Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
Find the right asset allocation for Financials 7-24-2026
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 Financials 7-24-2026, 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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Compare your portfolio against anything
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.70% | 0.09% | 7.94% | 9.41% | 18.15% | 17.84% | 11.25% | 13.26% | 8.09% |
Portfolio Financials 7-24-2026 | 0.00% | 2.40% | 11.46% | — | — | — | — | — | — |
| Portfolio components: | |||||||||
AB AllianceBernstein Holding L.P. | 0.11% | 2.22% | -9.62% | -0.09% | -1.85% | 13.04% | 2.94% | 14.60% | 15.66% |
ABCB Ameris Bancorp | -0.41% | -4.84% | 8.70% | 17.99% | 28.90% | 27.45% | 13.83% | 11.72% | 11.48% |
ABR Arbor Realty Trust, Inc. | 4.59% | -6.53% | -30.56% | -31.09% | -49.17% | -23.79% | -13.59% | 6.99% | 2.22% |
ACGL Arch Capital Group Ltd. | -0.60% | 2.01% | 4.68% | 4.81% | 16.81% | 11.10% | 22.07% | 15.70% | 13.23% |
AEG Aegon N.V. | 0.00% | 10.28% | 24.66% | 25.96% | 40.78% | 28.27% | 23.97% | 15.26% | 8.63% |
AFG American Financial Group, Inc. | 0.01% | 1.34% | 11.51% | 7.00% | 19.50% | 11.56% | 10.92% | 15.12% | 10.20% |
AFL Aflac Incorporated | 0.09% | 7.59% | 16.11% | 16.82% | 31.04% | 23.54% | 21.03% | 16.21% | 17.37% |
AGESY ageas SA/NV | 0.04% | 3.99% | 20.18% | 21.81% | 28.11% | 34.14% | 17.12% | 16.63% | 9.01% |
AGNC AGNC Investment Corp. | -1.30% | -0.11% | 0.02% | 7.45% | 29.60% | 17.90% | 6.03% | 6.49% | 11.52% |
AIG American International Group, Inc. | -0.39% | 2.60% | 6.26% | -6.99% | 3.64% | 11.61% | 13.21% | 6.44% | 2.26% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 2, 2026, Financials 7-24-2026's average daily return is +0.10%, while the average monthly return is +2.09%. At this rate, an investment would double in approximately 2.8 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2026 with a return of +7.2%, while the worst month was Mar 2026 at -2.9%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Financials 7-24-2026 closed higher 58% of trading days. The best single day was Apr 8, 2026 with a return of +2.8%, while the worst single day was Feb 23, 2026 at -2.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.20% | -2.28% | -2.94% | 7.21% | -0.57% | 6.10% | 3.89% | 15.03% |
Benchmark Metrics
Financials 7-24-2026 has an annualized alpha of 16.27%, beta of 0.63, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since January 02, 2026.
- This portfolio captured 50.59% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -72.64%) - a profile typical of hedging or uncorrelated assets.
- Beta of 0.63 may look defensive, but with R2 of 0.31 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 0.31 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 16.27%
- Beta
- 0.63
- R²
- 0.31
- Upside Capture
- 50.59%
- Downside Capture
- -72.64%
Expense Ratio
Financials 7-24-2026 has an expense ratio of 0.01%, 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 Metrics
The table below presents risk-adjusted performance metrics for Financials 7-24-2026 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 | — | 1.42 | — |
| Sortino ratioReturn per unit of downside risk | — | 1.98 | — |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.00 | — |
| Martin ratioReturn relative to average drawdown | — | 8.49 | — |
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 |
|---|---|---|---|---|---|---|
AB AllianceBernstein Holding L.P. | 38 | -0.08 | 0.04 | 1.00 | -0.13 | -0.25 |
ABCB Ameris Bancorp | 79 | 1.22 | 1.77 | 1.23 | 2.10 | 6.43 |
ABR Arbor Realty Trust, Inc. | 6 | -1.18 | -1.75 | 0.78 | -0.86 | -1.43 |
ACGL Arch Capital Group Ltd. | 67 | 0.79 | 1.17 | 1.15 | 1.20 | 3.11 |
AEG Aegon N.V. | 85 | 1.62 | 2.16 | 1.30 | 2.62 | 7.62 |
AFG American Financial Group, Inc. | 72 | 1.03 | 1.53 | 1.18 | 1.48 | 2.77 |
AFL Aflac Incorporated | 89 | 1.85 | 2.67 | 1.31 | 3.42 | 9.15 |
AGESY ageas SA/NV | 83 | 1.50 | 2.16 | 1.25 | 2.83 | 5.83 |
AGNC AGNC Investment Corp. | 79 | 1.44 | 2.03 | 1.25 | 1.59 | 4.38 |
AIG American International Group, Inc. | 47 | 0.15 | 0.38 | 1.05 | 0.22 | 0.39 |
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Dividends
Dividend yield
Financials 7-24-2026 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% | 3.84% | 4.21% | 4.06% | 4.29% | 3.41% | 3.41% | 3.31% | 3.61% | 3.08% | 3.10% | 3.40% |
| Portfolio components: | ||||||||||||
AB AllianceBernstein Holding L.P. | 9.28% | 9.02% | 8.03% | 8.44% | 10.30% | 7.33% | 8.26% | 7.67% | 10.54% | 8.50% | 7.46% | 8.09% |
ABCB Ameris Bancorp | 0.92% | 1.08% | 1.04% | 1.13% | 1.27% | 1.21% | 1.58% | 1.18% | 1.26% | 0.83% | 0.69% | 0.59% |
ABR Arbor Realty Trust, Inc. | 21.36% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AEG Aegon N.V. | 4.91% | 5.72% | 5.93% | 4.89% | 4.08% | 3.37% | 1.80% | 7.37% | 7.02% | 4.74% | 5.30% | 4.72% |
AFG American Financial Group, Inc. | 4.95% | 5.33% | 6.89% | 6.81% | 10.42% | 20.43% | 4.39% | 4.51% | 4.92% | 4.41% | 2.44% | 2.82% |
AFL Aflac Incorporated | 1.87% | 2.10% | 1.93% | 2.04% | 2.22% | 2.26% | 2.52% | 2.04% | 2.28% | 1.98% | 2.39% | 2.64% |
AGESY ageas SA/NV | 5.26% | 5.73% | 7.15% | 7.45% | 9.87% | 4.36% | 4.09% | 2.93% | 4.03% | 8.32% | 12.22% | 2.81% |
AGNC AGNC Investment Corp. | 13.51% | 13.43% | 15.64% | 14.68% | 13.91% | 9.57% | 10.00% | 11.31% | 12.31% | 10.70% | 12.69% | 14.30% |
AIG American International Group, Inc. | 2.35% | 2.05% | 2.14% | 2.07% | 2.02% | 2.25% | 3.38% | 2.49% | 3.25% | 2.15% | 1.96% | 1.31% |
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 Financials 7-24-2026. 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 Financials 7-24-2026 was 10.45%, occurring on Mar 20, 2026. Recovery took 19 trading sessions.
The current Financials 7-24-2026 drawdown is 0.88%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-10.45%Mar 2026 | 1mo 9d | 28d | 2mo 7dFeb 2026 - Apr 2026 | — |
-3.74%Jun 2026 | 1mo 13d | 8d | 1mo 21dApr 2026 - Jun 2026 | — |
-2.84%Jul 2026 | 6d | 5d | 11dJul 2026 - Jul 2026 | — |
-2.01%Jul 2026 | 1d | 7d | 8dJul 2026 - Jul 2026 | — |
-1.93%Jan 2026 | 5d | 7d | 12dJan 2026 - Feb 2026 | — |
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 380 assets, with an effective number of assets of 380.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.93 |
The portfolio has a diversification ratio of 1.93, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.
Financials 7-24-2026 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 2, 2026 | 0.52 |
Benchmark Correlations
Correlation vs. S&P 500 Index. UBS has the highest benchmark correlation at 0.69, while PGR has the lowest at -0.32.
Asset Correlations Table
Find what Financials 7-24-2026 is missing
See which holdings overlap, where Financials 7-24-2026 is concentrated, and which low-correlation assets could fill the gaps.
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