Asset Allocation
Find the right asset allocation for Very steady growth etfs and a few stocks, high Sortino ratios
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 Very steady growth etfs and a few stocks, high Sortino ratios, 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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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Very steady growth etfs and a few stocks, high Sortino ratios | 0.76% | 2.89% | 14.68% | 14.84% | 32.69% | 29.60% | — | — |
| Portfolio components: | ||||||||
AIRR First Trust RBA American Industrial Renaissance ETF | 0.83% | -1.26% | 31.74% | 28.77% | 67.12% | 35.29% | 25.46% | 22.05% |
ATO Atmos Energy Corporation | 1.03% | -5.50% | 2.53% | 2.08% | 13.57% | 15.86% | 13.58% | 10.94% |
AUSF Global X Adaptive U.S. Factor ETF | 0.70% | 2.94% | 9.27% | 8.68% | 17.75% | 19.94% | 13.35% | — |
AVDV Avantis International Small Cap Value ETF | 0.89% | -1.99% | 14.99% | 17.18% | 41.91% | 26.72% | 13.63% | — |
ESPO VanEck Vectors Video Gaming and eSports ETF | -0.29% | -2.74% | -15.10% | -16.17% | -14.01% | 16.96% | 5.49% | — |
EUFN iShares MSCI Europe Financials ETF | 1.20% | 3.43% | 4.75% | 9.10% | 28.57% | 32.04% | 18.43% | 13.48% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 0.67% | -9.22% | 3.16% | 4.00% | 40.98% | 42.64% | — | — |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 0.71% | 0.48% | 10.99% | 13.18% | 29.11% | 18.32% | 10.94% | 12.35% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 0.52% | 0.18% | 14.60% | 15.00% | 35.61% | 22.78% | — | — |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.62% | 0.68% | 7.85% | 8.80% | 26.60% | 19.91% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 8, 2022, Very steady growth etfs and a few stocks, high Sortino ratios's average daily return is +0.10%, while the average monthly return is +2.08%. At this rate, an investment would double in approximately 2.8 years.
Historically, 74% of months were positive and 26% were negative. The best month was Nov 2022 with a return of +8.1%, while the worst month was Sep 2022 at -8.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Very steady growth etfs and a few stocks, high Sortino ratios closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.9%, while the worst single day was Apr 4, 2025 at -6.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.81% | 4.23% | -5.64% | 7.46% | 0.43% | 2.11% | 14.68% | ||||||
| 2025 | 5.44% | 1.95% | -1.68% | 2.05% | 4.89% | 3.25% | 2.17% | 4.09% | 3.53% | -1.25% | 2.66% | 0.60% | 31.16% |
| 2024 | 1.01% | 5.10% | 4.60% | -2.39% | 4.48% | 0.25% | 4.55% | 2.44% | 2.38% | 0.05% | 7.64% | -3.54% | 29.34% |
| 2023 | 5.81% | -0.14% | 1.11% | 0.76% | -2.30% | 6.03% | 4.39% | -1.73% | -2.33% | -1.11% | 7.06% | 4.67% | 23.80% |
| 2022 | -8.08% | 8.00% | 8.07% | -3.10% | 3.97% |
Benchmark Metrics
Very steady growth etfs and a few stocks, high Sortino ratios has an annualized alpha of 12.04%, beta of 0.79, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since September 08, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.49%) than losses (42.21%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 12.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 12.04%
- Beta
- 0.79
- R²
- 0.81
- Upside Capture
- 96.49%
- Downside Capture
- 42.21%
Expense Ratio
Very steady growth etfs and a few stocks, high Sortino ratios has an expense ratio of 0.22%, 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
Risk / Return Rank
Very steady growth etfs and a few stocks, high Sortino ratios ranks 84 for risk / return — in the top 84% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Very steady growth etfs and a few stocks, high Sortino ratios 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 | 2.68 | 1.86 | +0.82 |
| Sortino ratioReturn per unit of downside risk | 3.72 | 2.53 | +1.19 |
| Omega ratioGain probability vs. loss probability | 1.48 | 1.34 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 3.71 | 2.53 | +1.18 |
| Martin ratioReturn relative to average drawdown | 15.71 | 11.37 | +4.34 |
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 |
|---|---|---|---|---|---|---|
AIRR First Trust RBA American Industrial Renaissance ETF | 85 | 2.50 | 3.22 | 1.40 | 5.01 | 18.33 |
ATO Atmos Energy Corporation | 64 | 0.81 | 1.20 | 1.15 | 1.00 | 2.99 |
AUSF Global X Adaptive U.S. Factor ETF | 55 | 1.65 | 2.38 | 1.28 | 2.86 | 8.29 |
AVDV Avantis International Small Cap Value ETF | 80 | 2.53 | 3.36 | 1.46 | 3.12 | 12.44 |
ESPO VanEck Vectors Video Gaming and eSports ETF | 4 | -0.80 | -1.02 | 0.88 | -0.54 | -0.94 |
EUFN iShares MSCI Europe Financials ETF | 40 | 1.31 | 1.92 | 1.23 | 1.79 | 6.24 |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 41 | 1.39 | 1.81 | 1.26 | 1.83 | 5.36 |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 79 | 2.45 | 3.44 | 1.45 | 2.95 | 12.57 |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 73 | 2.09 | 2.81 | 1.38 | 3.30 | 12.60 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 71 | 2.03 | 2.69 | 1.40 | 2.91 | 13.84 |
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Dividends
Dividend yield
Very steady growth etfs and a few stocks, high Sortino ratios provided a 2.89% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.89% | 2.92% | 3.14% | 3.23% | 4.01% | 1.92% | 1.59% | 1.98% | 2.31% | 1.48% | 1.69% | 1.54% |
| Portfolio components: | ||||||||||||
AIRR First Trust RBA American Industrial Renaissance ETF | 0.13% | 0.19% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% |
ATO Atmos Energy Corporation | 2.28% | 2.15% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% |
AUSF Global X Adaptive U.S. Factor ETF | 2.69% | 2.78% | 2.63% | 1.83% | 2.51% | 2.22% | 2.95% | 4.02% | 1.46% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
ESPO VanEck Vectors Video Gaming and eSports ETF | 1.47% | 1.24% | 0.44% | 0.96% | 0.91% | 3.36% | 0.12% | 0.22% | 0.04% | 0.00% | 0.00% | 0.00% |
EUFN iShares MSCI Europe Financials ETF | 3.41% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
GDE WisdomTree Efficient Gold Plus Equity Strategy Fund | 4.19% | 4.32% | 7.14% | 2.22% | 0.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HSCZ iShares Currency Hedged MSCI EAFE Small Cap ETF | 2.93% | 3.25% | 3.26% | 2.98% | 26.91% | 2.90% | 1.46% | 4.66% | 6.15% | 2.52% | 2.57% | 1.75% |
IDVO Amplify CWP International Enhanced Dividend Income ETF | 5.46% | 5.42% | 6.14% | 5.72% | 1.96% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.22% | 10.53% | 9.65% | 10.03% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Very steady growth etfs and a few stocks, high Sortino ratios. 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 Very steady growth etfs and a few stocks, high Sortino ratios was 13.77%, occurring on Apr 8, 2025. Recovery took 20 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -13.77%Apr 2025 | 1mo 17d | 29d | 2mo 16dFeb 2025 - May 2025 |
Bear market2022 | -10.78%Sep 2022 | 17d | 1mo 11d | 1mo 28dSep 2022 - Nov 2022 |
2026 pullback2026 | -8.51%Mar 2026 | 21d | 25d | 1mo 16dFeb 2026 - Apr 2026 |
2024 pullback2024 | -6.67%Aug 2024 | 19d | 11d | 1moJul 2024 - Aug 2024 |
2023 pullback2023 | -6.62%Oct 2023 | 2mo 27d | 18d | 3mo 15dAug 2023 - Nov 2023 |
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 21 assets, with an effective number of assets of 21.00, 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
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.73 | 1.53 | 1.49 |
The portfolio has a diversification ratio of 1.49, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Very steady growth etfs and a few stocks, high Sortino ratios correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.80 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2022 | 0.86 |
Benchmark Correlations
Correlation vs. S&P 500 Index. QQQ has the highest benchmark correlation at 0.94, while WEC has the lowest at 0.18.
Portfolio Correlations
Correlation vs. Very steady growth etfs and a few stocks, high Sortino ratios. IDVO has the highest portfolio correlation at 0.82, while WMT has the lowest at 0.34.
Asset Correlations Table
Find what Very steady growth etfs and a few stocks, high Sortino ratios is missing
See which holdings overlap, where Very steady growth etfs and a few stocks, high Sortino ratios is concentrated, and which low-correlation assets could fill the gaps.
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