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Low Volatility Cash Management WITHOUT MARGIN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Low Volatility Cash Management WITHOUT MARGIN, 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 Apr 10, 2018, corresponding to the inception date of PULS

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.11%0.61%-0.42%4.03%29.40%18.38%10.55%12.70%
Portfolio
Low Volatility Cash Management WITHOUT MARGIN
0.00%0.18%0.97%2.09%6.12%6.14%4.54%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.03%0.32%0.98%1.82%4.00%4.70%3.30%2.14%
PULS
PGIM Ultra Short Bond ETF
0.04%0.34%1.09%2.10%5.23%5.66%4.02%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
0.04%0.27%1.03%2.00%4.12%4.87%3.56%2.41%
HICOX
Colorado Bond Shares A Tax Exempt Fund
0.00%0.46%1.29%2.91%8.00%5.62%3.05%4.08%
DBSCX
Doubleline Selective Credit Fund
0.00%-0.53%0.57%1.70%7.49%7.46%3.75%4.59%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund
0.00%0.38%0.63%1.80%6.21%6.74%4.61%4.17%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
0.11%0.45%2.78%1.17%4.19%-2.22%1.94%2.71%
SVARX
Spectrum Low Volatility Fund
0.13%0.21%0.76%2.84%6.94%6.24%3.33%6.52%
UUP
Invesco DB US Dollar Index Bullish Fund
-0.15%-0.40%1.52%1.75%2.44%4.31%5.11%3.03%
QLENX
AQR Long-Short Equity N
-0.69%0.25%-2.04%7.20%24.92%26.66%21.99%11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 11, 2018, Low Volatility Cash Management WITHOUT MARGIN's average daily return is +0.01%, while the average monthly return is +0.34%. At this rate, an investment would double in approximately 17.0 years.

Historically, 90% of months were positive and 10% were negative. The best month was Nov 2023 with a return of +1.2%, while the worst month was Mar 2020 at -2.5%. The longest winning streak lasted 17 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Low Volatility Cash Management WITHOUT MARGIN closed higher 45% of trading days. The best single day was Mar 26, 2020 with a return of +0.6%, while the worst single day was Mar 20, 2020 at -1.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.51%0.34%-0.14%0.25%0.97%
20250.49%0.44%0.09%-0.25%0.70%0.69%0.46%0.32%0.76%0.69%0.30%0.36%5.17%
20241.16%0.60%0.73%0.37%0.75%0.90%0.23%0.47%0.59%0.30%0.71%0.35%7.40%
20231.24%0.15%0.28%0.61%0.39%0.58%0.51%0.60%0.40%0.00%1.24%0.74%6.95%
20220.04%-0.36%0.14%0.15%0.02%-0.25%0.42%0.10%-0.65%0.29%0.51%0.08%0.48%
20210.47%0.32%0.40%0.37%0.13%0.41%0.08%0.12%0.20%0.29%0.01%0.45%3.29%

Benchmark Metrics

Low Volatility Cash Management WITHOUT MARGIN has an annualized alpha of 3.75%, beta of 0.03, and R² of 0.28 versus S&P 500 Index. Calculated based on daily prices since April 11, 2018.

  • This portfolio captured 10.81% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -1.36%) — a profile typical of hedging or uncorrelated assets.
  • Beta of 0.03 may look defensive, but with R² of 0.28 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.28 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.75%
Beta
0.03
0.28
Upside Capture
10.81%
Downside Capture
-1.36%

Expense Ratio

Low Volatility Cash Management WITHOUT MARGIN has an expense ratio of 0.56%, 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.


Top 10 holdings

Return for Risk

Risk / Return Rank

Low Volatility Cash Management WITHOUT MARGIN ranks 100 for risk / return — in the top 100% 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.


Low Volatility Cash Management WITHOUT MARGIN Risk / Return Rank: 100100
Overall Rank
Low Volatility Cash Management WITHOUT MARGIN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
Low Volatility Cash Management WITHOUT MARGIN Sortino Ratio Rank: 100100
Sortino Ratio Rank
Low Volatility Cash Management WITHOUT MARGIN Omega Ratio Rank: 100100
Omega Ratio Rank
Low Volatility Cash Management WITHOUT MARGIN Calmar Ratio Rank: 100100
Calmar Ratio Rank
Low Volatility Cash Management WITHOUT MARGIN Martin Ratio Rank: 100100
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

7.69

2.23

+5.46

Sortino ratio

Return per unit of downside risk

16.26

3.12

+13.14

Omega ratio

Gain probability vs. loss probability

3.65

1.42

+2.23

Calmar ratio

Return relative to maximum drawdown

23.68

4.05

+19.64

Martin ratio

Return relative to average drawdown

89.36

17.91

+71.45


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BIL
SPDR Barclays 1-3 Month T-Bill ETF
10019.56254.71180.39366.824,118.43
PULS
PGIM Ultra Short Bond ETF
10011.5334.848.1156.96328.70
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
10014.3843.0610.69104.77682.43
HICOX
Colorado Bond Shares A Tax Exempt Fund
673.045.632.081.758.50
DBSCX
Doubleline Selective Credit Fund
893.314.991.784.5618.16
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund
1005.9513.454.7216.95104.21
LCSIX
LoCorr Long/Short Commodity Strategies Fund
70.731.031.151.182.52
SVARX
Spectrum Low Volatility Fund
562.683.581.602.688.51
UUP
Invesco DB US Dollar Index Bullish Fund
90.360.551.060.090.18
QLENX
AQR Long-Short Equity N
903.455.081.646.3319.20

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.

Low Volatility Cash Management WITHOUT MARGIN Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 7.69
  • 5-Year: 4.97
  • All Time: 3.66

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 2.14 to 3.05, 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 Low Volatility Cash Management WITHOUT MARGIN 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

Low Volatility Cash Management WITHOUT MARGIN provided a 4.53% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio4.53%4.56%5.63%5.01%3.04%2.27%1.94%2.89%3.43%2.42%2.35%2.18%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
3.95%4.13%5.03%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%
PULS
PGIM Ultra Short Bond ETF
4.68%4.78%5.62%5.48%2.30%1.19%1.85%2.69%1.87%0.00%0.00%0.00%
USFR
WisdomTree Bloomberg Floating Rate Treasury Fund
4.00%4.15%5.17%5.12%1.78%0.01%0.40%2.08%1.67%1.03%0.29%0.00%
HICOX
Colorado Bond Shares A Tax Exempt Fund
5.14%3.98%6.34%2.53%2.85%3.60%3.64%4.11%4.54%4.56%5.49%4.32%
DBSCX
Doubleline Selective Credit Fund
5.91%6.50%7.09%6.77%6.67%4.68%4.64%6.04%7.43%9.01%9.73%9.53%
ENIAX
SEI Institutional Investments Trust Opportunistic Income Fund
5.98%6.00%6.78%5.33%4.07%2.66%2.96%4.32%3.96%3.02%2.75%2.54%
LCSIX
LoCorr Long/Short Commodity Strategies Fund
2.26%2.32%2.75%1.88%10.75%7.14%2.94%0.54%12.36%0.02%3.21%7.36%
SVARX
Spectrum Low Volatility Fund
5.90%5.95%9.35%3.35%0.00%5.85%0.71%4.91%2.41%6.90%9.07%3.02%
UUP
Invesco DB US Dollar Index Bullish Fund
3.38%3.43%4.48%6.44%0.89%0.00%0.00%2.03%1.08%0.10%0.00%0.00%
QLENX
AQR Long-Short Equity N
1.67%1.64%7.13%21.21%14.09%0.00%1.59%0.00%6.09%8.91%2.87%4.91%

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 Low Volatility Cash Management WITHOUT MARGIN. 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 Low Volatility Cash Management WITHOUT MARGIN was 4.17%, occurring on Mar 25, 2020. Recovery took 89 trading sessions.

The current Low Volatility Cash Management WITHOUT MARGIN drawdown is 0.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.17%Feb 21, 202034Mar 25, 202089Jun 22, 2020123
-1.08%Apr 2, 202510Apr 11, 202531May 12, 202541
-0.86%Aug 22, 202240Sep 30, 202268Dec 7, 2022108
-0.67%Jun 9, 20228Jun 16, 202253Aug 8, 202261
-0.57%Jan 18, 2022122May 19, 202219Jun 7, 2022141

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 14 assets, with an effective number of assets of 7.59, 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.

BenchmarkUSD=XUSFRLCSIXBILHICOXQLENXBTALPULSENIAXYCSUUPDBSCXPGTYXSVARXPortfolio
Benchmark1.000.00-0.01-0.02-0.020.060.44-0.570.080.170.09-0.230.050.860.440.43
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
USFR-0.010.001.000.010.300.020.02-0.010.190.080.030.040.020.030.040.15
LCSIX-0.020.000.011.000.020.06-0.00-0.010.070.05-0.13-0.130.12-0.010.050.28
BIL-0.020.000.300.021.000.050.040.010.290.120.020.040.070.040.050.20
HICOX0.060.000.020.060.051.00-0.07-0.050.130.17-0.20-0.120.360.080.290.30
QLENX0.440.000.02-0.000.04-0.071.00-0.180.060.100.11-0.10-0.100.290.180.32
BTAL-0.570.00-0.01-0.010.01-0.05-0.181.00-0.08-0.14-0.060.15-0.05-0.50-0.31-0.04
PULS0.080.000.190.070.290.130.06-0.081.000.22-0.13-0.110.280.080.220.26
ENIAX0.170.000.080.050.120.170.10-0.140.221.00-0.06-0.090.260.150.290.32
YCS0.090.000.03-0.130.02-0.200.11-0.06-0.13-0.061.000.53-0.340.08-0.170.29
UUP-0.230.000.04-0.130.04-0.12-0.100.15-0.11-0.090.531.00-0.21-0.17-0.280.16
DBSCX0.050.000.020.120.070.36-0.10-0.050.280.26-0.34-0.211.000.050.350.25
PGTYX0.860.000.03-0.010.040.080.29-0.500.080.150.08-0.170.051.000.380.43
SVARX0.440.000.040.050.050.290.18-0.310.220.29-0.17-0.280.350.381.000.35
Portfolio0.430.000.150.280.200.300.32-0.040.260.320.290.160.250.430.351.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2018