Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Very steady growth, low volatility stocks and etfs, 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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The earliest data available for this chart is Sep 8, 2022, corresponding to the inception date of IDVO
Returns By Period
| 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 Very steady growth, low volatility stocks and etfs, high Sortino ratios | 0.30% | -1.71% | 8.97% | 12.46% | 33.37% | 27.73% | — | — |
| Portfolio components: | ||||||||
SNEX StoneX Group Inc. | 4.46% | 0.93% | 33.02% | 23.24% | 60.56% | 40.78% | 34.04% | 26.65% |
WMT Walmart Inc. | 0.84% | -1.46% | 13.14% | 24.19% | 41.38% | 37.98% | 24.34% | 20.62% |
ATO Atmos Energy Corporation | 1.88% | 1.60% | 13.36% | 13.18% | 24.46% | 22.34% | 16.86% | 12.40% |
AIRR First Trust RBA American Industrial Renaissance ETF | -0.26% | -3.57% | 14.87% | 16.32% | 60.35% | 33.36% | 22.66% | 20.74% |
LIN Linde plc | 1.78% | 0.52% | 18.27% | 7.81% | 8.44% | 13.42% | 13.89% | — |
WRB W. R. Berkley Corporation | 1.09% | -9.15% | -5.77% | -11.88% | -2.86% | 19.18% | 16.93% | 17.37% |
WEC WEC Energy Group, Inc. | 1.21% | 1.26% | 12.43% | 6.69% | 11.68% | 11.56% | 8.30% | 10.45% |
QQQ Invesco QQQ ETF | 0.11% | -2.64% | -4.65% | -3.18% | 23.45% | 22.97% | 13.18% | 19.05% |
PH Parker-Hannifin Corporation | -1.38% | -8.15% | 3.50% | 20.26% | 45.71% | 40.46% | 25.12% | 25.46% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 0.29% | 1.26% | 11.30% | 20.02% | 33.29% | 21.51% | 16.36% | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2022, Very steady growth, low volatility stocks and etfs, high Sortino ratios's average daily return is +0.10%, while the average monthly return is +2.02%. At this rate, your investment would double in approximately 2.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Nov 2022 with a return of +8.8%, while the worst month was Sep 2022 at -7.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Very steady growth, low volatility stocks and etfs, high Sortino ratios closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +7.4%, 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 | 6.67% | 6.43% | -5.48% | 1.55% | 8.97% | ||||||||
| 2025 | 5.61% | 2.67% | -0.93% | 2.35% | 4.31% | 2.39% | 2.08% | 4.24% | 3.32% | -1.10% | 3.28% | 0.62% | 32.69% |
| 2024 | 0.37% | 4.89% | 4.57% | -2.47% | 4.46% | -1.04% | 5.68% | 2.66% | 1.96% | -0.24% | 7.87% | -4.62% | 26.02% |
| 2023 | 5.64% | 0.54% | -0.26% | 0.52% | -2.95% | 6.59% | 4.45% | -1.56% | -1.87% | -1.09% | 6.00% | 4.40% | 21.64% |
| 2022 | -7.86% | 8.27% | 8.83% | -2.89% | 5.43% |
Benchmark Metrics
Very steady growth, low volatility stocks and etfs, high Sortino ratios has an annualized alpha of 14.60%, beta of 0.74, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since September 09, 2022.
- This portfolio captured 102.11% of S&P 500 Index gains but only 38.81% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 14.60% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 14.60%
- Beta
- 0.74
- R²
- 0.72
- Upside Capture
- 102.11%
- Downside Capture
- 38.81%
Expense Ratio
Very steady growth, low volatility stocks and etfs, high Sortino ratios has an expense ratio of 0.21%, 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 Rank
Very steady growth, low volatility stocks and etfs, high Sortino ratios ranks 89 for risk / return — in the top 89% 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
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 0.88 | +1.23 |
Sortino ratioReturn per unit of downside risk | 2.84 | 1.37 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.45 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 3.06 | 1.39 | +1.67 |
Martin ratioReturn relative to average drawdown | 13.88 | 6.43 | +7.45 |
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 | |
|---|---|---|---|---|---|---|
SNEX StoneX Group Inc. | 80 | 1.48 | 1.90 | 1.27 | 3.13 | 7.62 |
WMT Walmart Inc. | 87 | 1.72 | 2.65 | 1.33 | 3.92 | 10.75 |
ATO Atmos Energy Corporation | 81 | 1.53 | 2.05 | 1.28 | 3.43 | 6.92 |
AIRR First Trust RBA American Industrial Renaissance ETF | 92 | 2.15 | 2.84 | 1.37 | 4.91 | 17.07 |
LIN Linde plc | 50 | 0.42 | 0.74 | 1.09 | 0.47 | 1.29 |
WRB W. R. Berkley Corporation | 31 | -0.13 | -0.03 | 1.00 | -0.22 | -0.49 |
WEC WEC Energy Group, Inc. | 60 | 0.76 | 1.12 | 1.14 | 1.04 | 2.64 |
QQQ Invesco QQQ ETF | 59 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
PH Parker-Hannifin Corporation | 83 | 1.49 | 2.08 | 1.31 | 2.83 | 10.67 |
LVHI Legg Mason International Low Volatility High Dividend ETF | 94 | 2.52 | 3.22 | 1.56 | 3.14 | 15.92 |
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Dividends
Dividend yield
Very steady growth, low volatility stocks and etfs, high Sortino ratios provided a 2.15% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 2.32% | 2.57% | 2.85% | 4.05% | 1.90% | 1.47% | 1.95% | 2.50% | 1.52% | 1.75% | 1.53% |
| Portfolio components: | ||||||||||||
SNEX StoneX Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 0.76% | 0.84% | 0.92% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% |
ATO Atmos Energy Corporation | 1.98% | 2.15% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% |
AIRR First Trust RBA American Industrial Renaissance ETF | 0.15% | 0.19% | 0.18% | 0.23% | 0.12% | 0.05% | 0.10% | 0.20% | 0.43% | 0.30% | 0.08% | 0.47% |
LIN Linde plc | 1.21% | 1.41% | 1.33% | 1.24% | 1.43% | 1.22% | 1.46% | 1.64% | 0.53% | 0.00% | 0.00% | 0.00% |
WRB W. R. Berkley Corporation | 2.82% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
WEC WEC Energy Group, Inc. | 3.09% | 3.39% | 3.55% | 3.71% | 3.10% | 2.79% | 2.75% | 2.56% | 3.19% | 3.13% | 3.38% | 3.81% |
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% |
PH Parker-Hannifin Corporation | 0.79% | 0.80% | 1.00% | 1.25% | 1.73% | 1.25% | 1.29% | 1.65% | 1.97% | 1.32% | 1.80% | 2.60% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.52% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 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, low volatility stocks and etfs, 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, low volatility stocks and etfs, high Sortino ratios was 12.35%, occurring on Apr 8, 2025. Recovery took 14 trading sessions.
The current Very steady growth, low volatility stocks and etfs, high Sortino ratios drawdown is 4.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.35% | Feb 19, 2025 | 35 | Apr 8, 2025 | 14 | Apr 29, 2025 | 49 |
| -10.13% | Sep 13, 2022 | 14 | Sep 30, 2022 | 29 | Nov 10, 2022 | 43 |
| -9.06% | Feb 27, 2026 | 16 | Mar 20, 2026 | — | — | — |
| -7.17% | Mar 6, 2023 | 10 | Mar 17, 2023 | 60 | Jun 13, 2023 | 70 |
| -6.5% | Aug 1, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
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 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | WMT | WRB | WEC | ATO | MFG | SNEX | LIN | QQQ | PH | EUFN | LVHI | AIRR | IDVO | AVDV | HSCZ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.31 | 0.20 | 0.20 | 0.25 | 0.36 | 0.45 | 0.49 | 0.94 | 0.67 | 0.62 | 0.55 | 0.73 | 0.72 | 0.65 | 0.72 | 0.78 |
| WMT | 0.31 | 1.00 | 0.24 | 0.30 | 0.32 | 0.08 | 0.12 | 0.31 | 0.25 | 0.23 | 0.17 | 0.23 | 0.21 | 0.20 | 0.19 | 0.22 | 0.37 |
| WRB | 0.20 | 0.24 | 1.00 | 0.37 | 0.39 | 0.14 | 0.22 | 0.36 | 0.05 | 0.24 | 0.26 | 0.34 | 0.24 | 0.17 | 0.20 | 0.22 | 0.43 |
| WEC | 0.20 | 0.30 | 0.37 | 1.00 | 0.76 | 0.09 | 0.16 | 0.34 | 0.06 | 0.15 | 0.22 | 0.32 | 0.19 | 0.18 | 0.24 | 0.20 | 0.42 |
| ATO | 0.25 | 0.32 | 0.39 | 0.76 | 1.00 | 0.10 | 0.21 | 0.36 | 0.11 | 0.22 | 0.23 | 0.35 | 0.27 | 0.21 | 0.27 | 0.25 | 0.48 |
| MFG | 0.36 | 0.08 | 0.14 | 0.09 | 0.10 | 1.00 | 0.27 | 0.17 | 0.31 | 0.31 | 0.45 | 0.42 | 0.35 | 0.48 | 0.52 | 0.44 | 0.55 |
| SNEX | 0.45 | 0.12 | 0.22 | 0.16 | 0.21 | 0.27 | 1.00 | 0.32 | 0.36 | 0.47 | 0.44 | 0.41 | 0.53 | 0.46 | 0.45 | 0.45 | 0.65 |
| LIN | 0.49 | 0.31 | 0.36 | 0.34 | 0.36 | 0.17 | 0.32 | 1.00 | 0.38 | 0.39 | 0.39 | 0.42 | 0.42 | 0.42 | 0.42 | 0.42 | 0.59 |
| QQQ | 0.94 | 0.25 | 0.05 | 0.06 | 0.11 | 0.31 | 0.36 | 0.38 | 1.00 | 0.55 | 0.53 | 0.43 | 0.62 | 0.65 | 0.57 | 0.64 | 0.63 |
| PH | 0.67 | 0.23 | 0.24 | 0.15 | 0.22 | 0.31 | 0.47 | 0.39 | 0.55 | 1.00 | 0.47 | 0.48 | 0.76 | 0.56 | 0.52 | 0.59 | 0.73 |
| EUFN | 0.62 | 0.17 | 0.26 | 0.22 | 0.23 | 0.45 | 0.44 | 0.39 | 0.53 | 0.47 | 1.00 | 0.73 | 0.55 | 0.76 | 0.78 | 0.72 | 0.75 |
| LVHI | 0.55 | 0.23 | 0.34 | 0.32 | 0.35 | 0.42 | 0.41 | 0.42 | 0.43 | 0.48 | 0.73 | 1.00 | 0.53 | 0.67 | 0.72 | 0.76 | 0.75 |
| AIRR | 0.73 | 0.21 | 0.24 | 0.19 | 0.27 | 0.35 | 0.53 | 0.42 | 0.62 | 0.76 | 0.55 | 0.53 | 1.00 | 0.64 | 0.61 | 0.67 | 0.80 |
| IDVO | 0.72 | 0.20 | 0.17 | 0.18 | 0.21 | 0.48 | 0.46 | 0.42 | 0.65 | 0.56 | 0.76 | 0.67 | 0.64 | 1.00 | 0.82 | 0.72 | 0.79 |
| AVDV | 0.65 | 0.19 | 0.20 | 0.24 | 0.27 | 0.52 | 0.45 | 0.42 | 0.57 | 0.52 | 0.78 | 0.72 | 0.61 | 0.82 | 1.00 | 0.83 | 0.80 |
| HSCZ | 0.72 | 0.22 | 0.22 | 0.20 | 0.25 | 0.44 | 0.45 | 0.42 | 0.64 | 0.59 | 0.72 | 0.76 | 0.67 | 0.72 | 0.83 | 1.00 | 0.79 |
| Portfolio | 0.78 | 0.37 | 0.43 | 0.42 | 0.48 | 0.55 | 0.65 | 0.59 | 0.63 | 0.73 | 0.75 | 0.75 | 0.80 | 0.79 | 0.80 | 0.79 | 1.00 |