Asset Allocation
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.
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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.
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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.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.04% | 1.73% | -5.60% | 10.20% | 6.39% | 1.23% | 16.31% | ||||||
| 2025 | 5.02% | -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% |
| 2023 | 6.78% | -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% |
| 2021 | 0.43% | -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
- R²
- 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.
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.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| 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.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
ARKW ARK Next Generation Internet ETF | 16 | 0.46 | 0.83 | 1.10 | 0.42 | 0.85 |
GLD SPDR Gold Shares | 27 | 0.93 | 1.30 | 1.19 | 1.04 | 2.97 |
ICSH iShares Ultra Short Duration Bond Active ETF | 99 | 11.08 | 27.75 | 6.64 | 44.30 | 292.98 |
IGF iShares Global Infrastructure ETF | 56 | 1.67 | 2.39 | 1.30 | 3.00 | 8.65 |
IXUS iShares Core MSCI Total International Stock ETF | 66 | 1.98 | 2.70 | 1.37 | 2.84 | 10.91 |
O Realty Income Corporation | 65 | 0.86 | 1.22 | 1.15 | 1.25 | 3.01 |
SPMO Invesco S&P 500 Momentum ETF | 85 | 2.55 | 3.34 | 1.46 | 3.96 | 14.96 |
VGSH Vanguard Short-Term Treasury ETF | 89 | 2.71 | 4.47 | 1.58 | 3.90 | 15.21 |
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Dividends
Dividend yield
401K 2025-11-04 v2 provided a 2.22% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.22% | 2.23% | 1.88% | 2.15% | 1.63% | 1.12% | 1.62% | 1.69% | 3.51% | 1.59% | 1.63% | 1.45% |
| Portfolio components: | ||||||||||||
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.
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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 3d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
COVID crash2020 | -26.80%Mar 2020 | 1mo 1d | 3mo 10d | 4mo 11dFeb 2020 - Jul 2020 |
2025 selloff2025 | -14.01%Apr 2025 | 1mo 18d | 1mo 4d | 2mo 22dFeb 2025 - May 2025 |
Rate-hike selloffLate 2018 | -12.45%Dec 2018 | 3mo 26d | 1mo 13d | 5mo 9dAug 2018 - Feb 2019 |
2021 pullback2021 | -9.85%Mar 2021 | 20d | 3mo 22d | 4mo 12dFeb 2021 - Jun 2021 |
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 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
| 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.
Asset Correlations Table
| ICSH | VGSH | GLD | O | ARKW | SPMO | IGF | IXUS | |
|---|---|---|---|---|---|---|---|---|
| ICSH | 1.00 | 0.31 | 0.12 | 0.09 | 0.07 | 0.04 | 0.10 | 0.10 |
| VGSH | 0.31 | 1.00 | 0.37 | 0.20 | -0.05 | -0.07 | 0.06 | -0.02 |
| GLD | 0.12 | 0.37 | 1.00 | 0.13 | 0.06 | 0.08 | 0.23 | 0.22 |
| O | 0.09 | 0.20 | 0.13 | 1.00 | 0.16 | 0.23 | 0.48 | 0.30 |
| ARKW | 0.07 | -0.05 | 0.06 | 0.16 | 1.00 | 0.62 | 0.41 | 0.60 |
| SPMO | 0.04 | -0.07 | 0.08 | 0.23 | 0.62 | 1.00 | 0.50 | 0.62 |
| IGF | 0.10 | 0.06 | 0.23 | 0.48 | 0.41 | 0.50 | 1.00 | 0.74 |
| IXUS | 0.10 | -0.02 | 0.22 | 0.30 | 0.60 | 0.62 | 0.74 | 1.00 |
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.
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