HomePortfoliosBenchmark

Benchmark

Created byuser-7ptxyf
Optimize
None Rebalancing
USD
High Risk
25.9yr backtest

Performance Summary

Total Return+697.00%
Annualized Return+8.35%
Volatility+21.22%
Sharpe Ratio0.30
Max Drawdown+65.05%

Holdings

Asset Allocation

Asset Class

Equity 100.0%
Holdings Details
A 100% U.S. equity portfolio built with two core ETFs: IVV for the broad S&P 500 and QQQ for Nasdaq-100 growth exposure.
AssetTypeAllocationTER
IVV.US
iShares Core S&P 500 ETF • US4642872000
ETF
50.0%0.03%
QQQ.US
Invesco QQQ Trust • US46090E1038
ETF
50.0%0.2%
Total100.0%0.12%

Performance

Portfolio Value Over Time
Starting with $10,000 investment → now worth $79,700.47
Histogram of Monthly Returns
The portfolio had a positive return during 188 of the 312 months (60%)
Monthly Returns Heatmap
Best month: +13.9% • Worst month: -16.9% • Best year: 2023 (+39.8%) • Worst year: 2008 (-38.4%)
YearJanFebMarAprMayJunJulAugSepOctNovDecTotal
2026+1.3%-1.6%-4.9%+1.1%---------4.1%
2025+2.4%-2.0%-6.7%+0.5%+7.7%+5.8%+2.4%+1.5%+4.5%+3.7%-0.7%-0.3%+19.4%
2024+1.7%+5.3%+2.2%-4.2%+5.6%+5.0%-0.3%+1.7%+2.3%-0.8%+5.6%-0.9%+25.3%
2023+8.3%-1.5%+6.5%+1.1%+4.2%+6.4%+3.6%-1.6%-5.2%-1.8%+10.0%+5.1%+39.8%
2022-7.1%-3.7%+4.2%-11.2%-0.6%-8.7%+11.0%-4.6%-10.0%+6.2%+5.5%-7.3%-25.7%
2021-0.4%+1.2%+3.0%+5.7%-0.3%+4.2%+2.7%+3.6%-5.3%+7.5%+0.7%+2.8%+28.0%
2020+1.4%-7.3%-9.9%+13.9%+5.7%+4.0%+6.7%+9.0%-4.8%-2.7%+11.1%+4.4%+32.5%
2019+8.5%+3.1%+2.8%+4.8%-7.2%+7.1%+2.0%-1.8%+1.4%+3.3%+3.8%+3.4%+34.8%
2018+7.0%-2.7%-3.3%+0.5%+3.9%+0.5%+3.7%+4.4%-0.2%-7.3%+0.9%-8.8%-2.6%
2017+3.2%+4.2%+0.9%+1.8%+2.5%-0.8%+3.1%+1.1%+0.9%+3.4%+2.6%+0.9%+26.4%
2016-5.8%-0.7%+6.7%-1.0%+2.8%-0.9%+5.3%+0.5%+0.8%-1.5%+2.3%+1.7%+10.0%
2015-2.6%+6.3%-2.0%+1.5%+1.7%-2.3%+3.3%-6.4%-2.8%+10.2%+0.5%-1.7%+4.6%
2014-2.9%+4.6%-0.5%+0.4%+3.2%+2.4%-0.2%+4.4%-1.2%+2.6%+3.5%-1.1%+15.8%
2013+4.2%+1.0%+3.0%+2.6%+2.9%-2.3%+6.2%-2.0%+3.8%+4.9%+3.2%+2.7%+34.0%
2012+6.1%+5.1%+3.9%-0.8%-6.4%+3.9%+1.2%+3.6%+1.3%-2.9%+1.0%+0.4%+16.9%
2011+2.5%+3.3%-0.2%+3.0%-1.2%-1.9%-0.5%-5.3%-5.9%+10.6%-1.3%+0.4%+2.4%
2010-4.8%+3.7%+6.7%+1.9%-7.8%-5.7%+7.2%-4.7%+10.4%+4.9%-0.1%+6.0%+16.9%
2009-6.2%-8.7%+8.8%+11.3%+4.9%+1.0%+7.8%+2.8%+4.3%-2.3%+6.2%+3.1%+35.9%
2008-7.9%-3.5%+0.2%+5.9%+2.9%-8.8%-0.2%+1.5%-11.3%-16.2%-8.8%+1.4%-38.4%
2007+1.7%-1.8%+0.9%+4.7%+3.3%-1.2%-1.9%+1.8%+4.2%+3.7%-5.1%-0.9%+9.3%
2006+3.0%-0.4%+1.7%+0.8%-4.4%+0.1%-1.1%+3.0%+3.0%+4.0%+2.4%+0.3%+12.9%
2005-3.6%+1.2%-2.2%-2.2%+5.0%-1.1%+5.1%-1.1%+1.0%-1.9%+4.8%-0.7%+3.7%
2004+2.0%+0.4%-1.7%-2.0%+2.8%+2.1%-4.5%-0.7%+1.5%+2.8%+5.0%+3.0%+10.7%
2003-1.6%+0.0%+0.3%+8.6%+6.4%+1.0%+3.2%+3.0%-1.7%+6.5%+1.0%+4.5%+35.1%
2002-1.0%-5.7%+4.5%-7.9%-2.3%-9.1%-8.0%-0.1%-10.8%+11.3%+8.0%-7.6%-27.3%
2001+6.8%-16.9%-10.4%+11.1%-0.9%-0.5%-4.0%-8.2%-12.9%+6.7%+11.0%-0.4%-21.2%
2000----+1.6%+7.1%-2.9%+10.3%-9.4%-4.2%-15.2%-3.5%-17.3%
> +2%
0% to +2%
-2% to 0%
< -2%
Drawdown Analysis
Maximum drawdown: +65.05% • The longest drawdown period lasted for 12 years and 7 months and was between September 2000 and April 2013. It reached a trough of -65.1%.

Dividend Income

Summary
This portfolio contains 2 distributing ETFs (100.0% of total allocation)

Total Dividends Received

$6,815.94

193 payments

Dividend Yield

1.21%

(annualized)

Avg Per Payment

$35.32

per event

All dividends are automatically reinvested at the payment date. The portfolio value shown includes the compounding effect of dividend reinvestment.

Annual Breakdown
Dividend income per calendar year
YearDividends
2026$153.94
2025$653.17
2024$627.83
2023$542.09
2022$494.43
2021$422.75
2020$429.43
2019$454.35
2018$357.93
2017$319.53
2016$311.04
2015$282.89
2014$270.00
2013$209.23
2012$185.56
2011$142.23
2010$117.80
2009$103.15
2008$148.72
2007$88.13
2006$101.07
2005$90.85
2004$102.55
2003$75.91
2002$53.92
2001$47.73
2000$29.72
Total$6,815.94

Detailed Metrics

Returns
Total Return
+697.00%
Annualized Return
+8.35%
Avg Monthly Return
+0.79%
Risk
Volatility (Annual)
+21.22%
Max Drawdown
+65.05%
Positive Months
60%
Average Drawdown
-21.2%
Risk-Adjusted
Sharpe Ratio
0.30
Risk-free rate: 2.0%
Sortino Ratio
0.29
Downside risk adjusted
Return/Volatility
0.39
Calmar Ratio
0.13
Return/Max Drawdown
Ulcer Index
27.13
Drawdown depth & duration
Martin Ratio
0.00
Return/Ulcer Index
Backtest Configuration
Initial Investment
$10,000
Final Value
$79,700.47
Backtest Period
2000-05-19 to 2026-04-02
25.9 years
Rebalancing
none
Base Currency
USD