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Universe-Cull List
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Universe-Cull List

Currency in USD · Last updated Jun 13, 2026

Comparing stocks

Asset Allocation

2 positions 3.35%USD=X 5.70%107 positions 90.95%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
USD=X
USD Cash
5.70%
IBTF
iShares iBonds Dec 2025 Term Treasury ETF		Government Bonds
2.50%
PULS
PGIM Ultra Short Bond ETF		Ultrashort Bond
0.85%
ABBV
AbbVie Inc.		Healthcare
0.85%
AJG
Arthur J. Gallagher & Co.		Financial Services
0.85%
AMT
American Tower Corporation		Real Estate
0.85%
AMZN
Amazon.com, Inc		Consumer Cyclical
0.85%
AVDE
Avantis International Equity ETF		Foreign Large Cap Equities
0.85%
AVGO
Broadcom Inc.		Technology
0.85%
BRO
Brown & Brown, Inc.		Financial Services
0.85%
BSX
Boston Scientific Corporation		Healthcare
0.85%
CB
Chubb Limited		Financial Services
0.85%
CCEP
Coca-Cola European Partners plc		Consumer Defensive
0.85%
CLS
Celestica Inc.		Technology
0.85%
COR
Cencora Inc.		Healthcare
0.85%
COST
Costco Wholesale Corporation		Consumer Defensive
0.85%
DOCS
Doximity, Inc.		Healthcare
0.85%
DOX
Amdocs Limited		Technology
0.85%
DUOL
Duolingo, Inc.		Technology
0.85%
ELV
Elevance Health, Inc.		Healthcare
0.85%
FIX
Comfort Systems USA, Inc.		Industrials
0.85%
FLEX
Flex Ltd.		Technology
0.85%
FSLR
First Solar, Inc.		Technology
0.85%
GE
General Electric Company		Industrials
0.85%
GOOG
Alphabet Inc		Communication Services
0.85%
GS
The Goldman Sachs Group, Inc.		Financial Services
0.85%
HWM
Howmet Aerospace Inc.		Industrials
0.85%
ISRG
Intuitive Surgical, Inc.		Healthcare
0.85%
JPM
JPMorgan Chase & Co.		Financial Services
0.85%
LIF
Life360, Inc.		Technology
0.85%
LLY
Eli Lilly and Company		Healthcare
0.85%
LMT
Lockheed Martin Corporation		Industrials
0.85%
MCK
McKesson Corporation		Healthcare
0.85%
META
Meta Platforms, Inc.		Communication Services
0.85%
MGNI
Magnite, Inc.		Communication Services
0.85%
MSFT
Microsoft Corporation		Technology
0.85%
NFLX
Netflix, Inc.		Communication Services
0.85%
NVDA
NVIDIA Corporation		Technology
0.85%
PLTR
Palantir Technologies Inc.		Technology
0.85%
RSG
Republic Services, Inc.		Industrials
0.85%
TDG
TransDigm Group Incorporated		Industrials
0.85%
TRGP
Targa Resources Corp.		Energy
0.85%
WMB
The Williams Companies, Inc.		Energy
0.85%
WMT
Walmart Inc.		Consumer Defensive
0.85%
WRB
W. R. Berkley Corporation		Financial Services
0.85%
XOM
Exxon Mobil Corporation		Energy
0.85%
RMD
ResMed Inc.		Healthcare
0.85%
TPC
Tutor Perini Corporation		Industrials
0.85%
ROAD
Construction Partners, Inc.		Industrials
0.85%
GD
General Dynamics Corporation
0.85%
NTNX
Nutanix, Inc.		Technology
0.85%
APH
Amphenol Corporation		Technology
0.85%
QUBT
Quantum Computing, Inc.		Technology
0.85%
PWR
Quanta Services, Inc.		Industrials
0.85%
MPWR
Monolithic Power Systems, Inc.		Technology
0.85%
USFD
US Foods Holding Corp.		Consumer Defensive
0.85%
PFGC
Performance Food Group Company		Consumer Defensive
0.85%
CASY
Casey's General Stores, Inc.		Consumer Defensive
0.85%
IBKR
Interactive Brokers Group, Inc.		Financial Services
0.85%
BAM
Brookfield Asset Management Ltd.		Financial Services
0.85%
HLI
Houlihan Lokey, Inc.		Financial Services
0.85%
CAH
Cardinal Health, Inc.		Healthcare
0.85%
AXON
Axon Enterprise, Inc.		Industrials
0.85%
ANET
Arista Networks, Inc.		Technology
0.85%
MSI
Motorola Solutions, Inc.		Technology
0.85%
DELL
Dell Technologies Inc.		Technology
0.85%
PANW
Palo Alto Networks, Inc.		Technology
0.85%
NOW
ServiceNow, Inc		Technology
0.85%
KLAC
KLA Corporation		Technology
0.85%
TMO
Thermo Fisher Scientific Inc.		Healthcare
0.85%
LRN
Stride, Inc.		Consumer Defensive
0.85%
ULS
UL Solutions Inc		Industrials
0.85%
FTAI
Fortress Transportation and Infrastructure Investors LLC		Industrials
0.85%
CW
Curtiss-Wright Corporation		Industrials
0.85%
CTAS
Cintas Corporation		Industrials
0.85%
FTNT
Fortinet, Inc.		Technology
0.85%
SNPS
Synopsys, Inc.		Technology
0.85%
CDNS
Cadence Design Systems, Inc.		Technology
0.85%
CRWD
CrowdStrike Holdings, Inc.		Technology
0.85%
NET
Cloudflare, Inc.		Technology
0.85%
ALAB
Astera Labs, Inc.		Technology
0.85%
RELX
RELX PLC		Communication Services
0.85%
ZS
Zscaler, Inc.		Technology
0.85%
TSSI
TSS, Inc		Technology
0.85%
ATI
Allegheny Technologies Incorporated		Industrials
0.85%
AGX
Argan, Inc.		Industrials
0.85%
RKLB
Rocket Lab USA, Inc.		Industrials
0.85%
ODD
ODDITY Tech Ltd. Class A Ordinary Shares		Technology
0.85%
TSM
Taiwan Semiconductor Manufacturing Company Limited		Technology
0.85%
RBLX
Roblox Corporation		Communication Services
0.85%
RBRK
Rubrik, Inc.		Technology
0.85%
ECL
Ecolab Inc.		Basic Materials
0.85%
MAR
Marriott International, Inc.		Consumer Cyclical
0.85%
APO
Apollo Global Management, Inc.		Financial Services
0.85%
GILD
Gilead Sciences, Inc.		Healthcare
0.85%
URI
United Rentals, Inc.		Industrials
0.85%
TRMB
Trimble Inc.		Technology
0.85%
ADSK
Autodesk, Inc.		Technology
0.85%
CRDO
Credo Technology Group Holding Ltd		Technology
0.85%
BJRI
BJ's Restaurants, Inc.		Consumer Cyclical
0.85%
ARMK
Aramark		Consumer Cyclical
0.85%
GHC
Graham Holdings Company		Consumer Defensive
0.85%
UVV
Universal Corporation		Consumer Defensive
0.85%
INGR
Ingredion Incorporated		Consumer Defensive
0.85%
TAK
Takeda Pharmaceutical Company Limited		Healthcare
0.85%
ORI
Old Republic International Corporation		Financial Services
0.85%
UNM
Unum Group		Financial Services
0.85%
ACM
AECOM		Industrials
0.85%
JBL
Jabil Inc.		Technology
0.85%
JNPR
Juniper Networks, Inc.		Technology
0.85%

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for Universe-Cull List

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Universe-Cull List, 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.

Loading charts...

Returns By Period

Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Universe-Cull List
0.00%5.68%14.54%14.45%27.21%———
Portfolio components:
ABBV
AbbVie Inc.		1.32%8.24%1.30%3.65%23.06%22.39%18.94%19.10%
ACM
AECOM		0.76%-1.67%-25.95%-28.58%-36.69%-5.34%2.52%8.79%
ADSK
Autodesk, Inc.		-3.47%-16.14%-32.97%-33.33%-32.08%-2.38%-6.49%13.54%
AGX
Argan, Inc.		2.89%-11.16%105.22%101.00%195.82%154.34%71.15%35.01%
AJG
Arthur J. Gallagher & Co.		-1.00%9.74%-14.95%-13.82%-30.16%2.53%9.77%18.56%
ALAB
Astera Labs, Inc.		-0.09%57.79%120.70%146.66%309.17%———
AMT
American Tower Corporation		-0.18%10.75%8.71%6.65%-9.49%3.15%-3.91%8.47%
AMZN
Amazon.com, Inc		-1.23%-9.69%3.35%5.46%12.47%23.49%7.35%20.83%
ANET
Arista Networks, Inc.		4.37%14.98%24.58%30.84%76.76%57.04%48.31%43.12%
APH
Amphenol Corporation		0.88%23.04%14.03%19.47%67.47%57.45%36.37%27.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 6, 2024, Universe-Cull List's average daily return is +0.12%, while the average monthly return is +3.53%. At this rate, an investment would double in approximately 1.7 years.

Historically, 76% of months were positive and 24% were negative. The best month was Nov 2024 with a return of +18.8%, while the worst month was Mar 2025 at -4.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Universe-Cull List closed higher 40% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Dec 19, 2024 at -9.2%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.09%1.02%-4.29%9.23%7.48%-0.19%14.54%
20255.13%-1.90%-4.93%4.14%12.41%8.26%1.58%1.10%4.60%0.63%-2.22%-0.94%30.13%
20242.26%3.00%5.42%3.79%2.89%18.84%9.75%54.67%

Benchmark Metrics

Universe-Cull List has an annualized alpha of 30.47%, beta of 0.97, and R2 of 0.60 versus S&P 500 Index. Calculated based on daily prices since June 06, 2024.

  • This portfolio captured 166.67% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -28.15%) - a profile typical of hedging or uncorrelated assets.
  • This portfolio generated an annualized alpha of 30.47% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.97 and R2 of 0.60, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
Alpha
30.47%
Beta
0.97
R²
0.60
Upside Capture
166.67%
Downside Capture
-28.15%
See how alpha, beta & R² have trended over time →

Expense Ratio

Universe-Cull List has an expense ratio of 0.00%, 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.

AVDE
Avantis International Equity ETF
PULS
PGIM Ultra Short Bond ETF
IBTF
iShares iBonds Dec 2025 Term Treasury ETF

Return for Risk

Risk / Return Rank

Universe-Cull List ranks 46 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Universe-Cull List Risk / Return Rank: 4646
Overall Rank
Universe-Cull List Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
Universe-Cull List Sortino Ratio Rank: 4949
Sortino Ratio Rank
Universe-Cull List Omega Ratio Rank: 3939
Omega Ratio Rank
Universe-Cull List Calmar Ratio Rank: 6060
Calmar Ratio Rank
Universe-Cull List Martin Ratio Rank: 3939
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 Universe-Cull List 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.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.90

1.86

+0.04

Sortino ratioReturn per unit of downside risk

2.69

2.53

+0.16

Omega ratioGain probability vs. loss probability

1.33

1.34

-0.01

Calmar ratioReturn relative to maximum drawdown

3.00

2.53

+0.47

Martin ratioReturn relative to average drawdown

9.62

11.37

-1.75

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBV
AbbVie Inc.
67
0.921.421.181.292.88
ACM
AECOM
7
-1.15-1.510.78-0.76-1.46
ADSK
Autodesk, Inc.
6
-1.00-1.370.83-0.86-1.88
AGX
Argan, Inc.
94
2.593.241.417.6821.89
AJG
Arthur J. Gallagher & Co.
8
-1.12-1.490.81-0.76-1.30
ALAB
Astera Labs, Inc.
91
3.033.061.394.849.53
AMT
American Tower Corporation
26
-0.42-0.440.95-0.38-0.54
AMZN
Amazon.com, Inc
53
0.400.761.090.551.29
ANET
Arista Networks, Inc.
77
1.321.901.242.505.20
APH
Amphenol Corporation
79
1.541.981.282.275.85

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. Learn how to interpret the Sharpe ratio.

The current Universe-Cull List Sharpe ratio is 1.90 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 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 Universe-Cull List compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

Universe-Cull List provided a 0.98% dividend yield over the last twelve months.

PositionTTM20252024202320222021202020192018201720162015
Portfolio0.98%1.02%1.20%1.12%1.11%1.05%1.22%1.35%1.34%1.12%1.53%2.01%
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%
ACM
AECOM		1.63%1.09%0.82%0.78%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ADSK
Autodesk, 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%
AGX
Argan, Inc.		0.29%0.52%0.93%2.24%2.71%1.94%7.31%2.49%1.98%4.44%1.42%2.16%
AJG
Arthur J. Gallagher & Co.		1.23%1.00%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%
ALAB
Astera Labs, 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%
AMT
American Tower Corporation		3.73%3.87%3.53%2.99%2.77%1.78%2.02%1.64%1.99%1.84%2.05%1.87%
AMZN
Amazon.com, 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%
ANET
Arista Networks, 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%
APH
Amphenol Corporation		0.54%0.55%0.79%1.07%1.06%0.89%0.80%0.89%1.09%0.80%0.86%1.01%

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.

Loading charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the Universe-Cull List. 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 Universe-Cull List was 17.61%, occurring on Apr 8, 2025. Recovery took 34 trading sessions.

The current Universe-Cull List drawdown is 1.19%.

Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-17.61%Apr 2025
1mo 26d1mo 4d
3moFeb 2025 - May 2025
2024 pullback2024
-9.15%Dec 2024
0s1mo 5d
1mo 5dDec 2024 - Jan 2025
2026 pullback2026
-9.08%Mar 2026
5mo 3d16d
5mo 19dOct 2025 - Apr 2026
2024 pullback2024
-7.30%Aug 2024
19d10d
29dJul 2024 - Aug 2024
2024 pullback2024
-4.68%Sep 2024
3d10d
13dSep 2024 - Sep 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 110 assets, with an effective number of assets of 85.64, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio
1Y
All Time
Diversification Ratio

2.66

2.10

The portfolio has a diversification ratio of 2.10, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

Universe-Cull List correlation to the S&P 500 Index

Universe-Cull List has a 0.86 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

0.86

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2024

0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. GS has the highest benchmark correlation at 0.68, while IBTF has the lowest at -0.04.

IBTF
-0.04
AMT
-0.01
USD=X
0.00
XOM
0.01
CB
0.04
COR
0.06
LMT
0.07
WRB
0.08
MCK
0.08
AJG
0.09
RSG
0.10
UVV
0.10
BRO
0.11
CCEP
0.13
ABBV
0.14
PULS
0.15
ELV
0.16
GILD
0.17
WMT
0.18
INGR
0.18
TAK
0.19
CAH
0.21
ORI
0.21
TRGP
0.21
JNPR
0.21
WMB
0.21
LRN
0.27
COST
0.27
CASY
0.28
BSX
0.30
ODD
0.30
LLY
0.32
FSLR
0.32
RELX
0.32
GD
0.33
UNM
0.33
DUOL
0.35
PFGC
0.35
MSI
0.36
BJRI
0.36
RMD
0.36
TMO
0.37
NFLX
0.37
RBLX
0.38
QUBT
0.38
MGNI
0.38
DOX
0.38
NTNX
0.38
ULS
0.39
TSSI
0.39
DOCS
0.40
USFD
0.40
CTAS
0.41
RBRK
0.41
NOW
0.41
TDG
0.42
FTNT
0.43
ARMK
0.44
AGX
0.44
GHC
0.45
AXON
0.45
ALAB
0.46
PANW
0.46
ZS
0.46
ECL
0.46
FTAI
0.47
NET
0.48
RKLB
0.49
CRWD
0.50
LIF
0.50
HWM
0.51
ADSK
0.51
CRDO
0.51
JPM
0.52
ACM
0.52
ROAD
0.53
CLS
0.53
PLTR
0.53
TPC
0.54
HLI
0.54
CW
0.54
APO
0.54
GE
0.54
ATI
0.55
URI
0.55
DELL
0.55
MAR
0.56
PWR
0.57
META
0.57
ISRG
0.58
IBKR
0.59
MSFT
0.59
ANET
0.59
GOOG
0.60
FLEX
0.60
JBL
0.62
APH
0.62
TSM
0.63
FIX
0.63
AVGO
0.64
SNPS
0.64
MPWR
0.64
AMZN
0.64
KLAC
0.65
NVDA
0.66
TRMB
0.66
BAM
0.66
CDNS
0.67
AVDE
0.68
GS
0.68

Portfolio Correlations

Correlation vs. Universe-Cull List. FIX has the highest portfolio correlation at 0.62, while IBTF has the lowest at -0.01.

IBTF
-0.01
AMT
-0.00
USD=X
0.00
XOM
0.01
CB
0.02
UVV
0.07
RSG
0.08
ABBV
0.08
WRB
0.08
ELV
0.09
MCK
0.09
CCEP
0.09
LMT
0.10
BRO
0.11
COR
0.11
GILD
0.12
INGR
0.12
WMT
0.13
AJG
0.15
TAK
0.15
COST
0.17
JNPR
0.18
PULS
0.19
ORI
0.20
TRGP
0.22
WMB
0.23
CAH
0.25
LLY
0.25
CASY
0.25
BSX
0.26
TMO
0.26
FSLR
0.30
RELX
0.31
GD
0.32
MSI
0.32
RMD
0.32
NFLX
0.32
DOX
0.32
LRN
0.33
ODD
0.33
UNM
0.33
GHC
0.34
BJRI
0.34
CTAS
0.35
PFGC
0.35
ECL
0.37
GOOG
0.37
USFD
0.38
ARMK
0.39
DOCS
0.40
TDG
0.41
MGNI
0.41
META
0.41
ULS
0.42
RBLX
0.42
JPM
0.43
NOW
0.43
NTNX
0.44
AMZN
0.45
FTNT
0.45
MAR
0.45
AGX
0.46
PANW
0.46
DUOL
0.46
TSSI
0.46
FTAI
0.47
MSFT
0.47
ACM
0.48
NVDA
0.48
URI
0.49
ALAB
0.49
LIF
0.49
TPC
0.50
RBRK
0.50
APO
0.50
HLI
0.51
ZS
0.51
QUBT
0.51
HWM
0.51
ADSK
0.52
AVGO
0.52
DELL
0.52
MPWR
0.53
AXON
0.53
CLS
0.53
ISRG
0.53
ATI
0.53
GE
0.53
CRWD
0.53
ROAD
0.54
CRDO
0.54
KLAC
0.54
PLTR
0.55
NET
0.55
TSM
0.55
AVDE
0.56
PWR
0.56
APH
0.57
SNPS
0.57
RKLB
0.57
ANET
0.57
CW
0.57
JBL
0.58
FLEX
0.58
IBKR
0.58
BAM
0.60
CDNS
0.60
GS
0.61
TRMB
0.61
FIX
0.62

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
The correlation results are calculated based on daily price changes starting from Jun 6, 2024
Diversification Analysis

Find what Universe-Cull List is missing

See which holdings overlap, where Universe-Cull List is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification