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Large Account
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Large Account, 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 3, 2025, corresponding to the inception date of Q

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.62%0.64%-0.30%1.33%25.06%18.43%10.57%12.82%
Portfolio
Large Account
-0.07%6.49%22.66%
WAB
Westinghouse Air Brake Technologies Corporation
0.47%9.80%27.09%38.84%54.87%40.82%28.51%13.83%
XOM
Exxon Mobil Corporation
-0.76%4.66%29.69%39.44%51.58%14.45%27.44%11.14%
IBM
International Business Machines Corporation
-1.89%-5.20%-19.47%-16.79%3.30%26.13%17.41%9.73%
CHCLX
AB Discovery Growth Fund
3.87%3.40%2.58%3.94%28.54%13.50%0.66%12.61%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
2.56%-1.04%-6.36%-6.02%11.96%14.82%8.93%14.22%
CC
The Chemours Company
1.91%22.70%86.18%60.91%88.68%-6.39%-1.40%15.41%
DOW
Dow Inc.
-3.16%12.25%64.63%76.91%36.02%-6.62%-4.57%
BKT
BlackRock Income Trust
-0.19%-0.57%-0.44%0.05%4.16%3.67%-2.07%1.13%
BRK-B
Berkshire Hathaway Inc.
1.14%-1.81%-3.47%-2.32%-6.94%15.78%12.77%13.15%
SDY
SPDR S&P Dividend ETF
0.30%-0.33%7.49%8.35%18.95%9.22%7.23%9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 4, 2025, Large Account's average daily return is +0.21%, while the average monthly return is +3.69%. At this rate, your investment would double in approximately 1.6 years.

Historically, 83% of months were positive and 17% were negative. The best month was Jan 2026 with a return of +9.1%, while the worst month was Dec 2025 at -0.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Large Account closed higher 57% of trading days. The best single day was Feb 6, 2026 with a return of +3.0%, while the worst single day was Feb 12, 2026 at -2.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.14%7.98%2.67%1.39%22.66%
20251.52%-0.52%0.98%

Benchmark Metrics

Large Account has an annualized alpha of 68.13%, beta of 0.82, and R² of 0.41 versus S&P 500 Index. Calculated based on daily prices since November 04, 2025.

  • This portfolio captured 200.95% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -237.64%) — a profile typical of hedging or uncorrelated assets.
  • R² of 0.41 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
68.13%
Beta
0.82
0.41
Upside Capture
200.95%
Downside Capture
-237.64%

Expense Ratio

Large Account has an expense ratio of 0.34%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Return / Risk — by metrics


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
WAB
Westinghouse Air Brake Technologies Corporation
852.353.211.415.1711.64
XOM
Exxon Mobil Corporation
842.202.761.365.8216.90
IBM
International Business Machines Corporation
330.100.341.050.270.71
CHCLX
AB Discovery Growth Fund
401.712.521.322.569.60
MIGFX
MFS Massachusetts Investors Growth Stock Fund
241.322.141.271.344.92
CC
The Chemours Company
701.412.021.252.846.80
DOW
Dow Inc.
530.751.301.171.492.89
BKT
BlackRock Income Trust
60.580.891.110.581.42
BRK-B
Berkshire Hathaway Inc.
20-0.44-0.490.94-0.07-0.12
SDY
SPDR S&P Dividend ETF
411.702.561.303.0610.36

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Large Account. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

Large Account provided a 3.75% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio3.75%4.28%3.84%2.56%2.59%4.46%4.38%3.89%4.17%2.44%1.62%3.33%
WAB
Westinghouse Air Brake Technologies Corporation
0.39%0.47%0.42%0.54%0.60%0.52%0.66%0.62%0.68%0.54%0.43%0.39%
XOM
Exxon Mobil Corporation
2.61%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%
IBM
International Business Machines Corporation
2.83%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%
CHCLX
AB Discovery Growth Fund
11.31%11.60%0.00%0.00%0.00%17.54%15.15%13.36%20.33%6.74%0.00%6.08%
MIGFX
MFS Massachusetts Investors Growth Stock Fund
12.16%11.39%17.15%4.11%4.49%10.47%7.43%7.39%10.76%6.87%5.12%6.51%
CC
The Chemours Company
1.60%4.35%5.92%3.17%3.27%2.98%4.03%5.53%2.98%0.24%0.54%10.82%
DOW
Dow Inc.
4.60%8.98%6.98%5.11%5.56%4.94%5.05%3.84%0.00%0.00%0.00%0.00%
BKT
BlackRock Income Trust
9.82%9.53%9.19%8.69%8.35%7.31%6.80%6.82%6.48%5.15%5.09%5.89%
BRK-B
Berkshire Hathaway 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%
SDY
SPDR S&P Dividend ETF
2.48%2.61%2.56%2.64%2.55%2.63%2.85%2.45%2.73%4.69%3.30%6.20%

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 Large Account. 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 Large Account was 5.92%, occurring on Nov 20, 2025. Recovery took 13 trading sessions.

The current Large Account drawdown is 0.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.92%Nov 12, 20257Nov 20, 202513Dec 10, 202520
-4.98%Feb 12, 202626Mar 20, 20267Mar 31, 202633
-2.94%Dec 12, 20253Dec 16, 202512Jan 5, 202615
-2.17%Feb 5, 20261Feb 5, 20261Feb 6, 20262
-1.53%Jan 30, 20261Jan 30, 20262Feb 3, 20263

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 13 assets, with an effective number of assets of 13.00, 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.

BenchmarkBRK-BXOMGLDIBMDOWBKTCTVAQCCWABMIGFXSDYCHCLXPortfolio
Benchmark1.000.07-0.180.300.420.120.400.210.630.420.650.950.430.840.63
BRK-B0.071.00-0.08-0.060.230.150.290.15-0.100.070.220.080.37-0.120.16
XOM-0.18-0.081.000.18-0.060.38-0.140.30-0.050.32-0.04-0.190.28-0.120.30
GLD0.30-0.060.181.000.080.100.190.300.190.220.260.240.270.280.39
IBM0.420.23-0.060.081.000.160.270.170.210.100.160.450.240.330.33
DOW0.120.150.380.100.161.00-0.040.430.110.580.180.110.360.110.59
BKT0.400.29-0.140.190.27-0.041.000.100.270.080.340.390.490.330.31
CTVA0.210.150.300.300.170.430.101.000.290.460.330.190.460.270.60
Q0.63-0.10-0.050.190.210.110.270.291.000.400.520.610.360.650.67
CC0.420.070.320.220.100.580.080.460.401.000.540.350.500.420.82
WAB0.650.22-0.040.260.160.180.340.330.520.541.000.550.660.630.69
MIGFX0.950.08-0.190.240.450.110.390.190.610.350.551.000.400.780.58
SDY0.430.370.280.270.240.360.490.460.360.500.660.401.000.380.68
CHCLX0.84-0.12-0.120.280.330.110.330.270.650.420.630.780.381.000.64
Portfolio0.630.160.300.390.330.590.310.600.670.820.690.580.680.641.00
The correlation results are calculated based on daily price changes starting from Nov 4, 2025