Buzz Fuzz

Asset Allocation

Position	Category/Sector	Target Weight
XEL Xcel Energy Inc.	Utilities	5.88%
PCG PG&E Corporation	Utilities	5.88%
SPG Simon Property Group, Inc.	Real Estate	5.88%
FGR.PA Eiffage SA	Industrials	5.88%
AENA.MC Aena SA	Industrials	5.88%
0002.HK CLP Holdings	Utilities	5.88%
BRX Brixmor Property Group Inc.	Real Estate	5.88%
TEG.DE TAG Immobilien AG	Real Estate	5.88%
MTSFY Mitsui Fudosan Co Ltd ADR	Real Estate	5.88%
CP Canadian Pacific Kansas City Limited	Industrials	5.88%
UNP Union Pacific Corporation	Industrials	5.88%
HST Host Hotels & Resorts, Inc.	Real Estate	5.88%
URW.PA Unibail-Rodamco-Westfield	Real Estate	5.88%
PLD Prologis, Inc.	Real Estate	5.88%
OHI Omega Healthcare Investors, Inc.	Real Estate	5.88%
EGP EastGroup Properties, Inc.	Real Estate	5.88%
FR First Industrial Realty Trust, Inc.	Real Estate	5.88%

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 Buzz Fuzz, 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

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.42%	2.45%	8.74%	10.66%	21.02%	19.50%	11.63%	13.41%
Portfolio Buzz Fuzz	-0.02%	1.73%	11.54%	13.28%	24.24%	20.44%	12.31%	—
Portfolio components:
0002.HK CLP Holdings	0.34%	4.81%	10.89%	12.14%	22.39%	14.04%	4.44%	3.78%
AENA.MC Aena SA	0.31%	5.47%	9.13%	14.74%	17.44%	83.81%	54.81%	44.12%
BRX Brixmor Property Group Inc.	0.29%	-2.61%	23.35%	22.26%	25.32%	16.55%	10.82%	6.58%
CP Canadian Pacific Kansas City Limited	-0.23%	1.13%	26.46%	22.92%	11.27%	5.61%	4.68%	13.73%
EGP EastGroup Properties, Inc.	-0.38%	4.21%	15.72%	19.57%	29.06%	8.84%	7.33%	14.61%
FGR.PA Eiffage SA	0.03%	-3.60%	-1.61%	0.03%	4.91%	14.55%	10.01%	9.75%
FR First Industrial Realty Trust, Inc.	0.18%	4.36%	11.64%	15.43%	35.94%	9.78%	6.67%	11.71%
HST Host Hotels & Resorts, Inc.	0.09%	-4.00%	28.07%	33.20%	47.44%	15.12%	10.80%	7.15%
MTSFY Mitsui Fudosan Co Ltd ADR	-0.32%	-3.58%	-21.78%	-17.27%	0.68%	13.21%	4.29%	—
OHI Omega Healthcare Investors, Inc.	-1.09%	6.67%	12.34%	12.17%	36.93%	23.71%	14.11%	12.56%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 5, 2018, Buzz Fuzz's average daily return is +0.05%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2020 with a return of +20.4%, while the worst month was Mar 2020 at -25.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Buzz Fuzz closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.6%, while the worst single day was Mar 16, 2020 at -14.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.84%	11.15%	-8.57%	6.24%	-0.27%	1.21%	1.07%						13.28%
2025	2.38%	2.93%	-1.68%	5.71%	4.62%	-0.69%	-0.29%	6.01%	0.82%	-0.73%	4.59%	-0.37%	25.43%
2024	-2.37%	2.31%	4.06%	-5.87%	8.22%	-1.06%	6.02%	4.95%	1.35%	-4.05%	2.62%	-5.82%	9.55%
2023	9.55%	-2.89%	-1.46%	3.20%	-0.86%	5.28%	4.83%	-3.41%	-3.89%	-1.61%	10.34%	8.51%	29.44%
2022	-0.67%	-2.11%	3.87%	-5.34%	-2.20%	-12.82%	8.59%	-2.95%	-11.06%	7.52%	5.73%	-2.75%	-15.53%
2021	-1.90%	4.48%	4.10%	5.07%	1.79%	-1.13%	-0.15%	0.98%	-4.91%	7.48%	-2.94%	6.77%	20.48%

Benchmark Metrics

Buzz Fuzz has an annualized alpha of 1.86%, beta of 0.75, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since June 05, 2018.

This portfolio participated in 90.65% of S&P 500 Index downside but only 84.36% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 1.86%

Beta: 0.75

R²: 0.54

Upside Capture: 84.36%

Downside Capture: 90.65%

See how alpha, beta & R² have trended over time →

Expense Ratio

Buzz Fuzz 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

Buzz Fuzz ranks 51 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.

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 Buzz Fuzz 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.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.88	1.65	+0.22
Sortino ratioReturn per unit of downside risk	2.67	2.28	+0.39
Omega ratioGain probability vs. loss probability	1.34	1.30	+0.04
Calmar ratioReturn relative to maximum drawdown	2.28	2.28	+0.01
Martin ratioReturn relative to average drawdown	8.11	9.88	-1.77

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
0002.HK CLP Holdings	91	2.09	2.78	1.38	4.38	9.56
AENA.MC Aena SA	65	0.73	1.13	1.14	0.93	1.89
BRX Brixmor Property Group Inc.	82	1.45	2.07	1.25	2.16	6.13
CP Canadian Pacific Kansas City Limited	58	0.46	0.83	1.10	0.67	1.28
EGP EastGroup Properties, Inc.	87	1.62	2.32	1.27	4.42	11.53
FGR.PA Eiffage SA	50	0.18	0.44	1.06	0.26	0.49
FR First Industrial Realty Trust, Inc.	89	1.85	2.60	1.31	3.62	11.32
HST Host Hotels & Resorts, Inc.	91	1.94	2.78	1.32	4.97	12.47
MTSFY Mitsui Fudosan Co Ltd ADR	43	-0.00	0.22	1.03	-0.00	-0.01
OHI Omega Healthcare Investors, Inc.	90	2.00	2.93	1.35	3.72	9.73

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 Buzz Fuzz Sharpe ratio is 1.88 as of Jul 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.13, 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 Buzz Fuzz 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

Buzz Fuzz provided a 3.09% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.09%	5.58%	5.27%	4.45%	3.59%	2.18%	2.78%	5.15%	5.75%	4.26%	4.12%	2.91%
Portfolio components:
0002.HK CLP Holdings	4.18%	4.53%	4.75%	4.81%	5.44%	3.94%	4.30%	3.76%	3.36%	3.58%	3.87%	4.02%
AENA.MC Aena SA	4.05%	40.97%	38.80%	28.95%	0.00%	0.00%	0.00%	40.65%	47.86%	22.66%	20.89%	0.00%
BRX Brixmor Property Group Inc.	3.90%	4.39%	3.92%	4.47%	4.23%	3.38%	3.44%	5.18%	7.49%	5.57%	4.01%	3.49%
CP Canadian Pacific Kansas City Limited	0.76%	0.86%	0.76%	0.78%	0.96%	0.84%	0.76%	0.93%	1.07%	0.92%	0.98%	0.98%
EGP EastGroup Properties, Inc.	2.96%	3.31%	3.33%	2.75%	3.17%	1.57%	2.23%	2.22%	2.97%	2.85%	3.30%	4.21%
FGR.PA Eiffage SA	3.96%	3.84%	4.84%	3.71%	3.37%	3.32%	0.00%	2.35%	2.74%	1.64%	2.26%	2.02%
FR First Industrial Realty Trust, Inc.	2.91%	3.11%	2.95%	2.43%	2.45%	1.63%	2.37%	2.22%	3.01%	2.67%	2.71%	2.30%
HST Host Hotels & Resorts, Inc.	4.10%	5.36%	5.14%	4.62%	3.30%	0.00%	1.37%	4.58%	5.10%	4.28%	4.51%	5.22%
MTSFY Mitsui Fudosan Co Ltd ADR	0.00%	0.98%	1.26%	0.98%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
OHI Omega Healthcare Investors, Inc.	5.55%	6.04%	7.08%	8.74%	9.59%	9.06%	7.38%	6.26%	7.51%	9.22%	7.55%	6.23%

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 Buzz Fuzz. 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 Buzz Fuzz was 42.47%, occurring on Mar 23, 2020. Recovery took 237 trading sessions.

The current Buzz Fuzz drawdown is 1.05%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-42.47%Mar 2020	28d	11mo 6d	12mo 4dFeb 2020 - Feb 2021
Bear market2022	-26.99%Oct 2022	6mo 15d	1y 1mo	1y 8moMar 2022 - Dec 2023
Rate-hike selloffLate 2018	-15.26%Dec 2018	3mo 26d	3mo 19d	7mo 15dAug 2018 - Apr 2019
2025 selloff2025	-13.25%Apr 2025	6mo 15d	16d	7mo 1dSep 2024 - Apr 2025
2026 correction2026	-10.32%Mar 2026	25d	3mo 12d	4mo 7dMar 2026 - Jul 2026

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 17 assets, with an effective number of assets of 17.00, 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	All Time
Diversification Ratio	1.75	1.85	1.75	1.70

The portfolio has a diversification ratio of 1.70, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Buzz Fuzz correlation to the S&P 500 Index

Buzz Fuzz has a 0.31 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	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.60
Correlation (All Time) Calculated using the full available price history since Jun 5, 2018	0.62

Benchmark Correlations

Correlation vs. S&P 500 Index. UNP has the highest benchmark correlation at 0.55, while 0002.HK has the lowest at 0.06.

0.06

0.23

0.25

0.26

0.28

0.28

0.29

0.29

0.35

0.46

Portfolio Correlations

Correlation vs. Buzz Fuzz. BRX has the highest portfolio correlation at 0.73, while 0002.HK has the lowest at 0.15.

0.15

0.35

0.43

0.44

0.50

0.50

0.54

0.55

0.56

0.58

Asset Correlations Table

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

	0002.HK	MTSFY	TEG.DE	PCG	XEL	AENA.MC	URW.PA	FGR.PA	OHI	CP	UNP	HST	PLD	SPG	BRX	EGP	FR
0002.HK	1.00	0.04	0.07	0.05	0.02	0.12	0.10	0.13	-0.00	0.03	0.05	0.08	0.04	0.06	0.04	0.02	0.04
MTSFY	0.04	1.00	0.15	0.13	0.08	0.17	0.17	0.22	0.08	0.20	0.17	0.20	0.18	0.18	0.18	0.16	0.18
TEG.DE	0.07	0.15	1.00	0.12	0.15	0.31	0.45	0.37	0.20	0.18	0.13	0.15	0.24	0.22	0.22	0.26	0.24
PCG	0.05	0.13	0.12	1.00	0.37	0.15	0.17	0.16	0.23	0.26	0.28	0.28	0.30	0.29	0.29	0.29	0.31
XEL	0.02	0.08	0.15	0.37	1.00	0.11	0.10	0.13	0.34	0.24	0.28	0.14	0.43	0.26	0.33	0.42	0.41
AENA.MC	0.12	0.17	0.31	0.15	0.11	1.00	0.44	0.58	0.22	0.26	0.22	0.27	0.19	0.27	0.27	0.23	0.23
URW.PA	0.10	0.17	0.45	0.17	0.10	0.44	1.00	0.51	0.22	0.23	0.24	0.28	0.21	0.34	0.31	0.24	0.25
FGR.PA	0.13	0.22	0.37	0.16	0.13	0.58	0.51	1.00	0.22	0.32	0.27	0.32	0.23	0.30	0.30	0.27	0.28
OHI	-0.00	0.08	0.20	0.23	0.34	0.22	0.22	0.22	1.00	0.23	0.26	0.34	0.43	0.51	0.56	0.49	0.48
CP	0.03	0.20	0.18	0.26	0.24	0.26	0.23	0.32	0.23	1.00	0.63	0.39	0.43	0.37	0.36	0.42	0.43
UNP	0.05	0.17	0.13	0.28	0.28	0.22	0.24	0.27	0.26	0.63	1.00	0.44	0.44	0.43	0.43	0.43	0.44
HST	0.08	0.20	0.15	0.28	0.14	0.27	0.28	0.32	0.34	0.39	0.44	1.00	0.40	0.60	0.57	0.42	0.43
PLD	0.04	0.18	0.24	0.30	0.43	0.19	0.21	0.23	0.43	0.43	0.44	0.40	1.00	0.53	0.54	0.80	0.82
SPG	0.06	0.18	0.22	0.29	0.26	0.27	0.34	0.30	0.51	0.37	0.43	0.60	0.53	1.00	0.76	0.55	0.55
BRX	0.04	0.18	0.22	0.29	0.33	0.27	0.31	0.30	0.56	0.36	0.43	0.57	0.54	0.76	1.00	0.59	0.60
EGP	0.02	0.16	0.26	0.29	0.42	0.23	0.24	0.27	0.49	0.42	0.43	0.42	0.80	0.55	0.59	1.00	0.85
FR	0.04	0.18	0.24	0.31	0.41	0.23	0.25	0.28	0.48	0.43	0.44	0.43	0.82	0.55	0.60	0.85	1.00

The correlation results are calculated based on daily price changes starting from Jun 5, 2018

Diversification Analysis

Find what Buzz Fuzz is missing

See which holdings overlap, where Buzz Fuzz is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification