Asset Allocation
Find the right asset allocation for Growth/Dividend/Defensive (actual allocations)
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 Growth/Dividend/Defensive (actual allocations), 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 year.
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Returns By Period
As of Jun 13, 2026, the Growth/Dividend/Defensive (actual allocations) returned 5.73% Year-To-Date and 26.56% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Growth/Dividend/Defensive (actual allocations) | 0.02% | -2.17% | 5.73% | 5.71% | 21.19% | 21.08% | 16.57% | 26.56% |
| Portfolio components: | ||||||||
BRK-B Berkshire Hathaway Inc. | 0.71% | 1.07% | -2.67% | -2.06% | 0.35% | 13.30% | 11.27% | 13.22% |
BTC-USD Bitcoin | 1.71% | -20.43% | -26.27% | -28.52% | -39.20% | 36.94% | 9.74% | 57.23% |
COST Costco Wholesale Corporation | 0.68% | -5.66% | 14.24% | 11.38% | -0.24% | 25.12% | 22.12% | 22.27% |
GLD SPDR Gold Shares | 0.06% | -9.52% | -2.47% | -2.25% | 22.21% | 28.89% | 17.08% | 12.15% |
GOOG Alphabet Inc | 0.45% | -9.77% | 14.29% | 15.49% | 104.22% | 42.67% | 23.51% | 25.97% |
GSY Invesco Ultra Short Duration ETF | 0.00% | 0.36% | 1.72% | 1.96% | 4.49% | 5.48% | 3.68% | 2.86% |
IEFA iShares Core MSCI EAFE ETF | 0.18% | 1.09% | 9.51% | 11.08% | 22.43% | 16.31% | 8.10% | 9.90% |
IEMG iShares Core MSCI Emerging Markets ETF | 0.61% | 0.34% | 22.84% | 25.59% | 44.83% | 21.33% | 7.15% | 10.42% |
NVDA NVIDIA Corporation | 0.16% | -12.86% | 10.16% | 17.38% | 44.72% | 71.13% | 63.13% | 67.95% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 3, 2014, Growth/Dividend/Defensive (actual allocations)'s average daily return is +0.06%, while the average monthly return is +1.84%. At this rate, an investment would double in approximately 3.2 years.
Historically, 67% of months were positive and 33% were negative. The best month was Aug 2020 with a return of +28.4%, while the worst month was Mar 2020 at -12.0%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Growth/Dividend/Defensive (actual allocations) closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -10.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.72% | 1.35% | -5.12% | 5.72% | 3.91% | -1.61% | 5.73% | ||||||
| 2025 | 2.48% | -2.10% | -2.18% | 0.86% | 3.96% | 0.89% | 0.41% | 3.89% | 6.14% | 1.19% | 0.98% | 0.39% | 17.93% |
| 2024 | -0.87% | 5.70% | 2.53% | -2.79% | 4.49% | 2.42% | 4.01% | 1.91% | 2.91% | -0.21% | 8.83% | -0.32% | 31.98% |
| 2023 | 10.61% | 1.25% | 3.76% | -2.26% | 4.69% | 9.08% | 3.29% | -1.24% | -3.78% | -4.70% | 9.37% | 3.97% | 37.95% |
| 2022 | -4.00% | -0.66% | 6.49% | -9.01% | -2.49% | -8.45% | 9.14% | -4.64% | -6.52% | 4.14% | 4.43% | -6.46% | -18.36% |
| 2021 | 0.97% | 0.98% | 4.02% | 4.99% | -0.37% | 1.02% | 1.78% | 3.62% | -3.17% | 11.31% | 0.11% | 1.63% | 29.63% |
Benchmark Metrics
Growth/Dividend/Defensive (actual allocations) has an annualized alpha of 11.06%, beta of 0.88, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since April 03, 2014.
- This portfolio captured 124.72% of S&P 500 Index gains but only 78.64% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 11.06% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 0.88 and R2 of 0.73, 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
- 11.06%
- Beta
- 0.88
- R²
- 0.73
- Upside Capture
- 124.72%
- Downside Capture
- 78.64%
Expense Ratio
Growth/Dividend/Defensive (actual allocations) has an expense ratio of 0.07%, 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
Growth/Dividend/Defensive (actual allocations) ranks 42 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 Growth/Dividend/Defensive (actual allocations) 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 | 1.87 | 1.86 | +0.01 |
| Sortino ratioReturn per unit of downside risk | 2.60 | 2.53 | +0.07 |
| Omega ratioGain probability vs. loss probability | 1.33 | 1.34 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 2.53 | +0.22 |
| Martin ratioReturn relative to average drawdown | 11.17 | 11.37 | -0.20 |
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 |
|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 38 | -0.02 | 0.08 | 1.01 | -0.02 | -0.05 |
BTC-USD Bitcoin | 34 | -0.92 | -1.27 | 0.87 | -0.77 | -1.33 |
COST Costco Wholesale Corporation | 36 | -0.08 | 0.02 | 1.00 | -0.10 | -0.22 |
GLD SPDR Gold Shares | 26 | 0.87 | 1.24 | 1.18 | 0.98 | 2.81 |
GOOG Alphabet Inc | 96 | 3.60 | 4.96 | 1.59 | 4.99 | 17.56 |
GSY Invesco Ultra Short Duration ETF | 99 | 11.20 | 27.35 | 6.54 | 75.72 | 373.96 |
IEFA iShares Core MSCI EAFE ETF | 42 | 1.35 | 1.97 | 1.25 | 1.83 | 6.93 |
IEMG iShares Core MSCI Emerging Markets ETF | 70 | 2.03 | 2.65 | 1.39 | 3.23 | 11.89 |
NVDA NVIDIA Corporation | 74 | 1.20 | 1.75 | 1.21 | 2.07 | 4.94 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
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Dividends
Dividend yield
Growth/Dividend/Defensive (actual allocations) provided a 1.10% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.10% | 1.23% | 1.31% | 1.36% | 1.07% | 0.82% | 1.03% | 1.17% | 1.21% | 1.13% | 1.07% | 1.19% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc | 0.24% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GSY Invesco Ultra Short Duration ETF | 4.34% | 4.56% | 5.31% | 4.95% | 1.70% | 0.58% | 1.45% | 2.71% | 2.30% | 1.80% | 1.21% | 1.17% |
IEFA iShares Core MSCI EAFE ETF | 3.24% | 3.55% | 3.47% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.24% | 2.75% | 3.20% | 2.89% | 2.71% | 3.06% | 1.87% | 3.15% | 2.76% | 2.35% | 2.28% | 2.53% |
NVDA NVIDIA Corporation | 0.14% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
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% |
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 Growth/Dividend/Defensive (actual allocations). 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 Growth/Dividend/Defensive (actual allocations) was 32.45%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.
The current Growth/Dividend/Defensive (actual allocations) drawdown is 2.19%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.45%Mar 2020 | 1mo 2d | 3mo 11d | 4mo 13dFeb 2020 - Jul 2020 |
Bear market2022 | -23.88%Oct 2022 | 6mo 19d | 8mo | 1y 2moMar 2022 - Jun 2023 |
Rate-hike selloffLate 2018 | -17.17%Dec 2018 | 1y 8d | 6mo 19d | 1y 6moDec 2017 - Jul 2019 |
2020 correction2020 | -16.68%Sep 2020 | 7d | 2mo 11d | 2mo 18dSep 2020 - Nov 2020 |
2025 selloff2025 | -14.59%Apr 2025 | 3mo 21d | 2mo 26d | 6mo 17dDec 2024 - Jul 2025 |
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 15 assets, with an effective number of assets of 9.17, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.68 | 1.48 | 1.40 | 1.41 | 1.42 |
The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Growth/Dividend/Defensive (actual allocations) correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.90 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.84 |
Correlation (All Time) Calculated using the full available price history since Apr 3, 2014 | 0.84 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.02.
Asset Correlations Table
Find what Growth/Dividend/Defensive (actual allocations) is missing
See which holdings overlap, where Growth/Dividend/Defensive (actual allocations) is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification