Asset Allocation
Find the right asset allocation for Retirement-Current-Alt10-Gld10
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 Retirement-Current-Alt10-Gld10, 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 | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio Retirement-Current-Alt10-Gld10 | -0.83% | 0.29% | 7.68% | 8.60% | 21.30% | 16.79% | 9.41% | — |
| Portfolio components: | ||||||||
AQMNX AQR Managed Futures Strategy Fund Class N | -0.56% | 1.81% | 12.87% | 14.73% | 25.69% | 12.24% | 12.45% | 4.77% |
BCSVX Brown Capital Management International Small Company Fund | 1.34% | 1.19% | -10.43% | -12.09% | -19.49% | 0.94% | -3.53% | 7.38% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | -0.26% | -0.36% | 0.11% | 0.49% | 3.67% | 4.36% | 1.58% | 1.93% |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 0.70% | 2.60% | 8.83% | 9.29% | 20.96% | 17.08% | 10.81% | 12.68% |
COWZ Pacer US Cash Cows 100 ETF | -1.45% | 1.11% | 6.73% | 6.93% | 19.68% | 13.69% | 10.28% | — |
DBMF iMGP DBi Managed Futures Strategy ETF | -2.01% | -0.10% | 9.70% | 11.78% | 28.17% | 9.96% | 7.93% | — |
DODGX Dodge & Cox Stock Fund Class I | 1.96% | 1.60% | 4.64% | 6.40% | 13.12% | 15.81% | 8.74% | 12.74% |
EDIV SPDR S&P Emerging Markets Dividend ETF | -2.29% | -3.29% | 4.49% | 5.87% | 11.84% | 17.75% | 10.26% | 8.74% |
EMXC iShares MSCI Emerging Markets ex China ETF | -7.65% | -4.20% | 29.20% | 33.10% | 58.86% | 24.88% | 10.70% | — |
EPI WisdomTree India Earnings Fund | -1.63% | -4.99% | -10.30% | -9.29% | -11.07% | 7.50% | 5.30% | 8.87% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2020, Retirement-Current-Alt10-Gld10's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +7.8%, while the worst month was Sep 2022 at -6.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Retirement-Current-Alt10-Gld10 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -3.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.45% | 3.01% | -5.54% | 5.29% | 2.23% | -0.61% | 7.68% | ||||||
| 2025 | 3.23% | -0.27% | -1.30% | 0.57% | 3.24% | 3.20% | 0.10% | 2.74% | 3.36% | 1.43% | 1.43% | 0.86% | 20.08% |
| 2024 | 0.10% | 2.91% | 3.73% | -1.91% | 2.83% | 0.90% | 2.37% | 1.45% | 1.94% | -1.51% | 3.03% | -2.55% | 13.86% |
| 2023 | 4.63% | -2.73% | 1.21% | 1.00% | -1.32% | 3.89% | 2.54% | -1.75% | -2.77% | -1.24% | 5.54% | 3.96% | 13.20% |
| 2022 | -2.98% | -0.48% | 1.54% | -4.01% | 0.31% | -5.09% | 3.97% | -2.58% | -6.06% | 4.71% | 4.96% | -2.49% | -8.65% |
| 2021 | -0.62% | 2.09% | 2.35% | 3.42% | 2.23% | -0.30% | 0.86% | 1.16% | -2.88% | 3.76% | -2.08% | 3.10% | 13.61% |
Benchmark Metrics
Retirement-Current-Alt10-Gld10 has an annualized alpha of 3.32%, beta of 0.57, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since October 20, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (61.44%) than losses (59.57%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.32% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.57 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
- 3.32%
- Beta
- 0.57
- R²
- 0.85
- Upside Capture
- 61.44%
- Downside Capture
- 59.57%
Expense Ratio
Retirement-Current-Alt10-Gld10 has an expense ratio of 0.35%, 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
Retirement-Current-Alt10-Gld10 ranks 48 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Retirement-Current-Alt10-Gld10 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.31 | 2.01 | +0.31 |
| Sortino ratioReturn per unit of downside risk | 3.17 | 2.71 | +0.46 |
| Omega ratioGain probability vs. loss probability | 1.43 | 1.36 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.90 | 2.69 | +0.21 |
| Martin ratioReturn relative to average drawdown | 12.37 | 12.34 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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 |
|---|---|---|---|---|---|---|
AQMNX AQR Managed Futures Strategy Fund Class N | 90 | 2.87 | 3.90 | 1.51 | 7.92 | 26.18 |
BCSVX Brown Capital Management International Small Company Fund | 1 | -1.18 | -1.62 | 0.81 | -0.62 | -1.18 |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 63 | 1.87 | 2.96 | 1.35 | 2.63 | 9.17 |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 75 | 2.40 | 3.43 | 1.43 | 3.95 | 14.89 |
COWZ Pacer US Cash Cows 100 ETF | 69 | 1.89 | 2.78 | 1.33 | 4.21 | 11.47 |
DBMF iMGP DBi Managed Futures Strategy ETF | 82 | 2.26 | 2.97 | 1.48 | 4.58 | 16.82 |
DODGX Dodge & Cox Stock Fund Class I | 25 | 1.28 | 1.86 | 1.23 | 1.92 | 6.77 |
EDIV SPDR S&P Emerging Markets Dividend ETF | 29 | 1.00 | 1.46 | 1.19 | 1.20 | 3.67 |
EMXC iShares MSCI Emerging Markets ex China ETF | 84 | 2.60 | 3.16 | 1.48 | 4.17 | 16.60 |
EPI WisdomTree India Earnings Fund | 4 | -0.67 | -0.88 | 0.90 | -0.60 | -1.44 |
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Dividends
Dividend yield
Retirement-Current-Alt10-Gld10 provided a 5.14% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.14% | 5.36% | 5.02% | 2.47% | 3.73% | 4.32% | 3.12% | 3.93% | 3.04% | 2.17% | 1.62% | 2.78% |
| Portfolio components: | ||||||||||||
AQMNX AQR Managed Futures Strategy Fund Class N | 1.82% | 2.05% | 3.61% | 8.15% | 12.59% | 6.59% | 4.17% | 2.92% | 0.00% | 0.00% | 0.02% | 6.30% |
BCSVX Brown Capital Management International Small Company Fund | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% | 0.00% | 0.00% | 0.00% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 4.00% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
CDDYX Columbia Dividend Income Fund Institutional 3 Class | 4.94% | 5.33% | 5.99% | 4.96% | 3.90% | 2.93% | 1.85% | 3.28% | 7.65% | 4.03% | 3.84% | 8.35% |
COWZ Pacer US Cash Cows 100 ETF | 1.94% | 2.19% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.22% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
DODGX Dodge & Cox Stock Fund Class I | 9.29% | 9.86% | 8.20% | 3.76% | 5.47% | 3.22% | 6.74% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% |
EDIV SPDR S&P Emerging Markets Dividend ETF | 4.59% | 4.69% | 3.94% | 4.26% | 4.94% | 3.84% | 3.52% | 3.83% | 3.41% | 2.99% | 4.94% | 5.33% |
EMXC iShares MSCI Emerging Markets ex China ETF | 2.18% | 2.82% | 2.69% | 1.83% | 2.85% | 1.78% | 1.45% | 3.25% | 2.63% | 0.99% | 0.00% | 0.00% |
EPI WisdomTree India Earnings Fund | 0.00% | 0.00% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% |
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 Retirement-Current-Alt10-Gld10. 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 Retirement-Current-Alt10-Gld10 was 15.44%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current Retirement-Current-Alt10-Gld10 drawdown is 0.90%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -15.44%Sep 2022 | 10mo 19d | 1y 2mo | 2y 28dNov 2021 - Dec 2023 |
2025 selloff2025 | -10.28%Apr 2025 | 1mo 18d | 1mo 7d | 2mo 25dFeb 2025 - May 2025 |
2026 pullback2026 | -7.50%Mar 2026 | 28d | 1mo 7d | 2mo 5dMar 2026 - May 2026 |
2024 pullback2024 | -5.55%Aug 2024 | 19d | 18d | 1mo 7dJul 2024 - Aug 2024 |
2020 pullback2020 | -3.74%Oct 2020 | 4d | 6d | 10dOct 2020 - Nov 2020 |
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 34 assets, with an effective number of assets of 11.19, 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 | 1.32 | 1.33 | 1.34 | 1.34 |
The portfolio has a diversification ratio of 1.34, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Retirement-Current-Alt10-Gld10 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.86 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2020 | 0.91 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while AQMNX has the lowest at -0.05.
Portfolio Correlations
Correlation vs. Retirement-Current-Alt10-Gld10. VTWAX has the highest portfolio correlation at 0.96, while AQMNX has the lowest at -0.01.
Asset Correlations Table
Find what Retirement-Current-Alt10-Gld10 is missing
See which holdings overlap, where Retirement-Current-Alt10-Gld10 is concentrated, and which low-correlation assets could fill the gaps.
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