FULL BODY TECH

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	10%
GOOGL Alphabet Inc. Class A	Communication Services	10%
TCEHY Tencent Holdings Limited	Communication Services	10%
ASML ASML Holding N.V.	Technology	10%
TXN Texas Instruments Incorporated	Technology	10%
CRM Salesforce, Inc.	Technology	10%
PDD Pinduoduo Inc.	Consumer Cyclical	10%
FTNT Fortinet, Inc.	Technology	10%
CDNS Cadence Design Systems, Inc.	Technology	10%
SNPS Synopsys, Inc.	Technology	10%

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 FULL BODY TECH, 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%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio FULL BODY TECH	0.10%	1.04%	13.08%	12.62%	26.99%	20.65%	15.69%	—
Portfolio components:
ASML ASML Holding N.V.	-1.89%	17.61%	74.80%	73.02%	146.81%	37.59%	22.97%	36.00%
CDNS Cadence Design Systems, Inc.	0.32%	9.10%	23.16%	19.10%	28.32%	17.22%	24.39%	31.77%
CRM Salesforce, Inc.	-0.34%	-0.75%	-37.06%	-36.31%	-35.16%	-6.88%	-6.82%	7.60%
FTNT Fortinet, Inc.	0.85%	20.06%	84.23%	77.94%	45.10%	27.56%	26.15%	36.02%
GOOGL Alphabet Inc. Class A	0.53%	-10.27%	15.06%	16.44%	106.51%	43.10%	24.46%	25.76%
MSFT Microsoft Corporation	0.10%	-4.36%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
PDD Pinduoduo Inc.	0.32%	-14.67%	-28.07%	-27.15%	-18.91%	1.73%	-7.73%	—
SNPS Synopsys, Inc.	-0.53%	-10.88%	-3.37%	0.21%	-8.30%	0.29%	11.53%	24.15%
TCEHY Tencent Holdings Limited	-0.20%	1.46%	-21.95%	-23.21%	-7.81%	11.40%	-2.94%	12.11%
TXN Texas Instruments Incorporated	1.35%	-2.29%	75.59%	69.78%	58.75%	22.83%	12.97%	20.39%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 26, 2018, FULL BODY TECH's average daily return is +0.10%, while the average monthly return is +2.02%. At this rate, an investment would double in approximately 2.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2022 with a return of +16.0%, while the worst month was Oct 2018 at -12.2%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, FULL BODY TECH closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -11.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.02%	-4.46%	-5.30%	13.13%	8.87%	-0.54%							13.08%
2025	4.38%	-3.52%	-4.43%	1.60%	3.84%	6.89%	3.91%	0.88%	3.57%	1.20%	-3.53%	1.77%	17.07%
2024	2.07%	4.82%	1.92%	-2.53%	5.54%	2.96%	-4.27%	0.08%	4.79%	-2.75%	4.12%	-0.50%	16.84%
2023	14.38%	-2.08%	9.73%	-3.55%	8.31%	1.61%	5.96%	-2.95%	-4.33%	-0.58%	14.93%	2.27%	49.99%
2022	-8.05%	-3.72%	-0.94%	-9.82%	2.75%	-1.91%	8.11%	-4.72%	-9.98%	-0.10%	16.00%	-6.24%	-19.72%
2021	3.00%	3.68%	-0.01%	3.70%	1.16%	4.18%	0.64%	8.63%	-5.94%	8.63%	-3.25%	0.55%	26.81%

Benchmark Metrics

FULL BODY TECH has an annualized alpha of 9.96%, beta of 1.18, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since July 26, 2018.

This portfolio captured 134.00% of S&P 500 Index gains but only 90.61% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 9.96% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 9.96%

Beta: 1.18

R²: 0.68

Upside Capture: 134.00%

Downside Capture: 90.61%

See how alpha, beta & R² have trended over time →

Expense Ratio

FULL BODY TECH 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

FULL BODY TECH ranks 17 for risk / return — in the bottom 17% 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 FULL BODY TECH 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	1.17	1.86	-0.69
Sortino ratioReturn per unit of downside risk	1.62	2.53	-0.91
Omega ratioGain probability vs. loss probability	1.21	1.34	-0.13
Calmar ratioReturn relative to maximum drawdown	1.54	2.53	-0.99
Martin ratioReturn relative to average drawdown	4.93	11.37	-6.44

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
ASML ASML Holding N.V.	95	3.27	3.70	1.45	7.83	21.08
CDNS Cadence Design Systems, Inc.	61	0.65	1.18	1.15	0.87	1.84
CRM Salesforce, Inc.	6	-0.98	-1.38	0.84	-0.95	-1.78
FTNT Fortinet, Inc.	69	0.98	1.47	1.23	1.43	2.09
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
PDD Pinduoduo Inc.	18	-0.65	-0.75	0.91	-0.52	-1.08
SNPS Synopsys, Inc.	37	-0.15	0.20	1.04	-0.20	-0.32
TCEHY Tencent Holdings Limited	30	-0.29	-0.24	0.97	-0.25	-0.52
TXN Texas Instruments Incorporated	78	1.38	2.17	1.30	1.87	3.90

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.

The current FULL BODY TECH Sharpe ratio is 1.17 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 FULL BODY TECH 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

FULL BODY TECH provided a 0.59% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.59%	0.65%	0.61%	1.12%	0.93%	0.38%	0.39%	0.53%	0.57%	0.48%	0.60%	0.58%
Portfolio components:
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
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%
CRM Salesforce, Inc.	1.28%	0.63%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTNT Fortinet, 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%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
PDD Pinduoduo 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%
SNPS Synopsys, 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%
TCEHY Tencent Holdings Limited	1.15%	0.76%	0.82%	6.67%	4.15%	0.35%	0.19%	0.23%	0.26%	0.29%	0.51%	0.21%
TXN Texas Instruments Incorporated	1.87%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%

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 FULL BODY TECH. 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 FULL BODY TECH was 35.16%, occurring on Nov 3, 2022. Recovery took 153 trading sessions.

The current FULL BODY TECH drawdown is 4.70%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-35.16%Nov 2022	11mo 21d	7mo 14d	1y 7moNov 2021 - Jun 2023
COVID crash2020	-28.73%Mar 2020	25d	1mo 23d	2mo 18dFeb 2020 - May 2020
2025 selloff2025	-21.38%Apr 2025	1mo 18d	2mo 23d	4mo 11dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-19.28%Dec 2018	3mo 11d	1mo 27d	5mo 8dSep 2018 - Feb 2019
2026 correction2026	-15.94%Mar 2026	2mo 16d	1mo 6d	3mo 22dJan 2026 - May 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 10 assets, with an effective number of assets of 10.00, 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

	1Y	3Y	5Y	All Time
Diversification Ratio	1.82	1.66	1.52	1.44

The portfolio has a diversification ratio of 1.44, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

FULL BODY TECH correlation to the S&P 500 Index

FULL BODY TECH has a 0.76 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.78
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jul 26, 2018	0.80

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.74, while PDD has the lowest at 0.35.

0.35

0.40

0.57

0.60

0.69

0.70

0.70

0.70

0.70

0.74

Portfolio Correlations

Correlation vs. FULL BODY TECH. CDNS has the highest portfolio correlation at 0.79, while TCEHY has the lowest at 0.59.

0.59

0.61

0.67

0.68

0.69

0.69

0.74

0.74

0.79

0.79

Asset Correlations Table

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

	PDD	TCEHY	FTNT	TXN	CRM	GOOGL	ASML	MSFT	SNPS	CDNS
PDD	1.00	0.57	0.25	0.29	0.31	0.33	0.35	0.32	0.31	0.31
TCEHY	0.57	1.00	0.27	0.34	0.30	0.35	0.39	0.33	0.32	0.32
FTNT	0.25	0.27	1.00	0.42	0.58	0.44	0.47	0.56	0.57	0.59
TXN	0.29	0.34	0.42	1.00	0.41	0.49	0.66	0.49	0.56	0.56
CRM	0.31	0.30	0.58	0.41	1.00	0.49	0.45	0.62	0.59	0.59
GOOGL	0.33	0.35	0.44	0.49	0.49	1.00	0.53	0.66	0.55	0.55
ASML	0.35	0.39	0.47	0.66	0.45	0.53	1.00	0.55	0.62	0.62
MSFT	0.32	0.33	0.56	0.49	0.62	0.66	0.55	1.00	0.66	0.67
SNPS	0.31	0.32	0.57	0.56	0.59	0.55	0.62	0.66	1.00	0.86
CDNS	0.31	0.32	0.59	0.56	0.59	0.55	0.62	0.67	0.86	1.00

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

Diversification Analysis

Find what FULL BODY TECH is missing

See which holdings overlap, where FULL BODY TECH is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification