Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 14.29% |
ABT Abbott Laboratories | Healthcare | 14.29% |
CSCO Cisco Systems, Inc. | Technology | 14.29% |
EXC Exelon Corporation | Utilities | 14.29% |
IBM International Business Machines Corporation | Technology | 14.29% |
JPM JPMorgan Chase & Co. | Financial Services | 14.29% |
T AT&T Inc. | Communication Services | 14.29% |
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.
| 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 Marzo 2025 | 0.34% | -2.71% | -2.07% | -1.29% | 9.26% | 19.35% | 14.31% | 14.42% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.48% | 0.84% | -2.34% | -0.07% | -2.07% | ||||||||
| 2025 | 8.77% | 7.37% | -1.16% | -2.07% | 2.40% | 5.74% | -2.53% | 3.16% | 4.04% | -0.84% | 3.34% | -2.19% | 28.33% |
| 2024 | 4.29% | 2.19% | 3.29% | -5.77% | 1.54% | 1.39% | 5.87% | 5.11% | 3.81% | 1.11% | 4.40% | -3.04% | 26.27% |
| 2023 | 1.01% | -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% |
| 2021 | 0.98% | 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
- R²
- 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.
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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.65 | 0.88 | -0.23 |
Sortino ratioReturn per unit of downside risk | 0.97 | 1.37 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.39 | -0.42 |
Martin ratioReturn relative to average drawdown | 3.54 | 6.43 | -2.89 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | 39 | 0.05 | 0.29 | 1.04 | 0.06 | 0.15 |
CSCO Cisco Systems, Inc. | 74 | 1.13 | 1.55 | 1.24 | 2.33 | 5.93 |
JPM JPMorgan Chase & Co. | 67 | 0.89 | 1.28 | 1.18 | 1.51 | 4.05 |
T AT&T Inc. | 43 | 0.23 | 0.46 | 1.06 | 0.19 | 0.42 |
ABT Abbott Laboratories | 7 | -0.89 | -1.08 | 0.85 | -0.81 | -2.01 |
EXC Exelon Corporation | 57 | 0.59 | 0.97 | 1.11 | 1.09 | 1.90 |
ABBV AbbVie Inc. | 43 | 0.19 | 0.44 | 1.06 | 0.28 | 0.62 |
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Dividends
Dividend yield
Marzo 2025 provided a 2.86% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.86% | 2.71% | 3.29% | 3.69% | 3.69% | 3.66% | 3.97% | 3.54% | 3.78% | 3.08% | 3.31% | 3.52% |
| Portfolio components: | ||||||||||||
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, 2020 | 27 | Mar 23, 2020 | 204 | Jan 12, 2021 | 231 |
| -19.21% | Apr 22, 2022 | 120 | Oct 12, 2022 | 59 | Jan 6, 2023 | 179 |
| -16.9% | Jul 21, 2015 | 127 | Jan 20, 2016 | 113 | Jun 30, 2016 | 240 |
| -14.73% | Oct 3, 2018 | 57 | Dec 24, 2018 | 54 | Mar 14, 2019 | 111 |
| -11% | Mar 4, 2025 | 26 | Apr 8, 2025 | 28 | May 19, 2025 | 54 |
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
| Benchmark | EXC | ABBV | T | ABT | JPM | IBM | CSCO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.34 | 0.42 | 0.38 | 0.54 | 0.65 | 0.59 | 0.66 | 0.73 |
| EXC | 0.34 | 1.00 | 0.24 | 0.34 | 0.30 | 0.21 | 0.28 | 0.28 | 0.53 |
| ABBV | 0.42 | 0.24 | 1.00 | 0.28 | 0.43 | 0.30 | 0.32 | 0.32 | 0.63 |
| T | 0.38 | 0.34 | 0.28 | 1.00 | 0.31 | 0.37 | 0.39 | 0.32 | 0.61 |
| ABT | 0.54 | 0.30 | 0.43 | 0.31 | 1.00 | 0.35 | 0.38 | 0.42 | 0.65 |
| JPM | 0.65 | 0.21 | 0.30 | 0.37 | 0.35 | 1.00 | 0.47 | 0.45 | 0.65 |
| IBM | 0.59 | 0.28 | 0.32 | 0.39 | 0.38 | 0.47 | 1.00 | 0.51 | 0.70 |
| CSCO | 0.66 | 0.28 | 0.32 | 0.32 | 0.42 | 0.45 | 0.51 | 1.00 | 0.68 |
| Portfolio | 0.73 | 0.53 | 0.63 | 0.61 | 0.65 | 0.65 | 0.70 | 0.68 | 1.00 |