Asset Allocation
Find the right asset allocation for 401K 2025-11-04
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 Chart
The chart shows the growth of an initial investment of $10,000 in 401K 2025-11-04, 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 | 1.65% | 1.97% | 10.35% | 10.82% | 26.39% | 19.66% | 12.33% | 13.81% |
Portfolio 401K 2025-11-04 | 1.90% | 4.47% | 16.22% | 16.17% | 35.76% | 21.81% | 11.59% | — |
| Portfolio components: | ||||||||
ARKK ARK Innovation ETF | 5.26% | 6.32% | 3.52% | 0.53% | 28.04% | 21.92% | -6.75% | 15.97% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 3.04% | -4.92% | 5.58% | 6.30% | 24.59% | 9.30% | 2.06% | — |
DFAI Dimensional International Core Equity Market ETF | 0.45% | 2.91% | 10.55% | 11.38% | 25.58% | 17.58% | 9.68% | — |
FEZ State Street SPDR EURO STOXX 50 ETF | 0.91% | 7.17% | 8.27% | 8.57% | 21.04% | 17.52% | 10.55% | 11.13% |
FLOT iShares Floating Rate Bond ETF | 0.00% | 0.43% | 1.99% | 2.21% | 4.87% | 5.60% | 4.22% | 3.03% |
IFRA iShares U.S. Infrastructure ETF | 0.44% | 2.86% | 19.01% | 17.73% | 31.64% | 19.65% | 13.63% | — |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.02% | 1.43% | 0.80% | 1.10% | 5.78% | 4.95% | -0.10% | 2.52% |
O Realty Income Corporation | -0.92% | 2.12% | 12.65% | 9.85% | 13.82% | 6.15% | 3.87% | 4.82% |
QLC FlexShares US Quality Large Cap Index Fund | 1.63% | 3.02% | 11.97% | 12.35% | 33.81% | 24.25% | 15.50% | 15.08% |
SMH VanEck Semiconductor ETF | 4.38% | 16.31% | 79.69% | 83.94% | 152.58% | 62.32% | 39.72% | 38.18% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 18, 2020, 401K 2025-11-04's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +11.3%, while the worst month was Apr 2022 at -10.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 401K 2025-11-04 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +8.4%, while the worst single day was Apr 4, 2025 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.17% | 2.45% | -5.77% | 9.99% | 4.88% | 1.15% | 16.22% | ||||||
| 2025 | 3.63% | -1.06% | -4.71% | 1.24% | 5.37% | 6.34% | 1.53% | 2.09% | 5.37% | 2.84% | -0.31% | 0.31% | 24.51% |
| 2024 | -0.28% | 6.10% | 2.72% | -4.59% | 4.22% | 2.05% | 2.32% | 2.17% | 1.73% | -2.23% | 4.66% | -3.16% | 16.22% |
| 2023 | 9.08% | -2.35% | 2.79% | -0.02% | 1.53% | 4.75% | 3.31% | -3.68% | -5.21% | -4.08% | 11.31% | 7.15% | 25.64% |
| 2022 | -7.28% | -2.77% | 0.97% | -9.99% | 0.65% | -7.34% | 8.42% | -4.66% | -8.91% | 6.30% | 6.79% | -4.35% | -21.86% |
| 2021 | 0.91% | 1.01% | 1.47% | 3.19% | 0.06% | 2.93% | 0.06% | 2.91% | -4.59% | 5.12% | -2.17% | 1.99% | 13.28% |
Benchmark Metrics
401K 2025-11-04 has an annualized alpha of -0.21%, beta of 0.95, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since November 18, 2020.
- This portfolio participated in 98.10% of S&P 500 Index downside but only 94.58% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.95 and R2 of 0.90, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -0.21%
- Beta
- 0.95
- R²
- 0.90
- Upside Capture
- 94.58%
- Downside Capture
- 98.10%
Expense Ratio
401K 2025-11-04 has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
401K 2025-11-04 ranks 71 for risk / return — better than 71% 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 401K 2025-11-04 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 | 2.54 | 2.14 | +0.41 |
| Sortino ratioReturn per unit of downside risk | 3.46 | 2.89 | +0.57 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.39 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.81 | 2.91 | +0.90 |
| Martin ratioReturn relative to average drawdown | 16.53 | 13.08 | +3.44 |
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 |
|---|---|---|---|---|---|---|
ARKK ARK Innovation ETF | 23 | 0.77 | 1.26 | 1.15 | 0.90 | 1.95 |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 30 | 0.98 | 1.51 | 1.18 | 1.28 | 4.20 |
DFAI Dimensional International Core Equity Market ETF | 56 | 1.77 | 2.48 | 1.32 | 2.35 | 9.14 |
FEZ State Street SPDR EURO STOXX 50 ETF | 35 | 1.15 | 1.71 | 1.21 | 1.55 | 5.28 |
FLOT iShares Floating Rate Bond ETF | 99 | 6.56 | 11.84 | 3.23 | 11.32 | 105.27 |
IFRA iShares U.S. Infrastructure ETF | 75 | 2.11 | 3.07 | 1.35 | 3.78 | 13.85 |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 34 | 1.09 | 1.62 | 1.19 | 1.74 | 4.88 |
O Realty Income Corporation | 65 | 0.86 | 1.22 | 1.15 | 1.25 | 3.01 |
QLC FlexShares US Quality Large Cap Index Fund | 86 | 2.64 | 3.58 | 1.47 | 3.84 | 17.56 |
SMH VanEck Semiconductor ETF | 96 | 4.61 | 4.60 | 1.65 | 10.28 | 37.77 |
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Dividends
Dividend yield
401K 2025-11-04 provided a 1.80% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.80% | 1.95% | 1.94% | 2.08% | 1.82% | 1.27% | 1.49% | 1.65% | 2.12% | 1.42% | 1.46% | 1.56% |
| Portfolio components: | ||||||||||||
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.70% | 0.00% | 0.55% | 1.64% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.62% | 0.66% | 0.13% | 0.20% | 0.23% | 0.16% | 0.19% | 0.83% | 1.44% | 0.01% | 0.06% | 0.00% |
DFAI Dimensional International Core Equity Market ETF | 2.23% | 2.45% | 2.72% | 2.64% | 2.72% | 2.06% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FEZ State Street SPDR EURO STOXX 50 ETF | 2.50% | 2.78% | 2.94% | 2.75% | 3.06% | 2.61% | 2.13% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% |
FLOT iShares Floating Rate Bond ETF | 4.53% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
IFRA iShares U.S. Infrastructure ETF | 1.86% | 1.84% | 1.75% | 1.98% | 1.98% | 1.63% | 2.08% | 1.68% | 2.50% | 0.00% | 0.00% | 0.00% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.55% | 4.48% | 4.45% | 3.99% | 3.30% | 2.30% | 2.66% | 3.29% | 3.67% | 3.10% | 3.34% | 3.47% |
O Realty Income Corporation | 5.21% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
QLC FlexShares US Quality Large Cap Index Fund | 0.87% | 0.94% | 1.03% | 1.26% | 1.46% | 0.96% | 1.40% | 1.91% | 1.82% | 1.29% | 1.80% | 0.64% |
SMH VanEck Semiconductor ETF | 0.17% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
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 401K 2025-11-04. 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 401K 2025-11-04 was 31.11%, occurring on Oct 14, 2022. Recovery took 341 trading sessions.
The current 401K 2025-11-04 drawdown is 1.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -31.11%Oct 2022 | 11mo 9d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
2025 selloff2025 | -17.53%Apr 2025 | 1mo 18d | 1mo 29d | 3mo 17dFeb 2025 - Jun 2025 |
2026 pullback2026 | -9.42%Mar 2026 | 1mo 2d | 15d | 1mo 17dFeb 2026 - Apr 2026 |
2024 pullback2024 | -8.11%Aug 2024 | 19d | 1mo 15d | 2mo 4dJul 2024 - Sep 2024 |
2021 pullback2021 | -7.81%Mar 2021 | 16d | 1mo 12d | 1mo 28dFeb 2021 - Apr 2021 |
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 14.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.29 | 1.26 | 1.24 | 1.24 |
The portfolio has a diversification ratio of 1.24, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
401K 2025-11-04 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2020 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QLC has the highest benchmark correlation at 0.99, while FLOT has the lowest at 0.27.
Asset Correlations Table
Find what 401K 2025-11-04 is missing
See which holdings overlap, where 401K 2025-11-04 is concentrated, and which low-correlation assets could fill the gaps.
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