10T EW Static Algo 4 (2025)

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	10%
AMD Advanced Micro Devices, Inc.	Technology	10%
AES The AES Corporation	Utilities	10%
GM General Motors Company	Consumer Cyclical	10%
HII Huntington Ingalls Industries, Inc	Industrials	10%
LDOS Leidos Holdings, Inc.	Technology	10%
PNC The PNC Financial Services Group, Inc.	Financial Services	10%
VZ Verizon Communications Inc.	Communication Services	10%
WMT Walmart Inc.	Consumer Defensive	10%
DUK Duke Energy Corporation	Utilities	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10T EW Static Algo 4 (2025), 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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Returns By Period

As of Jun 13, 2026, the 10T EW Static Algo 4 (2025) returned 17.64% Year-To-Date and 20.84% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 10T EW Static Algo 4 (2025)	1.66%	3.64%	17.64%	18.09%	54.01%	27.53%	15.43%	20.84%
Portfolio components:
ABBV AbbVie Inc.	1.32%	8.05%	1.30%	3.65%	23.06%	22.39%	18.94%	19.10%
AES The AES Corporation	0.07%	1.52%	4.86%	8.73%	34.92%	-6.68%	-7.15%	6.76%
AMD Advanced Micro Devices, Inc.	4.73%	13.76%	138.87%	142.70%	340.40%	60.16%	44.46%	60.93%
DUK Duke Energy Corporation	0.91%	1.69%	8.77%	10.57%	10.99%	15.72%	8.32%	8.62%
GM General Motors Company	0.80%	5.05%	0.68%	1.21%	69.06%	30.69%	6.65%	13.16%
HII Huntington Ingalls Industries, Inc	-1.09%	-11.27%	-11.81%	-8.27%	30.07%	13.54%	8.47%	8.50%
LDOS Leidos Holdings, Inc.	0.07%	-2.70%	-32.12%	-35.31%	-17.31%	14.74%	4.03%	14.97%
PNC The PNC Financial Services Group, Inc.	1.59%	11.34%	15.62%	14.59%	41.69%	27.43%	8.55%	14.58%
VZ Verizon Communications Inc.	2.49%	2.23%	21.97%	21.50%	19.39%	18.39%	2.74%	4.44%
WMT Walmart Inc.	0.45%	-8.62%	9.07%	4.13%	29.24%	34.18%	22.42%	19.77%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2013, 10T EW Static Algo 4 (2025)'s average daily return is +0.08%, while the average monthly return is +1.61%. At this rate, an investment would double in approximately 3.6 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -10.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 10T EW Static Algo 4 (2025) closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +7.7%, while the worst single day was Mar 16, 2020 at -11.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.32%	2.34%	-6.00%	8.18%	4.52%	0.78%							17.64%
2025	0.09%	-0.24%	1.43%	-1.06%	2.50%	5.33%	8.28%	3.93%	2.49%	6.76%	0.36%	1.96%	36.31%
2024	3.47%	4.54%	4.56%	-2.94%	4.92%	-1.92%	3.54%	5.25%	2.29%	-3.11%	0.87%	-6.81%	14.68%
2023	2.46%	-2.52%	0.45%	-1.53%	-4.53%	6.26%	3.32%	-5.00%	-3.57%	-0.08%	9.38%	8.80%	12.80%
2022	-3.19%	1.52%	2.55%	-7.62%	2.68%	-6.20%	5.34%	-1.55%	-9.69%	9.52%	7.12%	-4.87%	-6.27%
2021	0.07%	1.19%	6.21%	3.56%	0.26%	0.96%	1.27%	-0.35%	-3.78%	6.67%	-0.86%	3.11%	19.39%

Benchmark Metrics

10T EW Static Algo 4 (2025) has an annualized alpha of 8.08%, beta of 0.86, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

This portfolio captured 114.27% of S&P 500 Index gains but only 83.42% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R2 of 0.72, 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: 8.08%

Beta: 0.86

R²: 0.72

Upside Capture: 114.27%

Downside Capture: 83.42%

See how alpha, beta & R² have trended over time →

Expense Ratio

10T EW Static Algo 4 (2025) has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

10T EW Static Algo 4 (2025) ranks 96 for risk / return — in the top 96% 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

The table below presents risk-adjusted performance metrics for 10T EW Static Algo 4 (2025) and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.69	1.86	+1.83
Sortino ratioReturn per unit of downside risk	5.12	2.53	+2.59
Omega ratioGain probability vs. loss probability	1.64	1.34	+0.30
Calmar ratioReturn relative to maximum drawdown	6.34	2.53	+3.81
Martin ratioReturn relative to average drawdown	22.66	11.37	+11.29

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ABBV AbbVie Inc.	67	0.92	1.42	1.18	1.29	2.88
AES The AES Corporation	70	0.80	1.44	1.25	1.79	3.33
AMD Advanced Micro Devices, Inc.	98	5.01	4.54	1.60	12.04	24.74
DUK Duke Energy Corporation	61	0.72	1.10	1.12	0.98	2.32
GM General Motors Company	89	1.94	2.90	1.37	4.21	10.37
HII Huntington Ingalls Industries, Inc	66	0.92	1.43	1.19	0.89	2.67
LDOS Leidos Holdings, Inc.	20	-0.57	-0.62	0.91	-0.43	-1.09
PNC The PNC Financial Services Group, Inc.	81	1.77	2.40	1.31	2.23	5.07
VZ Verizon Communications Inc.	68	0.84	1.49	1.18	1.43	3.06
WMT Walmart Inc.	75	1.22	1.79	1.23	1.83	5.82

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.

The current 10T EW Static Algo 4 (2025) Sharpe ratio is 3.69 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 10T EW Static Algo 4 (2025) 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

10T EW Static Algo 4 (2025) provided a 2.49% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.49%	2.53%	2.83%	2.81%	2.53%	2.28%	2.45%	2.70%	2.96%	2.62%	5.54%	3.10%
Portfolio components:
ABBV AbbVie Inc.	2.96%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
AES The AES Corporation	4.79%	4.91%	5.36%	3.45%	2.20%	2.48%	2.44%	2.74%	3.60%	4.43%	3.79%	4.18%
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%
DUK Duke Energy Corporation	3.69%	3.60%	3.84%	4.18%	3.86%	3.72%	4.17%	4.11%	4.21%	4.15%	4.33%	4.54%
GM General Motors Company	0.81%	0.70%	0.90%	1.00%	0.54%	0.00%	0.91%	4.15%	4.54%	3.71%	4.36%	4.06%
HII Huntington Ingalls Industries, Inc	1.84%	1.60%	2.78%	1.93%	2.07%	2.46%	2.48%	1.44%	1.59%	1.07%	1.14%	1.34%
LDOS Leidos Holdings, Inc.	1.36%	0.90%	1.07%	1.35%	1.37%	1.57%	1.29%	1.35%	2.43%	1.98%	29.17%	3.41%
PNC The PNC Financial Services Group, Inc.	2.86%	3.16%	3.27%	3.94%	3.64%	2.39%	3.09%	2.63%	2.91%	1.80%	1.81%	2.11%
VZ Verizon Communications Inc.	5.75%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
WMT Walmart Inc.	0.80%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%

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 10T EW Static Algo 4 (2025). 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 10T EW Static Algo 4 (2025) was 33.00%, occurring on Mar 23, 2020. Recovery took 159 trading sessions.

The current 10T EW Static Algo 4 (2025) drawdown is 0.24%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.00%Mar 2020	1mo 2d	7mo 17d	8mo 19dFeb 2020 - Nov 2020
Bear market2022	-18.73%Oct 2022	6mo 16d	1y 2mo	1y 8moMar 2022 - Dec 2023
2015 correction2015	-18.39%Sep 2015	6mo 29d	5mo 21d	1y 15dMar 2015 - Mar 2016
2025 selloff2025	-18.03%Apr 2025	5mo 10d	2mo 25d	8mo 5dOct 2024 - Jul 2025
Rate-hike selloffLate 2018	-14.83%Dec 2018	3mo 7d	1mo 27d	5mo 4dSep 2018 - Feb 2019

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.38	2.04	1.87	1.71	1.72

The portfolio has a diversification ratio of 1.72, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

10T EW Static Algo 4 (2025) correlation to the S&P 500 Index

10T EW Static Algo 4 (2025) has a 0.60 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.77

Benchmark Correlations

Correlation vs. S&P 500 Index. PNC has the highest benchmark correlation at 0.59, while DUK has the lowest at 0.23.

DUK

0.23

0.32

0.38

0.41

0.46

0.47

0.49

0.51

0.55

PNC

0.59

Portfolio Correlations

Correlation vs. 10T EW Static Algo 4 (2025). GM has the highest portfolio correlation at 0.63, while DUK has the lowest at 0.38.

DUK

0.38

WMT

0.42

0.44

0.47

0.57

0.58

0.59

0.59

0.62

0.63

Asset Correlations Table

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

	AMD	DUK	WMT	ABBV	VZ	AES	HII	GM	LDOS	PNC
AMD	1.00	-0.02	0.14	0.12	0.06	0.21	0.16	0.27	0.21	0.24
DUK	-0.02	1.00	0.30	0.24	0.42	0.39	0.21	0.11	0.24	0.14
WMT	0.14	0.30	1.00	0.23	0.29	0.20	0.22	0.19	0.24	0.21
ABBV	0.12	0.24	0.23	1.00	0.28	0.22	0.27	0.23	0.27	0.28
VZ	0.06	0.42	0.29	0.28	1.00	0.28	0.24	0.21	0.26	0.28
AES	0.21	0.39	0.20	0.22	0.28	1.00	0.30	0.35	0.31	0.34
HII	0.16	0.21	0.22	0.27	0.24	0.30	1.00	0.36	0.49	0.41
GM	0.27	0.11	0.19	0.23	0.21	0.35	0.36	1.00	0.31	0.52
LDOS	0.21	0.24	0.24	0.27	0.26	0.31	0.49	0.31	1.00	0.38
PNC	0.24	0.14	0.21	0.28	0.28	0.34	0.41	0.52	0.38	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2013

Diversification Analysis

Find what 10T EW Static Algo 4 (2025) is missing

See which holdings overlap, where 10T EW Static Algo 4 (2025) is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification