Investments2

Asset Allocation

Position	Category/Sector	Target Weight
AGG iShares Core U.S. Aggregate Bond ETF	Total Bond Market	40%
AMD Advanced Micro Devices, Inc.	Technology	5%
DKS DICK'S Sporting Goods, Inc.	Consumer Cyclical	5%
NUE Nucor Corporation	Basic Materials	5%
NVO Novo Nordisk A/S	Healthcare	5%
SIEMENS.NS Siemens Limited	Industrials	5%
TM Toyota Motor Corporation	Consumer Cyclical	5%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Growth Equities	30%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Investments2, 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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The earliest data available for this chart is Sep 22, 2010, corresponding to the inception date of VONG

Returns By Period

As of Apr 4, 2026, the Investments2 returned -3.82% Year-To-Date and 5.40% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio Investments2	0.21%	-2.17%	-3.82%	-2.14%	-43.57%	-12.80%	-5.13%	5.40%
Portfolio components:
NUE Nucor Corporation	-0.73%	0.55%	6.09%	25.79%	69.61%	5.27%	18.43%	16.53%
AMD Advanced Micro Devices, Inc.	3.47%	9.05%	1.56%	32.08%	153.61%	31.09%	21.81%	54.37%
TM Toyota Motor Corporation	-1.27%	-6.53%	-3.29%	6.38%	32.43%	16.01%	8.76%	10.30%
NVO Novo Nordisk A/S	1.37%	-2.04%	-24.78%	-35.82%	-38.12%	-20.60%	3.97%	5.03%
DKS DICK'S Sporting Goods, Inc.	-0.20%	-4.56%	-2.51%	-16.13%	7.40%	11.93%	23.01%	18.55%
SIEMENS.NS Siemens Limited	-0.29%	-7.11%	-4.87%	-8.82%	-1,068.07%	—	—	—
AGG iShares Core U.S. Aggregate Bond ETF	0.23%	-0.67%	0.32%	1.01%	3.76%	3.55%	0.29%	1.68%
VONG Vanguard Russell 1000 Growth ETF	-0.01%	-4.96%	-8.98%	-8.25%	32.59%	21.43%	12.55%	16.78%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 23, 2010, Investments2's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jun 2025 with a return of +13.0%, while the worst month was Apr 2025 at -51.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Investments2 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +15.6%, while the worst single day was Apr 7, 2025 at -53.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.81%	-2.37%	-4.16%	0.96%									-3.82%
2025	0.71%	-1.75%	-4.24%	-51.89%	-5.83%	12.98%	1.25%	1.75%	1.76%	4.56%	-1.23%	-0.34%	-47.67%
2024	2.98%	5.37%	3.67%	-4.21%	4.59%	2.54%	-0.95%	1.47%	0.50%	-2.94%	3.09%	-2.51%	13.86%
2023	7.30%	-1.17%	5.78%	0.31%	1.08%	4.23%	2.11%	-0.99%	-3.70%	-1.88%	9.22%	5.31%	30.27%
2022	-5.17%	-0.76%	0.42%	-6.49%	-1.21%	-5.96%	9.55%	-2.97%	-7.94%	3.49%	6.16%	-4.11%	-15.37%
2021	-0.65%	1.90%	2.39%	3.45%	3.18%	3.11%	3.20%	4.93%	-4.46%	5.14%	1.33%	1.15%	27.19%

Benchmark Metrics

Investments2 has an annualized alpha of 0.39%, beta of 0.64, and R² of 0.34 versus S&P 500 Index. Calculated based on daily prices since September 23, 2010.

This portfolio participated in 99.35% of S&P 500 Index downside but only 76.07% of its upside — more exposed to losses than it benefited from rallies.
Beta of 0.64 may look defensive, but with R² of 0.34 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.34 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 0.39%

Beta: 0.64

R²: 0.34

Upside Capture: 76.07%

Downside Capture: 99.35%

Expense Ratio

Investments2 has an expense ratio of 0.03%, 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.

VONG

Vanguard Russell 1000 Growth ETF

AGG

iShares Core U.S. Aggregate Bond ETF

Return for Risk

Risk / Return Rank

Investments2 ranks 5 for risk / return — in the bottom 5% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	-0.79	0.88	-1.67
Sortino ratio Return per unit of downside risk	-0.66	1.37	-2.02
Omega ratio Gain probability vs. loss probability	0.76	1.21	-0.45
Calmar ratio Return relative to maximum drawdown	0.61	1.39	-0.78
Martin ratio Return relative to average drawdown	2.22	6.43	-4.21
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NUE Nucor Corporation	76	1.21	1.80	1.23	2.51	6.66
AMD Advanced Micro Devices, Inc.	85	1.73	2.48	1.32	4.02	8.17
TM Toyota Motor Corporation	60	0.60	1.14	1.14	1.12	3.03
NVO Novo Nordisk A/S	10	-0.80	-0.97	0.87	-0.78	-1.35
DKS DICK'S Sporting Goods, Inc.	31	-0.16	0.07	1.01	-0.23	-0.47
SIEMENS.NS Siemens Limited	—	—	-1.01	0.14	-0.88	-0.98
AGG iShares Core U.S. Aggregate Bond ETF	48	1.02	1.44	1.18	1.70	4.71
VONG Vanguard Russell 1000 Growth ETF	38	0.80	1.30	1.18	1.15	3.86

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.

Investments2 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: -0.79
5-Year: -0.17
10-Year: 0.24
All Time: 0.35

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Investments2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Investments2 provided a 6.92% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	6.92%	6.83%	2.09%	1.86%	1.64%	1.48%	1.62%	1.86%	2.04%	1.79%	2.21%	2.06%
Portfolio components:
NUE Nucor Corporation	1.29%	1.35%	1.86%	1.19%	1.52%	1.50%	3.03%	2.85%	2.97%	2.38%	2.52%	3.70%
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%
TM Toyota Motor Corporation	1.39%	2.95%	2.81%	2.45%	2.90%	2.45%	2.74%	1.30%	3.40%	2.96%	3.23%	5.59%
NVO Novo Nordisk A/S	4.87%	3.31%	1.68%	1.00%	1.20%	1.35%	1.87%	2.14%	1.45%	1.52%	2.87%	0.92%
DKS DICK'S Sporting Goods, Inc.	2.55%	2.45%	1.92%	2.72%	1.62%	6.17%	2.22%	2.22%	2.88%	2.37%	1.14%	1.56%
SIEMENS.NS Siemens Limited	93.83%	92.75%	0.29%	0.48%	0.54%	0.57%	0.86%	0.90%	1.28%	0.93%	6.49%	0.96%
AGG iShares Core U.S. Aggregate Bond ETF	3.94%	3.89%	3.74%	3.13%	2.39%	1.77%	2.14%	2.70%	2.72%	2.32%	2.39%	2.45%
VONG Vanguard Russell 1000 Growth ETF	0.50%	0.45%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%

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 Investments2. 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 Investments2 was 60.94%, occurring on May 23, 2025. The portfolio has not yet recovered.

The current Investments2 drawdown is 51.73%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-60.94%	Dec 9, 2024	119	May 23, 2025	—	—	—
-21.52%	Nov 22, 2021	234	Oct 14, 2022	196	Jul 18, 2023	430
-20.56%	Feb 20, 2020	20	Mar 18, 2020	55	Jun 5, 2020	75
-12.07%	Jul 25, 2011	51	Oct 3, 2011	83	Jan 25, 2012	134
-10.85%	Sep 28, 2018	62	Dec 24, 2018	43	Feb 22, 2019	105

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 3.77, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

	Benchmark	AGG	SIEMENS.NS	NVO	DKS	TM	AMD	NUE	VONG	Portfolio
Benchmark	1.00	-0.06	0.16	0.40	0.48	0.54	0.53	0.58	0.94	0.86
AGG	-0.06	1.00	-0.01	0.01	-0.03	-0.06	-0.04	-0.10	-0.02	0.10
SIEMENS.NS	0.16	-0.01	1.00	0.11	0.09	0.10	0.10	0.11	0.14	0.28
NVO	0.40	0.01	0.11	1.00	0.17	0.28	0.22	0.21	0.39	0.47
DKS	0.48	-0.03	0.09	0.17	1.00	0.28	0.26	0.37	0.43	0.55
TM	0.54	-0.06	0.10	0.28	0.28	1.00	0.30	0.36	0.49	0.55
AMD	0.53	-0.04	0.10	0.22	0.26	0.30	1.00	0.31	0.56	0.67
NUE	0.58	-0.10	0.11	0.21	0.37	0.36	0.31	1.00	0.48	0.56
VONG	0.94	-0.02	0.14	0.39	0.43	0.49	0.56	0.48	1.00	0.86
Portfolio	0.86	0.10	0.28	0.47	0.55	0.55	0.67	0.56	0.86	1.00

The correlation results are calculated based on daily price changes starting from Sep 23, 2010

Investments2

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table