Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 19/05/2025, 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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The earliest data available for this chart is Feb 1, 2017, corresponding to the inception date of INVH
Returns By Period
| 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 19/05/2025 | 1.35% | -4.40% | 3.71% | 0.32% | 0.20% | 6.14% | 6.11% | — |
| Portfolio components: | ||||||||
AEP American Electric Power Company, Inc. | 0.77% | -0.63% | 15.97% | 18.17% | 25.66% | 17.78% | 13.22% | 10.98% |
AMT American Tower Corporation | 1.58% | -8.95% | -1.05% | -7.78% | -21.19% | -1.49% | -3.47% | 7.80% |
ARE Alexandria Real Estate Equities, Inc. | -0.14% | -18.04% | -10.27% | -46.82% | -46.55% | -25.89% | -20.58% | -3.79% |
ATO Atmos Energy Corporation | 1.88% | 1.18% | 13.36% | 12.29% | 24.40% | 22.34% | 16.86% | 12.40% |
AWK American Water Works Company, Inc. | 0.99% | 1.27% | 6.57% | 1.61% | -6.81% | 0.59% | 0.30% | 9.19% |
CAG Conagra Brands, Inc. | 1.29% | -16.60% | -7.39% | -14.39% | -36.88% | -20.88% | -11.78% | -4.36% |
CBOE Cboe Global Markets, Inc. | 3.45% | -3.55% | 15.80% | 21.68% | 29.84% | 30.74% | 25.22% | 17.47% |
CCI Crown Castle International Corp. | 4.89% | -5.83% | -3.41% | -9.01% | -17.08% | -8.88% | -9.27% | 3.99% |
CI Cigna Corporation | 1.01% | -4.65% | -1.35% | -12.21% | -18.53% | 2.91% | 4.09% | 7.72% |
CME CME Group Inc. | 2.75% | -2.37% | 14.40% | 18.58% | 18.05% | 22.20% | 12.78% | 16.60% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 2, 2017, 19/05/2025's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, your investment would double in approximately 6.2 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +11.0%, while the worst month was Mar 2020 at -9.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 19/05/2025 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.6%, while the worst single day was Mar 16, 2020 at -11.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.03% | 5.87% | -6.33% | 1.50% | 3.71% | ||||||||
| 2025 | 2.43% | 4.78% | 3.53% | -1.64% | -2.66% | 1.68% | -1.53% | 2.70% | 0.75% | -4.33% | 2.83% | -0.88% | 7.47% |
| 2024 | -1.99% | 1.34% | 3.37% | -2.70% | 2.75% | -1.75% | 7.84% | 4.17% | 1.40% | -3.79% | 2.18% | -7.36% | 4.62% |
| 2023 | 1.93% | -4.68% | 2.03% | 1.29% | -5.29% | 3.00% | 1.12% | -4.36% | -4.08% | -0.24% | 7.98% | 4.15% | 1.95% |
| 2022 | -3.35% | 0.86% | 6.05% | -3.08% | 1.21% | -4.44% | 4.72% | -2.35% | -8.83% | 6.97% | 5.32% | -2.85% | -1.12% |
| 2021 | -1.66% | -0.06% | 7.66% | 3.95% | 2.53% | -0.21% | 1.76% | 1.11% | -5.22% | 4.79% | -2.82% | 9.00% | 21.82% |
Benchmark Metrics
19/05/2025 has an annualized alpha of 3.09%, beta of 0.64, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since February 02, 2017.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (67.13%) than losses (64.23%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.09% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.64 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
- 3.09%
- Beta
- 0.64
- R²
- 0.60
- Upside Capture
- 67.13%
- Downside Capture
- 64.23%
Expense Ratio
19/05/2025 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.
Return for Risk
Risk / Return Rank
19/05/2025 ranks 5 for risk / return — in the bottom 5% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.06 | 0.88 | -0.82 |
Sortino ratioReturn per unit of downside risk | 0.17 | 1.37 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.02 | 1.21 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.39 | -1.30 |
Martin ratioReturn relative to average drawdown | 0.18 | 6.43 | -6.26 |
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 | |
|---|---|---|---|---|---|---|
AEP American Electric Power Company, Inc. | 81 | 1.49 | 2.19 | 1.28 | 3.00 | 6.80 |
AMT American Tower Corporation | 14 | -0.70 | -0.85 | 0.90 | -0.68 | -1.10 |
ARE Alexandria Real Estate Equities, Inc. | 3 | -1.19 | -1.67 | 0.77 | -0.99 | -1.65 |
ATO Atmos Energy Corporation | 81 | 1.53 | 2.05 | 1.28 | 3.43 | 6.92 |
AWK American Water Works Company, Inc. | 31 | -0.14 | -0.03 | 1.00 | -0.21 | -0.40 |
CAG Conagra Brands, Inc. | 4 | -1.33 | -1.96 | 0.78 | -0.93 | -1.39 |
CBOE Cboe Global Markets, Inc. | 79 | 1.38 | 1.89 | 1.24 | 2.93 | 7.43 |
CCI Crown Castle International Corp. | 19 | -0.54 | -0.58 | 0.93 | -0.50 | -0.95 |
CI Cigna Corporation | 18 | -0.51 | -0.48 | 0.93 | -0.61 | -1.17 |
CME CME Group Inc. | 70 | 1.06 | 1.45 | 1.19 | 2.05 | 4.03 |
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Dividends
Dividend yield
19/05/2025 provided a 2.63% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.63% | 2.67% | 2.76% | 2.70% | 2.51% | 2.28% | 3.61% | 2.15% | 2.40% | 2.03% | 2.89% | 3.11% |
| Portfolio components: | ||||||||||||
AEP American Electric Power Company, Inc. | 2.83% | 3.24% | 3.87% | 4.15% | 3.34% | 3.37% | 3.41% | 2.87% | 3.39% | 3.25% | 3.61% | 3.69% |
AMT American Tower Corporation | 3.91% | 3.87% | 3.53% | 2.99% | 2.77% | 1.78% | 2.02% | 1.64% | 1.99% | 1.84% | 2.05% | 1.87% |
ARE Alexandria Real Estate Equities, Inc. | 9.44% | 9.56% | 5.32% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% |
ATO Atmos Energy Corporation | 1.98% | 2.15% | 2.36% | 2.61% | 2.48% | 2.44% | 2.46% | 1.92% | 2.14% | 2.14% | 2.31% | 2.52% |
AWK American Water Works Company, Inc. | 2.40% | 2.49% | 2.41% | 2.10% | 1.68% | 1.25% | 1.40% | 1.59% | 1.96% | 1.77% | 2.02% | 2.23% |
CAG Conagra Brands, Inc. | 8.91% | 8.09% | 5.05% | 4.75% | 3.32% | 3.44% | 2.52% | 2.48% | 3.98% | 2.19% | 29.36% | 2.37% |
CBOE Cboe Global Markets, Inc. | 0.96% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
CCI Crown Castle International Corp. | 5.01% | 5.35% | 6.90% | 5.43% | 4.41% | 2.62% | 3.10% | 3.22% | 3.94% | 3.51% | 4.15% | 3.87% |
CI Cigna Corporation | 2.26% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
CME CME Group Inc. | 3.67% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
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 19/05/2025. 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 19/05/2025 was 32.27%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current 19/05/2025 drawdown is 4.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.27% | Feb 20, 2020 | 23 | Mar 23, 2020 | 141 | Oct 12, 2020 | 164 |
| -17.55% | Apr 21, 2022 | 365 | Oct 3, 2023 | 196 | Jul 16, 2024 | 561 |
| -12.2% | Dec 4, 2018 | 14 | Dec 24, 2018 | 33 | Feb 12, 2019 | 47 |
| -10.91% | Sep 17, 2024 | 80 | Jan 10, 2025 | 54 | Mar 31, 2025 | 134 |
| -8.34% | Jan 29, 2018 | 9 | Feb 8, 2018 | 101 | Jul 5, 2018 | 110 |
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 51 assets, with an effective number of assets of 50.61, 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.