Asset Allocation
Find the right asset allocation for Phil Portfolio
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 Phil Portfolio, 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 6, 2026, the Phil Portfolio returned 7.26% Year-To-Date and 13.09% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.85% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio Phil Portfolio | -2.18% | 0.13% | 7.26% | 7.00% | 18.86% | 17.81% | 9.70% | 13.09% |
| Portfolio components: | ||||||||
BHK BlackRock Core Bond Trust | -1.22% | -2.46% | -3.52% | -2.15% | 1.71% | 3.87% | -3.26% | 2.87% |
BIT BlackRock Multi-Sector Income Trust | -1.11% | -1.37% | 0.58% | 0.23% | 0.35% | 6.81% | 2.27% | 7.16% |
DGRO iShares Core Dividend Growth ETF | -0.78% | 2.97% | 8.79% | 9.12% | 22.26% | 17.09% | 10.54% | 13.23% |
HYT BlackRock Corporate High Yield Fund | -0.69% | 0.09% | 1.34% | -3.74% | -1.23% | 10.38% | 2.85% | 7.34% |
JGH Nuveen Global High Income Fund | 0.16% | 0.58% | 5.32% | 7.22% | 11.27% | 15.71% | 5.84% | 8.39% |
QQQ Invesco QQQ ETF | -4.80% | -0.87% | 14.92% | 13.01% | 33.69% | 26.46% | 16.70% | 21.27% |
VTI Vanguard Total Stock Market ETF | -2.68% | 0.14% | 8.72% | 8.29% | 24.59% | 21.08% | 12.19% | 14.71% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 25, 2014, Phil Portfolio's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Mar 2020 at -14.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Phil Portfolio closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.4%, while the worst single day was Mar 16, 2020 at -10.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.81% | -0.09% | -4.36% | 8.16% | 3.94% | -1.95% | 7.26% | ||||||
| 2025 | 2.80% | -0.67% | -4.07% | -1.17% | 4.68% | 3.88% | 1.85% | 1.69% | 2.78% | 1.41% | 0.14% | -0.45% | 13.29% |
| 2024 | 1.72% | 3.49% | 2.83% | -3.54% | 3.56% | 2.62% | 2.11% | 2.25% | 2.31% | -1.24% | 4.52% | -2.60% | 19.17% |
| 2023 | 7.54% | -2.12% | 1.78% | 1.19% | 0.47% | 5.37% | 3.67% | -1.39% | -4.22% | -2.90% | 8.87% | 5.66% | 25.51% |
| 2022 | -6.83% | -3.13% | 2.32% | -7.91% | -0.78% | -7.37% | 8.88% | -3.16% | -10.00% | 6.71% | 5.79% | -5.42% | -20.81% |
| 2021 | -0.91% | 1.91% | 3.60% | 4.27% | 0.77% | 2.45% | 1.64% | 2.46% | -3.41% | 4.88% | -0.84% | 3.47% | 21.91% |
Benchmark Metrics
Phil Portfolio has an annualized alpha of 1.81%, beta of 0.83, and R2 of 0.96 versus S&P 500 Index. Calculated based on daily prices since November 25, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.08%) than losses (88.99%) - typical of diversified or defensive assets.
- Alpha
- 1.81%
- Beta
- 0.83
- R²
- 0.96
- Upside Capture
- 91.08%
- Downside Capture
- 88.99%
Expense Ratio
Phil Portfolio has an expense ratio of 0.41%, 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.
Return for Risk
Risk / Return Rank
Phil Portfolio ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Phil Portfolio and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.97 | 2.01 | -0.03 |
| Sortino ratioReturn per unit of downside risk | 2.74 | 2.71 | +0.02 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.69 | -0.08 |
| Martin ratioReturn relative to average drawdown | 12.06 | 12.34 | -0.28 |
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 |
|---|---|---|---|---|---|---|
BHK BlackRock Core Bond Trust | 41 | 0.07 | 0.16 | 1.02 | 0.08 | 0.21 |
BIT BlackRock Multi-Sector Income Trust | 41 | 0.09 | 0.17 | 1.02 | 0.08 | 0.15 |
DGRO iShares Core Dividend Growth ETF | 82 | 2.45 | 3.55 | 1.44 | 3.60 | 13.91 |
HYT BlackRock Corporate High Yield Fund | 2 | -0.16 | -0.16 | 0.98 | -0.16 | -0.39 |
JGH Nuveen Global High Income Fund | 15 | 1.04 | 1.47 | 1.21 | 1.27 | 3.08 |
QQQ Invesco QQQ ETF | 68 | 2.11 | 2.72 | 1.37 | 2.94 | 11.22 |
VTI Vanguard Total Stock Market ETF | 70 | 2.10 | 2.83 | 1.38 | 2.93 | 13.45 |
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Dividends
Dividend yield
Phil Portfolio provided a 3.92% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.92% | 3.86% | 3.76% | 3.89% | 4.09% | 3.10% | 3.13% | 3.35% | 3.91% | 3.36% | 3.90% | 4.13% |
| Portfolio components: | ||||||||||||
BHK BlackRock Core Bond Trust | 10.07% | 9.25% | 8.56% | 8.21% | 7.91% | 6.36% | 5.06% | 5.32% | 6.39% | 5.56% | 6.23% | 7.03% |
BIT BlackRock Multi-Sector Income Trust | 11.77% | 11.15% | 10.17% | 9.90% | 9.58% | 8.18% | 8.46% | 8.84% | 9.12% | 8.44% | 11.65% | 8.66% |
DGRO iShares Core Dividend Growth ETF | 1.96% | 2.09% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% |
HYT BlackRock Corporate High Yield Fund | 10.86% | 10.50% | 9.53% | 9.91% | 9.80% | 7.58% | 8.18% | 7.92% | 9.20% | 7.68% | 8.23% | 10.18% |
JGH Nuveen Global High Income Fund | 9.73% | 9.82% | 9.67% | 10.18% | 12.05% | 8.19% | 7.13% | 7.53% | 9.88% | 8.52% | 9.61% | 11.44% |
QQQ Invesco QQQ ETF | 0.40% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
VTI Vanguard Total Stock Market ETF | 1.04% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 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 Phil Portfolio. 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 Phil Portfolio was 34.65%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Phil Portfolio drawdown is 2.37%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -34.65%Mar 2020 | 1mo 2d | 4mo 16d | 5mo 18dFeb 2020 - Aug 2020 |
Bear market2022 | -26.46%Oct 2022 | 9mo 18d | 1y 3mo | 2y 23dDec 2021 - Jan 2024 |
Rate-hike selloffLate 2018 | -17.13%Dec 2018 | 3mo 4d | 3mo 8d | 6mo 12dSep 2018 - Apr 2019 |
2025 selloff2025 | -16.08%Apr 2025 | 1mo 17d | 2mo 19d | 4mo 6dFeb 2025 - Jun 2025 |
2016 correction2016 | -12.53%Feb 2016 | 9mo 20d | 2mo 9d | 11mo 29dApr 2015 - Apr 2016 |
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 7 assets, with an effective number of assets of 4.19, 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 | 1.18 | 1.16 | 1.15 | 1.15 | 1.15 |
The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Phil Portfolio correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.97 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2014 | 0.97 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VTI has the highest benchmark correlation at 0.99, while BHK has the lowest at 0.16.
Asset Correlations Table
Find what Phil Portfolio is missing
See which holdings overlap, where Phil Portfolio is concentrated, and which low-correlation assets could fill the gaps.
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