Koyfin Up 10% Each of Past Five Years

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 Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Koyfin Up 10% Each of Past Five Years, 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 Aug 19, 2013, corresponding to the inception date of MUSA

Returns By Period

As of Apr 1, 2026, the Koyfin Up 10% Each of Past Five Years returned 11.04% Year-To-Date and 28.35% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	2.91%	-5.09%	-4.63%	-2.39%	16.33%	16.69%	10.18%	12.16%
Portfolio Koyfin Up 10% Each of Past Five Years	2.60%	-3.92%	11.04%	16.68%	51.04%	41.21%	33.22%	28.35%
Portfolio components:
MCK McKesson Corporation	0.60%	-12.28%	5.58%	12.21%	29.09%	35.08%	35.68%	19.50%
MUSA Murphy USA Inc.	-0.77%	26.42%	22.61%	27.65%	5.76%	24.77%	28.37%	23.43%
LLY Eli Lilly and Company	3.74%	-12.57%	-14.27%	20.93%	12.19%	39.90%	39.16%	30.92%
DOL WisdomTree International LargeCap Dividend Fund	2.97%	-7.99%	3.56%	10.17%	27.17%	17.28%	11.42%	8.95%
STRL Sterling Construction Company, Inc.	6.46%	-4.87%	32.99%	19.90%	259.75%	120.71%	77.46%	54.90%
COR Cencora Inc.	1.36%	-15.59%	-6.83%	0.85%	13.77%	26.29%	23.97%	17.18%
PWR Quanta Services, Inc.	2.86%	-2.50%	30.11%	32.55%	116.24%	49.01%	44.09%	37.93%
AIT Applied Industrial Technologies, Inc.	2.83%	-6.11%	3.52%	2.01%	18.61%	24.10%	24.48%	21.44%
CAT Caterpillar Inc.	6.15%	-4.63%	23.96%	49.25%	117.77%	48.13%	27.26%	27.85%
CASY Casey's General Stores, Inc.	3.27%	6.17%	31.81%	29.01%	68.40%	50.61%	28.18%	21.22%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 20, 2013, Koyfin Up 10% Each of Past Five Years's average daily return is +0.09%, while the average monthly return is +1.92%. At this rate, your investment would double in approximately 3.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Oct 2022 with a return of +16.0%, while the worst month was Mar 2020 at -11.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Koyfin Up 10% Each of Past Five Years closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.2%, while the worst single day was Mar 16, 2020 at -10.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.45%	9.60%	-3.92%										11.04%
2025	3.24%	-1.02%	-0.81%	6.47%	3.40%	6.73%	1.27%	0.96%	7.75%	2.92%	5.17%	-2.93%	37.87%
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%	7.15%	0.75%	1.76%	-1.16%	1.23%	2.91%	-1.48%	5.26%	-0.86%	8.04%	37.17%

Benchmark Metrics

Koyfin Up 10% Each of Past Five Years has an annualized alpha of 13.54%, beta of 0.86, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since August 20, 2013.

This portfolio captured 122.61% of S&P 500 Index gains but only 62.32% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 13.54% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R² of 0.67, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 13.54%

Beta: 0.86

R²: 0.67

Upside Capture: 122.61%

Downside Capture: 62.32%

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

Return for Risk

Risk / Return Rank

Koyfin Up 10% Each of Past Five Years ranks 98 for risk / return — in the top 98% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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	2.89	0.90	+2.00
Sortino ratio Return per unit of downside risk	3.82	1.39	+2.44
Omega ratio Gain probability vs. loss probability	1.50	1.21	+0.29
Calmar ratio Return relative to maximum drawdown	6.37	1.40	+4.97
Martin ratio Return relative to average drawdown	25.10	6.61	+18.49
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
MCK McKesson Corporation	76	1.01	1.70	1.22	2.21	5.84
MUSA Murphy USA Inc.	45	0.16	0.44	1.06	0.25	0.37
LLY Eli Lilly and Company	51	0.29	0.69	1.10	0.42	1.02
DOL WisdomTree International LargeCap Dividend Fund	83	1.64	2.19	1.33	2.33	8.91
STRL Sterling Construction Company, Inc.	97	4.39	3.82	1.52	8.08	23.59
COR Cencora Inc.	59	0.54	0.86	1.12	0.87	2.75
PWR Quanta Services, Inc.	97	3.29	3.82	1.52	9.96	24.49
AIT Applied Industrial Technologies, Inc.	63	0.57	1.02	1.13	1.44	3.06
CAT Caterpillar Inc.	97	3.42	4.04	1.54	6.50	22.99
CASY Casey's General Stores, Inc.	96	2.56	3.59	1.47	7.31	21.42

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.

Koyfin Up 10% Each of Past Five Years Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

1-Year: 2.89
5-Year: 2.04
10-Year: 1.50
All Time: 1.35

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 0.97 to 1.64, 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.

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Dividends

Dividend yield

Koyfin Up 10% Each of Past Five Years provided a 0.68% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.68%	0.69%	0.82%	0.93%	1.07%	1.40%	1.59%	1.83%	1.49%	1.32%	1.55%	1.64%
Portfolio components:
MCK McKesson Corporation	0.37%	0.37%	0.47%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%
MUSA Murphy USA Inc.	0.46%	0.53%	0.36%	0.43%	0.45%	0.52%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.68%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
DOL WisdomTree International LargeCap Dividend Fund	2.70%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
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.	0.73%	0.67%	0.93%	0.96%	1.13%	5.13%	6.74%	7.48%	2.07%	1.61%	1.77%	1.17%
PWR Quanta Services, Inc.	0.07%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%
AIT Applied Industrial Technologies, Inc.	0.71%	0.72%	0.62%	0.81%	1.08%	1.29%	1.64%	1.86%	2.22%	1.70%	1.89%	2.67%
CAT Caterpillar Inc.	0.84%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CASY Casey's General Stores, Inc.	0.30%	0.39%	0.47%	0.59%	0.65%	0.69%	0.72%	0.77%	0.86%	0.89%	0.77%	0.70%

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.

The current Koyfin Up 10% Each of Past Five Years drawdown is 4.33%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.2%	Feb 14, 2020	26	Mar 23, 2020	93	Aug 4, 2020	119
-16.63%	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.

	Benchmark	LLY	MUSA	CASY	STRL	ENSG	COR	MCK	AJG	CAT	PWR	AIT	DOL	Portfolio
Benchmark	1.00	0.40	0.33	0.40	0.42	0.43	0.38	0.41	0.52	0.62	0.61	0.59	0.75	0.75
LLY	0.40	1.00	0.15	0.20	0.14	0.23	0.34	0.33	0.32	0.21	0.21	0.19	0.31	0.44
MUSA	0.33	0.15	1.00	0.44	0.21	0.25	0.26	0.24	0.29	0.24	0.25	0.30	0.27	0.50
CASY	0.40	0.20	0.44	1.00	0.26	0.29	0.27	0.27	0.31	0.26	0.30	0.33	0.31	0.54
STRL	0.42	0.14	0.21	0.26	1.00	0.27	0.17	0.19	0.21	0.42	0.48	0.45	0.34	0.64
ENSG	0.43	0.23	0.25	0.29	0.27	1.00	0.33	0.31	0.29	0.29	0.33	0.38	0.35	0.57
COR	0.38	0.34	0.26	0.27	0.17	0.33	1.00	0.73	0.34	0.24	0.23	0.28	0.34	0.55
MCK	0.41	0.33	0.24	0.27	0.19	0.31	0.73	1.00	0.33	0.26	0.28	0.28	0.34	0.56
AJG	0.52	0.32	0.29	0.31	0.21	0.29	0.34	0.33	1.00	0.33	0.35	0.37	0.44	0.53
CAT	0.62	0.21	0.24	0.26	0.42	0.29	0.24	0.26	0.33	1.00	0.57	0.59	0.58	0.66
PWR	0.61	0.21	0.25	0.30	0.48	0.33	0.23	0.28	0.35	0.57	1.00	0.56	0.50	0.69
AIT	0.59	0.19	0.30	0.33	0.45	0.38	0.28	0.28	0.37	0.59	0.56	1.00	0.50	0.70
DOL	0.75	0.31	0.27	0.31	0.34	0.35	0.34	0.34	0.44	0.58	0.50	0.50	1.00	0.64
Portfolio	0.75	0.44	0.50	0.54	0.64	0.57	0.55	0.56	0.53	0.66	0.69	0.70	0.64	1.00

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

Koyfin Up 10% Each of Past Five Years

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