T3 Sub Prime Sp500 Stocks

Asset Allocation

Position	Category/Sector	Target Weight
TSLA Tesla, Inc.	Consumer Cyclical	9.09%
XOM Exxon Mobil Corporation	Energy	9.09%
UNH UnitedHealth Group Incorporated	Healthcare	9.09%
V Visa Inc.	Financial Services	9.09%
PG The Procter & Gamble Company	Consumer Defensive	9.09%
MA Mastercard Incorporated	Financial Services	9.09%
COST Costco Wholesale Corporation	Consumer Defensive	9.09%
JNJ Johnson & Johnson	Healthcare	9.09%
HD The Home Depot, Inc.	Consumer Cyclical	9.09%
MRK Merck & Co., Inc.	Healthcare	9.09%
AMD Advanced Micro Devices, Inc.	Technology	9.09%

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 T3 Sub Prime Sp500 Stocks, 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 T3 Sub Prime Sp500 Stocks returned 18.43% Year-To-Date and 24.79% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.85%	23.05%	19.90%	11.79%	13.33%
Portfolio T3 Sub Prime Sp500 Stocks	-2.06%	1.22%	18.43%	21.27%	38.44%	20.27%	18.68%	24.79%
Portfolio components:
AMD Advanced Micro Devices, Inc.	-10.86%	2.46%	117.77%	113.97%	301.39%	55.42%	41.72%	59.02%
COST Costco Wholesale Corporation	-0.05%	-3.66%	13.02%	8.93%	-3.70%	25.13%	21.49%	22.40%
HD The Home Depot, Inc.	0.27%	-1.37%	-8.40%	-11.11%	-13.15%	4.25%	2.51%	11.78%
JNJ Johnson & Johnson	2.02%	5.78%	13.72%	16.55%	53.90%	17.11%	10.05%	10.21%
MA Mastercard Incorporated	1.93%	-0.89%	-13.70%	-9.69%	-16.29%	9.57%	6.67%	18.35%
MRK Merck & Co., Inc.	0.44%	8.45%	15.60%	23.07%	58.51%	6.37%	13.79%	11.69%
PG The Procter & Gamble Company	4.09%	0.08%	3.75%	3.65%	-8.09%	3.11%	4.13%	8.86%
TSLA Tesla, Inc.	-6.56%	-8.72%	-13.06%	-14.07%	32.48%	20.89%	14.38%	38.11%
UNH UnitedHealth Group Incorporated	0.76%	5.13%	21.95%	22.48%	35.46%	-4.57%	1.42%	13.14%
V Visa Inc.	1.06%	1.71%	-7.36%	-1.91%	-11.91%	13.20%	7.86%	15.72%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 30, 2010, T3 Sub Prime Sp500 Stocks's average daily return is +0.09%, while the average monthly return is +1.93%. At this rate, an investment would double in approximately 3.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +16.5%, while the worst month was Mar 2020 at -9.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.

On a daily basis, T3 Sub Prime Sp500 Stocks closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.31%	2.58%	-3.37%	9.68%	7.26%	-1.69%							18.43%
2025	3.05%	-2.26%	-1.86%	-3.81%	2.75%	0.96%	-0.06%	5.50%	3.40%	4.85%	-0.44%	0.49%	12.81%
2024	2.48%	5.02%	-0.13%	-3.82%	1.67%	1.14%	2.83%	2.76%	3.39%	-3.03%	7.87%	-3.80%	16.86%
2023	6.59%	-0.86%	3.95%	1.12%	0.27%	6.86%	1.57%	-0.82%	-2.18%	-3.65%	7.87%	4.92%	27.90%
2022	-1.68%	-2.61%	4.14%	-2.76%	-0.12%	-6.38%	10.04%	-5.17%	-7.71%	8.61%	6.29%	-6.04%	-5.29%
2021	-2.47%	0.41%	4.90%	4.03%	-0.82%	4.16%	3.73%	-0.17%	-1.30%	11.27%	1.41%	4.19%	32.69%

Benchmark Metrics

T3 Sub Prime Sp500 Stocks has an annualized alpha of 11.54%, beta of 0.93, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 30, 2010.

This portfolio captured 125.00% of S&P 500 Index gains but only 72.16% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 11.54% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R2 of 0.78, 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: 11.54%

Beta: 0.93

R²: 0.78

Upside Capture: 125.00%

Downside Capture: 72.16%

Expense Ratio

T3 Sub Prime Sp500 Stocks 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

T3 Sub Prime Sp500 Stocks ranks 84 for risk / return — in the top 84% 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.

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 T3 Sub Prime Sp500 Stocks and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.01	2.01	+1.00
Sortino ratioReturn per unit of downside risk	4.15	2.71	+1.43
Omega ratioGain probability vs. loss probability	1.51	1.36	+0.15
Calmar ratioReturn relative to maximum drawdown	6.12	2.69	+3.43
Martin ratioReturn relative to average drawdown	20.02	12.34	+7.67
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
AMD Advanced Micro Devices, Inc.	97	4.63	4.38	1.58	11.00	22.75
COST Costco Wholesale Corporation	32	-0.18	-0.12	0.99	-0.21	-0.47
HD The Home Depot, Inc.	20	-0.58	-0.73	0.92	-0.47	-0.97
JNJ Johnson & Johnson	95	3.30	4.77	1.59	5.07	15.08
MA Mastercard Incorporated	12	-0.71	-0.86	0.89	-0.75	-1.54
MRK Merck & Co., Inc.	91	2.26	3.23	1.39	5.42	13.58
PG The Procter & Gamble Company	24	-0.40	-0.45	0.95	-0.48	-0.83
TSLA Tesla, Inc.	66	0.84	1.39	1.16	1.25	2.93
UNH UnitedHealth Group Incorporated	68	0.97	1.44	1.22	1.35	2.95
V Visa Inc.	20	-0.50	-0.59	0.93	-0.55	-1.01

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.

T3 Sub Prime Sp500 Stocks Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.01
5-Year: 1.16
10-Year: 1.33
All Time: 1.38

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 1.64 to 2.53, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of T3 Sub Prime Sp500 Stocks 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

T3 Sub Prime Sp500 Stocks provided a 1.62% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.62%	1.72%	1.64%	1.81%	1.49%	1.64%	2.21%	1.64%	1.75%	1.96%	1.68%	2.00%
Portfolio components:
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%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
HD The Home Depot, Inc.	2.98%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
JNJ Johnson & Johnson	2.25%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
MA Mastercard Incorporated	0.66%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
PG The Procter & Gamble Company	2.91%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
TSLA Tesla, 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%
UNH UnitedHealth Group Incorporated	2.21%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
V Visa Inc.	0.80%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

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 T3 Sub Prime Sp500 Stocks. 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 T3 Sub Prime Sp500 Stocks was 33.92%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current T3 Sub Prime Sp500 Stocks drawdown is 2.74%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.92%Mar 2020	1mo 2d	3mo 23d	4mo 25dFeb 2020 - Jul 2020
Rate-hike selloffLate 2018	-16.00%Dec 2018	20d	2mo 19d	3mo 9dDec 2018 - Mar 2019
Bear market2022	-15.56%Oct 2022	9mo 13d	3mo 20d	1y 28dJan 2022 - Feb 2023
2011 correction2011	-15.54%Aug 2011	16d	3mo 3d	3mo 19dJul 2011 - Nov 2011
2025 selloff2025	-15.16%Apr 2025	4mo 6d	4mo 16d	8mo 22dDec 2024 - Aug 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 11 assets, with an effective number of assets of 11.00, 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	10Y	All Time
Diversification Ratio	2.33	2.02	1.82	1.64	1.63

The portfolio has a diversification ratio of 1.63, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

T3 Sub Prime Sp500 Stocks correlation to the S&P 500 Index

T3 Sub Prime Sp500 Stocks has a 0.65 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	0.65
Correlation (3Y) Calculated over the trailing 3-year period	0.72
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.81
Correlation (All Time) Calculated using the full available price history since Jun 30, 2010	0.82

Benchmark Correlations

Correlation vs. S&P 500 Index. MA has the highest benchmark correlation at 0.66, while MRK has the lowest at 0.41.

MRK

0.41

0.42

0.45

0.46

0.46

0.48

0.52

0.53

0.60

0.65

0.66

Portfolio Correlations

Correlation vs. T3 Sub Prime Sp500 Stocks. V has the highest portfolio correlation at 0.68, while XOM has the lowest at 0.45.

XOM

0.45

0.46

0.46

0.48

0.51

0.54

0.59

TSLA

0.61

AMD

0.64

0.68

Asset Correlations Table

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

	TSLA	AMD	XOM	MRK	UNH	PG	COST	JNJ	HD	V	MA
TSLA	1.00	0.35	0.15	0.10	0.16	0.10	0.24	0.11	0.25	0.27	0.29
AMD	0.35	1.00	0.20	0.13	0.20	0.12	0.25	0.15	0.30	0.35	0.35
XOM	0.15	0.20	1.00	0.30	0.28	0.25	0.23	0.30	0.29	0.32	0.33
MRK	0.10	0.13	0.30	1.00	0.35	0.41	0.27	0.52	0.29	0.33	0.31
UNH	0.16	0.20	0.28	0.35	1.00	0.32	0.30	0.39	0.33	0.35	0.35
PG	0.10	0.12	0.25	0.41	0.32	1.00	0.39	0.49	0.38	0.35	0.35
COST	0.24	0.25	0.23	0.27	0.30	0.39	1.00	0.33	0.47	0.39	0.39
JNJ	0.11	0.15	0.30	0.52	0.39	0.49	0.33	1.00	0.35	0.37	0.37
HD	0.25	0.30	0.29	0.29	0.33	0.38	0.47	0.35	1.00	0.44	0.44
V	0.27	0.35	0.32	0.33	0.35	0.35	0.39	0.37	0.44	1.00	0.82
MA	0.29	0.35	0.33	0.31	0.35	0.35	0.39	0.37	0.44	0.82	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2010

Diversification Analysis

Find what T3 Sub Prime Sp500 Stocks is missing

See which holdings overlap, where T3 Sub Prime Sp500 Stocks is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification