Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
LRCX Lam Research Corporation | Technology | 6.67% |
CDNS Cadence Design Systems, Inc. | Technology | 6.67% |
NVO Novo Nordisk A/S | Healthcare | 6.67% |
ENOG.L Energean Oil & Gas plc | Energy | 6.67% |
STM STMicroelectronics N.V. | Technology | 6.67% |
RNECY Renesas Electronics Corp ADR | Technology | 6.67% |
ASM.AS ASM International NV | Technology | 6.67% |
CAT Caterpillar Inc. | Industrials | 6.67% |
DE Deere & Company | Industrials | 6.67% |
ABBV AbbVie Inc. | Healthcare | 6.67% |
AMAT Applied Materials, Inc. | Technology | 6.67% |
KLAC KLA Corporation | Technology | 6.67% |
ML.PA Compagnie Générale des Établissements Michelin Société en commandite par actions | Consumer Cyclical | 6.67% |
MYTHY Mytilineos Holdings SA ADR | Industrials | 6.67% |
MA Mastercard Incorporated | Financial Services | 6.67% |
Find the right asset allocation for 1
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio OptimizerPerformance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1, 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 | 0.50% | -0.17% | 8.56% | 8.85% | 22.93% | 19.37% | 11.84% | 13.61% |
Portfolio 1 | 1.24% | 11.94% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
ABBV AbbVie Inc. | 1.32% | 9.22% | 1.30% | 3.65% | 22.21% | 22.39% | 18.94% | 19.10% |
AMAT Applied Materials, Inc. | 2.64% | 30.08% | 121.28% | 119.38% | 226.52% | 60.05% | 34.02% | 38.86% |
ASM.AS ASM International NV | 4.14% | 14.63% | 93.86% | 94.48% | 93.71% | 38.91% | 29.92% | 43.95% |
CAT Caterpillar Inc. | 1.44% | 0.92% | 59.62% | 52.94% | 154.99% | 57.16% | 35.17% | 31.33% |
CDNS Cadence Design Systems, Inc. | 0.32% | 8.58% | 23.16% | 19.10% | 25.05% | 17.22% | 24.39% | 31.77% |
DE Deere & Company | 1.55% | -0.55% | 24.40% | 19.88% | 13.19% | 14.77% | 12.54% | 23.07% |
ENOG.L Energean Oil & Gas plc | -1.29% | -13.95% | -13.52% | -12.98% | -7.45% | -2.07% | 4.97% | — |
KLAC KLA Corporation | 5.55% | 37.79% | 110.02% | 113.75% | 192.78% | 75.88% | 52.93% | 45.08% |
LRCX Lam Research Corporation | 1.18% | 24.16% | 114.54% | 128.79% | 303.12% | 81.91% | 43.22% | 48.23% |
MA Mastercard Incorporated | 0.71% | -0.13% | -13.89% | -14.05% | -16.36% | 10.32% | 6.66% | 18.64% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 6, 2026, 1's average daily return is +0.38%, while the average monthly return is +7.16%. At this rate, an investment would double in approximately 0.8 years.
Historically, 80% of months were positive and 20% were negative. The best month was Apr 2026 with a return of +18.3%, while the worst month was Mar 2026 at -7.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, 1 closed higher 66% of trading days. The best single day was Jun 11, 2026 with a return of +5.7%, while the worst single day was Jun 5, 2026 at -6.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.92% | -7.25% | 18.29% | 9.72% | 8.11% | 39.14% |
Benchmark Metrics
1 has an annualized alpha of 72.09%, beta of 1.68, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since February 06, 2026.
- This portfolio captured 297.91% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -4.64%) - a profile typical of hedging or uncorrelated assets.
- This portfolio generated an annualized alpha of 72.09% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 1.68 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 72.09%
- Beta
- 1.68
- R²
- 0.69
- Upside Capture
- 297.91%
- Downside Capture
- -4.64%
Expense Ratio
1 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
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 1 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.86 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.53 | — |
| Omega ratioGain probability vs. loss probability | — | 1.34 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.53 | — |
| Martin ratioReturn relative to average drawdown | — | 11.37 | — |
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 |
|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 68 | 0.92 | 1.42 | 1.18 | 1.29 | 2.88 |
AMAT Applied Materials, Inc. | 97 | 4.65 | 4.13 | 1.59 | 10.67 | 30.41 |
ASM.AS ASM International NV | 87 | 2.09 | 2.77 | 1.34 | 3.42 | 8.30 |
CAT Caterpillar Inc. | 98 | 4.43 | 5.03 | 1.65 | 11.24 | 36.80 |
CDNS Cadence Design Systems, Inc. | 61 | 0.65 | 1.18 | 1.15 | 0.87 | 1.84 |
DE Deere & Company | 56 | 0.44 | 0.89 | 1.11 | 0.67 | 1.38 |
ENOG.L Energean Oil & Gas plc | 29 | -0.26 | -0.16 | 0.98 | -0.31 | -0.81 |
KLAC KLA Corporation | 96 | 3.93 | 3.75 | 1.54 | 8.66 | 27.54 |
LRCX Lam Research Corporation | 98 | 5.79 | 4.75 | 1.63 | 15.26 | 51.20 |
MA Mastercard Incorporated | 11 | -0.74 | -0.91 | 0.89 | -0.79 | -1.59 |
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Dividends
Dividend yield
1 provided a 1.69% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.69% | 1.87% | 1.81% | 1.82% | 2.38% | 1.23% | 1.50% | 2.19% | 3.32% | 1.69% | 2.17% | 2.47% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 2.96% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
AMAT Applied Materials, Inc. | 0.34% | 0.69% | 0.93% | 0.75% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% |
ASM.AS ASM International NV | 0.32% | 0.58% | 0.49% | 0.53% | 1.06% | 0.51% | 0.83% | 2.00% | 13.26% | 1.24% | 1.64% | 1.66% |
CAT Caterpillar Inc. | 0.66% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
CDNS Cadence Design Systems, 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% |
DE Deere & Company | 1.12% | 1.39% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% |
ENOG.L Energean Oil & Gas plc | 9.99% | 10.16% | 7.89% | 11.49% | 4.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KLAC KLA Corporation | 0.31% | 0.61% | 0.96% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% |
LRCX Lam Research Corporation | 0.28% | 0.57% | 1.19% | 0.95% | 1.53% | 0.78% | 1.04% | 1.54% | 2.79% | 1.01% | 1.28% | 1.36% |
MA Mastercard Incorporated | 0.67% | 0.53% | 0.50% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% |
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 1. 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 1 was 12.04%, occurring on Mar 30, 2026. Recovery took 10 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -12.04%Mar 2026 | 1mo 5d | 15d | 1mo 20dFeb 2026 - Apr 2026 |
2026 pullback2026 | -6.16%Jun 2026 | 0s | 6d | 6dJun 2026 - Jun 2026 |
2026 pullback2026 | -4.79%May 2026 | 4d | 3d | 7dMay 2026 - May 2026 |
2026 pullback2026 | -3.10%Apr 2026 | 1d | 2d | 3dApr 2026 - Apr 2026 |
2026 pullback2026 | -1.37%Feb 2026 | 0s | 1d | 1dFeb 2026 - Feb 2026 |
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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.59 |
The portfolio has a diversification ratio of 1.59, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
1 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 6, 2026 | 0.80 |
Benchmark Correlations
Correlation vs. S&P 500 Index. LRCX has the highest benchmark correlation at 0.70, while MYTHY has the lowest at 0.00.
Asset Correlations Table
Find what 1 is missing
See which holdings overlap, where 1 is concentrated, and which low-correlation assets could fill the gaps.
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