8-SI-Tst

Asset Allocation

Position	Category/Sector	Target Weight
COKE Coca-Cola Consolidated, Inc.	Consumer Defensive	14.29%
ARES Ares Management Corporation	Financial Services	14.29%
FCNCA First Citizens BancShares, Inc.	Financial Services	14.29%
ANET Arista Networks, Inc.	Technology	14.29%
EME EMCOR Group, Inc.	Industrials	14.29%
FIX Comfort Systems USA, Inc.	Industrials	14.29%
PWR Quanta Services, Inc.	Industrials	14.29%

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 8-SI-Tst, 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

As of Jun 9, 2026, the 8-SI-Tst returned 29.22% Year-To-Date and 40.20% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio 8-SI-Tst	0.43%	-1.05%	29.22%	26.09%	69.78%	56.98%	47.10%	40.20%
Portfolio components:
ANET Arista Networks, Inc.	1.38%	10.32%	19.36%	21.14%	60.82%	56.72%	47.39%	42.38%
ARES Ares Management Corporation	0.97%	0.49%	-20.44%	-20.82%	-24.22%	14.73%	20.40%	29.88%
COKE Coca-Cola Consolidated, Inc.	-0.61%	2.58%	16.99%	9.02%	65.74%	40.58%	33.34%	31.72%
EME EMCOR Group, Inc.	0.78%	-10.62%	34.80%	31.07%	68.85%	68.15%	45.66%	33.38%
FCNCA First Citizens BancShares, Inc.	-0.04%	6.38%	-3.15%	5.50%	12.21%	17.76%	19.48%	23.90%
FIX Comfort Systems USA, Inc.	0.44%	-5.10%	98.62%	87.34%	263.59%	127.92%	85.83%	50.73%
PWR Quanta Services, Inc.	-0.19%	-6.87%	64.46%	49.89%	92.19%	56.18%	49.77%	40.58%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 6, 2014, 8-SI-Tst's average daily return is +0.13%, while the average monthly return is +2.73%. At this rate, an investment would double in approximately 2.1 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2026 with a return of +21.3%, while the worst month was Dec 2018 at -15.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 8-SI-Tst closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +11.3%, while the worst single day was Jan 27, 2025 at -13.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.02%	6.35%	-3.16%	21.28%	-3.50%	0.17%							29.22%
2025	4.07%	-10.92%	-9.57%	7.63%	8.81%	9.58%	12.31%	0.70%	3.10%	6.41%	1.75%	-0.73%	34.85%
2024	2.08%	17.43%	5.16%	-1.66%	8.72%	0.23%	8.61%	3.63%	4.26%	0.55%	14.15%	-5.35%	72.19%
2023	5.65%	6.93%	7.28%	3.36%	5.77%	5.66%	4.98%	6.79%	-5.45%	-0.11%	9.55%	8.59%	76.33%
2022	-7.85%	-1.81%	2.86%	-10.42%	6.13%	-5.40%	15.34%	0.90%	-7.35%	15.91%	5.26%	-6.63%	2.82%
2021	0.83%	9.46%	12.17%	4.29%	7.55%	0.84%	0.74%	4.97%	-2.62%	10.41%	7.64%	6.44%	82.42%

Benchmark Metrics

8-SI-Tst has an annualized alpha of 21.29%, beta of 1.11, and R2 of 0.62 versus S&P 500 Index. Calculated based on daily prices since June 06, 2014.

This portfolio captured 170.94% of S&P 500 Index gains but only 69.33% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 21.29% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.11 and R2 of 0.62, 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: 21.29%

Beta: 1.11

R²: 0.62

Upside Capture: 170.94%

Downside Capture: 69.33%

Expense Ratio

8-SI-Tst 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

8-SI-Tst ranks 86 for risk / return — in the top 86% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 8-SI-Tst and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.79	1.94	+0.85
Sortino ratioReturn per unit of downside risk	3.54	2.63	+0.91
Omega ratioGain probability vs. loss probability	1.45	1.35	+0.10
Calmar ratioReturn relative to maximum drawdown	7.41	2.59	+4.82
Martin ratioReturn relative to average drawdown	22.84	11.84	+11.00
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ANET Arista Networks, Inc.	74	1.15	1.73	1.22	2.16	4.51
ARES Ares Management Corporation	20	-0.59	-0.62	0.92	-0.50	-0.98
COKE Coca-Cola Consolidated, Inc.	84	1.91	2.28	1.34	2.69	8.04
EME EMCOR Group, Inc.	83	1.82	2.24	1.33	2.75	6.90
FCNCA First Citizens BancShares, Inc.	53	0.44	0.75	1.10	0.51	1.10
FIX Comfort Systems USA, Inc.	98	4.98	4.89	1.65	19.28	59.72
PWR Quanta Services, Inc.	93	2.55	3.28	1.43	7.45	17.97

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.

8-SI-Tst Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.79
5-Year: 1.78
10-Year: 1.57
All Time: 1.43

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 1.59 to 2.46, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 8-SI-Tst 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

8-SI-Tst provided a 0.81% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.81%	0.68%	0.66%	0.61%	0.74%	0.54%	0.79%	0.83%	1.41%	1.07%	0.93%	1.34%
Portfolio components:
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%
ARES Ares Management Corporation	4.38%	3.29%	2.10%	2.59%	3.57%	2.31%	3.40%	3.59%	7.50%	5.65%	4.32%	6.81%
COKE Coca-Cola Consolidated, Inc.	0.56%	0.65%	1.59%	0.54%	0.20%	0.16%	0.38%	0.35%	0.56%	0.46%	0.56%	0.55%
EME EMCOR Group, Inc.	0.16%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
FCNCA First Citizens BancShares, Inc.	0.40%	0.37%	0.33%	0.27%	0.28%	0.23%	0.29%	0.30%	0.38%	0.31%	0.34%	0.46%
FIX Comfort Systems USA, Inc.	0.14%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%
PWR Quanta Services, Inc.	0.06%	0.09%	0.09%	0.15%	0.25%	0.16%	0.29%	0.42%	0.13%	0.00%	0.00%	0.00%

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 8-SI-Tst. 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 8-SI-Tst was 39.37%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current 8-SI-Tst drawdown is 6.88%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-39.37%Mar 2020	1mo 8d	5mo 13d	6mo 21dFeb 2020 - Sep 2020
2025 selloff2025	-34.49%Apr 2025	2mo 11d	3mo 20d	6mo 1dJan 2025 - Jul 2025
Bear market2022	-23.08%Jun 2022	5mo 21d	1mo 26d	7mo 17dDec 2021 - Aug 2022
Rate-hike selloffLate 2018	-22.08%Dec 2018	3mo 21d	1mo 27d	5mo 18dSep 2018 - Feb 2019
2016 bear market2016	-20.44%Feb 2016	6mo 10d	5mo 15d	11mo 25dAug 2015 - Jul 2016

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 7 assets, with an effective number of assets of 7.00, 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	10Y	All Time
Diversification Ratio	1.65	1.47	1.48	1.47	1.50

The portfolio has a diversification ratio of 1.50, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

8-SI-Tst correlation to the S&P 500 Index

8-SI-Tst has a 0.71 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	0.71
Correlation (3Y) Calculated over the trailing 3-year period	0.71
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jun 6, 2014	0.73

Benchmark Correlations

Correlation vs. S&P 500 Index. PWR has the highest benchmark correlation at 0.60, while COKE has the lowest at 0.32.

0.32

0.51

0.52

0.55

0.55

0.59

0.60

Portfolio Correlations

Correlation vs. 8-SI-Tst. EME has the highest portfolio correlation at 0.77, while COKE has the lowest at 0.46.

0.46

0.60

0.63

0.64

0.72

0.77

0.77

Asset Correlations Table

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

	COKE	ARES	ANET	FCNCA	PWR	FIX	EME
COKE	1.00	0.16	0.16	0.26	0.22	0.26	0.27
ARES	0.16	1.00	0.36	0.36	0.37	0.36	0.36
ANET	0.16	0.36	1.00	0.27	0.38	0.38	0.38
FCNCA	0.26	0.36	0.27	1.00	0.43	0.44	0.48
PWR	0.22	0.37	0.38	0.43	1.00	0.61	0.65
FIX	0.26	0.36	0.38	0.44	0.61	1.00	0.70
EME	0.27	0.36	0.38	0.48	0.65	0.70	1.00

The correlation results are calculated based on daily price changes starting from Jun 6, 2014

Diversification Analysis

Find what 8-SI-Tst is missing

See which holdings overlap, where 8-SI-Tst is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification