10T EW Static Algo 4 (2025)

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	10%
AES The AES Corporation	Utilities	10%
AMD Advanced Micro Devices, Inc.	Technology	10%
DUK Duke Energy 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%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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.

Loading graphics...

The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 4, 2026, the 10T EW Static Algo 4 (2025) returned 4.36% Year-To-Date and 20.17% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio 10T EW Static Algo 4 (2025)	0.38%	-3.61%	4.36%	12.73%	43.99%	22.50%	13.74%	20.17%
Portfolio components:
ABBV AbbVie Inc.	-2.86%	-11.58%	-7.86%	-9.35%	7.05%	13.21%	18.43%	18.22%
AMD Advanced Micro Devices, Inc.	3.47%	7.64%	1.56%	32.08%	131.88%	31.09%	21.81%	54.37%
AES The AES Corporation	0.70%	0.07%	0.90%	0.50%	27.04%	-11.69%	-8.59%	6.22%
GM General Motors Company	-3.33%	-7.49%	-10.59%	21.17%	59.65%	27.32%	5.45%	11.56%
HII Huntington Ingalls Industries, Inc	0.84%	-9.25%	16.99%	40.59%	102.80%	26.50%	16.73%	13.27%
LDOS Leidos Holdings, Inc.	1.80%	-9.90%	-11.74%	-18.41%	14.96%	20.84%	11.92%	17.23%
PNC The PNC Financial Services Group, Inc.	1.18%	-1.01%	2.20%	8.48%	36.04%	24.06%	7.42%	13.13%
VZ Verizon Communications Inc.	0.02%	-3.52%	23.39%	17.06%	15.70%	15.58%	2.85%	4.39%
WMT Walmart Inc.	0.84%	-1.38%	13.14%	23.74%	45.43%	37.98%	24.34%	20.62%
DUK Duke Energy Corporation	1.01%	0.26%	13.77%	8.88%	10.36%	16.05%	10.77%	9.40%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, 10T EW Static Algo 4 (2025)'s average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, your investment would double in approximately 4.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Sep 2013 at -28.4%. 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 Sep 30, 2013 at -31.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.32%	2.34%	-6.00%	1.08%									4.36%
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 5.98%, beta of 0.86, and R² of 0.58 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 104.41% of S&P 500 Index gains but only 84.55% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 5.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R² of 0.58, 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: 5.98%

Beta: 0.86

R²: 0.58

Upside Capture: 104.41%

Downside Capture: 84.55%

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 91 for risk / return — in the top 91% 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	2.31	0.88	+1.43
Sortino ratio Return per unit of downside risk	3.12	1.37	+1.75
Omega ratio Gain probability vs. loss probability	1.44	1.21	+0.24
Calmar ratio Return relative to maximum drawdown	3.51	1.39	+2.12
Martin ratio Return relative to average drawdown	14.49	6.43	+8.05
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
ABBV AbbVie Inc.	44	0.19	0.44	1.06	0.28	0.62
AMD Advanced Micro Devices, Inc.	85	1.73	2.48	1.32	4.02	8.17
AES The AES Corporation	56	0.42	0.95	1.14	0.95	2.06
GM General Motors Company	84	1.52	2.40	1.31	3.44	10.11
HII Huntington Ingalls Industries, Inc	95	2.88	3.52	1.47	5.35	23.56
LDOS Leidos Holdings, Inc.	55	0.42	0.75	1.11	0.84	2.67
PNC The PNC Financial Services Group, Inc.	67	0.94	1.36	1.19	1.49	3.45
VZ Verizon Communications Inc.	64	0.79	1.35	1.17	1.22	2.79
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
DUK Duke Energy Corporation	63	0.86	1.25	1.15	1.20	2.82

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.

10T EW Static Algo 4 (2025) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.31
5-Year: 0.88
10-Year: 1.13
All Time: 0.83

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 0.98 to 1.67, 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.

Loading graphics...

Dividends

Dividend yield

10T EW Static Algo 4 (2025) provided a 2.41% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.41%	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.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
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%
AES The AES Corporation	4.92%	4.91%	5.36%	3.45%	2.20%	2.48%	2.44%	2.74%	3.60%	4.43%	3.79%	4.18%
GM General Motors Company	0.87%	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	1.38%	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.	1.05%	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.	3.16%	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.	5.54%	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.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
DUK Duke Energy Corporation	3.21%	3.60%	3.84%	4.18%	3.86%	3.72%	4.17%	4.11%	4.21%	4.15%	4.33%	4.54%

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.

Loading graphics...

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 34.43%, occurring on Oct 9, 2013. Recovery took 701 trading sessions.

The current 10T EW Static Algo 4 (2025) drawdown is 5.99%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-34.43%	Sep 19, 2013	15	Oct 9, 2013	701	Jul 22, 2016	716
-33%	Feb 20, 2020	23	Mar 23, 2020	159	Nov 5, 2020	182
-18.73%	Mar 30, 2022	136	Oct 12, 2022	294	Dec 13, 2023	430
-18.03%	Oct 30, 2024	109	Apr 8, 2025	58	Jul 2, 2025	167
-14.83%	Sep 18, 2018	68	Dec 24, 2018	37	Feb 19, 2019	105

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

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. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

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	AMD	DUK	WMT	ABBV	VZ	AES	HII	GM	LDOS	PNC	Portfolio
Benchmark	1.00	0.51	0.24	0.38	0.42	0.33	0.47	0.46	0.55	0.50	0.60	0.77
AMD	0.51	1.00	-0.01	0.14	0.13	0.06	0.21	0.17	0.27	0.22	0.24	0.56
DUK	0.24	-0.01	1.00	0.30	0.24	0.42	0.39	0.21	0.11	0.24	0.14	0.38
WMT	0.38	0.14	0.30	1.00	0.23	0.29	0.20	0.21	0.20	0.24	0.22	0.42
ABBV	0.42	0.13	0.24	0.23	1.00	0.28	0.22	0.26	0.23	0.27	0.28	0.48
VZ	0.33	0.06	0.42	0.29	0.28	1.00	0.28	0.24	0.22	0.26	0.28	0.45
AES	0.47	0.21	0.39	0.20	0.22	0.28	1.00	0.31	0.35	0.31	0.34	0.59
HII	0.46	0.17	0.21	0.21	0.26	0.24	0.31	1.00	0.36	0.49	0.42	0.59
GM	0.55	0.27	0.11	0.20	0.23	0.22	0.35	0.36	1.00	0.31	0.53	0.63
LDOS	0.50	0.22	0.24	0.24	0.27	0.26	0.31	0.49	0.31	1.00	0.39	0.59
PNC	0.60	0.24	0.14	0.22	0.28	0.28	0.34	0.42	0.53	0.39	1.00	0.62
Portfolio	0.77	0.56	0.38	0.42	0.48	0.45	0.59	0.59	0.63	0.59	0.62	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

10T EW Static Algo 4 (2025)

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