Top Lobbying Spenders

Asset Allocation

Position	Category/Sector	Target Weight
AMGN Amgen Inc.	Healthcare	10%
AMZN Amazon.com, Inc	Consumer Cyclical	10%
CMCSA Comcast Corporation	Communication Services	10%
GM General Motors Company	Consumer Cyclical	10%
LLY Eli Lilly and Company	Healthcare	10%
LMT Lockheed Martin Corporation	Industrials	10%
META Meta Platforms, Inc.	Communication Services	10%
MRK Merck & Co., Inc.	Healthcare	10%
NOC Northrop Grumman Corporation	Industrials	10%
PFE Pfizer Inc.	Healthcare	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 Top Lobbying Spenders, 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 13, 2012, corresponding to the inception date of PFE

Returns By Period

As of Apr 2, 2026, the Top Lobbying Spenders returned 6.37% Year-To-Date and 17.06% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio Top Lobbying Spenders	1.27%	-3.99%	6.37%	14.76%	26.63%	20.62%	14.82%	17.06%
Portfolio components:
META Meta Platforms, Inc.	1.24%	-11.30%	-12.17%	-19.12%	-0.85%	40.18%	14.34%	17.53%
GM General Motors Company	0.72%	-3.27%	-7.50%	22.87%	60.40%	28.28%	6.17%	11.72%
NOC Northrop Grumman Corporation	2.16%	-9.25%	22.63%	15.96%	38.02%	16.63%	18.58%	15.11%
AMZN Amazon.com, Inc	1.10%	1.05%	-8.77%	-4.56%	9.57%	26.80%	5.91%	21.54%
LMT Lockheed Martin Corporation	2.19%	-8.73%	28.37%	25.37%	41.43%	12.30%	13.76%	13.69%
AMGN Amgen Inc.	0.41%	-8.41%	8.68%	20.02%	18.72%	17.09%	10.65%	11.92%
LLY Eli Lilly and Company	3.78%	-6.23%	-11.03%	16.00%	19.42%	41.64%	40.20%	31.41%
PFE Pfizer Inc.	1.67%	4.73%	16.58%	8.56%	24.79%	-5.70%	0.19%	4.49%
MRK Merck & Co., Inc.	0.46%	0.27%	15.65%	36.22%	43.74%	7.58%	13.97%	12.36%
CMCSA Comcast Corporation	-1.16%	-7.93%	8.44%	4.76%	-9.16%	-2.27%	-7.49%	2.83%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 14, 2012, Top Lobbying Spenders's average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, your investment would double in approximately 3.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +14.1%, while the worst month was Feb 2020 at -8.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Top Lobbying Spenders closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +8.5%, while the worst single day was Mar 16, 2020 at -9.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.54%	1.87%	-5.87%	1.27%									6.37%
2025	2.37%	-0.07%	-3.15%	-2.26%	0.83%	3.50%	1.70%	2.66%	1.34%	1.50%	6.53%	1.93%	17.84%
2024	4.34%	5.14%	3.79%	-3.70%	3.63%	2.60%	1.79%	4.32%	-0.07%	-1.21%	-0.58%	-3.03%	17.83%
2023	2.80%	-1.43%	4.92%	3.21%	0.74%	6.24%	1.15%	1.78%	-2.84%	-0.74%	4.53%	3.67%	26.34%
2022	-3.63%	-2.60%	4.56%	-6.35%	4.94%	-5.57%	2.95%	-2.49%	-7.56%	8.90%	5.69%	-3.55%	-6.17%
2021	1.53%	-1.05%	6.65%	3.66%	1.63%	3.73%	1.13%	0.84%	-4.96%	1.58%	0.83%	5.58%	22.70%

Benchmark Metrics

Top Lobbying Spenders has an annualized alpha of 9.14%, beta of 0.82, and R² of 0.73 versus S&P 500 Index. Calculated based on daily prices since August 14, 2012.

This portfolio captured 105.56% of S&P 500 Index gains but only 65.84% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.14% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.14%

Beta: 0.82

R²: 0.73

Upside Capture: 105.56%

Downside Capture: 65.84%

Expense Ratio

Top Lobbying Spenders 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

Top Lobbying Spenders ranks 75 for risk / return — better than 75% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	1.59	0.92	+0.67
Sortino ratio Return per unit of downside risk	2.30	1.41	+0.89
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	2.84	1.41	+1.43
Martin ratio Return relative to average drawdown	10.18	6.61	+3.57
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
META Meta Platforms, Inc.	38	-0.02	0.27	1.03	0.02	0.06
GM General Motors Company	88	1.75	2.68	1.34	3.82	11.43
NOC Northrop Grumman Corporation	78	1.32	1.80	1.28	2.46	5.29
AMZN Amazon.com, Inc	49	0.27	0.65	1.08	0.49	1.17
LMT Lockheed Martin Corporation	81	1.55	1.99	1.29	2.70	6.94
AMGN Amgen Inc.	61	0.65	1.13	1.14	1.10	2.67
LLY Eli Lilly and Company	54	0.46	0.90	1.13	0.54	1.33
PFE Pfizer Inc.	69	0.94	1.46	1.18	1.66	3.73
MRK Merck & Co., Inc.	81	1.52	2.17	1.28	2.52	6.65
CMCSA Comcast Corporation	25	-0.34	-0.32	0.96	-0.37	-0.77

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.

Top Lobbying Spenders Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.59
5-Year: 0.97
10-Year: 1.02
All Time: 1.21

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 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Top Lobbying Spenders 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

Top Lobbying Spenders provided a 2.72% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.72%	2.32%	2.24%	2.00%	1.68%	1.69%	1.87%	1.99%	2.27%	2.05%	2.29%	2.15%
Portfolio components:
META Meta Platforms, Inc.	0.36%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GM General Motors Company	0.84%	0.70%	0.90%	1.00%	0.54%	0.00%	0.91%	4.15%	4.54%	3.71%	4.36%	4.06%
NOC Northrop Grumman Corporation	1.33%	1.58%	1.72%	1.57%	1.24%	1.59%	1.86%	1.50%	1.92%	1.27%	1.50%	1.64%
AMZN Amazon.com, 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%
LMT Lockheed Martin Corporation	2.19%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
AMGN Amgen Inc.	2.73%	2.91%	3.45%	2.96%	2.95%	3.13%	2.78%	2.41%	2.71%	2.65%	2.74%	1.95%
LLY Eli Lilly and Company	0.65%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
PFE Pfizer Inc.	6.02%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
CMCSA Comcast Corporation	10.34%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%

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 Top Lobbying Spenders. 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 Top Lobbying Spenders was 26.59%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Top Lobbying Spenders drawdown is 4.92%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.59%	Jan 17, 2020	45	Mar 23, 2020	53	Jun 8, 2020	98
-16.51%	Jan 12, 2022	181	Sep 30, 2022	128	Apr 5, 2023	309
-16.34%	Oct 15, 2024	120	Apr 8, 2025	121	Oct 1, 2025	241
-14.51%	Oct 2, 2018	58	Dec 24, 2018	28	Feb 5, 2019	86
-12.23%	Dec 2, 2015	49	Feb 11, 2016	47	Apr 20, 2016	96

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. 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	GM	META	NOC	AMZN	LMT	LLY	MRK	CMCSA	PFE	AMGN	Portfolio
Benchmark	1.00	0.55	0.57	0.38	0.64	0.40	0.41	0.38	0.54	0.42	0.48	0.78
GM	0.55	1.00	0.28	0.23	0.29	0.24	0.18	0.22	0.36	0.27	0.24	0.55
META	0.57	0.28	1.00	0.13	0.57	0.15	0.24	0.16	0.30	0.18	0.26	0.58
NOC	0.38	0.23	0.13	1.00	0.15	0.75	0.25	0.29	0.27	0.27	0.29	0.52
AMZN	0.64	0.29	0.57	0.15	1.00	0.16	0.24	0.17	0.32	0.20	0.28	0.58
LMT	0.40	0.24	0.15	0.75	0.16	1.00	0.24	0.29	0.29	0.30	0.30	0.53
LLY	0.41	0.18	0.24	0.25	0.24	0.24	1.00	0.46	0.23	0.44	0.44	0.57
MRK	0.38	0.22	0.16	0.29	0.17	0.29	0.46	1.00	0.29	0.52	0.48	0.57
CMCSA	0.54	0.36	0.30	0.27	0.32	0.29	0.23	0.29	1.00	0.32	0.37	0.58
PFE	0.42	0.27	0.18	0.27	0.20	0.30	0.44	0.52	0.32	1.00	0.48	0.59
AMGN	0.48	0.24	0.26	0.29	0.28	0.30	0.44	0.48	0.37	0.48	1.00	0.63
Portfolio	0.78	0.55	0.58	0.52	0.58	0.53	0.57	0.57	0.58	0.59	0.63	1.00

The correlation results are calculated based on daily price changes starting from Aug 14, 2012

Top Lobbying Spenders

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