Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 30% |
WELL Welltower Inc. | Real Estate | 30% |
ABBV AbbVie Inc. | Healthcare | 20% |
AAPL Apple Inc | Technology | 10% |
AMZN Amazon.com, Inc | Consumer Cyclical | 10% |
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Performance Portfolio-2.0, 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 6, 2026, the Performance Portfolio-2.0 returned 44.92% Year-To-Date and 37.40% 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 Performance Portfolio-2.0 | 1.29% | 2.89% | 44.92% | 40.58% | 103.41% | 44.27% | 32.16% | 37.40% |
| Portfolio components: | ||||||||
AAPL Apple Inc | -1.89% | 2.90% | 11.12% | 8.71% | 48.46% | 19.11% | 19.46% | 29.63% |
ABBV AbbVie Inc. | -1.83% | 10.68% | -0.77% | 1.62% | 21.34% | 21.59% | 18.74% | 18.63% |
AMD Advanced Micro Devices, Inc. | 5.14% | 7.72% | 128.95% | 121.76% | 322.01% | 57.74% | 43.72% | 60.51% |
AMZN Amazon.com, Inc | -0.33% | -10.07% | 6.24% | 8.08% | 14.82% | 25.71% | 8.37% | 21.19% |
WELL Welltower Inc. | -3.35% | -6.50% | 8.50% | 0.26% | 31.48% | 37.93% | 23.47% | 14.83% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2013, Performance Portfolio-2.0's average daily return is +0.13%, while the average monthly return is +2.66%. At this rate, an investment would double in approximately 2.2 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +28.5%, while the worst month was Oct 2018 at -16.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Performance Portfolio-2.0 closed higher 55% of trading days. The best single day was Apr 22, 2016 with a return of +15.1%, while the worst single day was Mar 16, 2020 at -14.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.20% | -2.21% | -2.73% | 28.52% | 19.37% | -3.78% | 44.92% | ||||||
| 2025 | 2.48% | 2.23% | -1.10% | -3.65% | 4.16% | 10.05% | 10.71% | 1.17% | 4.22% | 18.50% | -1.41% | -4.08% | 49.69% |
| 2024 | 4.13% | 9.49% | -1.32% | -5.43% | 5.84% | 2.66% | 0.74% | 4.86% | 5.40% | -1.51% | -0.84% | -5.37% | 18.96% |
| 2023 | 11.01% | 1.27% | 9.86% | 0.17% | 7.34% | 2.68% | 3.42% | -2.23% | -2.42% | -1.03% | 11.32% | 9.41% | 62.16% |
| 2022 | -6.61% | 2.42% | 4.63% | -13.09% | 3.71% | -10.76% | 11.95% | -8.41% | -15.08% | -1.05% | 14.86% | -9.76% | -28.10% |
| 2021 | -4.71% | 3.38% | 0.24% | 5.44% | -1.40% | 10.00% | 6.57% | 3.39% | -7.33% | 6.82% | 12.13% | 1.67% | 40.42% |
Benchmark Metrics
Performance Portfolio-2.0 has an annualized alpha of 18.48%, beta of 1.11, and R2 of 0.55 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.
- This portfolio captured 198.22% of S&P 500 Index gains and 110.44% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 18.48% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.11 and R2 of 0.55, 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
- 18.48%
- Beta
- 1.11
- R²
- 0.55
- Upside Capture
- 198.22%
- Downside Capture
- 110.44%
Expense Ratio
Performance Portfolio-2.0 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.
Return for Risk
Risk / Return Rank
Performance Portfolio-2.0 ranks 94 for risk / return — in the top 94% 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.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Performance Portfolio-2.0 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 3.99 | 1.94 | +2.06 |
| Sortino ratioReturn per unit of downside risk | 5.00 | 2.63 | +2.38 |
| Omega ratioGain probability vs. loss probability | 1.69 | 1.35 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 8.40 | 2.59 | +5.81 |
| Martin ratioReturn relative to average drawdown | 20.49 | 11.84 | +8.65 |
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 |
|---|---|---|---|---|---|---|
AAPL Apple Inc | 88 | 2.18 | 3.09 | 1.39 | 3.53 | 8.89 |
ABBV AbbVie Inc. | 66 | 0.88 | 1.37 | 1.17 | 1.24 | 2.77 |
AMD Advanced Micro Devices, Inc. | 97 | 4.91 | 4.51 | 1.60 | 11.69 | 24.15 |
AMZN Amazon.com, Inc | 56 | 0.49 | 0.89 | 1.11 | 0.68 | 1.64 |
WELL Welltower Inc. | 79 | 1.48 | 2.03 | 1.26 | 2.51 | 6.21 |
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Dividends
Dividend yield
Performance Portfolio-2.0 provided a 1.08% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.08% | 1.07% | 1.35% | 1.63% | 1.88% | 1.67% | 2.20% | 2.35% | 2.46% | 2.31% | 2.46% | 2.33% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.35% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
ABBV AbbVie Inc. | 3.02% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
AMD Advanced Micro Devices, 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% |
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% |
WELL Welltower Inc. | 1.48% | 1.52% | 2.03% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% |
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 Performance Portfolio-2.0. 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 Performance Portfolio-2.0 was 37.05%, occurring on Mar 18, 2020. Recovery took 92 trading sessions.
The current Performance Portfolio-2.0 drawdown is 6.20%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -37.05%Mar 2020 | 27d | 4mo 13d | 5mo 10dFeb 2020 - Jul 2020 |
Bear market2022 | -36.94%Oct 2022 | 6mo 18d | 1y 1mo | 1y 7moMar 2022 - Nov 2023 |
2016 bear market2016 | -23.97%Feb 2016 | 1mo 13d | 2mo 11d | 3mo 24dDec 2015 - Apr 2016 |
Rate-hike selloffLate 2018 | -22.43%Dec 2018 | 3mo 8d | 2mo 27d | 6mo 5dSep 2018 - Mar 2019 |
2025 selloff2025 | -22.17%Apr 2025 | 5mo 10d | 2mo 17d | 7mo 27dOct 2024 - Jun 2025 |
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 5 assets, with an effective number of assets of 4.17, 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 | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.60 | 1.52 | 1.47 | 1.46 | 1.48 |
The portfolio has a diversification ratio of 1.48, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Performance Portfolio-2.0 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.72 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.70 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AMZN has the highest benchmark correlation at 0.64, while WELL has the lowest at 0.33.
Asset Correlations Table
Find what Performance Portfolio-2.0 is missing
See which holdings overlap, where Performance Portfolio-2.0 is concentrated, and which low-correlation assets could fill the gaps.
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