Koyfin Up 10% Each of Past Five Years

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Koyfin Up 10% Each of Past Five Years

Currency in USD · Last updated May 16, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AIT Applied Industrial Technologies, Inc.	Industrials	8.33%
AJG Arthur J. Gallagher & Co.	Financial Services	8.33%
CASY Casey's General Stores, Inc.	Consumer Defensive	8.33%
CAT Caterpillar Inc.	Industrials	8.33%
COR Cencora Inc.	Healthcare	8.33%
DOL WisdomTree International LargeCap Dividend Fund	Foreign Large Cap Equities, Dividend	8.33%
ENSG The Ensign Group, Inc.	Healthcare	8.33%
LLY Eli Lilly and Company	Healthcare	8.33%
MCK McKesson Corporation	Healthcare	8.33%
MUSA Murphy USA Inc.	Consumer Cyclical	8.33%
PWR Quanta Services, Inc.	Industrials	8.33%
STRL Sterling Construction Company, Inc.	Industrials	8.33%

Benchmark

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Performance

Performance Chart

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The earliest data available for this chart is Aug 19, 2013, corresponding to the inception date of MUSA

Returns By Period

As of May 16, 2025, the Koyfin Up 10% Each of Past Five Years returned 11.26% Year-To-Date and 23.84% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.60%	9.64%	-0.54%	11.47%	15.67%	10.79%
Koyfin Up 10% Each of Past Five Years	11.26%	7.13%	5.12%	23.36%	40.19%	23.84%
Portfolio components:
MCK McKesson Corporation	24.15%	2.01%	16.09%	28.73%	40.02%	12.18%
MUSA Murphy USA Inc.	-9.93%	-11.74%	-14.49%	3.27%	32.93%	22.73%
LLY Eli Lilly and Company	-4.85%	-3.16%	-6.42%	-6.38%	37.37%	28.29%
DOL WisdomTree International LargeCap Dividend Fund	18.28%	6.88%	17.23%	13.17%	13.72%	5.06%
STRL Sterling Construction Company, Inc.	9.70%	31.06%	1.32%	36.33%	89.05%	48.59%
COR Cencora Inc.	27.57%	0.50%	18.02%	29.79%	28.80%	11.32%
PWR Quanta Services, Inc.	7.77%	24.66%	5.17%	25.87%	61.67%	27.79%
AIT Applied Industrial Technologies, Inc.	-2.70%	2.85%	-13.89%	17.00%	37.53%	20.40%
CAT Caterpillar Inc.	-2.73%	19.81%	-8.91%	-1.25%	29.21%	17.81%
CASY Casey's General Stores, Inc.	11.91%	-4.63%	9.30%	31.65%	25.77%	18.07%
ENSG The Ensign Group, Inc.	10.73%	13.91%	1.03%	23.50%	31.24%	21.94%
AJG Arthur J. Gallagher & Co.	19.40%	0.81%	15.23%	35.48%	32.78%	23.86%

*Annualized

Monthly Returns

The table below presents the monthly returns of Koyfin Up 10% Each of Past Five Years, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.24%	-1.02%	-0.81%	6.47%	3.09%								11.26%
2024	1.10%	12.44%	3.75%	-3.27%	5.40%	2.10%	4.60%	1.94%	0.98%	0.99%	10.33%	-8.81%	34.33%
2023	3.94%	-3.75%	2.20%	3.20%	1.21%	12.04%	0.93%	6.93%	-1.48%	-0.59%	5.08%	5.33%	39.98%
2022	-4.06%	2.79%	8.19%	-2.45%	3.28%	-5.93%	8.97%	0.86%	-6.63%	15.96%	6.57%	-2.75%	24.73%
2021	2.46%	6.55%	7.06%	0.75%	1.76%	-1.25%	1.23%	2.91%	-1.57%	5.26%	-0.86%	7.94%	36.67%
2020	-1.75%	-3.53%	-11.57%	7.75%	6.55%	2.96%	3.49%	9.20%	-0.90%	1.00%	13.39%	3.75%	31.86%
2019	8.54%	4.48%	-1.10%	1.59%	-4.40%	8.93%	0.59%	-4.70%	1.99%	8.10%	1.72%	0.57%	28.30%
2018	3.42%	-4.95%	-2.09%	-1.47%	4.65%	-0.33%	4.05%	3.79%	2.67%	-7.51%	6.60%	-9.35%	-1.98%
2017	2.56%	2.43%	0.82%	-1.03%	2.59%	5.16%	0.93%	-3.60%	7.90%	1.77%	3.65%	1.05%	26.53%
2016	-7.32%	-0.48%	5.75%	2.00%	0.42%	2.71%	6.19%	-0.91%	2.33%	-5.74%	8.92%	0.55%	14.06%
2015	-6.00%	3.31%	4.31%	-2.00%	1.06%	-0.14%	0.86%	-4.06%	-5.06%	1.73%	6.25%	-0.14%	-0.67%
2014	-1.09%	2.29%	0.14%	-1.07%	6.22%	3.06%	-1.42%	4.33%	-2.72%	6.20%	-0.76%	0.33%	16.08%

Expense Ratio

Koyfin Up 10% Each of Past Five Years has an expense ratio of 0.04%, 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.

DOL

WisdomTree International LargeCap Dividend Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, Koyfin Up 10% Each of Past Five Years is among the top 14% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MCK McKesson Corporation	1.01	1.44	1.24	1.20	2.95
MUSA Murphy USA Inc.	0.11	0.48	1.06	0.28	0.63
LLY Eli Lilly and Company	-0.12	0.14	1.02	-0.13	-0.26
DOL WisdomTree International LargeCap Dividend Fund	0.86	1.29	1.18	1.13	3.28
STRL Sterling Construction Company, Inc.	0.68	1.30	1.18	0.95	2.15
COR Cencora Inc.	1.45	2.02	1.28	2.51	5.90
PWR Quanta Services, Inc.	0.69	1.15	1.17	0.87	2.16
AIT Applied Industrial Technologies, Inc.	0.52	1.06	1.13	0.74	1.83
CAT Caterpillar Inc.	0.05	0.19	1.02	-0.02	-0.06
CASY Casey's General Stores, Inc.	1.04	1.79	1.22	2.19	6.79
ENSG The Ensign Group, Inc.	0.91	1.37	1.19	1.05	2.31
AJG Arthur J. Gallagher & Co.	1.53	2.12	1.29	2.93	8.07

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.

Koyfin Up 10% Each of Past Five Years Sharpe ratios as of May 16, 2025 (values are recalculated daily):

1-Year: 1.38
5-Year: 2.26
10-Year: 1.25
All Time: 1.25

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 0.52 to 1.01, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Koyfin Up 10% Each of Past Five Years compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Koyfin Up 10% Each of Past Five Years provided a 0.77% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.77%	0.82%	0.93%	1.07%	1.08%	1.18%	1.36%	1.49%	1.34%	1.55%	1.67%	1.58%
Portfolio components:
MCK McKesson Corporation	0.39%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%
MUSA Murphy USA Inc.	0.52%	0.36%	0.43%	0.45%	0.52%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.76%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%
DOL WisdomTree International LargeCap Dividend Fund	3.07%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%	5.02%
STRL Sterling Construction Company, 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%
COR Cencora Inc.	0.76%	0.93%	0.96%	1.13%	1.34%	1.74%	1.88%	2.07%	1.61%	1.77%	1.17%	1.10%
PWR Quanta Services, Inc.	0.11%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%	0.00%
AIT Applied Industrial Technologies, Inc.	0.72%	0.62%	0.81%	1.08%	1.29%	1.64%	1.86%	2.22%	1.70%	1.89%	2.67%	2.19%
CAT Caterpillar Inc.	1.61%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%
CASY Casey's General Stores, Inc.	0.45%	0.47%	0.59%	0.65%	0.69%	0.72%	0.77%	0.86%	1.13%	0.77%	0.70%	0.84%
ENSG The Ensign Group, Inc.	0.17%	0.18%	0.21%	0.24%	0.25%	0.28%	0.40%	0.47%	0.78%	0.73%	0.97%	0.57%
AJG Arthur J. Gallagher & Co.	0.72%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%

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 Koyfin Up 10% Each of Past Five Years. 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 Koyfin Up 10% Each of Past Five Years was 33.20%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.2%	Feb 14, 2020	26	Mar 23, 2020	93	Aug 4, 2020	119
-16.61%	Jun 24, 2015	161	Feb 11, 2016	102	Jul 8, 2016	263
-16.4%	Sep 24, 2018	64	Dec 24, 2018	36	Feb 15, 2019	100
-13.68%	Nov 27, 2024	88	Apr 7, 2025	21	May 7, 2025	109
-13.18%	Apr 21, 2022	41	Jun 17, 2022	37	Aug 11, 2022	78

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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	LLY	MUSA	STRL	CASY	ENSG	COR	MCK	AJG	CAT	PWR	AIT	DOL	Portfolio
^GSPC	1.00	0.41	0.35	0.42	0.41	0.44	0.40	0.42	0.56	0.62	0.61	0.59	0.75	0.76
LLY	0.41	1.00	0.17	0.15	0.21	0.23	0.35	0.34	0.34	0.21	0.22	0.19	0.32	0.45
MUSA	0.35	0.17	1.00	0.24	0.45	0.26	0.27	0.26	0.30	0.27	0.28	0.32	0.29	0.53
STRL	0.42	0.15	0.24	1.00	0.26	0.27	0.18	0.20	0.23	0.40	0.46	0.46	0.33	0.63
CASY	0.41	0.21	0.45	0.26	1.00	0.30	0.28	0.27	0.32	0.27	0.31	0.35	0.32	0.55
ENSG	0.44	0.23	0.26	0.27	0.30	1.00	0.32	0.31	0.31	0.30	0.33	0.39	0.35	0.57
COR	0.40	0.35	0.27	0.18	0.28	0.32	1.00	0.73	0.36	0.25	0.24	0.29	0.35	0.56
MCK	0.42	0.34	0.26	0.20	0.27	0.31	0.73	1.00	0.34	0.28	0.28	0.30	0.35	0.57
AJG	0.56	0.34	0.30	0.23	0.32	0.31	0.36	0.34	1.00	0.37	0.39	0.39	0.46	0.56
CAT	0.62	0.21	0.27	0.40	0.27	0.30	0.25	0.28	0.37	1.00	0.57	0.59	0.58	0.66
PWR	0.61	0.22	0.28	0.46	0.31	0.33	0.24	0.28	0.39	0.57	1.00	0.57	0.51	0.69
AIT	0.59	0.19	0.32	0.46	0.35	0.39	0.29	0.30	0.39	0.59	0.57	1.00	0.50	0.71
DOL	0.75	0.32	0.29	0.33	0.32	0.35	0.35	0.35	0.46	0.58	0.51	0.50	1.00	0.65
Portfolio	0.76	0.45	0.53	0.63	0.55	0.57	0.56	0.57	0.56	0.66	0.69	0.71	0.65	1.00

The correlation results are calculated based on daily price changes starting from Aug 20, 2013

Performance Analysis

Risk Analysis

Optimization

Factor Model

Koyfin Up 10% Each of Past Five Years

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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