AI suggested

Asset Allocation

Position	Category/Sector	Target Weight
HDV iShares Core High Dividend ETF	Large Cap Value Equities, Dividend	26.50%
IAU iShares Gold Trust	Gold, Precious Metals	7%
IBB iShares Nasdaq Biotechnology ETF	Health & Biotech Equities	4%
IDV iShares International Select Dividend ETF	Global Equities, Dividend	26.50%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	3%
IXC iShares Global Energy ETF	Energy Equities	5%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	0%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	5%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	7%
VNQ Vanguard Real Estate ETF	REIT	3%
VOO Vanguard S&P 500 ETF	S&P 500	0%
VTI Vanguard Total Stock Market ETF	Large Cap Blend Equities	0%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	7%
XLF Financial Select Sector SPDR Fund	Financials Equities	3%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	3%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AI suggested, 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 Mar 31, 2011, corresponding to the inception date of HDV

Returns By Period

As of Apr 3, 2026, the AI suggested returned 7.71% Year-To-Date and 9.65% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio AI suggested	-0.06%	-1.44%	7.71%	12.99%	26.44%	16.15%	10.50%	9.65%
Portfolio components:
VTI Vanguard Total Stock Market ETF	0.16%	-3.26%	-3.13%	-1.24%	17.86%	18.10%	10.66%	13.75%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
VEA Vanguard FTSE Developed Markets ETF	-0.77%	-2.79%	3.65%	8.84%	30.37%	16.09%	8.76%	9.49%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-2.55%	0.11%	0.38%	21.72%	13.41%	3.75%	7.73%
IXC iShares Global Energy ETF	1.18%	8.08%	34.70%	39.06%	38.51%	17.03%	22.47%	11.43%
IBB iShares Nasdaq Biotechnology ETF	-0.41%	-0.32%	0.46%	13.45%	33.95%	9.60%	2.53%	6.78%
XLF Financial Select Sector SPDR Fund	0.18%	-2.78%	-9.10%	-6.36%	0.27%	17.30%	9.41%	12.53%
XLV State Street Health Care Select Sector SPDR ETF	-0.62%	-5.95%	-4.77%	3.39%	3.55%	5.64%	6.45%	9.60%
VNQ Vanguard Real Estate ETF	1.36%	-4.43%	3.06%	1.04%	2.95%	7.33%	3.14%	4.85%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 1, 2011, AI suggested's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +11.6%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, AI suggested closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 12, 2020 at -9.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.21%	5.76%	-3.95%	-0.17%									7.71%
2025	3.16%	3.50%	2.20%	-0.52%	1.98%	3.02%	0.57%	4.14%	2.08%	0.86%	3.24%	0.90%	28.12%
2024	-0.59%	1.11%	4.02%	-1.97%	3.53%	-0.97%	4.59%	2.64%	1.68%	-2.27%	1.38%	-4.74%	8.27%
2023	5.07%	-4.66%	1.39%	1.58%	-4.77%	3.14%	3.28%	-2.45%	-2.92%	-2.63%	6.30%	4.87%	7.59%
2022	0.61%	-0.48%	1.97%	-4.84%	2.95%	-7.58%	2.90%	-3.54%	-8.80%	6.73%	8.99%	-1.34%	-3.96%
2021	-0.15%	2.60%	3.09%	2.40%	3.03%	-0.56%	0.17%	0.69%	-2.86%	3.33%	-3.37%	4.83%	13.62%

Benchmark Metrics

AI suggested has an annualized alpha of 0.73%, beta of 0.68, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since April 01, 2011.

This portfolio participated in 75.17% of S&P 500 Index downside but only 69.30% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.68 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: 0.73%

Beta: 0.68

R²: 0.77

Upside Capture: 69.30%

Downside Capture: 75.17%

Expense Ratio

AI suggested 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

IDV

iShares International Select Dividend ETF

IBB

iShares Nasdaq Biotechnology ETF

IXC

iShares Global Energy ETF

IAU

iShares Gold Trust

QQQ

Invesco QQQ ETF

TLT

iShares 20+ Year Treasury Bond ETF

IEF

iShares 7-10 Year Treasury Bond ETF

XLF

Financial Select Sector SPDR Fund

VNQ

Vanguard Real Estate ETF

VWO

Vanguard FTSE Emerging Markets ETF

Return for Risk

Risk / Return Rank

AI suggested ranks 87 for risk / return — in the top 87% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.15	0.88	+1.27
Sortino ratio Return per unit of downside risk	2.83	1.37	+1.46
Omega ratio Gain probability vs. loss probability	1.46	1.21	+0.25
Calmar ratio Return relative to maximum drawdown	2.69	1.39	+1.30
Martin ratio Return relative to average drawdown	13.21	6.43	+6.78
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	54	0.94	1.47	1.22	1.53	7.16
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
VEA Vanguard FTSE Developed Markets ETF	83	1.73	2.36	1.35	2.64	10.14
VWO Vanguard FTSE Emerging Markets ETF	62	1.22	1.74	1.25	1.78	6.68
IXC iShares Global Energy ETF	75	1.72	2.16	1.32	2.15	7.14
IBB iShares Nasdaq Biotechnology ETF	78	1.43	2.01	1.26	3.13	11.12
XLF Financial Select Sector SPDR Fund	12	0.01	0.15	1.02	0.07	0.22
XLV State Street Health Care Select Sector SPDR ETF	16	0.20	0.40	1.05	0.39	0.83
VNQ Vanguard Real Estate ETF	16	0.18	0.36	1.05	0.29	1.11

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.

AI suggested Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.15
5-Year: 0.90
10-Year: 0.72
All Time: 0.63

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 0.98 to 1.66, 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 AI suggested 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

AI suggested provided a 3.09% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.09%	3.31%	3.91%	3.86%	4.04%	3.33%	3.39%	3.43%	3.61%	2.98%	3.66%	3.41%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.16%	1.12%	1.27%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
VEA Vanguard FTSE Developed Markets ETF	2.90%	3.22%	3.35%	3.15%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
IXC iShares Global Energy ETF	2.73%	3.68%	4.56%	3.45%	4.76%	3.98%	4.86%	7.00%	3.51%	3.05%	2.86%	3.77%
IBB iShares Nasdaq Biotechnology ETF	0.23%	0.23%	0.29%	0.26%	0.31%	0.21%	0.21%	0.33%	0.20%	0.30%	0.19%	0.03%
XLF Financial Select Sector SPDR Fund	1.60%	1.31%	1.42%	1.71%	2.04%	1.63%	2.03%	1.87%	2.08%	1.48%	21.10%	1.95%
XLV State Street Health Care Select Sector SPDR ETF	1.71%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%
VNQ Vanguard Real Estate ETF	3.86%	3.92%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%

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 AI suggested. 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 AI suggested was 31.41%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current AI suggested drawdown is 4.11%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.41%	Jan 21, 2020	44	Mar 23, 2020	179	Dec 4, 2020	223
-18.82%	Mar 31, 2022	124	Sep 27, 2022	313	Dec 26, 2023	437
-16.95%	Apr 29, 2015	184	Jan 20, 2016	142	Aug 11, 2016	326
-14.78%	Jan 29, 2018	229	Dec 24, 2018	131	Jul 3, 2019	360
-14.48%	May 2, 2011	108	Oct 3, 2011	88	Feb 8, 2012	196

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 6.05, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	IAU	IEF	TLT	VNQ	IBB	IXC	XLV	VWO	QQQ	HDV	XLF	IDV	VEA	VOO	VTI	Portfolio
Benchmark	1.00	0.04	-0.22	-0.23	0.61	0.65	0.59	0.73	0.70	0.90	0.73	0.79	0.72	0.82	1.00	0.99	0.82
IAU	0.04	1.00	0.30	0.23	0.11	0.04	0.13	0.03	0.19	0.03	0.06	-0.05	0.20	0.18	0.04	0.04	0.26
IEF	-0.22	0.30	1.00	0.92	0.06	-0.10	-0.27	-0.14	-0.16	-0.17	-0.17	-0.32	-0.17	-0.17	-0.22	-0.22	-0.10
TLT	-0.23	0.23	0.92	1.00	0.03	-0.10	-0.29	-0.15	-0.18	-0.17	-0.19	-0.32	-0.20	-0.20	-0.23	-0.23	-0.13
VNQ	0.61	0.11	0.06	0.03	1.00	0.44	0.38	0.53	0.45	0.48	0.61	0.54	0.53	0.56	0.61	0.63	0.65
IBB	0.65	0.04	-0.10	-0.10	0.44	1.00	0.36	0.76	0.48	0.65	0.49	0.49	0.48	0.56	0.65	0.67	0.60
IXC	0.59	0.13	-0.27	-0.29	0.38	0.36	1.00	0.41	0.57	0.42	0.70	0.59	0.68	0.64	0.59	0.60	0.75
XLV	0.73	0.03	-0.14	-0.15	0.53	0.76	0.41	1.00	0.49	0.62	0.70	0.60	0.56	0.62	0.73	0.72	0.70
VWO	0.70	0.19	-0.16	-0.18	0.45	0.48	0.57	0.49	1.00	0.65	0.55	0.57	0.75	0.80	0.70	0.71	0.79
QQQ	0.90	0.03	-0.17	-0.17	0.48	0.65	0.42	0.62	0.65	1.00	0.53	0.60	0.60	0.71	0.90	0.90	0.66
HDV	0.73	0.06	-0.17	-0.19	0.61	0.49	0.70	0.70	0.55	0.53	1.00	0.70	0.68	0.67	0.73	0.72	0.85
XLF	0.79	-0.05	-0.32	-0.32	0.54	0.49	0.59	0.60	0.57	0.60	0.70	1.00	0.67	0.70	0.79	0.80	0.73
IDV	0.72	0.20	-0.17	-0.20	0.53	0.48	0.68	0.56	0.75	0.60	0.68	0.67	1.00	0.91	0.72	0.72	0.92
VEA	0.82	0.18	-0.17	-0.20	0.56	0.56	0.64	0.62	0.80	0.71	0.67	0.70	0.91	1.00	0.82	0.82	0.91
VOO	1.00	0.04	-0.22	-0.23	0.61	0.65	0.59	0.73	0.70	0.90	0.73	0.79	0.72	0.82	1.00	0.99	0.82
VTI	0.99	0.04	-0.22	-0.23	0.63	0.67	0.60	0.72	0.71	0.90	0.72	0.80	0.72	0.82	0.99	1.00	0.83
Portfolio	0.82	0.26	-0.10	-0.13	0.65	0.60	0.75	0.70	0.79	0.66	0.85	0.73	0.92	0.91	0.82	0.83	1.00

The correlation results are calculated based on daily price changes starting from Apr 1, 2011

AI suggested

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table