Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Navarro, 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.
Loading graphics...
The earliest data available for this chart is Dec 2, 2025, corresponding to the inception date of GOLD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Navarro | -0.26% | -3.74% | 1.42% | — | — | — | — | — |
| Portfolio components: | ||||||||
AA Alcoa Corporation | -0.74% | 12.23% | 34.83% | 106.26% | 134.54% | 21.09% | 18.41% | — |
AAPL Apple Inc | 0.11% | -2.97% | -5.78% | -0.28% | 14.80% | 16.04% | 16.39% | 26.10% |
AMCR Amcor plc | -1.89% | -15.35% | -2.99% | -0.19% | -13.68% | -6.10% | -2.76% | — |
AMD Advanced Micro Devices, Inc. | 3.47% | 13.90% | 1.56% | 28.14% | 111.25% | 31.09% | 21.81% | 54.37% |
AXP American Express Company | -0.11% | -2.17% | -18.42% | -8.45% | 10.57% | 23.99% | 17.15% | 19.06% |
BMY Bristol-Myers Squibb Company | -2.45% | -1.64% | 12.95% | 35.06% | 6.13% | -0.31% | 2.97% | 2.48% |
BNPQY BNP Paribas SA ADR | -2.74% | -6.95% | 1.79% | 5.86% | 25.27% | 25.76% | 17.26% | 13.02% |
BSX Boston Scientific Corporation | 1.32% | -14.94% | -34.12% | -34.71% | -37.21% | 8.11% | 10.24% | 12.43% |
CAT Caterpillar Inc. | -1.79% | -0.69% | 25.49% | 46.96% | 117.26% | 48.52% | 27.57% | 28.19% |
COF Capital One Financial Corporation | -1.40% | -6.10% | -24.65% | -14.25% | 1.22% | 25.72% | 8.93% | 12.03% |
Monthly Returns
Based on dividend-adjusted daily data since Dec 3, 2025, Navarro's average daily return is +0.04%, while the average monthly return is +0.66%. At this rate, your investment would double in approximately 8.8 years.
Historically, 80% of months were positive and 20% were negative. The best month was Jan 2026 with a return of +5.7%, while the worst month was Mar 2026 at -7.0%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Navarro closed higher 52% of trading days. The best single day was Mar 31, 2026 with a return of +3.5%, while the worst single day was Mar 26, 2026 at -2.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.70% | 2.19% | -6.95% | 0.90% | 1.42% | ||||||||
| 2025 | 1.47% | 1.47% |
Benchmark Metrics
Navarro has an annualized alpha of 25.27%, beta of 1.19, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since December 03, 2025.
- This portfolio captured 367.60% of S&P 500 Index gains but only 85.09% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 25.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 25.27%
- Beta
- 1.19
- R²
- 0.83
- Upside Capture
- 367.60%
- Downside Capture
- 85.09%
Expense Ratio
Navarro has an expense ratio of 0.04%, which is considered low. 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 Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
AA Alcoa Corporation | 91 | 2.37 | 2.88 | 1.35 | 5.22 | 16.32 |
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
AMCR Amcor plc | 19 | -0.47 | -0.46 | 0.94 | -0.58 | -1.16 |
AMD Advanced Micro Devices, Inc. | 85 | 1.73 | 2.48 | 1.32 | 4.02 | 8.17 |
AXP American Express Company | 50 | 0.33 | 0.67 | 1.10 | 0.52 | 1.47 |
BMY Bristol-Myers Squibb Company | 43 | 0.22 | 0.51 | 1.06 | 0.24 | 0.39 |
BNPQY BNP Paribas SA ADR | 63 | 0.80 | 1.21 | 1.16 | 1.19 | 3.03 |
BSX Boston Scientific Corporation | 3 | -1.19 | -1.55 | 0.76 | -0.89 | -2.47 |
CAT Caterpillar Inc. | 96 | 3.39 | 4.01 | 1.54 | 6.61 | 23.24 |
COF Capital One Financial Corporation | 39 | 0.03 | 0.30 | 1.04 | 0.11 | 0.30 |
Loading graphics...
Dividends
Dividend yield
Navarro provided a 1.87% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.87% | 1.89% | 2.05% | 2.16% | 2.03% | 1.81% | 1.85% | 1.93% | 2.18% | 1.59% | 1.68% | 1.80% |
| Portfolio components: | ||||||||||||
AA Alcoa Corporation | 0.56% | 0.75% | 1.06% | 1.18% | 0.88% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.32% | 0.00% |
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
AMCR Amcor plc | 6.45% | 6.15% | 5.34% | 5.11% | 4.05% | 3.93% | 3.93% | 2.17% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
AXP American Express Company | 1.41% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
BMY Bristol-Myers Squibb Company | 5.23% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
BNPQY BNP Paribas SA ADR | 8.60% | 8.76% | 8.11% | 6.18% | 6.96% | 4.59% | 0.00% | 5.73% | 8.25% | 4.05% | 4.11% | 2.92% |
BSX Boston Scientific Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CAT Caterpillar Inc. | 0.83% | 1.02% | 1.49% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% |
COF Capital One Financial Corporation | 1.54% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Navarro. 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 Navarro was 10.79%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Navarro drawdown is 6.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.79% | Feb 12, 2026 | 32 | Mar 30, 2026 | — | — | — |
| -3.57% | Jan 29, 2026 | 6 | Feb 5, 2026 | 2 | Feb 9, 2026 | 8 |
| -2.3% | Dec 12, 2025 | 4 | Dec 17, 2025 | 3 | Dec 22, 2025 | 7 |
| -1.53% | Dec 29, 2025 | 3 | Dec 31, 2025 | 1 | Jan 2, 2026 | 4 |
| -1.25% | Jan 19, 2026 | 2 | Jan 20, 2026 | 1 | Jan 21, 2026 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 64 assets, with an effective number of assets of 64.00, 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.