Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид

Asset Allocation

Position	Category/Sector	Target Weight
CE Celanese Corporation	Basic Materials	6.67%
CI Cigna Corporation	Healthcare	6.67%
FDX FedEx Corporation	Industrials	6.67%
GM General Motors Company	Consumer Cyclical	6.67%
HPQ HP Inc.	Technology	6.67%
INTC Intel Corporation	Technology	6.67%
LEA Lear Corporation	Consumer Cyclical	6.67%
MAN ManpowerGroup Inc.	Industrials	6.67%
NUE Nucor Corporation	Basic Materials	6.67%
PRU Prudential Financial, Inc.	Financial Services	6.67%
TAP Molson Coors Brewing Company	Consumer Defensive	6.67%
TSN Tyson Foods, Inc.	Consumer Defensive	6.67%
URI United Rentals, Inc.	Industrials	6.67%
WBA Walgreens Boots Alliance, Inc.	Healthcare	6.67%
WHR Whirlpool Corporation	Consumer Cyclical	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид, 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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The earliest data available for this chart is Nov 18, 2010, corresponding to the inception date of GM

Returns By Period

As of Apr 9, 2026, the Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид returned 6.82% Year-To-Date and 7.96% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	2.51%	-0.19%	-0.92%	0.43%	36.13%	18.22%	10.44%	12.72%
Portfolio Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид	2.70%	4.95%	6.82%	10.10%	32.67%	4.93%	0.81%	7.96%
Portfolio components:
NUE Nucor Corporation	5.14%	7.85%	12.06%	33.06%	78.36%	9.35%	19.61%	17.02%
INTC Intel Corporation	11.42%	29.33%	59.76%	57.49%	225.15%	22.56%	-1.03%	8.86%
HPQ HP Inc.	1.50%	1.41%	-13.84%	-28.13%	-9.30%	-10.09%	-7.28%	8.16%
CE Celanese Corporation	0.28%	23.91%	50.87%	49.73%	70.47%	-14.43%	-14.59%	1.40%
CI Cigna Corporation	1.21%	2.93%	1.40%	-8.51%	-9.69%	3.43%	4.30%	8.88%
FDX FedEx Corporation	4.60%	3.41%	29.80%	57.07%	92.72%	19.67%	7.51%	10.34%
GM General Motors Company	5.47%	2.74%	-5.41%	36.66%	82.49%	31.79%	5.79%	12.39%
WBA Walgreens Boots Alliance, Inc.	—	—	—	—	—	—	—	—
PRU Prudential Financial, Inc.	-0.77%	0.75%	-13.22%	-3.53%	7.02%	10.45%	5.44%	8.01%
WHR Whirlpool Corporation	2.99%	-4.39%	-21.12%	-25.27%	-23.25%	-19.11%	-21.08%	-7.44%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 19, 2010, Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2020 with a return of +18.8%, while the worst month was Mar 2020 at -18.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -12.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.77%	-0.06%	-2.73%	3.89%									6.82%
2025	0.79%	-0.04%	-2.22%	-7.84%	1.27%	5.48%	-1.72%	8.07%	-2.05%	-0.89%	3.81%	1.23%	5.08%
2024	-2.43%	2.91%	7.93%	-10.42%	1.25%	-2.76%	4.10%	-3.22%	-0.52%	-3.18%	3.97%	-8.77%	-12.02%
2023	10.41%	-2.89%	-2.25%	-0.88%	-5.31%	12.44%	5.30%	-4.25%	-3.72%	-5.93%	8.13%	10.18%	20.33%
2022	-3.35%	-0.43%	0.45%	-3.74%	2.23%	-11.95%	9.28%	-7.05%	-13.44%	13.47%	8.27%	-7.33%	-16.17%
2021	3.35%	7.37%	12.11%	3.70%	3.98%	-4.72%	-2.00%	1.32%	-5.19%	3.52%	-1.60%	8.42%	32.88%

Benchmark Metrics

Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид has an annualized alpha of -1.48%, beta of 1.10, and R² of 0.74 versus S&P 500 Index. Calculated based on daily prices since November 19, 2010.

This portfolio participated in 120.63% of S&P 500 Index downside but only 112.99% of its upside — more exposed to losses than it benefited from rallies.
With beta of 1.10 and R² of 0.74, 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: -1.48%

Beta: 1.10

R²: 0.74

Upside Capture: 112.99%

Downside Capture: 120.63%

Expense Ratio

Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид 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

Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид ranks 16 for risk / return — in the bottom 16% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.53	2.19	-0.65
Sortino ratio Return per unit of downside risk	2.44	3.49	-1.05
Omega ratio Gain probability vs. loss probability	1.28	1.48	-0.20
Calmar ratio Return relative to maximum drawdown	1.95	3.70	-1.76
Martin ratio Return relative to average drawdown	5.98	16.45	-10.47
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
NUE Nucor Corporation	86	2.37	3.25	1.39	4.29	12.16
INTC Intel Corporation	93	3.43	3.74	1.47	8.15	19.34
HPQ HP Inc.	23	-0.27	-0.15	0.98	-0.33	-0.64
CE Celanese Corporation	63	1.19	1.95	1.23	1.30	2.42
CI Cigna Corporation	21	-0.30	-0.18	0.97	-0.44	-0.84
FDX FedEx Corporation	94	3.24	4.25	1.54	7.00	18.77
GM General Motors Company	89	2.40	3.46	1.45	4.72	14.08
WBA Walgreens Boots Alliance, Inc.	—	—	—	—	—	—
PRU Prudential Financial, Inc.	39	0.28	0.57	1.07	0.25	0.69
WHR Whirlpool Corporation	15	-0.52	-0.50	0.94	-0.58	-1.16

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.

Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

1-Year: 1.53
5-Year: 0.04
10-Year: 0.35
All Time: 0.49

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 2.13 to 2.98, 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 Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид 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

Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид provided a 2.79% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.79%	2.65%	3.55%	2.91%	2.96%	1.88%	2.17%	2.42%	2.57%	1.76%	1.86%	2.04%
Portfolio components:
NUE Nucor Corporation	1.22%	1.35%	1.86%	1.19%	1.52%	1.50%	3.03%	2.85%	2.97%	2.38%	2.52%	3.70%
INTC Intel Corporation	0.00%	0.00%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%
HPQ HP Inc.	6.24%	5.24%	3.42%	3.53%	3.77%	2.21%	2.94%	3.20%	2.83%	2.56%	3.40%	5.37%
CE Celanese Corporation	0.19%	0.28%	4.05%	1.80%	2.68%	1.62%	1.91%	1.95%	2.31%	1.62%	1.75%	1.71%
CI Cigna Corporation	2.19%	2.19%	2.03%	1.64%	1.35%	1.74%	0.02%	0.02%	0.02%	0.02%	0.03%	0.03%
FDX FedEx Corporation	1.55%	1.98%	1.92%	1.95%	2.42%	1.12%	1.00%	1.72%	1.52%	0.76%	0.78%	0.64%
GM General Motors Company	0.82%	0.70%	0.90%	1.00%	0.54%	0.00%	0.91%	4.15%	4.54%	3.71%	4.36%	4.06%
WBA Walgreens Boots Alliance, Inc.	0.00%	0.00%	10.72%	7.35%	5.13%	3.62%	4.64%	3.04%	2.46%	2.13%	1.78%	1.64%
PRU Prudential Financial, Inc.	5.64%	4.78%	4.39%	4.82%	4.83%	4.25%	5.64%	4.27%	4.41%	2.61%	2.69%	3.00%
WHR Whirlpool Corporation	7.92%	7.35%	6.11%	5.75%	4.95%	2.32%	2.69%	3.22%	4.26%	2.55%	2.15%	2.35%

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 Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид. 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 Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид was 46.73%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид drawdown is 8.88%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-46.73%	Jan 29, 2018	541	Mar 23, 2020	172	Nov 24, 2020	713
-31.37%	Feb 18, 2011	157	Oct 3, 2011	315	Jan 4, 2013	472
-31.32%	Apr 1, 2024	257	Apr 8, 2025	—	—	—
-29.2%	Jan 5, 2022	186	Sep 30, 2022	367	Mar 19, 2024	553
-22.01%	Jun 24, 2015	161	Feb 11, 2016	112	Jul 22, 2016	273

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 15 assets, with an effective number of assets of 15.00, 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.

	Benchmark	TSN	CI	TAP	WBA	INTC	HPQ	WHR	GM	NUE	FDX	URI	LEA	MAN	CE	PRU	Portfolio
Benchmark	1.00	0.37	0.44	0.42	0.45	0.61	0.60	0.55	0.57	0.58	0.61	0.63	0.57	0.60	0.59	0.67	0.80
TSN	0.37	1.00	0.29	0.38	0.30	0.24	0.28	0.31	0.31	0.29	0.32	0.29	0.33	0.35	0.34	0.37	0.49
CI	0.44	0.29	1.00	0.31	0.33	0.26	0.30	0.31	0.31	0.33	0.33	0.33	0.33	0.37	0.36	0.41	0.52
TAP	0.42	0.38	0.31	1.00	0.35	0.27	0.31	0.37	0.33	0.34	0.34	0.32	0.35	0.39	0.36	0.41	0.53
WBA	0.45	0.30	0.33	0.35	1.00	0.31	0.33	0.37	0.34	0.34	0.37	0.34	0.35	0.39	0.36	0.40	0.55
INTC	0.61	0.24	0.26	0.27	0.31	1.00	0.47	0.36	0.39	0.39	0.42	0.40	0.39	0.38	0.42	0.40	0.59
HPQ	0.60	0.28	0.30	0.31	0.33	0.47	1.00	0.42	0.43	0.46	0.44	0.46	0.45	0.46	0.48	0.49	0.66
WHR	0.55	0.31	0.31	0.37	0.37	0.36	0.42	1.00	0.46	0.43	0.48	0.49	0.49	0.49	0.49	0.48	0.68
GM	0.57	0.31	0.31	0.33	0.34	0.39	0.43	0.46	1.00	0.46	0.48	0.51	0.62	0.48	0.50	0.56	0.69
NUE	0.58	0.29	0.33	0.34	0.34	0.39	0.46	0.43	0.46	1.00	0.49	0.54	0.48	0.49	0.57	0.55	0.69
FDX	0.61	0.32	0.33	0.34	0.37	0.42	0.44	0.48	0.48	0.49	1.00	0.53	0.51	0.48	0.51	0.54	0.70
URI	0.63	0.29	0.33	0.32	0.34	0.40	0.46	0.49	0.51	0.54	0.53	1.00	0.55	0.53	0.57	0.57	0.74
LEA	0.57	0.33	0.33	0.35	0.35	0.39	0.45	0.49	0.62	0.48	0.51	0.55	1.00	0.55	0.54	0.57	0.73
MAN	0.60	0.35	0.37	0.39	0.39	0.38	0.46	0.49	0.48	0.49	0.48	0.53	0.55	1.00	0.57	0.59	0.73
CE	0.59	0.34	0.36	0.36	0.36	0.42	0.48	0.49	0.50	0.57	0.51	0.57	0.54	0.57	1.00	0.58	0.74
PRU	0.67	0.37	0.41	0.41	0.40	0.40	0.49	0.48	0.56	0.55	0.54	0.57	0.57	0.59	0.58	1.00	0.75
Portfolio	0.80	0.49	0.52	0.53	0.55	0.59	0.66	0.68	0.69	0.69	0.70	0.74	0.73	0.73	0.74	0.75	1.00

The correlation results are calculated based on daily price changes starting from Nov 19, 2010

Анализ ценных бумаг Грэхем Бенджамин Додд Дэвид

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