BALANCED etc tech

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	20%
VOO Vanguard S&P 500 ETF	S&P 500	15%
SPY State Street SPDR S&P 500 ETF	S&P 500	15%
META Meta Platforms, Inc.	Communication Services	10%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	10%
RSP Invesco S&P 500 Equal Weight ETF	S&P 500	10%
GLD SPDR Gold Shares	Gold, Precious Metals	7.50%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	7.50%
GOOGL Alphabet Inc. Class A	Communication Services	5%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in BALANCED etc tech, 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

As of Jun 13, 2026, the BALANCED etc tech returned 9.12% Year-To-Date and 20.45% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio BALANCED etc tech	0.57%	-0.91%	9.12%	9.74%	26.11%	24.22%	16.39%	20.45%
Portfolio components:
GLD SPDR Gold Shares	0.06%	-9.52%	-2.47%	-2.25%	22.21%	28.89%	17.08%	12.15%
GOOGL Alphabet Inc. Class A	0.53%	-10.27%	15.06%	16.44%	106.51%	43.10%	24.46%	25.76%
META Meta Platforms, Inc.	-0.26%	-8.32%	-14.03%	-11.84%	-16.71%	28.18%	11.52%	17.39%
MSFT Microsoft Corporation	0.10%	-4.36%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
RSP Invesco S&P 500 Equal Weight ETF	0.91%	3.92%	10.96%	10.34%	21.34%	14.66%	8.59%	12.15%
SOXX iShares Semiconductor ETF	1.59%	12.49%	98.11%	99.51%	171.57%	53.00%	33.69%	35.55%
SPY State Street SPDR S&P 500 ETF	0.54%	-0.86%	9.07%	9.42%	25.67%	20.86%	13.36%	15.42%
VOO Vanguard S&P 500 ETF	0.55%	-0.84%	9.08%	9.44%	25.76%	20.95%	13.43%	15.50%
XLI Industrial Select Sector SPDR Fund	0.59%	0.96%	13.90%	13.10%	25.17%	20.87%	12.93%	14.15%

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

Monthly Returns

Based on dividend-adjusted daily data since May 18, 2012, BALANCED etc tech's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, an investment would double in approximately 3.7 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +13.8%, while the worst month was Sep 2022 at -10.5%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, BALANCED etc tech closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.74%	-1.33%	-7.01%	12.78%	6.92%	-3.99%							9.12%
2025	4.01%	-2.81%	-5.44%	0.41%	9.63%	7.11%	3.40%	0.56%	4.46%	1.86%	0.07%	0.21%	25.04%
2024	2.57%	7.17%	3.38%	-4.48%	5.43%	4.11%	-1.01%	1.87%	3.24%	-1.78%	3.55%	-1.36%	24.43%
2023	8.59%	0.34%	9.00%	2.61%	4.20%	5.42%	3.65%	-2.57%	-4.17%	-0.20%	9.77%	4.71%	48.62%
2022	-6.17%	-4.59%	2.94%	-9.41%	-0.25%	-8.84%	7.86%	-4.48%	-10.47%	1.26%	9.84%	-5.02%	-26.01%
2021	-0.10%	2.76%	4.52%	5.68%	1.39%	2.95%	2.98%	3.73%	-5.72%	7.48%	0.13%	3.67%	32.99%

Benchmark Metrics

BALANCED etc tech has an annualized alpha of 5.52%, beta of 1.03, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since May 18, 2012.

This portfolio captured 117.00% of S&P 500 Index gains but only 87.86% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 5.52% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R2 of 0.91, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 5.52%

Beta: 1.03

R²: 0.91

Upside Capture: 117.00%

Downside Capture: 87.86%

See how alpha, beta & R² have trended over time →

Expense Ratio

BALANCED etc tech has an expense ratio of 0.11%, 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.

GLD

SPDR Gold Shares

SOXX

iShares Semiconductor ETF

RSP

Invesco S&P 500 Equal Weight ETF

SPY

State Street SPDR S&P 500 ETF

XLI

Industrial Select Sector SPDR Fund

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

BALANCED etc tech ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

The table below presents risk-adjusted performance metrics for BALANCED etc tech 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	1.68	1.86	-0.18
Sortino ratioReturn per unit of downside risk	2.31	2.53	-0.23
Omega ratioGain probability vs. loss probability	1.31	1.34	-0.03
Calmar ratioReturn relative to maximum drawdown	1.78	2.53	-0.75
Martin ratioReturn relative to average drawdown	7.10	11.37	-4.27

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
GLD SPDR Gold Shares	26	0.87	1.24	1.18	0.98	2.81
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
META Meta Platforms, Inc.	20	-0.51	-0.54	0.93	-0.54	-1.12
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
RSP Invesco S&P 500 Equal Weight ETF	56	1.69	2.44	1.29	2.54	9.63
SOXX iShares Semiconductor ETF	96	4.43	4.37	1.62	10.50	38.20
SPY State Street SPDR S&P 500 ETF	67	1.98	2.68	1.36	2.74	12.39
VOO Vanguard S&P 500 ETF	67	1.99	2.70	1.36	2.75	12.42
XLI Industrial Select Sector SPDR Fund	47	1.50	2.17	1.26	1.98	7.82

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.

The current BALANCED etc tech Sharpe ratio is 1.68 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of BALANCED etc tech 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

BALANCED etc tech provided a 0.80% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.80%	0.83%	0.89%	0.94%	1.14%	0.79%	1.01%	1.22%	1.45%	1.28%	1.46%	1.55%
Portfolio components:
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
RSP Invesco S&P 500 Equal Weight ETF	1.47%	1.64%	1.52%	1.64%	1.82%	1.28%	1.64%	1.69%	2.02%	1.52%	1.20%	1.70%
SOXX iShares Semiconductor ETF	0.28%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%
SPY State Street SPDR S&P 500 ETF	1.00%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
XLI Industrial Select Sector SPDR Fund	1.16%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%

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 BALANCED etc tech. 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 BALANCED etc tech was 32.88%, occurring on Nov 3, 2022. Recovery took 171 trading sessions.

The current BALANCED etc tech drawdown is 3.99%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-32.88%Nov 2022	10mo 10d	8mo 12d	1y 6moDec 2021 - Jul 2023
COVID crash2020	-30.71%Mar 2020	1mo 2d	3mo 15d	4mo 17dFeb 2020 - Jul 2020
2025 selloff2025	-18.71%Apr 2025	2mo 14d	1mo 25d	4mo 9dJan 2025 - Jun 2025
Rate-hike selloffLate 2018	-18.44%Dec 2018	5mo 1d	2mo 25d	7mo 26dJul 2018 - Mar 2019
2026 correction2026	-13.99%Mar 2026	2mo	18d	2mo 18dJan 2026 - Apr 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 9 assets, with an effective number of assets of 7.77, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.51	1.32	1.26	1.22	1.26

The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

BALANCED etc tech correlation to the S&P 500 Index

BALANCED etc tech has a 0.92 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since May 18, 2012	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.03.

GLD

0.03

Portfolio Correlations

Correlation vs. BALANCED etc tech. VOO has the highest portfolio correlation at 0.93, while GLD has the lowest at 0.10.

GLD

0.10

Asset Correlations Table

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

	GLD	META	GOOGL	MSFT	SOXX	XLI	RSP	VOO	SPY
GLD	1.00	0.02	0.03	0.01	0.03	0.02	0.04	0.03	0.03
META	0.02	1.00	0.58	0.50	0.48	0.38	0.43	0.56	0.56
GOOGL	0.03	0.58	1.00	0.61	0.55	0.47	0.53	0.67	0.67
MSFT	0.01	0.50	0.61	1.00	0.58	0.48	0.55	0.70	0.70
SOXX	0.03	0.48	0.55	0.58	1.00	0.63	0.69	0.77	0.77
XLI	0.02	0.38	0.47	0.48	0.63	1.00	0.90	0.83	0.83
RSP	0.04	0.43	0.53	0.55	0.69	0.90	1.00	0.91	0.91
VOO	0.03	0.56	0.67	0.70	0.77	0.83	0.91	1.00	1.00
SPY	0.03	0.56	0.67	0.70	0.77	0.83	0.91	1.00	1.00

The correlation results are calculated based on daily price changes starting from May 18, 2012

Diversification Analysis

Find what BALANCED etc tech is missing

See which holdings overlap, where BALANCED etc tech is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification