Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GOOGL Alphabet Inc. Class A | Communication Services | 40% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 30% |
SPYM State Street SPDR Portfolio S&P 500 ETF | S&P 500 | 30% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 0% |
Find the right asset allocation for RBG concentrated - Tech + Energy + Core ETF 2024 v2
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in RBG concentrated - Tech + Energy + Core ETF 2024 v2, 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
As of Jun 13, 2026, the RBG concentrated - Tech + Energy + Core ETF 2024 v2 returned 32.61% Year-To-Date and 26.48% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio RBG concentrated - Tech + Energy + Core ETF 2024 v2 | 0.59% | -5.99% | 32.61% | 33.22% | 76.44% | 34.44% | 27.35% | 26.48% |
| Portfolio components: | ||||||||
GOOGL Alphabet Inc. Class A | 0.53% | -9.30% | 15.06% | 16.44% | 106.51% | 43.10% | 24.46% | 25.76% |
PBR Petróleo Brasileiro S.A. - Petrobras | 0.77% | -7.07% | 57.21% | 56.16% | 52.21% | 20.86% | 32.73% | 23.75% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.47% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 0.53% | 0.36% | 9.10% | 9.42% | 25.76% | 20.95% | 13.43% | 15.52% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 20, 2011, RBG concentrated - Tech + Energy + Core ETF 2024 v2's average daily return is +0.09%, while the average monthly return is +1.74%. At this rate, an investment would double in approximately 3.3 years.
Historically, 63% of months were positive and 37% were negative. The best month was Mar 2016 with a return of +22.0%, while the worst month was Mar 2020 at -22.8%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.
On a daily basis, RBG concentrated - Tech + Energy + Core ETF 2024 v2 closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -13.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 12.50% | -0.28% | 5.99% | 18.95% | -2.92% | -3.42% | 32.61% | ||||||
| 2025 | 7.08% | -8.87% | -2.65% | -5.26% | 6.09% | 5.59% | 4.75% | 4.79% | 7.79% | 4.61% | 8.21% | -1.91% | 32.46% |
| 2024 | 2.68% | 0.07% | 2.17% | 5.88% | 1.66% | 2.21% | -2.43% | 1.42% | -0.42% | -0.97% | 2.99% | 2.87% | 19.40% |
| 2023 | 9.37% | -5.68% | 5.24% | 3.93% | 8.61% | 9.05% | 7.18% | -0.30% | -1.17% | -2.67% | 6.50% | 4.89% | 53.43% |
| 2022 | 2.30% | 1.63% | 3.22% | -9.96% | 4.16% | -9.67% | 12.17% | 3.01% | -11.96% | 3.15% | 3.27% | -9.33% | -10.67% |
| 2021 | -1.71% | -0.38% | 4.16% | 8.21% | 6.24% | 8.53% | 0.98% | 6.11% | -5.95% | 4.88% | 0.39% | 6.81% | 44.22% |
Benchmark Metrics
RBG concentrated - Tech + Energy + Core ETF 2024 v2 has an annualized alpha of 6.64%, beta of 1.08, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since October 20, 2011.
- This portfolio captured 131.29% of S&P 500 Index gains and 101.45% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 6.64% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.08 and R2 of 0.60, 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
- 6.64%
- Beta
- 1.08
- R²
- 0.60
- Upside Capture
- 131.29%
- Downside Capture
- 101.45%
Expense Ratio
RBG concentrated - Tech + Energy + Core ETF 2024 v2 has an expense ratio of 0.01%, 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.
Return for Risk
Risk / Return Rank
RBG concentrated - Tech + Energy + Core ETF 2024 v2 ranks 98 for risk / return — in the top 98% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for RBG concentrated - Tech + Energy + Core ETF 2024 v2 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 | 4.56 | 1.86 | +2.70 |
| Sortino ratioReturn per unit of downside risk | 6.25 | 2.53 | +3.71 |
| Omega ratioGain probability vs. loss probability | 1.80 | 1.34 | +0.46 |
| Calmar ratioReturn relative to maximum drawdown | 9.20 | 2.53 | +6.67 |
| Martin ratioReturn relative to average drawdown | 34.09 | 11.37 | +22.72 |
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 |
|---|---|---|---|---|---|---|
GOOGL Alphabet Inc. Class A | 96 | 3.62 | 4.92 | 1.59 | 5.20 | 18.48 |
PBR Petróleo Brasileiro S.A. - Petrobras | 84 | 1.80 | 2.42 | 1.31 | 2.99 | 7.56 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
SPYM State Street SPDR Portfolio S&P 500 ETF | 67 | 2.00 | 2.70 | 1.36 | 2.75 | 12.42 |
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Dividends
Dividend yield
RBG concentrated - Tech + Energy + Core ETF 2024 v2 provided a 1.64% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.64% | 2.57% | 4.93% | 3.71% | 17.20% | 6.06% | 0.71% | 1.01% | 0.98% | 0.53% | 0.59% | 0.59% |
| Portfolio components: | ||||||||||||
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% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.85% | 7.10% | 14.73% | 10.91% | 55.64% | 18.95% | 0.84% | 1.59% | 1.03% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SPYM State Street SPDR Portfolio S&P 500 ETF | 1.29% | 1.13% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% |
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 RBG concentrated - Tech + Energy + Core ETF 2024 v2. 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 RBG concentrated - Tech + Energy + Core ETF 2024 v2 was 42.23%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current RBG concentrated - Tech + Energy + Core ETF 2024 v2 drawdown is 7.03%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -42.23%Mar 2020 | 1mo 2d | 7mo 22d | 8mo 24dFeb 2020 - Nov 2020 |
2015 bear market2015 | -32.57%Jan 2015 | 4mo 5d | 1y 6mo | 1y 10moSep 2014 - Jul 2016 |
2025 selloff2025 | -22.09%Apr 2025 | 2mo 2d | 4mo 1d | 6mo 3dFeb 2025 - Aug 2025 |
2023 bear market2023 | -22.02%Jan 2023 | 4mo 17d | 4mo 23d | 9mo 10dAug 2022 - May 2023 |
2012 correction2012 | -19.26%Jun 2012 | 4mo 17d | 2mo 21d | 7mo 8dFeb 2012 - Sep 2012 |
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 4 assets, with an effective number of assets of 2.94, 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 | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.52 | 1.39 | 1.37 | 1.27 | 1.29 |
The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
RBG concentrated - Tech + Energy + Core ETF 2024 v2 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.69 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.71 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.70 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPYM has the highest benchmark correlation at 0.92, while PBR has the lowest at 0.36.
Asset Correlations Table
Find what RBG concentrated - Tech + Energy + Core ETF 2024 v2 is missing
See which holdings overlap, where RBG concentrated - Tech + Energy + Core ETF 2024 v2 is concentrated, and which low-correlation assets could fill the gaps.
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