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: S&P 500 Index · Rebalance: Every 3 months

Portfolio Optimizer

Find the right asset allocation for T3 Sub Prime Sp500 Stocks

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

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.

Loading charts...

Benchmark

Compare your portfolio against anything

Returns By Period

As of Aug 1, 2026, the T3 Sub Prime Sp500 Stocks returned 24.92% Year-To-Date and 24.68% of annualized return in the last 10 years.

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	0.70%	0.09%	7.94%	9.41%	18.15%	17.84%	11.25%	13.26%	8.09%
Portfolio T3 Sub Prime Sp500 Stocks	-0.42%	-1.17%	20.92%	24.92%	42.94%	20.36%	18.24%	24.68%	24.78%
Portfolio components:
AMD Advanced Micro Devices, Inc.	-1.90%	-11.97%	101.14%	122.33%	170.06%	59.38%	35.00%	54.21%	9.59%
COST Costco Wholesale Corporation	-0.24%	3.11%	1.55%	10.87%	2.04%	21.34%	18.51%	21.10%	16.98%
HD The Home Depot, Inc.	-0.42%	-5.38%	-10.12%	-2.15%	-7.27%	2.55%	2.75%	11.91%	24.72%
JNJ Johnson & Johnson	0.21%	0.93%	14.06%	25.25%	59.50%	18.33%	11.37%	10.44%	12.28%
MA Mastercard Incorporated	-0.74%	9.88%	6.73%	0.88%	1.80%	13.69%	8.87%	20.36%	28.48%
MRK Merck & Co., Inc.	0.32%	3.85%	19.80%	25.51%	72.24%	10.70%	14.64%	12.26%	12.54%
PG The Procter & Gamble Company	0.37%	-1.26%	-3.36%	3.07%	-1.15%	0.02%	2.93%	8.14%	10.08%
TSLA Tesla, Inc.	0.76%	-26.83%	-27.69%	-30.80%	0.95%	6.03%	6.32%	35.29%	40.79%
UNH UnitedHealth Group Incorporated	-1.68%	-2.85%	46.38%	27.23%	70.50%	-4.45%	1.88%	13.06%	22.97%
V Visa Inc.	-0.04%	4.29%	14.24%	4.83%	6.82%	16.03%	9.06%	17.51%	19.91%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 29, 2010, T3 Sub Prime Sp500 Stocks's average daily return is +0.09%, while the average monthly return is +1.95%. 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%	5.26%	-1.48%						24.92%
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 11.94%, beta of 0.92, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since June 29, 2010.

This portfolio captured 125.00% of S&P 500 Index gains but only 69.51% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 11.94% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.92 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: 11.94%

Beta: 0.92

R²: 0.78

Upside Capture: 125.00%

Downside Capture: 69.51%

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

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 97 for risk / return — above 97% of Portfolios peers on PortfoliosLab. Its historical combined result is among the stronger results in the peer group.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below presents risk-adjusted performance metrics for T3 Sub Prime Sp500 Stocks 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	3.22	1.42	+1.80
Sortino ratioReturn per unit of downside risk	4.41	1.98	+2.43
Omega ratioGain probability vs. loss probability	1.55	1.25	+0.29
Calmar ratioReturn relative to maximum drawdown	6.55	2.00	+4.55
Martin ratioReturn relative to average drawdown	21.52	8.49	+13.03

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.	94	2.40	2.98	1.37	6.16	12.22
COST Costco Wholesale Corporation	45	0.10	0.28	1.03	0.12	0.26
HD The Home Depot, Inc.	31	-0.29	-0.26	0.97	-0.25	-0.46
JNJ Johnson & Johnson	97	3.26	4.35	1.56	5.46	15.18
MA Mastercard Incorporated	44	0.08	0.27	1.03	0.09	0.16
MRK Merck & Co., Inc.	96	2.64	3.72	1.44	6.39	16.11
PG The Procter & Gamble Company	39	-0.06	0.05	1.01	-0.07	-0.13
TSLA Tesla, Inc.	44	0.02	0.36	1.04	0.02	0.06
UNH UnitedHealth Group Incorporated	86	1.86	2.36	1.36	2.45	6.01
V Visa Inc.	53	0.31	0.63	1.07	0.40	0.88

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 T3 Sub Prime Sp500 Stocks Sharpe ratio is 3.22 as of Aug 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.18 to 2.00, 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.

Loading charts...

Dividends

Dividend yield

T3 Sub Prime Sp500 Stocks provided a 1.56% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.56%	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	0.72%	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.	2.79%	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	2.04%	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	0.59%	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.	2.58%	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	2.97%	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	2.16%	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.	0.71%	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.

Loading charts...

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 2.04%.

Drawdown	Fall	Recovery	Underwater	Related event
-33.92%Mar 2020	1mo 2d	3mo 23d	4mo 25dFeb 2020 - Jul 2020	COVID crash2020
-16.00%Dec 2018	20d	2mo 19d	3mo 9dDec 2018 - Mar 2019	Rate-hike selloffLate 2018
-15.56%Oct 2022	9mo 13d	3mo 20d	1y 28dJan 2022 - Feb 2023	Bear market2022
-15.54%Aug 2011	16d	3mo 3d	3mo 19dJul 2011 - Nov 2011	—
-15.16%Apr 2025	4mo 6d	4mo 16d	8mo 22dDec 2024 - Aug 2025	2025 selloff2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

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	2.45	2.05	1.84	1.65	1.64

The portfolio has a diversification ratio of 1.64, in line with the typical range across portfolios.

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

T3 Sub Prime Sp500 Stocks has a 0.63 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) Focuses on recent behavior, but can change the most.	0.63
Correlation (3Y) Balances recent behavior with more history.	0.71
Correlation (5Y) Shows whether the relationship held over a longer period.	0.80
Correlation (10Y) Provides a long-term view across more market conditions.	0.81
Correlation (All Time) Calculated using the full available price history since Jun 29, 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 0.40.

MRK

0.40

0.41

0.43

0.46

0.46

0.47

0.51

0.54

0.60

0.64

Portfolio Correlations

Correlation vs. T3 Sub Prime Sp500 Stocks. MA has the highest portfolio correlation at 0.68, while XOM has the lowest at 0.44.

XOM

0.44

0.45

0.46

0.48

0.51

0.53

0.59

TSLA

0.61

AMD

0.64

0.68

Asset Correlations Table

See how each holding historically moved in relation to the other holdings, the portfolio, and the selected benchmark.

	TSLA	AMD	XOM	MRK	UNH	PG	COST	JNJ	HD	V	MA
TSLA	1.00	0.36	0.14	0.10	0.16	0.09	0.23	0.10	0.25	0.27	0.28
AMD	0.36	1.00	0.19	0.13	0.20	0.11	0.24	0.14	0.29	0.34	0.34
XOM	0.14	0.19	1.00	0.29	0.28	0.24	0.23	0.30	0.29	0.32	0.33
MRK	0.10	0.13	0.29	1.00	0.35	0.41	0.27	0.53	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	0.09	0.11	0.24	0.41	0.32	1.00	0.39	0.49	0.38	0.35	0.35
COST	0.23	0.24	0.23	0.27	0.30	0.39	1.00	0.33	0.47	0.39	0.39
JNJ	0.10	0.14	0.30	0.53	0.39	0.49	0.33	1.00	0.35	0.37	0.36
HD	0.25	0.29	0.29	0.29	0.33	0.38	0.47	0.35	1.00	0.44	0.44
V	0.27	0.34	0.32	0.33	0.35	0.35	0.39	0.37	0.44	1.00	0.83
MA	0.28	0.34	0.33	0.31	0.35	0.35	0.39	0.36	0.44	0.83	1.00

Based on daily historical returns since Jun 29, 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