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2025 US
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 2025 US

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

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025 US, 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
2025 US
0.26%-4.59%-2.86%-3.94%
AMD
Advanced Micro Devices, Inc.
4.73%20.62%138.87%142.70%340.40%60.16%44.46%60.93%
GOOG
Alphabet Inc
0.45%-8.88%14.29%15.49%104.22%42.67%23.51%25.97%
PLTR
Palantir Technologies Inc.
-2.36%-4.48%-27.99%-30.28%-6.85%99.99%39.00%
PLTU
Direxion Daily PLTR Bull 2X Shares
-4.72%-11.89%-57.19%-60.46%-39.70%
Q
Qnity Electronics, Inc
1.03%-4.14%84.72%91.06%
SCHD
Schwab U.S. Dividend Equity ETF
0.89%3.47%20.66%19.57%26.72%14.90%8.75%12.91%
SOFI
SoFi Technologies, Inc.
-0.54%6.21%-36.67%-39.22%17.67%20.23%-5.84%
TSLL
Direxion Daily TSLA Bull 2X ETF
3.58%-9.76%-28.34%-32.14%13.30%-3.31%
UMAC
Unusual Machines, Inc
-5.02%50.80%91.76%143.81%189.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 3, 2025, 2025 US's average daily return is -0.01%, while the average monthly return is -0.26%.

Historically, 38% of months were positive and 63% were negative. The best month was Apr 2026 with a return of +16.5%, while the worst month was Jun 2026 at -11.8%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2025 US closed higher 51% of trading days. The best single day was Nov 24, 2025 with a return of +7.1%, while the worst single day was Feb 4, 2026 at -7.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-3.67%-8.64%-5.27%16.51%13.45%-11.84%-2.86%
2025-4.44%1.86%-2.66%

Benchmark Metrics

2025 US has an annualized alpha of -28.33%, beta of 2.19, and R2 of 0.56 versus S&P 500 Index. Calculated based on daily prices since November 03, 2025.

  • This portfolio participated in 245.16% of S&P 500 Index downside but only 125.86% of its upside - more exposed to losses than it benefited from rallies.
  • This portfolio had an annualized alpha of -28.33% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 2.19 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
-28.33%
Beta
2.19
0.56
Upside Capture
125.86%
Downside Capture
245.16%

Expense Ratio

2025 US has an expense ratio of 0.28%, 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

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2025 US 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.86

Sortino ratioReturn per unit of downside risk

2.53

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.53

Martin ratioReturn relative to average drawdown

11.37


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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMD
Advanced Micro Devices, Inc.
98
5.014.541.6012.0424.74
GOOG
Alphabet Inc
96
3.604.961.594.9917.56
PLTR
Palantir Technologies Inc.
37
-0.110.201.03-0.14-0.25
PLTU
Direxion Daily PLTR Bull 2X Shares
7
-0.370.061.01-0.54-0.92
Q
Qnity Electronics, Inc
SCHD
Schwab U.S. Dividend Equity ETF
86
2.413.721.435.7013.97
SOFI
SoFi Technologies, Inc.
48
0.200.661.080.210.39
TSLL
Direxion Daily TSLA Bull 2X ETF
15
0.200.921.100.320.65
UMAC
Unusual Machines, Inc
83
1.472.571.283.767.55

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 2025 US. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

2025 US provided a 9.31% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio9.31%4.38%0.67%0.82%0.35%0.08%0.09%0.09%0.09%0.08%0.08%0.09%
AMD
Advanced Micro Devices, 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%
GOOG
Alphabet Inc
0.24%0.26%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PLTR
Palantir Technologies 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%
PLTU
Direxion Daily PLTR Bull 2X Shares
55.54%23.29%0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
Q
Qnity Electronics, Inc
0.15%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab U.S. Dividend Equity ETF
3.22%3.82%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%
SOFI
SoFi Technologies, 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%
TSLL
Direxion Daily TSLA Bull 2X ETF
7.14%5.00%2.47%4.44%1.57%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UMAC
Unusual Machines, 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%

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 2025 US. 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 2025 US was 26.71%, occurring on Mar 30, 2026. Recovery took 41 trading sessions.

The current 2025 US drawdown is 11.84%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-26.71%Mar 2026
3mo 4d1mo 29d
5mo 3dDec 2025 - May 2026
2025 correction2025
-16.30%Nov 2025
16d1mo 2d
1mo 18dNov 2025 - Dec 2025
2026 correction2026
-14.94%Jun 2026
9d
14d 10hJun 2026 - now

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 3.77, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
All Time
Diversification Ratio

1.39

The portfolio has a diversification ratio of 1.39, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2025 US correlation to the S&P 500 Index

2025 US has a 0.75 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 3, 2025

0.75


Benchmark Correlations

Correlation vs. S&P 500 Index. SOFI has the highest benchmark correlation at 0.63, while SCHD has the lowest at 0.34.

SCHD
0.34
UMAC
0.37
PLTR
0.47
PLTU
0.47
TSLL
0.60
AMD
0.61
Q
0.61
GOOG
0.62
SOFI
0.63

Portfolio Correlations

Correlation vs. 2025 US. TSLL has the highest portfolio correlation at 0.77, while SCHD has the lowest at 0.10.

SCHD
0.10
Q
0.39
AMD
0.47
UMAC
0.49
SOFI
0.60
GOOG
0.65
PLTR
0.73
PLTU
0.73
TSLL
0.77

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Nov 3, 2025
Diversification Analysis

Find what 2025 US is missing

See which holdings overlap, where 2025 US is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification