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Portfolio Analyzer

Risk metrics, correlations, and rebalancing suggestions

How This Calculator Works

Risk Metrics: Sharpe/Sortino ratios measure risk-adjusted returns. Above 1.0 is good.

Correlation: Shows how holdings move together. Lower correlation = better diversification.

Stress Test: Simulates how your portfolio would perform in historical crashes.

Overlap: Identifies when multiple funds hold the same stocks.

Your Holdings

VTIUS Stocks

VXUSInternational Stocks

BNDBonds

VNQREITs

Add Holding

Total Portfolio$100.0K

Quick Presets

Sharpe Ratio

0.29

Below average

Sortino Ratio

0.42

Downside risk adjusted

Expected Return

8.0%

Annual average

Volatility

11.8%

Standard deviation

Max Drawdown

-34.7%

Worst historical loss

Beta

0.75

Less volatile

Expense Ratio

0.05%

$49/year in fees

Diversification

65/100

Based on correlations

Asset Allocation

US Stocks(50%)

International Stocks(20%)

Bonds(20%)

REITs(10%)

Sector Breakdown

Technology

16.8%

Financials

10.5%

Healthcare

9.1%

Government

9.0%

Consumer Disc

7.4%

Industrials

7.3%

Comm Services

5.5%

Corporate

5.4%

Mortgage-Backed

5.0%

Consumer Staples

4.6%

Correlation Matrix

Lower correlations = better diversification

	VTI	VXUS	BND	VNQ
VTI	1.00	0.85	-0.20	0.60
VXUS	0.85	1.00	-0.15	0.55
BND	-0.20	-0.15	1.00	0.10
VNQ	0.60	0.55	0.10	1.00

Correlation:

Negative

Low

Medium

High

Historical Stress Test

How your portfolio would have performed in past crashes

Dot-Com Crash (2000-2002)

-22.6%

Tech bubble burst, 3-year bear market

Financial Crisis (2008)

-29.8%

Housing crash, bank failures

COVID Crash (Feb-Mar 2020)

-25.7%

Pandemic panic, fastest crash in history

Factor Exposure

Your portfolio's tilt toward different investment factors

Value

+8%

Growth

-4%

Momentum

-2%

Quality

+17%

Size

+0%

Value: Cheap stocks vs expensive. Growth: High-growth companies.

Momentum: Recent winners. Quality: Profitable, stable companies.

Size: Positive = large cap tilt, Negative = small cap tilt.

Tax-Efficient Placement

Where to hold each fund for tax efficiency

Fund	Tax Efficiency	Best Location
VTIVanguard Total Stock Market ETF	High	Taxable Account
VXUSVanguard Total International Stock ETF	Medium	Taxable Account
BNDVanguard Total Bond Market ETF	Low	401(k) / Traditional IRA
VNQVanguard Real Estate ETF	Low	401(k) / Traditional IRA

Tax Location Strategy:

Taxable: Tax-efficient funds (US stock ETFs) - qualified dividends, low turnover
Tax-Deferred (401k/Trad IRA): Bonds, REITs - ordinary income protected
Roth: Highest expected growth - tax-free growth maximized