TEST

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

TEST

Asset Allocation

Position	Category/Sector	Target Weight
AEM Agnico Eagle Mines Limited	Basic Materials	10%
CHTR Charter Communications, Inc.	Communication Services	10%
COKE Coca-Cola Consolidated, Inc.	Consumer Defensive	10%
EIX Edison International	Utilities	10%
EME EMCOR Group, Inc.	Industrials	10%
HIG The Hartford Financial Services Group, Inc.	Financial Services	10%
MELI MercadoLibre, Inc.	Consumer Cyclical	10%
NVDA NVIDIA Corporation	Technology	10%
OKE ONEOK, Inc.	Energy	10%
UNH UnitedHealth Group Incorporated	Healthcare	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 5, 2010, corresponding to the inception date of CHTR

Returns By Period

As of Jun 2, 2025, the TEST returned 4.52% Year-To-Date and 27.78% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
TEST	4.52%	3.12%	-5.97%	22.01%	29.39%	27.78%
Portfolio components:
NVDA NVIDIA Corporation	0.63%	18.02%	-2.24%	23.29%	72.93%	73.75%
CHTR Charter Communications, Inc.	15.61%	2.93%	-0.18%	38.02%	-6.25%	8.58%
HIG The Hartford Financial Services Group, Inc.	19.21%	3.33%	6.21%	27.69%	27.96%	14.47%
UNH UnitedHealth Group Incorporated	-40.06%	-24.51%	-50.12%	-38.08%	1.25%	11.68%
MELI MercadoLibre, Inc.	50.74%	12.39%	29.12%	48.55%	24.60%	33.40%
COKE Coca-Cola Consolidated, Inc.	-5.55%	0.13%	-8.76%	21.60%	41.20%	28.86%
EME EMCOR Group, Inc.	4.08%	9.69%	-7.39%	21.70%	47.85%	26.50%
OKE ONEOK, Inc.	-17.59%	-1.11%	-27.17%	4.44%	22.54%	14.29%
AEM Agnico Eagle Mines Limited	52.01%	6.54%	40.83%	76.00%	18.17%	16.48%
EIX Edison International	-28.47%	1.40%	-34.92%	-24.20%	2.69%	3.67%

*Annualized

Monthly Returns

The table below presents the monthly returns of TEST, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	0.30%	1.81%	0.12%	0.18%	2.05%	0.00%							4.52%
2024	1.56%	4.94%	6.50%	-1.92%	11.34%	0.81%	8.80%	7.41%	0.35%	-0.18%	9.95%	-10.04%	44.68%
2023	10.96%	0.91%	2.24%	4.38%	-0.79%	4.41%	6.87%	2.16%	-4.41%	0.00%	9.94%	3.66%	47.21%
2022	-6.91%	0.06%	6.24%	-10.86%	2.47%	-9.05%	5.95%	-2.23%	-10.13%	13.84%	9.03%	-4.11%	-8.89%
2021	-1.11%	-0.45%	8.75%	5.92%	5.13%	2.22%	0.40%	4.89%	-4.06%	5.82%	1.69%	4.88%	38.94%
2020	0.52%	-10.00%	-19.16%	18.14%	11.95%	-0.05%	7.34%	5.97%	-4.42%	2.60%	12.62%	4.85%	27.34%
2019	12.60%	6.13%	6.48%	2.79%	-2.15%	8.82%	1.81%	3.67%	-2.20%	1.69%	5.06%	3.65%	59.19%
2018	7.93%	-6.61%	-1.61%	-0.35%	-1.51%	2.28%	3.78%	1.51%	1.10%	-4.84%	0.13%	-9.02%	-8.09%
2017	4.13%	-0.46%	3.30%	3.54%	6.06%	0.19%	7.45%	-0.38%	-0.76%	2.80%	1.70%	-0.40%	30.30%
2016	-2.75%	5.56%	9.24%	5.81%	3.63%	7.45%	3.54%	2.30%	5.22%	-1.87%	7.20%	4.86%	62.40%
2015	1.15%	5.90%	0.99%	1.33%	0.28%	-0.38%	0.29%	-1.57%	0.97%	7.04%	0.58%	-2.85%	14.16%
2014	0.06%	6.41%	0.90%	0.64%	-0.59%	6.20%	-4.13%	8.60%	-5.79%	6.67%	2.47%	-1.39%	20.66%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

TEST 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, TEST is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
NVDA NVIDIA Corporation	0.40	0.82	1.10	0.48	1.17
CHTR Charter Communications, Inc.	0.95	1.91	1.24	0.69	4.41
HIG The Hartford Financial Services Group, Inc.	1.19	1.87	1.28	2.36	5.92
UNH UnitedHealth Group Incorporated	-0.86	-0.92	0.83	-0.66	-1.99
MELI MercadoLibre, Inc.	1.22	1.77	1.24	2.25	5.78
COKE Coca-Cola Consolidated, Inc.	0.67	1.03	1.15	1.00	2.61
EME EMCOR Group, Inc.	0.51	0.85	1.13	0.55	1.36
OKE ONEOK, Inc.	0.14	0.45	1.07	0.20	0.45
AEM Agnico Eagle Mines Limited	2.23	2.72	1.38	4.46	15.04
EIX Edison International	-0.78	-0.71	0.89	-0.48	-0.91

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.

TEST Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 1.11
5-Year: 1.49
10-Year: 1.36
All Time: 1.24

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 0.59 to 1.12, 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 TEST compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

TEST provided a 2.17% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.17%	1.45%	2.14%	1.85%	1.68%	2.01%	1.66%	2.06%	1.68%	1.43%	2.14%	1.49%
Portfolio components:
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
CHTR Charter Communications, 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%
HIG The Hartford Financial Services Group, Inc.	1.93%	1.76%	2.17%	2.08%	2.08%	2.65%	1.97%	2.47%	1.67%	1.80%	1.79%	1.58%
UNH UnitedHealth Group Incorporated	2.78%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
MELI MercadoLibre, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.19%	0.38%	0.36%	0.52%
COKE Coca-Cola Consolidated, Inc.	4.62%	1.94%	4.90%	1.51%	0.16%	0.38%	3.52%	4.37%	2.56%	1.82%	1.78%	1.14%
EME EMCOR Group, Inc.	0.21%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%
OKE ONEOK, Inc.	5.00%	3.94%	5.44%	5.69%	6.36%	9.74%	4.66%	6.01%	5.09%	4.28%	9.85%	4.27%
AEM Agnico Eagle Mines Limited	1.36%	2.05%	2.92%	3.08%	2.63%	1.35%	1.10%	1.09%	0.89%	0.86%	1.22%	1.29%
EIX Edison International	5.78%	2.93%	4.19%	4.46%	3.94%	4.10%	3.28%	4.28%	4.39%	2.75%	2.93%	2.26%

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 TEST. 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 TEST was 41.02%, occurring on Mar 18, 2020. Recovery took 96 trading sessions.

The current TEST drawdown is 6.47%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.02%	Feb 21, 2020	19	Mar 18, 2020	96	Aug 4, 2020	115
-26.21%	May 2, 2011	108	Oct 3, 2011	213	Aug 7, 2012	321
-24.53%	Mar 30, 2022	124	Sep 26, 2022	84	Jan 26, 2023	208
-20.32%	Jan 29, 2018	229	Dec 24, 2018	44	Feb 28, 2019	273
-16.05%	Nov 27, 2024	88	Apr 7, 2025	—	—	—

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 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.

Asset Correlations Table

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

	^GSPC	AEM	COKE	EIX	CHTR	UNH	NVDA	MELI	OKE	HIG	EME	Portfolio
^GSPC	1.00	0.15	0.39	0.38	0.44	0.48	0.61	0.54	0.54	0.61	0.64	0.82
AEM	0.15	1.00	0.07	0.16	0.07	0.07	0.10	0.12	0.16	0.06	0.10	0.36
COKE	0.39	0.07	1.00	0.24	0.22	0.21	0.22	0.22	0.21	0.32	0.34	0.50
EIX	0.38	0.16	0.24	1.00	0.24	0.27	0.13	0.17	0.35	0.32	0.25	0.45
CHTR	0.44	0.07	0.22	0.24	1.00	0.24	0.25	0.29	0.25	0.30	0.26	0.49
UNH	0.48	0.07	0.21	0.27	0.24	1.00	0.23	0.23	0.28	0.35	0.31	0.48
NVDA	0.61	0.10	0.22	0.13	0.25	0.23	1.00	0.45	0.27	0.28	0.38	0.61
MELI	0.54	0.12	0.22	0.17	0.29	0.23	0.45	1.00	0.30	0.28	0.36	0.63
OKE	0.54	0.16	0.21	0.35	0.25	0.28	0.27	0.30	1.00	0.41	0.44	0.59
HIG	0.61	0.06	0.32	0.32	0.30	0.35	0.28	0.28	0.41	1.00	0.51	0.60
EME	0.64	0.10	0.34	0.25	0.26	0.31	0.38	0.36	0.44	0.51	1.00	0.66
Portfolio	0.82	0.36	0.50	0.45	0.49	0.48	0.61	0.63	0.59	0.60	0.66	1.00

The correlation results are calculated based on daily price changes starting from Jan 6, 2010

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

TEST

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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