Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Stocks, 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 Apr 3, 2020, corresponding to the inception date of CARR
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Stocks | 0.21% | -2.13% | 0.94% | 2.51% | 19.76% | 16.16% | 11.57% | — |
| Portfolio components: | ||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.80% | -0.98% | -5.43% | -4.69% | 30.55% | 22.58% | 15.84% | 21.15% |
QQQ Invesco QQQ ETF | 0.11% | -2.64% | -4.65% | -3.18% | 23.45% | 22.97% | 13.18% | 19.05% |
IUSG iShares Core S&P U.S. Growth ETF | 0.04% | -3.29% | -6.25% | -4.71% | 22.06% | 21.63% | 12.18% | 15.70% |
AAPL Apple Inc | 0.11% | -2.97% | -5.78% | -0.28% | 14.80% | 16.04% | 16.39% | 26.10% |
DTD WisdomTree U.S. Total Dividend Fund | 0.28% | -3.07% | 2.46% | 4.31% | 14.38% | 14.95% | 11.34% | 11.64% |
MSFT Microsoft Corporation | 1.11% | -7.54% | -22.60% | -27.29% | -1.52% | 10.00% | 9.94% | 22.58% |
SMH VanEck Semiconductor ETF | 0.09% | 0.32% | 8.94% | 16.35% | 83.82% | 44.85% | 26.17% | 31.69% |
TMO Thermo Fisher Scientific Inc. | -0.62% | -3.18% | -15.10% | -6.22% | 0.86% | -4.53% | 1.77% | 13.38% |
NVDA NVIDIA Corporation | 0.93% | -1.47% | -4.88% | -6.08% | 60.69% | 85.17% | 66.71% | 70.07% |
XLY Consumer Discretionary Select Sector SPDR Fund | -1.50% | -5.24% | -9.25% | -9.29% | 7.23% | 14.37% | 5.86% | 11.80% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 6, 2020, Stocks's average daily return is +0.08%, while the average monthly return is +1.57%. At this rate, your investment would double in approximately 3.7 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2020 with a return of +15.8%, while the worst month was Apr 2022 at -8.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Stocks closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.5%, while the worst single day was Jun 11, 2020 at -5.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.46% | 1.56% | -3.45% | 0.47% | 0.94% | ||||||||
| 2025 | 2.58% | -0.26% | -3.71% | -0.88% | 4.55% | 4.11% | 1.38% | 3.38% | 3.24% | 2.58% | 0.01% | -0.14% | 17.81% |
| 2024 | -0.02% | 4.10% | 2.12% | -4.08% | 4.61% | 1.89% | 2.33% | 2.67% | 1.98% | -1.54% | 5.12% | -3.94% | 15.75% |
| 2023 | 6.85% | -3.28% | 3.32% | 0.01% | 1.33% | 4.44% | 3.23% | -1.92% | -4.64% | -3.05% | 8.93% | 6.00% | 22.15% |
| 2022 | -6.26% | -1.34% | 2.55% | -8.89% | 0.78% | -6.23% | 8.84% | -3.15% | -8.27% | 7.31% | 6.51% | -5.05% | -14.30% |
| 2021 | 0.62% | 2.13% | 2.93% | 3.56% | 1.52% | 3.70% | 1.65% | 3.06% | -3.41% | 6.54% | 0.22% | 2.95% | 28.29% |
Benchmark Metrics
Stocks has an annualized alpha of 4.04%, beta of 0.85, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since April 06, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.13%) than losses (85.18%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.04% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.04%
- Beta
- 0.85
- R²
- 0.94
- Upside Capture
- 95.13%
- Downside Capture
- 85.18%
Expense Ratio
Stocks has an expense ratio of 0.13%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
Stocks ranks 60 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.34 | 0.88 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.96 | 1.37 | +0.59 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.21 | +0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.92 | 1.39 | +0.53 |
Martin ratioReturn relative to average drawdown | 9.98 | 6.43 | +3.54 |
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 | |
|---|---|---|---|---|---|---|
XLK State Street Technology Select Sector SPDR ETF | 61 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
QQQ Invesco QQQ ETF | 59 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
IUSG iShares Core S&P U.S. Growth ETF | 57 | 1.01 | 1.57 | 1.22 | 1.79 | 6.85 |
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
DTD WisdomTree U.S. Total Dividend Fund | 51 | 1.01 | 1.46 | 1.22 | 1.32 | 6.30 |
MSFT Microsoft Corporation | 35 | -0.06 | 0.11 | 1.01 | -0.05 | -0.12 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
TMO Thermo Fisher Scientific Inc. | 38 | 0.03 | 0.29 | 1.03 | 0.08 | 0.17 |
NVDA NVIDIA Corporation | 81 | 1.47 | 2.17 | 1.27 | 3.02 | 7.54 |
XLY Consumer Discretionary Select Sector SPDR Fund | 21 | 0.31 | 0.63 | 1.08 | 0.62 | 2.01 |
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Dividends
Dividend yield
Stocks provided a 2.16% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.16% | 2.21% | 2.22% | 2.10% | 2.01% | 1.66% | 2.04% | 1.90% | 2.27% | 1.86% | 2.13% | 2.06% |
| Portfolio components: | ||||||||||||
XLK State Street Technology Select Sector SPDR ETF | 0.56% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
IUSG iShares Core S&P U.S. Growth ETF | 0.57% | 0.53% | 0.59% | 1.12% | 1.07% | 0.59% | 0.93% | 1.64% | 1.32% | 1.28% | 1.48% | 1.29% |
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
DTD WisdomTree U.S. Total Dividend Fund | 1.98% | 1.99% | 2.07% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 2.66% | 2.81% |
MSFT Microsoft Corporation | 0.93% | 0.70% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
TMO Thermo Fisher Scientific Inc. | 0.36% | 0.30% | 0.30% | 0.26% | 0.22% | 0.16% | 0.19% | 0.23% | 0.30% | 0.32% | 0.43% | 0.42% |
NVDA NVIDIA Corporation | 0.02% | 0.02% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.83% | 0.79% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% |
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 Stocks. 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 Stocks was 22.06%, occurring on Oct 14, 2022. Recovery took 291 trading sessions.
The current Stocks drawdown is 3.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.06% | Dec 28, 2021 | 202 | Oct 14, 2022 | 291 | Dec 12, 2023 | 493 |
| -15.19% | Feb 20, 2025 | 34 | Apr 8, 2025 | 52 | Jun 24, 2025 | 86 |
| -7.46% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.76% | Jun 9, 2020 | 3 | Jun 11, 2020 | 22 | Jul 14, 2020 | 25 |
| -6.1% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
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 97 assets, with an effective number of assets of 89.29, 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.