Asset Allocation
Find the right asset allocation for 1-OVERALL
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1-OVERALL, 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.
Loading charts...
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 7.25% | 8.73% | 18.21% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio 1-OVERALL | -0.01% | 0.20% | — | — | — | — | — | — | — |
| Portfolio components: | |||||||||
BOXX Alpha Architect 1-3 Month Box ETF | 0.01% | 0.38% | 1.89% | 2.09% | 4.08% | 4.71% | — | — | 4.71% |
CSHI NEOS Enhanced Income 1-3 Month T-Bill ETF | 0.02% | 0.33% | 2.63% | 2.75% | 5.09% | 5.37% | — | — | 5.43% |
DCRE DoubleLine Commercial Real Estate ETF | -0.06% | 0.34% | 1.52% | 1.84% | 4.32% | 6.03% | — | — | 6.02% |
FLOT iShares Floating Rate Bond ETF | 0.02% | 0.32% | 2.13% | 2.33% | 4.55% | 5.52% | 4.29% | 3.06% | 2.30% |
MMKT Texas Capital Government Money Market ETF | 0.01% | 0.27% | 1.73% | 1.89% | 3.74% | — | — | — | 4.01% |
MOOD Relative Sentiment Tactical Allocation ETF | -0.26% | -2.03% | 6.31% | 12.81% | 30.11% | 18.95% | — | — | 15.16% |
PAAA PGIM AAA CLO ETF | 0.02% | 0.38% | 2.25% | 2.61% | 5.05% | — | — | — | 6.49% |
PULS PGIM Ultra Short Bond ETF | -0.02% | 0.29% | 1.93% | 2.20% | 4.47% | 5.45% | 4.21% | — | 3.33% |
UYLD Angel Oak Ultrashort Income ETF | 0.00% | 0.40% | 2.28% | 2.47% | 4.94% | 5.79% | — | — | 5.88% |
VRIG Invesco Variable Rate Investment Grade ETF | 0.07% | 0.42% | 2.23% | 2.44% | 4.83% | 5.84% | 4.54% | — | 3.45% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 18, 2026, 1-OVERALL's average daily return is +0.02%, while the average monthly return is +0.32%. At this rate, an investment would double in approximately 18.1 years.
Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +0.7%, while the worst month was Mar 2026 at -0.0%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.
On a daily basis, 1-OVERALL closed higher 69% of trading days. The best single day was Jun 11, 2026 with a return of +0.2%, while the worst single day was Mar 26, 2026 at -0.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.04% | 0.68% | 0.56% | 0.23% | 0.19% | 1.63% |
Benchmark Metrics
1-OVERALL has an annualized alpha of 3.04%, beta of 0.06, and R2 of 0.71 versus S&P 500 Index. Calculated based on daily prices since March 18, 2026.
- This portfolio captured 5.29% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -9.03%) - a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 3.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.06 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
- 3.04%
- Beta
- 0.06
- R²
- 0.71
- Upside Capture
- 5.29%
- Downside Capture
- -9.03%
Expense Ratio
1-OVERALL has an expense ratio of 0.26%, 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
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 1-OVERALL 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 | — | 1.45 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.03 | — |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.01 | — |
| Martin ratioReturn relative to average drawdown | — | 8.68 | — |
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 |
|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 100 | 12.46 | 36.19 | 8.79 | 59.60 | 502.06 |
CSHI NEOS Enhanced Income 1-3 Month T-Bill ETF | 99 | 6.01 | 10.98 | 2.78 | 24.10 | 139.84 |
DCRE DoubleLine Commercial Real Estate ETF | 97 | 3.66 | 6.34 | 1.82 | 6.37 | 23.02 |
FLOT iShares Floating Rate Bond ETF | 99 | 6.11 | 11.00 | 3.01 | 10.59 | 97.91 |
MMKT Texas Capital Government Money Market ETF | 100 | 16.79 | 62.64 | 16.03 | 150.42 | 907.31 |
MOOD Relative Sentiment Tactical Allocation ETF | 79 | 2.06 | 2.48 | 1.40 | 3.12 | 9.45 |
PAAA PGIM AAA CLO ETF | 99 | 10.85 | 21.12 | 6.63 | 29.14 | 180.54 |
PULS PGIM Ultra Short Bond ETF | 99 | 10.45 | 26.56 | 6.22 | 49.94 | 282.15 |
UYLD Angel Oak Ultrashort Income ETF | 99 | 7.82 | 21.14 | 4.35 | 36.29 | 216.95 |
VRIG Invesco Variable Rate Investment Grade ETF | 99 | 9.97 | 23.67 | 5.16 | 60.66 | 305.07 |
Loading charts...
Dividends
Dividend yield
1-OVERALL provided a 3.34% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.34% | 3.43% | 3.98% | 3.50% | 0.96% | 0.24% | 0.47% | 0.86% | 0.72% | 0.38% | 0.16% | 0.05% |
| Portfolio components: | ||||||||||||
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSHI NEOS Enhanced Income 1-3 Month T-Bill ETF | 5.27% | 5.11% | 5.72% | 6.15% | 1.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DCRE DoubleLine Commercial Real Estate ETF | 4.75% | 4.84% | 5.52% | 3.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLOT iShares Floating Rate Bond ETF | 4.47% | 4.84% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% |
MMKT Texas Capital Government Money Market ETF | 3.67% | 3.98% | 1.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MOOD Relative Sentiment Tactical Allocation ETF | 0.36% | 0.40% | 1.33% | 1.34% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PAAA PGIM AAA CLO ETF | 4.83% | 5.12% | 5.88% | 2.76% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PULS PGIM Ultra Short Bond ETF | 4.52% | 4.78% | 5.62% | 5.48% | 2.30% | 1.19% | 1.85% | 2.69% | 1.87% | 0.00% | 0.00% | 0.00% |
UYLD Angel Oak Ultrashort Income ETF | 5.00% | 5.07% | 4.97% | 5.92% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRIG Invesco Variable Rate Investment Grade ETF | 5.08% | 4.99% | 6.09% | 5.97% | 2.39% | 0.78% | 1.57% | 3.12% | 2.89% | 2.31% | 0.60% | 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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the 1-OVERALL. 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 1-OVERALL was 0.30%, occurring on Mar 20, 2026. Recovery took 8 trading sessions.
The current 1-OVERALL drawdown is 0.03%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-0.30%Mar 2026 | 2d | 12d | 14dMar 2026 - Apr 2026 | — |
-0.17%Jun 2026 | 7d | 1d | 8dJun 2026 - Jun 2026 | — |
-0.12%Jun 2026 | 2d | 6d | 8dJun 2026 - Jun 2026 | — |
-0.10%May 2026 | 4d | 2d | 6dMay 2026 - May 2026 | — |
-0.10%Jun 2026 | 1d | 1d | 2dJun 2026 - Jun 2026 | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 9.69, 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
All Time | |
|---|---|
Diversification Ratio | 1.60 |
The portfolio has a diversification ratio of 1.60, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
1-OVERALL correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Mar 18, 2026 | 0.84 |
Benchmark Correlations
Correlation vs. S&P 500 Index. MOOD has the highest benchmark correlation at 0.86, while MMKT has the lowest at -0.19.
Asset Correlations Table
| VRIG | PAAA | BOXX | XBOX | MMKT | FLOT | DCRE | PULS | UYLD | CSHI | MOOD | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VRIG | 1.00 | -0.01 | 0.08 | 0.11 | 0.08 | 0.12 | 0.06 | -0.09 | -0.06 | -0.03 | -0.08 |
| PAAA | -0.01 | 1.00 | 0.05 | -0.01 | 0.04 | 0.18 | 0.02 | 0.12 | 0.11 | 0.20 | 0.14 |
| BOXX | 0.08 | 0.05 | 1.00 | 0.08 | 0.40 | 0.05 | 0.06 | 0.24 | 0.12 | -0.16 | -0.02 |
| XBOX | 0.11 | -0.01 | 0.08 | 1.00 | 0.30 | -0.08 | 0.04 | 0.27 | 0.03 | -0.07 | 0.13 |
| MMKT | 0.08 | 0.04 | 0.40 | 0.30 | 1.00 | -0.08 | 0.02 | 0.08 | 0.01 | -0.20 | -0.18 |
| FLOT | 0.12 | 0.18 | 0.05 | -0.08 | -0.08 | 1.00 | 0.18 | 0.04 | 0.23 | 0.29 | 0.24 |
| DCRE | 0.06 | 0.02 | 0.06 | 0.04 | 0.02 | 0.18 | 1.00 | 0.19 | 0.29 | 0.28 | 0.28 |
| PULS | -0.09 | 0.12 | 0.24 | 0.27 | 0.08 | 0.04 | 0.19 | 1.00 | 0.53 | 0.13 | 0.41 |
| UYLD | -0.06 | 0.11 | 0.12 | 0.03 | 0.01 | 0.23 | 0.29 | 0.53 | 1.00 | 0.35 | 0.50 |
| CSHI | -0.03 | 0.20 | -0.16 | -0.07 | -0.20 | 0.29 | 0.28 | 0.13 | 0.35 | 1.00 | 0.49 |
| MOOD | -0.08 | 0.14 | -0.02 | 0.13 | -0.18 | 0.24 | 0.28 | 0.41 | 0.50 | 0.49 | 1.00 |
Find what 1-OVERALL is missing
See which holdings overlap, where 1-OVERALL is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification