	0.09	0.21
OXLC	0.08	0.12	0.12	0.11	0.06	0.08	1.00	0.21	0.30	0.26	0.25	0.26	0.24	0.27
PLTR	-0.09	0.11	0.21	0.07	0.10	0.09	0.21	1.00	0.29	0.35	0.37	0.27	0.47	0.35
AGNC	0.20	0.15	0.21	0.20	0.16	0.22	0.30	0.29	1.00	0.33	0.34	0.49	0.33	0.37
AAPL	0.22	0.09	0.18	0.15	0.05	0.09	0.26	0.35	0.33	1.00	0.55	0.33	0.54	0.43
GOOGL	0.12	0.11	0.20	0.12	0.08	0.12	0.25	0.37	0.34	0.55	1.00	0.35	0.64	0.43
BNS	0.21	0.22	0.18	0.28	0.25	0.26	0.26	0.27	0.49	0.33	0.35	1.00	0.30	0.47
AMZN	0.09	0.09	0.24	0.09	0.06	0.09	0.24	0.47	0.33	0.54	0.64	0.30	1.00	0.44
VUAG.L	0.10	0.26	0.20	0.27	0.30	0.21	0.27	0.35	0.37	0.43	0.43	0.47	0.44	1.00

The correlation results are calculated based on daily price changes starting from Sep 30, 2020

Diversification Analysis

Find what 2024-2025 is missing

See which holdings overlap, where 2024-2025 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification