90/10 - LFP | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
IQLT iShares MSCI Intl Quality Factor ETF	Foreign Large Cap Equities	18%
SPYV SPDR Portfolio S&P 500 Value ETF	S&P 500, Large Cap Value Equities	16%
SPYG State Street SPDR Portfolio S&P 500 Growth ETF	S&P 500, Large Cap Growth Equities	10%
SPEM SPDR Portfolio Emerging Markets ETF	Emerging Markets Equities	8.50%
MTUM iShares MSCI USA Momentum Factor ETF	Momentum, Large Cap Blend Equities	8%
SPMD SPDR Portfolio S&P 400 Mid Cap ETF	Mid Cap Blend Equities	8%
PONPX PIMCO Income Fund Class I-2	Total Bond Market	5%
SFLR Innovator Equity Managed Floor ETF	Options Trading	4%
SPSM State Street SPDR Portfolio S&P 600 Small Cap ETF	Small Cap Blend Equities	4%
QUAL iShares MSCI USA Quality Factor ETF	Large Cap Blend Equities	4%
SLYV SPDR S&P 600 Small Cap Value ETF	Small Cap Value Equities	4%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	Dividend, Large Cap Growth Equities	4%
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	Government Bonds, Ultrashort Bond	3.50%
ICF iShares Cohen & Steers REIT ETF	REIT	3%

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 90/10 - LFP, 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%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 90/10 - LFP	0.62%	1.70%	11.87%	12.11%	24.39%	17.27%	—	—
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	0.03%	0.29%	1.60%	1.76%	3.85%	4.63%	3.43%	2.20%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	0.50%	-0.55%	7.88%	7.92%	18.88%	15.58%	11.95%	14.13%
ICF iShares Cohen & Steers REIT ETF	0.96%	3.62%	16.93%	17.09%	15.91%	11.06%	3.38%	5.99%
IQLT iShares MSCI Intl Quality Factor ETF	0.04%	1.57%	9.81%	11.22%	18.29%	14.25%	7.32%	10.17%
MTUM iShares MSCI USA Momentum Factor ETF	1.69%	5.58%	29.72%	30.51%	42.02%	33.16%	14.96%	17.15%
PONPX PIMCO Income Fund Class I-2	0.56%	0.90%	0.86%	1.73%	7.78%	7.58%	3.34%	4.60%
QUAL iShares MSCI USA Quality Factor ETF	0.47%	2.14%	9.44%	9.29%	22.87%	19.30%	11.97%	14.46%
SFLR Innovator Equity Managed Floor ETF	0.34%	0.39%	3.84%	4.29%	16.87%	14.88%	—	—
SLYV SPDR S&P 600 Small Cap Value ETF	1.09%	6.39%	19.47%	16.63%	41.92%	14.32%	6.28%	10.65%
SPEM SPDR Portfolio Emerging Markets ETF	0.87%	-0.13%	11.32%	13.11%	27.73%	17.37%	5.60%	9.63%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 9, 2022, 90/10 - LFP's average daily return is +0.07%, while the average monthly return is +1.39%. At this rate, an investment would double in approximately 4.2 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +8.2%, while the worst month was Mar 2026 at -5.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 90/10 - LFP closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, while the worst single day was Apr 4, 2025 at -5.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.02%	1.85%	-5.16%	8.23%	3.36%	0.49%							11.87%
2025	3.02%	-0.37%	-3.33%	-0.11%	4.63%	3.67%	0.28%	3.03%	2.65%	0.81%	0.63%	0.61%	16.37%
2024	0.01%	4.28%	3.07%	-3.99%	4.27%	1.18%	2.64%	2.21%	1.90%	-2.07%	4.28%	-3.98%	14.11%
2023	6.48%	-2.99%	1.55%	1.08%	-2.01%	5.70%	3.25%	-2.54%	-4.25%	-2.56%	8.16%	5.71%	17.89%
2022											6.26%	-3.95%	2.06%

Benchmark Metrics

90/10 - LFP has an annualized alpha of 0.96%, beta of 0.82, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since November 09, 2022.

This portfolio participated in 81.81% of S&P 500 Index downside but only 81.20% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.96%

Beta: 0.82

R²: 0.91

Upside Capture: 81.20%

Downside Capture: 81.81%

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

Expense Ratio

90/10 - LFP has an expense ratio of 0.20%, 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.

Top 10 holdings

SFLR

Innovator Equity Managed Floor ETF

PONPX

PIMCO Income Fund Class I-2

ICF

iShares Cohen & Steers REIT ETF

IQLT

iShares MSCI Intl Quality Factor ETF

DGRW

WisdomTree U.S. Quality Dividend Growth Fund

MTUM

iShares MSCI USA Momentum Factor ETF

QUAL

iShares MSCI USA Quality Factor ETF

SLYV

SPDR S&P 600 Small Cap Value ETF

BIL

SPDR Bloomberg 1-3 Month T-Bill ETF

SPEM

SPDR Portfolio Emerging Markets ETF

Return for Risk

Risk / Return Rank

90/10 - LFP ranks 51 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.

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 90/10 - LFP 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	1.96	1.86	+0.09
Sortino ratioReturn per unit of downside risk	2.74	2.53	+0.21
Omega ratioGain probability vs. loss probability	1.35	1.34	+0.02
Calmar ratioReturn relative to maximum drawdown	2.86	2.53	+0.33
Martin ratioReturn relative to average drawdown	12.20	11.37	+0.82

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
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	100	19.63	175.17	88.41	357.44	2,834.34
DGRW WisdomTree U.S. Quality Dividend Growth Fund	57	1.76	2.53	1.32	2.15	9.28
ICF iShares Cohen & Steers REIT ETF	34	1.07	1.51	1.19	1.82	5.18
IQLT iShares MSCI Intl Quality Factor ETF	36	1.13	1.67	1.20	1.63	6.18
MTUM iShares MSCI USA Momentum Factor ETF	71	1.96	2.62	1.36	3.55	13.66
PONPX PIMCO Income Fund Class I-2	51	1.86	2.79	1.36	2.10	7.08
QUAL iShares MSCI USA Quality Factor ETF	57	1.74	2.46	1.31	2.32	10.60
SFLR Innovator Equity Managed Floor ETF	56	1.72	2.29	1.33	2.40	9.51
SLYV SPDR S&P 600 Small Cap Value ETF	77	2.15	3.06	1.37	4.20	13.96
SPEM SPDR Portfolio Emerging Markets ETF	50	1.55	2.16	1.29	2.28	8.16

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 90/10 - LFP Sharpe ratio is 1.96 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 90/10 - LFP 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

90/10 - LFP provided a 1.77% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.77%	1.95%	2.20%	2.14%	2.22%	1.71%	1.66%	2.12%	2.33%	2.14%	2.19%	2.78%
Portfolio components:
BIL SPDR Bloomberg 1-3 Month T-Bill ETF	3.86%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%
DGRW WisdomTree U.S. Quality Dividend Growth Fund	1.28%	1.43%	1.55%	1.74%	2.15%	1.78%	1.93%	2.20%	2.42%	1.71%	2.13%	2.18%
ICF iShares Cohen & Steers REIT ETF	2.38%	2.88%	2.66%	2.76%	2.64%	1.82%	2.38%	2.55%	3.20%	3.10%	4.21%	3.30%
IQLT iShares MSCI Intl Quality Factor ETF	2.12%	2.33%	2.87%	2.27%	3.14%	2.24%	1.61%	2.28%	2.72%	2.36%	2.91%	2.78%
MTUM iShares MSCI USA Momentum Factor ETF	0.61%	0.91%	0.75%	1.35%	1.80%	0.55%	0.83%	1.48%	1.27%	1.02%	1.43%	1.12%
PONPX PIMCO Income Fund Class I-2	5.73%	5.91%	6.16%	6.11%	4.89%	3.92%	4.78%	5.73%	5.56%	5.27%	5.42%	7.77%
QUAL iShares MSCI USA Quality Factor ETF	0.87%	0.94%	1.02%	1.23%	1.59%	1.20%	1.39%	1.60%	2.00%	1.76%	1.96%	1.63%
SFLR Innovator Equity Managed Floor ETF	0.32%	0.33%	0.42%	1.16%	0.06%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SLYV SPDR S&P 600 Small Cap Value ETF	1.75%	2.02%	2.30%	2.11%	1.47%	1.94%	1.40%	1.67%	2.14%	5.53%	2.18%	6.55%
SPEM SPDR Portfolio Emerging Markets ETF	2.49%	2.77%	2.78%	2.80%	3.38%	3.14%	1.92%	2.94%	2.34%	1.12%	1.51%	2.40%

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 90/10 - LFP. 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 90/10 - LFP was 15.06%, occurring on Apr 8, 2025. Recovery took 41 trading sessions.

The current 90/10 - LFP drawdown is 0.22%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-15.06%Apr 2025	1mo 18d	1mo 29d	3mo 17dFeb 2025 - Jun 2025
2023 correction2023	-10.39%Oct 2023	2mo 27d	1mo 16d	4mo 13dAug 2023 - Dec 2023
2026 pullback2026	-8.05%Mar 2026	1mo 2d	15d	1mo 17dFeb 2026 - Apr 2026
2023 pullback2023	-7.55%Mar 2023	1mo 10d	3mo	4mo 10dFeb 2023 - Jun 2023
2024 pullback2024	-6.74%Aug 2024	19d	18d	1mo 7dJul 2024 - Aug 2024

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 9.94, 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	All Time
Diversification Ratio	1.16	1.16	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.

90/10 - LFP correlation to the S&P 500 Index

90/10 - LFP has a 0.93 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Nov 9, 2022	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. QUAL has the highest benchmark correlation at 0.96, while BIL has the lowest at -0.04.

-0.04

0.29

0.48

0.64

0.71

0.74

0.76

0.81

0.82

0.85

0.93

0.93

0.95

0.96

Portfolio Correlations

Correlation vs. 90/10 - LFP. DGRW has the highest portfolio correlation at 0.92, while BIL has the lowest at -0.05.

-0.05

0.37

0.59

0.75

0.81

0.83

0.84

0.86

0.87

0.88

0.88

0.91

0.92

0.92

Asset Correlations Table

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

	BIL	PONPX	ICF	SPEM	MTUM	SPYG	IQLT	SLYV	SFLR	SPSM	SPYV	SPMD	QUAL	DGRW
BIL	1.00	-0.05	0.01	-0.01	-0.03	-0.02	-0.06	-0.06	-0.01	-0.07	-0.06	-0.07	-0.04	-0.04
PONPX	-0.05	1.00	0.40	0.29	0.20	0.23	0.40	0.30	0.27	0.30	0.31	0.30	0.29	0.29
ICF	0.01	0.40	1.00	0.35	0.32	0.32	0.51	0.61	0.41	0.60	0.67	0.60	0.49	0.58
SPEM	-0.01	0.29	0.35	1.00	0.56	0.60	0.76	0.55	0.58	0.58	0.56	0.60	0.62	0.61
MTUM	-0.03	0.20	0.32	0.56	1.00	0.85	0.62	0.55	0.79	0.62	0.62	0.69	0.82	0.77
SPYG	-0.02	0.23	0.32	0.60	0.85	1.00	0.65	0.55	0.89	0.61	0.63	0.67	0.90	0.82
IQLT	-0.06	0.40	0.51	0.76	0.62	0.65	1.00	0.66	0.69	0.69	0.71	0.72	0.74	0.74
SLYV	-0.06	0.30	0.61	0.55	0.55	0.55	0.66	1.00	0.64	0.98	0.84	0.93	0.70	0.76
SFLR	-0.01	0.27	0.41	0.58	0.79	0.89	0.69	0.64	1.00	0.69	0.74	0.74	0.89	0.85
SPSM	-0.07	0.30	0.60	0.58	0.62	0.61	0.69	0.98	0.69	1.00	0.85	0.96	0.75	0.79
SPYV	-0.06	0.31	0.67	0.56	0.62	0.63	0.71	0.84	0.74	0.85	1.00	0.86	0.81	0.89
SPMD	-0.07	0.30	0.60	0.60	0.69	0.67	0.72	0.93	0.74	0.96	0.86	1.00	0.80	0.83
QUAL	-0.04	0.29	0.49	0.62	0.82	0.90	0.74	0.70	0.89	0.75	0.81	0.80	1.00	0.93
DGRW	-0.04	0.29	0.58	0.61	0.77	0.82	0.74	0.76	0.85	0.79	0.89	0.83	0.93	1.00

The correlation results are calculated based on daily price changes starting from Nov 9, 2022

Diversification Analysis

Find what 90/10 - LFP is missing

See which holdings overlap, where 90/10 - LFP is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification