LEO STANLEY JOSEPH

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc	Consumer Cyclical	5%
ASML ASML Holding N.V.	Technology	10%
BRK-A Berkshire Hathaway Inc	Financial Services	5%
COST Costco Wholesale Corporation	Consumer Defensive	5%
GOOGL Alphabet Inc Class A	Communication Services	10%
HEI-A HEICO Corporation	Industrials	5%
HESAY Hermes International SA	Consumer Cyclical	5%
MA Mastercard Inc	Financial Services	10%
MCO Moody's Corporation	Financial Services	0%
META Meta Platforms, Inc.	Communication Services	5%
MSFT Microsoft Corporation	Technology	10%
NVDA NVIDIA Corporation	Technology	5%
SPGI S&P Global Inc.	Financial Services	5%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	10%
V Visa Inc.	Financial Services	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in LEO STANLEY JOSEPH, 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 graphics...

The earliest data available for this chart is Jan 4, 2016, corresponding to the inception date of HEI-A

Returns By Period

As of Apr 10, 2026, the LEO STANLEY JOSEPH returned -0.78% Year-To-Date and 27.43% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.62%	0.64%	-0.30%	1.33%	25.06%	18.43%	10.57%	12.82%
Portfolio LEO STANLEY JOSEPH	0.49%	0.02%	-0.78%	2.30%	31.52%	30.59%	19.25%	27.43%
Portfolio components:
META Meta Platforms, Inc.	2.61%	-3.84%	-4.72%	-14.19%	7.61%	43.40%	15.18%	19.24%
GOOGL Alphabet Inc Class A	0.37%	3.73%	1.83%	32.04%	101.37%	44.50%	23.11%	23.83%
MSFT Microsoft Corporation	-0.34%	-8.06%	-22.68%	-28.29%	-3.73%	9.69%	8.73%	22.81%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.11%	5.60%	20.61%	22.54%	133.02%	62.49%	26.45%	33.80%
ASML ASML Holding N.V.	1.94%	4.72%	35.59%	48.20%	113.15%	31.19%	19.18%	31.97%
V Visa Inc.	-0.22%	-1.95%	-11.91%	-10.81%	-6.57%	11.68%	7.53%	15.57%
MA Mastercard Inc	-0.53%	-2.00%	-11.51%	-10.51%	-1.72%	12.48%	6.41%	19.05%
HEI-A HEICO Corporation	-0.33%	-3.59%	-11.43%	-10.52%	10.18%	18.91%	13.73%	24.98%
HESAY Hermes International SA	-0.09%	-7.85%	-16.65%	-14.19%	-22.04%	1.27%	12.69%	20.81%
SPGI S&P Global Inc.	-2.89%	-2.55%	-18.62%	-12.61%	-9.77%	8.67%	3.69%	17.04%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 5, 2016, LEO STANLEY JOSEPH's average daily return is +0.11%, while the average monthly return is +2.15%. At this rate, your investment would double in approximately 2.7 years.

Historically, 70% of months were positive and 30% were negative. The best month was Jan 2023 with a return of +14.7%, while the worst month was Sep 2022 at -12.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, LEO STANLEY JOSEPH closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +10.4%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.45%	-2.12%	-7.24%	5.63%									-0.78%
2025	5.79%	-1.70%	-6.47%	0.66%	10.03%	5.42%	1.39%	1.01%	5.60%	2.99%	0.07%	1.25%	28.16%
2024	6.44%	9.19%	2.97%	-3.16%	6.42%	5.03%	-1.81%	2.76%	0.92%	-1.33%	4.30%	1.11%	37.26%
2023	14.70%	-2.35%	9.33%	2.05%	6.42%	5.33%	2.30%	-0.85%	-5.47%	-0.42%	10.82%	4.88%	55.45%
2022	-5.62%	-4.64%	3.55%	-11.17%	-1.42%	-9.90%	12.76%	-7.35%	-12.11%	4.04%	13.92%	-7.40%	-25.89%
2021	-0.96%	5.42%	1.96%	8.35%	0.83%	4.39%	4.09%	2.18%	-5.35%	6.59%	1.21%	2.62%	35.31%

Benchmark Metrics

LEO STANLEY JOSEPH has an annualized alpha of 11.81%, beta of 1.13, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since January 05, 2016.

This portfolio captured 149.08% of S&P 500 Index gains but only 89.43% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 11.81% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.13 and R² of 0.86, 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: 11.81%

Beta: 1.13

R²: 0.86

Upside Capture: 149.08%

Downside Capture: 89.43%

Expense Ratio

LEO STANLEY JOSEPH 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

LEO STANLEY JOSEPH ranks 27 for risk / return — below 27% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.89	1.84	+0.05
Sortino ratio Return per unit of downside risk	2.59	2.53	+0.06
Omega ratio Gain probability vs. loss probability	1.34	1.35	-0.01
Calmar ratio Return relative to maximum drawdown	3.23	3.83	-0.60
Martin ratio Return relative to average drawdown	13.55	16.98	-3.43
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
META Meta Platforms, Inc.	39	0.21	0.59	1.07	0.66	1.62
GOOGL Alphabet Inc Class A	93	3.54	4.42	1.55	5.78	21.70
MSFT Microsoft Corporation	27	-0.16	-0.05	0.99	0.15	0.38
TSM Taiwan Semiconductor Manufacturing Company Limited	95	3.80	4.24	1.53	8.44	30.94
ASML ASML Holding N.V.	90	2.92	3.36	1.43	7.72	21.17
V Visa Inc.	23	-0.31	-0.29	0.96	-0.03	-0.06
MA Mastercard Inc	29	-0.08	0.04	1.00	0.24	0.57
HEI-A HEICO Corporation	43	0.37	0.74	1.09	0.78	2.38
HESAY Hermes International SA	13	-0.78	-0.98	0.89	-0.31	-0.74
SPGI S&P Global Inc.	22	-0.36	-0.30	0.95	-0.08	-0.20

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.

LEO STANLEY JOSEPH Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

1-Year: 1.89
5-Year: 0.89
10-Year: 1.25
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 1.86 to 2.87, 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 LEO STANLEY JOSEPH compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

LEO STANLEY JOSEPH provided a 0.59% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.59%	0.56%	0.58%	0.69%	0.74%	0.47%	0.65%	0.84%	0.94%	0.99%	0.99%	1.15%
Portfolio components:
META Meta Platforms, Inc.	0.33%	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc Class A	0.26%	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	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
TSM Taiwan Semiconductor Manufacturing Company Limited	0.91%	1.00%	1.18%	1.78%	2.49%	1.57%	1.56%	3.46%	3.64%	2.32%	2.61%	2.54%
ASML ASML Holding N.V.	0.65%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
V Visa Inc.	0.82%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
MA Mastercard Inc	0.65%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
HEI-A HEICO Corporation	0.11%	0.09%	0.11%	0.14%	0.15%	0.13%	0.14%	0.08%	0.18%	0.10%	0.25%	0.00%
HESAY Hermes International SA	1.52%	1.18%	1.13%	0.67%	0.57%	0.31%	0.46%	0.68%	0.91%	1.55%	1.81%	2.54%
SPGI S&P Global Inc.	0.91%	0.73%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%

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 graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the LEO STANLEY JOSEPH. 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 LEO STANLEY JOSEPH was 35.29%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.

The current LEO STANLEY JOSEPH drawdown is 5.43%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.29%	Nov 22, 2021	226	Oct 14, 2022	164	Jun 12, 2023	390
-29.27%	Feb 20, 2020	20	Mar 18, 2020	55	Jun 5, 2020	75
-23.01%	Aug 30, 2018	80	Dec 24, 2018	67	Apr 2, 2019	147
-18.38%	Feb 14, 2025	37	Apr 8, 2025	27	May 16, 2025	64
-13.47%	Jan 28, 2026	43	Mar 30, 2026	—	—	—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 12.50, 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.

	Benchmark	HEI-A	HESAY	COST	BRK-A	TSM	META	NVDA	AMZN	SPGI	ASML	GOOGL	V	MCO	MA	MSFT	Portfolio
Benchmark	1.00	0.49	0.46	0.52	0.61	0.60	0.62	0.64	0.64	0.64	0.67	0.69	0.66	0.68	0.67	0.74	0.89
HEI-A	0.49	1.00	0.24	0.25	0.36	0.29	0.26	0.30	0.27	0.37	0.33	0.29	0.37	0.38	0.38	0.33	0.47
HESAY	0.46	0.24	1.00	0.27	0.27	0.34	0.32	0.29	0.34	0.35	0.46	0.34	0.37	0.38	0.36	0.36	0.51
COST	0.52	0.25	0.27	1.00	0.35	0.29	0.33	0.33	0.37	0.42	0.33	0.36	0.38	0.44	0.38	0.44	0.49
BRK-A	0.61	0.36	0.27	0.35	1.00	0.26	0.27	0.24	0.28	0.47	0.31	0.34	0.49	0.49	0.50	0.36	0.47
TSM	0.60	0.29	0.34	0.29	0.26	1.00	0.44	0.62	0.46	0.36	0.66	0.48	0.38	0.39	0.38	0.50	0.73
META	0.62	0.26	0.32	0.33	0.27	0.44	1.00	0.52	0.61	0.41	0.49	0.64	0.45	0.43	0.45	0.59	0.69
NVDA	0.64	0.30	0.29	0.33	0.24	0.62	0.52	1.00	0.55	0.40	0.63	0.52	0.39	0.41	0.41	0.59	0.74
AMZN	0.64	0.27	0.34	0.37	0.28	0.46	0.61	0.55	1.00	0.42	0.50	0.65	0.45	0.45	0.46	0.65	0.71
SPGI	0.64	0.37	0.35	0.42	0.47	0.36	0.41	0.40	0.42	1.00	0.44	0.44	0.58	0.83	0.59	0.54	0.63
ASML	0.67	0.33	0.46	0.33	0.31	0.66	0.49	0.63	0.50	0.44	1.00	0.52	0.45	0.47	0.46	0.56	0.79
GOOGL	0.69	0.29	0.34	0.36	0.34	0.48	0.64	0.52	0.65	0.44	0.52	1.00	0.50	0.46	0.49	0.67	0.76
V	0.66	0.37	0.37	0.38	0.49	0.38	0.45	0.39	0.45	0.58	0.45	0.50	1.00	0.59	0.87	0.55	0.70
MCO	0.68	0.38	0.38	0.44	0.49	0.39	0.43	0.41	0.45	0.83	0.47	0.46	0.59	1.00	0.61	0.55	0.65
MA	0.67	0.38	0.36	0.38	0.50	0.38	0.45	0.41	0.46	0.59	0.46	0.49	0.87	0.61	1.00	0.56	0.71
MSFT	0.74	0.33	0.36	0.44	0.36	0.50	0.59	0.59	0.65	0.54	0.56	0.67	0.55	0.55	0.56	1.00	0.79
Portfolio	0.89	0.47	0.51	0.49	0.47	0.73	0.69	0.74	0.71	0.63	0.79	0.76	0.70	0.65	0.71	0.79	1.00

The correlation results are calculated based on daily price changes starting from Jan 5, 2016

LEO STANLEY JOSEPH

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table