S Thig Test 1 4Percent

Asset Allocation

Position	Category/Sector	Target Weight
GOVT iShares U.S. Treasury Bond ETF	Government Bonds	20%
GLDM SPDR Gold MiniShares Trust	Gold, Precious Metals	20%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	10%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	10%
ADP Automatic Data Processing, Inc.	Industrials	4%
IBM International Business Machines Corporation	Technology	4%
LRN Stride, Inc.	Consumer Defensive	4%
NFG National Fuel Gas Company	Energy	4%
NWG NatWest Group plc	Financial Services	4%
WMT Walmart Inc.	Consumer Defensive	4%
PAYX Paychex, Inc.	Industrials	4%
CSCO Cisco Systems, Inc.	Technology	4%
PPC Pilgrim's Pride Corporation	Consumer Defensive	4%
COST Costco Wholesale Corporation	Consumer Defensive	4%

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 S Thig Test 1 4Percent, 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio S Thig Test 1 4Percent	-0.45%	0.42%	4.42%	5.17%	8.79%	19.56%	12.98%	—
Portfolio components:
ADP Automatic Data Processing, Inc.	-1.24%	7.55%	-10.21%	-10.14%	-28.14%	4.26%	5.16%	12.50%
COST Costco Wholesale Corporation	0.30%	-3.37%	13.35%	10.14%	-3.42%	25.18%	22.05%	22.25%
CSCO Cisco Systems, Inc.	2.06%	28.56%	62.91%	59.13%	92.26%	39.53%	21.53%	19.19%
GLDM SPDR Gold MiniShares Trust	0.25%	-8.41%	0.30%	3.19%	30.55%	30.08%	17.89%	—
GOVT iShares U.S. Treasury Bond ETF	-0.11%	-0.70%	-0.44%	-0.15%	3.62%	2.77%	-0.59%	0.79%
IBM International Business Machines Corporation	-1.41%	22.22%	-3.95%	-7.98%	7.12%	31.74%	18.84%	11.34%
LRN Stride, Inc.	-3.28%	10.01%	48.98%	57.26%	-33.50%	32.84%	26.64%	23.53%
NFG National Fuel Gas Company	-1.38%	-3.99%	-4.09%	-5.13%	-5.21%	16.94%	10.37%	6.57%
NWG NatWest Group plc	0.76%	0.51%	-5.18%	0.44%	17.10%	43.71%	30.30%	15.97%
PAYX Paychex, Inc.	-1.60%	6.67%	-9.76%	-9.97%	-35.54%	-0.75%	2.11%	9.45%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 26, 2018, S Thig Test 1 4Percent's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.

Historically, 65% of months were positive and 35% were negative. The best month was Jan 2019 with a return of +7.2%, while the worst month was Sep 2022 at -6.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.

On a daily basis, S Thig Test 1 4Percent closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +4.5%, while the worst single day was Mar 16, 2020 at -5.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.82%	2.92%	-4.81%	1.04%	0.35%	-0.66%							4.42%
2025	5.19%	3.84%	0.73%	2.54%	2.37%	-0.03%	-0.85%	1.84%	2.61%	-2.04%	2.69%	-0.28%	20.00%
2024	0.51%	1.93%	4.76%	0.02%	3.55%	0.06%	5.25%	4.21%	3.16%	0.83%	3.94%	-3.06%	27.86%
2023	3.71%	-3.61%	3.42%	0.47%	-2.58%	0.54%	3.48%	-0.42%	-3.52%	1.03%	4.15%	2.77%	9.38%
2022	-3.25%	-0.61%	3.71%	-1.48%	-0.47%	-2.73%	4.00%	-2.60%	-6.70%	2.76%	6.92%	-2.75%	-3.94%
2021	-2.13%	-0.60%	5.90%	1.82%	2.64%	-0.81%	2.03%	2.92%	-2.09%	2.60%	-0.69%	5.90%	18.46%

Benchmark Metrics

S Thig Test 1 4Percent has an annualized alpha of 7.40%, beta of 0.41, and R2 of 0.57 versus S&P 500 Index. Calculated based on daily prices since June 26, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (53.52%) than losses (37.00%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 7.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 0.41 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 7.40%

Beta: 0.41

R²: 0.57

Upside Capture: 53.52%

Downside Capture: 37.00%

Expense Ratio

S Thig Test 1 4Percent has an expense ratio of 0.05%, 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.

GLDM

SPDR Gold MiniShares Trust

XLU

State Street Utilities Select Sector SPDR ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

GOVT

iShares U.S. Treasury Bond ETF

Return for Risk

Risk / Return Rank

S Thig Test 1 4Percent ranks 12 for risk / return — in the bottom 12% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 S Thig Test 1 4Percent and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.92	1.94	-1.01
Sortino ratioReturn per unit of downside risk	1.25	2.63	-1.37
Omega ratioGain probability vs. loss probability	1.17	1.35	-0.18
Calmar ratioReturn relative to maximum drawdown	1.25	2.59	-1.34
Martin ratioReturn relative to average drawdown	3.19	11.84	-8.66
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADP Automatic Data Processing, Inc.	8	-1.16	-1.68	0.80	-0.72	-1.33
COST Costco Wholesale Corporation	32	-0.18	-0.13	0.98	-0.22	-0.51
CSCO Cisco Systems, Inc.	95	3.02	3.55	1.54	6.83	19.08
GLDM SPDR Gold MiniShares Trust	34	1.15	1.54	1.23	1.53	3.85
GOVT iShares U.S. Treasury Bond ETF	29	1.02	1.54	1.17	1.27	3.66
IBM International Business Machines Corporation	47	0.18	0.53	1.07	0.23	0.50
LRN Stride, Inc.	24	-0.50	-0.16	0.96	-0.52	-0.80
NFG National Fuel Gas Company	30	-0.26	-0.24	0.97	-0.26	-0.56
NWG NatWest Group plc	57	0.55	0.97	1.11	0.71	1.80
PAYX Paychex, Inc.	6	-1.34	-1.92	0.77	-0.81	-1.27

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.

S Thig Test 1 4Percent Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 0.92
5-Year: 1.34
All Time: 1.26

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 1.59 to 2.46, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of S Thig Test 1 4Percent 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

S Thig Test 1 4Percent provided a 2.37% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.37%	2.84%	1.98%	2.33%	2.06%	1.42%	2.07%	2.09%	1.89%	1.77%	2.19%	2.83%
Portfolio components:
ADP Automatic Data Processing, Inc.	2.83%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
CSCO Cisco Systems, Inc.	1.33%	2.12%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%
GLDM SPDR Gold MiniShares Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOVT iShares U.S. Treasury Bond ETF	3.60%	3.49%	3.14%	2.65%	1.77%	0.96%	2.17%	1.98%	1.97%	1.57%	1.40%	1.25%
IBM International Business Machines Corporation	2.40%	2.27%	3.03%	4.05%	4.68%	4.74%	5.17%	4.80%	5.46%	3.85%	3.31%	3.63%
LRN Stride, 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%
NFG National Fuel Gas Company	2.80%	2.65%	3.36%	3.91%	2.97%	2.83%	4.30%	3.72%	3.30%	3.00%	2.84%	3.67%
NWG NatWest Group plc	5.51%	3.69%	4.36%	9.42%	11.57%	2.74%	4.59%	9.75%	0.91%	0.00%	0.00%	0.00%
PAYX Paychex, Inc.	4.48%	3.76%	2.73%	2.90%	2.62%	1.90%	2.66%	2.85%	3.35%	2.82%	2.89%	3.03%

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 S Thig Test 1 4Percent. 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 S Thig Test 1 4Percent was 16.55%, occurring on Mar 20, 2020. Recovery took 54 trading sessions.

The current S Thig Test 1 4Percent drawdown is 4.13%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-16.55%Mar 2020	28d	2mo 20d	3mo 18dFeb 2020 - Jun 2020
Bear market2022	-13.01%Oct 2022	5mo 24d	1y 1mo	1y 7moApr 2022 - Dec 2023
2020 pullback2020	-7.88%Sep 2020	1mo 13d	1mo 21d	3mo 4dAug 2020 - Nov 2020
2026 pullback2026	-7.08%Mar 2026	18d	—	3mo 9dMar 2026 - now
Rate-hike selloffLate 2018	-6.52%Dec 2018	20d	25d	1mo 15dDec 2018 - Jan 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 14 assets, with an effective number of assets of 8.62, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	2.27	2.07	1.97	1.87

The portfolio has a diversification ratio of 1.87, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

S Thig Test 1 4Percent correlation to the S&P 500 Index

S Thig Test 1 4Percent has a 0.43 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	0.43
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jun 26, 2018	0.64

Benchmark Correlations

Correlation vs. S&P 500 Index. CSCO has the highest benchmark correlation at 0.65, while GOVT has the lowest at -0.07.

-0.07

0.08

0.27

0.29

0.35

0.36

0.39

0.48

0.50

0.52

0.55

0.60

0.60

0.65

Portfolio Correlations

Correlation vs. S Thig Test 1 4Percent. XLP has the highest portfolio correlation at 0.70, while GOVT has the lowest at 0.18.

0.18

0.34

0.45

0.47

0.47

0.48

0.51

0.53

0.53

0.54

0.58

0.59

0.64

0.70

Asset Correlations Table

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

	GOVT	GLDM	LRN	PPC	NWG	WMT	NFG	COST	IBM	XLU	CSCO	ADP	PAYX	XLP
GOVT	1.00	0.33	-0.05	-0.06	-0.12	-0.00	-0.07	0.01	-0.11	0.15	-0.10	-0.06	-0.04	0.06
GLDM	0.33	1.00	0.01	0.06	0.10	0.05	0.07	0.06	0.02	0.16	0.03	-0.01	0.01	0.09
LRN	-0.05	0.01	1.00	0.14	0.16	0.12	0.15	0.18	0.16	0.09	0.18	0.18	0.17	0.14
PPC	-0.06	0.06	0.14	1.00	0.28	0.21	0.30	0.19	0.26	0.28	0.22	0.28	0.29	0.39
NWG	-0.12	0.10	0.16	0.28	1.00	0.12	0.28	0.15	0.36	0.20	0.31	0.28	0.28	0.25
WMT	-0.00	0.05	0.12	0.21	0.12	1.00	0.25	0.59	0.26	0.34	0.29	0.30	0.30	0.60
NFG	-0.07	0.07	0.15	0.30	0.28	0.25	1.00	0.21	0.34	0.49	0.31	0.34	0.34	0.40
COST	0.01	0.06	0.18	0.19	0.15	0.59	0.21	1.00	0.31	0.32	0.39	0.43	0.42	0.58
IBM	-0.11	0.02	0.16	0.26	0.36	0.26	0.34	0.31	1.00	0.31	0.49	0.48	0.50	0.39
XLU	0.15	0.16	0.09	0.28	0.20	0.34	0.49	0.32	0.31	1.00	0.32	0.40	0.40	0.60
CSCO	-0.10	0.03	0.18	0.22	0.31	0.29	0.31	0.39	0.49	0.32	1.00	0.50	0.50	0.41
ADP	-0.06	-0.01	0.18	0.28	0.28	0.30	0.34	0.43	0.48	0.40	0.50	1.00	0.82	0.50
PAYX	-0.04	0.01	0.17	0.29	0.28	0.30	0.34	0.42	0.50	0.40	0.50	0.82	1.00	0.51
XLP	0.06	0.09	0.14	0.39	0.25	0.60	0.40	0.58	0.39	0.60	0.41	0.50	0.51	1.00

The correlation results are calculated based on daily price changes starting from Jun 26, 2018

Diversification Analysis

Find what S Thig Test 1 4Percent is missing

See which holdings overlap, where S Thig Test 1 4Percent is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification