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Marzo 2025
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IBM 14.29%CSCO 14.29%JPM 14.29%T 14.29%ABT 14.29%EXC 14.29%ABBV 14.29%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marzo 2025, 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 Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 2, 2026, the Marzo 2025 returned -2.07% Year-To-Date and 14.42% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Marzo 2025
0.34%-2.71%-2.07%-1.29%9.26%19.35%14.31%14.42%
IBM
International Business Machines Corporation
2.06%1.17%-15.74%-12.48%1.74%27.71%18.92%10.02%
CSCO
Cisco Systems, Inc.
1.95%0.62%3.69%17.63%31.64%18.25%12.05%14.28%
JPM
JPMorgan Chase & Co.
-0.26%-1.89%-8.16%-3.31%22.30%34.44%16.83%20.51%
T
AT&T Inc.
0.07%-1.19%15.38%7.25%5.08%19.93%10.68%5.53%
ABT
Abbott Laboratories
0.48%-9.45%-17.48%-21.91%-20.56%2.41%-1.07%11.35%
EXC
Exelon Corporation
0.92%0.76%14.14%11.60%11.13%10.04%13.65%10.82%
ABBV
AbbVie Inc.
-2.86%-10.70%-7.86%-10.37%5.19%13.21%18.43%18.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Marzo 2025's average daily return is +0.06%, while the average monthly return is +1.15%. At this rate, your investment would double in approximately 5.1 years.

Historically, 63% of months were positive and 38% were negative. The best month was Oct 2022 with a return of +12.8%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Marzo 2025 closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.48%0.84%-2.34%-0.07%-2.07%
20258.77%7.37%-1.16%-2.07%2.40%5.74%-2.53%3.16%4.04%-0.84%3.34%-2.19%28.33%
20244.29%2.19%3.29%-5.77%1.54%1.39%5.87%5.11%3.81%1.11%4.40%-3.04%26.27%
20231.01%-2.31%1.16%-0.82%-3.90%3.62%4.12%-0.82%-2.90%-0.16%4.95%3.57%7.27%
2022-2.60%-1.72%3.43%-4.09%4.73%-4.44%-1.17%-3.79%-8.54%12.78%8.67%-1.66%-0.38%
20210.98%1.19%7.45%2.91%0.94%-1.18%1.91%3.53%-3.91%2.92%-2.91%10.98%26.71%

Benchmark Metrics

Marzo 2025 has an annualized alpha of 4.04%, beta of 0.80, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.00%) than losses (82.47%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 4.04% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
4.04%
Beta
0.80
0.68
Upside Capture
93.00%
Downside Capture
82.47%

Expense Ratio

Marzo 2025 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

Marzo 2025 ranks 13 for risk / return — in the bottom 13% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


Marzo 2025 Risk / Return Rank: 1313
Overall Rank
Marzo 2025 Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
Marzo 2025 Sortino Ratio Rank: 1010
Sortino Ratio Rank
Marzo 2025 Omega Ratio Rank: 1111
Omega Ratio Rank
Marzo 2025 Calmar Ratio Rank: 1515
Calmar Ratio Rank
Marzo 2025 Martin Ratio Rank: 1515
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.65

0.88

-0.23

Sortino ratio

Return per unit of downside risk

0.97

1.37

-0.40

Omega ratio

Gain probability vs. loss probability

1.13

1.21

-0.08

Calmar ratio

Return relative to maximum drawdown

0.97

1.39

-0.42

Martin ratio

Return relative to average drawdown

3.54

6.43

-2.89


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
IBM
International Business Machines Corporation
390.050.291.040.060.15
CSCO
Cisco Systems, Inc.
741.131.551.242.335.93
JPM
JPMorgan Chase & Co.
670.891.281.181.514.05
T
AT&T Inc.
430.230.461.060.190.42
ABT
Abbott Laboratories
7-0.89-1.080.85-0.81-2.01
EXC
Exelon Corporation
570.590.971.111.091.90
ABBV
AbbVie Inc.
430.190.441.060.280.62

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.

Marzo 2025 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 0.65
  • 5-Year: 1.03
  • 10-Year: 0.85
  • All Time: 0.84

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 1.00 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Marzo 2025 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

Marzo 2025 provided a 2.86% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.86%2.71%3.29%3.69%3.69%3.66%3.97%3.54%3.78%3.08%3.31%3.52%
IBM
International Business Machines Corporation
2.71%2.27%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%
CSCO
Cisco Systems, Inc.
2.61%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%
JPM
JPMorgan Chase & Co.
1.97%1.72%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%
T
AT&T Inc.
3.92%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%
ABT
Abbott Laboratories
2.33%1.88%1.95%1.85%1.71%1.28%1.32%1.47%1.55%1.86%2.71%2.14%
EXC
Exelon Corporation
3.28%3.67%5.05%4.01%3.12%2.65%3.62%3.18%3.06%3.32%3.56%4.47%
ABBV
AbbVie Inc.
3.18%2.87%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%

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 Marzo 2025. 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 Marzo 2025 was 34.95%, occurring on Mar 23, 2020. Recovery took 204 trading sessions.

The current Marzo 2025 drawdown is 4.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.95%Feb 13, 202027Mar 23, 2020204Jan 12, 2021231
-19.21%Apr 22, 2022120Oct 12, 202259Jan 6, 2023179
-16.9%Jul 21, 2015127Jan 20, 2016113Jun 30, 2016240
-14.73%Oct 3, 201857Dec 24, 201854Mar 14, 2019111
-11%Mar 4, 202526Apr 8, 202528May 19, 202554

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 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

BenchmarkEXCABBVTABTJPMIBMCSCOPortfolio
Benchmark1.000.340.420.380.540.650.590.660.73
EXC0.341.000.240.340.300.210.280.280.53
ABBV0.420.241.000.280.430.300.320.320.63
T0.380.340.281.000.310.370.390.320.61
ABT0.540.300.430.311.000.350.380.420.65
JPM0.650.210.300.370.351.000.470.450.65
IBM0.590.280.320.390.380.471.000.510.70
CSCO0.660.280.320.320.420.450.511.000.68
Portfolio0.730.530.630.610.650.650.700.681.00
The correlation results are calculated based on daily price changes starting from Jan 3, 2013