PortfoliosLab logoPortfoliosLab logo
401K 2025-11-04 v2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 401K 2025-11-04 v2

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 401K 2025-11-04 v2, 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.


Loading charts...

Returns By Period

As of Jun 13, 2026, the 401K 2025-11-04 v2 returned 16.31% Year-To-Date and 15.79% of annualized return in the last 10 years.


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.65%1.97%10.35%10.82%26.39%19.66%12.33%13.81%
Portfolio
401K 2025-11-04 v2
2.42%4.83%16.31%16.40%30.80%29.20%14.49%15.79%
ARKW
ARK Next Generation Internet ETF
4.36%3.03%-0.20%-1.16%15.15%37.73%1.45%22.86%
GLD
SPDR Gold Shares
2.59%-4.97%0.06%0.19%25.38%29.73%18.31%12.33%
ICSH
iShares Ultra Short Duration Bond Active ETF
0.04%0.36%1.57%1.81%4.36%5.16%3.70%2.79%
IGF
iShares Global Infrastructure ETF
0.43%2.33%10.15%10.30%17.54%15.79%10.34%8.57%
IXUS
iShares Core MSCI Total International Stock ETF
1.49%4.72%15.55%17.02%32.06%18.58%8.74%10.24%
O
Realty Income Corporation
-0.92%2.12%12.65%9.85%13.82%6.15%3.87%4.82%
SPMO
Invesco S&P 500 Momentum ETF
3.52%10.01%32.66%33.70%50.00%43.16%24.34%21.24%
VGSH
Vanguard Short-Term Treasury ETF
0.07%0.35%0.64%0.85%3.43%4.27%1.87%1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2015, 401K 2025-11-04 v2's average daily return is +0.06%, while the average monthly return is +1.26%. At this rate, an investment would double in approximately 4.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2023 with a return of +10.7%, while the worst month was Mar 2020 at -11.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 401K 2025-11-04 v2 closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +7.6%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.04%1.73%-5.60%10.20%6.39%1.23%16.31%
20255.02%-0.86%-2.78%3.19%7.17%7.08%1.70%1.72%5.24%0.57%-1.73%-0.05%28.89%
2024-0.16%6.28%4.00%-3.60%3.53%3.14%1.46%3.29%3.02%-0.34%5.76%-1.77%26.98%
20236.78%-2.94%2.87%-0.28%-1.74%4.17%3.86%-2.89%-3.49%-1.52%10.74%6.39%22.89%
2022-6.02%-1.56%1.67%-7.94%-0.72%-6.09%5.63%-3.57%-7.55%6.79%2.96%-3.13%-19.03%
20210.43%-0.39%0.14%3.74%-0.35%3.07%0.93%2.50%-4.56%6.15%-3.71%0.25%7.98%

Benchmark Metrics

401K 2025-11-04 v2 has an annualized alpha of 5.20%, beta of 0.74, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.65%) than losses (69.68%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 5.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
5.20%
Beta
0.74
0.82
Upside Capture
85.65%
Downside Capture
69.68%

Expense Ratio

401K 2025-11-04 v2 has an expense ratio of 0.23%, 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

401K 2025-11-04 v2 ranks 53 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


401K 2025-11-04 v2 Risk / Return Rank: 5353
Overall Rank
401K 2025-11-04 v2 Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
401K 2025-11-04 v2 Sortino Ratio Rank: 4747
Sortino Ratio Rank
401K 2025-11-04 v2 Omega Ratio Rank: 5050
Omega Ratio Rank
401K 2025-11-04 v2 Calmar Ratio Rank: 6464
Calmar Ratio Rank
401K 2025-11-04 v2 Martin Ratio Rank: 5757
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 401K 2025-11-04 v2 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

2.19

2.14

+0.05

Sortino ratioReturn per unit of downside risk

2.96

2.89

+0.07

Omega ratioGain probability vs. loss probability

1.40

1.39

+0.01

Calmar ratioReturn relative to maximum drawdown

3.54

2.91

+0.62

Martin ratioReturn relative to average drawdown

13.55

13.08

+0.47


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
ARKW
ARK Next Generation Internet ETF
16
0.460.831.100.420.85
GLD
SPDR Gold Shares
27
0.931.301.191.042.97
ICSH
iShares Ultra Short Duration Bond Active ETF
99
11.0827.756.6444.30292.98
IGF
iShares Global Infrastructure ETF
56
1.672.391.303.008.65
IXUS
iShares Core MSCI Total International Stock ETF
66
1.982.701.372.8410.91
O
Realty Income Corporation
65
0.861.221.151.253.01
SPMO
Invesco S&P 500 Momentum ETF
85
2.553.341.463.9614.96
VGSH
Vanguard Short-Term Treasury ETF
89
2.714.471.583.9015.21

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. Learn how to interpret the Sharpe ratio.

The current 401K 2025-11-04 v2 Sharpe ratio is 2.19 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 401K 2025-11-04 v2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


Loading charts...

Dividends

Dividend yield

401K 2025-11-04 v2 provided a 2.22% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.22%2.23%1.88%2.15%1.63%1.12%1.62%1.69%3.51%1.59%1.63%1.45%
ARKW
ARK Next Generation Internet ETF
1.59%1.59%0.00%0.00%0.00%0.17%1.29%0.00%13.05%2.05%0.00%2.29%
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%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.33%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%
IGF
iShares Global Infrastructure ETF
4.37%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%
IXUS
iShares Core MSCI Total International Stock ETF
4.12%3.24%3.33%3.13%2.48%3.12%1.85%3.09%3.00%2.41%2.58%2.81%
O
Realty Income Corporation
5.21%6.19%5.37%5.33%4.68%3.87%4.51%3.69%4.19%4.45%4.18%4.41%
SPMO
Invesco S&P 500 Momentum ETF
0.64%0.73%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

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.


Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 401K 2025-11-04 v2. 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 401K 2025-11-04 v2 was 27.95%, occurring on Oct 14, 2022. Recovery took 342 trading sessions.

The current 401K 2025-11-04 v2 drawdown is 1.77%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-27.95%Oct 2022
11mo 3d1y 4mo
2y 3moNov 2021 - Feb 2024
COVID crash2020
-26.80%Mar 2020
1mo 1d3mo 10d
4mo 11dFeb 2020 - Jul 2020
2025 selloff2025
-14.01%Apr 2025
1mo 18d1mo 4d
2mo 22dFeb 2025 - May 2025
Rate-hike selloffLate 2018
-12.45%Dec 2018
3mo 26d1mo 13d
5mo 9dAug 2018 - Feb 2019
2021 pullback2021
-9.85%Mar 2021
20d3mo 22d
4mo 12dFeb 2021 - Jun 2021

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


Loading charts...

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 8 assets, with an effective number of assets of 5.26, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.33

1.33

1.31

1.29

1.31

The portfolio has a diversification ratio of 1.31, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

401K 2025-11-04 v2 correlation to the S&P 500 Index

401K 2025-11-04 v2 has a 0.86 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

0.86

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.86

Correlation (All Time)
Calculated using the full available price history since Oct 12, 2015

0.85


Benchmark Correlations

Correlation vs. S&P 500 Index. IXUS has the highest benchmark correlation at 0.80, while VGSH has the lowest at -0.09.

VGSH
-0.09
GLD
0.04
ICSH
0.07
O
0.32
IGF
0.65
ARKW
0.70
SPMO
0.78
IXUS
0.80

Portfolio Correlations

Correlation vs. 401K 2025-11-04 v2. SPMO has the highest portfolio correlation at 0.85, while VGSH has the lowest at 0.03.

VGSH
0.03
ICSH
0.10
GLD
0.24
O
0.41
IGF
0.66
IXUS
0.78
ARKW
0.83
SPMO
0.85

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 Oct 12, 2015
Diversification Analysis

Find what 401K 2025-11-04 v2 is missing

See which holdings overlap, where 401K 2025-11-04 v2 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification