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Roth IRA Current 6.14.2025
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roth IRA Current 6.14.2025, 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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The earliest data available for this chart is Oct 22, 2024, corresponding to the inception date of EUAD

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.72%-3.54%-3.95%-2.09%15.95%16.96%10.34%12.24%
Portfolio
Roth IRA Current 6.14.2025
1.26%-3.11%1.46%1.91%28.81%
GLDM
SPDR Gold MiniShares Trust
1.74%-10.65%10.46%23.17%52.61%34.09%22.33%
FSTA
Fidelity MSCI Consumer Staples Index ETF
-0.44%-6.68%6.51%5.99%3.83%7.43%7.18%7.64%
HEFA
iShares Currency Hedged MSCI EAFE ETF
1.45%-3.12%4.23%11.29%24.10%17.63%13.08%12.30%
FBTC
Fidelity Wise Origin Bitcoin Trust
0.56%-1.49%-22.13%-42.09%-20.00%
SPHY
SPDR Portfolio High Yield Bond ETF
0.25%-0.69%-0.07%1.01%7.16%8.49%4.36%5.32%
VTI
Vanguard Total Stock Market ETF
0.76%-4.38%-3.29%-1.26%18.60%18.14%10.63%13.69%
EPOL
iShares MSCI Poland ETF
0.19%-2.22%3.67%15.67%35.67%39.15%18.51%9.04%
VTV
Vanguard Value ETF
0.24%-4.38%3.54%6.37%16.56%15.18%10.91%11.83%
FCNTX
Fidelity Contrafund Fund
3.52%-5.86%-5.35%-2.60%19.23%24.91%13.21%16.03%
SHLD
Global X Defense Tech ETF
3.73%-4.67%13.41%5.02%56.65%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 23, 2024, Roth IRA Current 6.14.2025's average daily return is +0.11%, while the average monthly return is +2.10%. At this rate, your investment would double in approximately 2.8 years.

Historically, 79% of months were positive and 21% were negative. The best month was Sep 2025 with a return of +6.8%, while the worst month was Mar 2026 at -5.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Roth IRA Current 6.14.2025 closed higher 62% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Apr 4, 2025 at -5.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.72%1.24%-5.49%1.26%1.46%
20256.20%2.27%1.98%4.22%5.77%4.63%1.25%1.71%6.76%0.69%-1.22%1.46%41.74%
2024-1.80%6.16%-1.81%2.35%

Benchmark Metrics

Roth IRA Current 6.14.2025 has an annualized alpha of 24.35%, beta of 0.64, and R² of 0.65 versus S&P 500 Index. Calculated based on daily prices since October 23, 2024.

  • This portfolio captured 123.29% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -10.45%) — a profile typical of hedging or uncorrelated assets.
  • This portfolio generated an annualized alpha of 24.35% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • Beta of 0.64 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
24.35%
Beta
0.64
0.65
Upside Capture
123.29%
Downside Capture
-10.45%

Expense Ratio

Roth IRA Current 6.14.2025 has an expense ratio of 0.24%, 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

Return for Risk

Risk / Return Rank

Roth IRA Current 6.14.2025 ranks 88 for risk / return — in the top 88% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Roth IRA Current 6.14.2025 Risk / Return Rank: 8888
Overall Rank
Roth IRA Current 6.14.2025 Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
Roth IRA Current 6.14.2025 Sortino Ratio Rank: 9191
Sortino Ratio Rank
Roth IRA Current 6.14.2025 Omega Ratio Rank: 9191
Omega Ratio Rank
Roth IRA Current 6.14.2025 Calmar Ratio Rank: 8383
Calmar Ratio Rank
Roth IRA Current 6.14.2025 Martin Ratio Rank: 8484
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.03

0.92

+1.12

Sortino ratio

Return per unit of downside risk

2.85

1.41

+1.44

Omega ratio

Gain probability vs. loss probability

1.42

1.21

+0.21

Calmar ratio

Return relative to maximum drawdown

3.20

1.41

+1.78

Martin ratio

Return relative to average drawdown

13.42

6.61

+6.80


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLDM
SPDR Gold MiniShares Trust
861.922.351.352.7410.04
FSTA
Fidelity MSCI Consumer Staples Index ETF
190.280.511.060.461.12
HEFA
iShares Currency Hedged MSCI EAFE ETF
771.452.031.312.088.91
FBTC
Fidelity Wise Origin Bitcoin Trust
6-0.44-0.370.96-0.36-0.75
SPHY
SPDR Portfolio High Yield Bond ETF
751.311.941.311.819.48
VTI
Vanguard Total Stock Market ETF
590.981.521.231.547.30
EPOL
iShares MSCI Poland ETF
741.291.951.252.508.67
VTV
Vanguard Value ETF
601.121.611.241.446.48
FCNTX
Fidelity Contrafund Fund
621.011.561.221.796.87
SHLD
Global X Defense Tech ETF
922.222.891.383.9011.34

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.

Roth IRA Current 6.14.2025 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 2.03
  • All Time: 2.23

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Roth IRA Current 6.14.2025 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

Roth IRA Current 6.14.2025 provided a 2.32% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.32%2.43%1.85%1.47%2.44%1.77%1.61%1.79%1.70%1.37%0.89%1.07%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.23%2.34%2.25%2.66%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%
HEFA
iShares Currency Hedged MSCI EAFE ETF
4.22%4.40%3.09%3.02%25.14%3.06%2.10%7.56%4.58%2.55%3.17%3.54%
FBTC
Fidelity Wise Origin Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPHY
SPDR Portfolio High Yield Bond ETF
7.37%7.38%7.80%7.30%6.47%5.13%5.63%5.73%4.09%4.41%4.27%4.29%
VTI
Vanguard Total Stock Market ETF
1.17%1.12%1.27%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%
EPOL
iShares MSCI Poland ETF
4.61%4.78%6.04%2.87%2.65%1.33%1.44%2.51%1.44%1.88%2.14%2.53%
VTV
Vanguard Value ETF
2.02%2.05%2.31%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%
FCNTX
Fidelity Contrafund Fund
4.93%5.21%4.19%3.78%11.87%10.80%8.01%4.16%7.46%6.08%3.81%5.33%
SHLD
Global X Defense Tech ETF
0.48%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 Roth IRA Current 6.14.2025. 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 Roth IRA Current 6.14.2025 was 9.33%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current Roth IRA Current 6.14.2025 drawdown is 5.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.33%Jan 29, 202642Mar 30, 2026
-8.74%Mar 26, 202510Apr 8, 202511Apr 24, 202521
-4.8%Oct 9, 202531Nov 20, 202521Dec 22, 202552
-4.05%Feb 19, 202514Mar 10, 20257Mar 19, 202521
-3.58%Dec 9, 20248Dec 18, 202419Jan 17, 202527

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 16 assets, with an effective number of assets of 10.22, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

BenchmarkSPAXXGLDMFSTAFBTCEUADEPOLPLTRSHLDHOODHEFASPHYFCNTXVTVDGRODIVOVTIPortfolio
Benchmark1.00-0.020.050.210.440.350.470.570.450.610.720.730.900.720.750.780.990.75
SPAXX-0.021.000.020.12-0.050.04-0.140.030.04-0.01-0.06-0.02-0.020.050.050.03-0.020.03
GLDM0.050.021.000.070.110.230.21-0.000.250.050.070.100.030.080.070.100.060.40
FSTA0.210.120.071.000.020.050.16-0.040.070.010.250.290.060.540.560.460.220.18
FBTC0.44-0.050.110.021.000.300.210.360.340.560.310.420.410.290.280.250.460.54
EUAD0.350.040.230.050.301.000.280.290.740.360.400.310.360.230.220.290.360.67
EPOL0.47-0.140.210.160.210.281.000.250.260.290.530.470.450.370.380.380.480.52
PLTR0.570.03-0.00-0.040.360.290.251.000.500.560.370.380.570.300.310.360.570.63
SHLD0.450.040.250.070.340.740.260.501.000.390.360.370.400.380.370.390.460.76
HOOD0.61-0.010.050.010.560.360.290.560.391.000.450.520.620.400.400.440.630.67
HEFA0.72-0.060.070.250.310.400.530.370.360.451.000.580.660.640.650.650.730.63
SPHY0.73-0.020.100.290.420.310.470.380.370.520.581.000.610.660.670.660.750.63
FCNTX0.90-0.020.030.060.410.360.450.570.400.620.660.611.000.510.530.620.880.70
VTV0.720.050.080.540.290.230.370.300.380.400.640.660.511.000.980.890.750.59
DGRO0.750.050.070.560.280.220.380.310.370.400.650.670.530.981.000.900.770.60
DIVO0.780.030.100.460.250.290.380.360.390.440.650.660.620.890.901.000.790.64
VTI0.99-0.020.060.220.460.360.480.570.460.630.730.750.880.750.770.791.000.77
Portfolio0.750.030.400.180.540.670.520.630.760.670.630.630.700.590.600.640.771.00
The correlation results are calculated based on daily price changes starting from Oct 23, 2024