ChartMill Multiple Screens

Asset Allocation

Position	Category/Sector	Target Weight
NVDA NVIDIA Corporation	Technology	1.85%
MU Micron Technology, Inc.	Technology	1.85%
FSLR First Solar, Inc.	Technology	1.85%
NVT nVent Electric plc	Industrials	1.85%
DXCM DexCom, Inc.	Healthcare	1.85%
NBIX Neurocrine Biosciences, Inc.	Healthcare	1.85%
EVR Evercore Inc.	Financial Services	1.85%
OPRA Opera Limited	Communication Services	1.85%
GFI Gold Fields Limited	Basic Materials	1.85%
GCT GigaCloud Technology Inc	Technology	1.85%
INTU Intuit Inc.	Technology	1.85%
GMED Globus Medical, Inc.	Healthcare	1.85%
TCOM Trip.com Group Limited	Consumer Cyclical	1.85%
ATAT Atour Lifestyle Holdings Limited	Consumer Cyclical	1.85%
CART Maplebear Inc. Common Stock	Consumer Cyclical	1.85%
PIPR Piper Sandler Companies	Financial Services	1.85%
MLI Mueller Industries, Inc.	Industrials	1.85%
BRC Brady Corporation	Industrials	1.85%
PGNY Progyny, Inc.	Healthcare	1.85%
AIR AAR Corp.	Industrials	1.85%
TCMD Tactile Systems Technology, Inc.	Healthcare	1.85%
BIRK Birkenstock Holding plc	Consumer Cyclical	1.85%
SN SharkNinja Inc.	Consumer Cyclical	1.85%
IEX IDEX Corporation	Industrials	1.85%
SSD Simpson Manufacturing Co., Inc.	Industrials	1.85%
RAMP LiveRamp Holdings, Inc.	Technology	1.85%
EZPW EZCORP, Inc.	Financial Services	1.85%
SLDE Slide Insurance Holdings, Inc	Financial Services	1.85%
HIG The Hartford Financial Services Group, Inc.	Financial Services	1.85%
RGA Reinsurance Group of America, Incorporated	Financial Services	1.85%
ACGL Arch Capital Group Ltd.	Financial Services	1.85%
GIB CGI Inc	Technology	1.85%
FVRR Fiverr International Ltd.	Communication Services	1.85%
NICE NICE Ltd.	Technology	1.85%
TME Tencent Music Entertainment Group	Communication Services	1.85%
VIV Telefônica Brasil S.A.	Communication Services	1.85%
DV DoubleVerify Holdings, Inc.	Technology	1.85%
PYPL PayPal Holdings, Inc.	Financial Services	1.85%
EGO Eldorado Gold Corporation	Basic Materials	1.85%
SSRM SSR Mining Inc.	Basic Materials	1.85%
ARIS Aris Water Solutions, Inc.	Utilities	1.85%
NRDS NerdWallet, Inc.	Financial Services	1.85%
DSGX The Descartes Systems Group Inc.	Technology	1.85%
DLO DLocal Limited	Technology	1.85%
INVX Innovex International, Inc	Energy	1.85%
OR Osisko Gold Royalties Ltd	Basic Materials	1.85%
TFPM Triple Flag Precious Metals Corp	Basic Materials	1.85%
AEM Agnico Eagle Mines Limited	Basic Materials	1.85%
NEM Newmont Corporation	Basic Materials	1.85%
AGI Alamos Gold Inc.	Basic Materials	1.85%
WPM Wheaton Precious Metals Corp.	Basic Materials	1.85%
IAG IAMGOLD Corporation	Basic Materials	1.85%
HL Hecla Mining Company	Basic Materials	1.85%
AG First Majestic Silver Corp.	Basic Materials	1.85%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ChartMill Multiple Screens, 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

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 ChartMill Multiple Screens	-3.78%	-4.42%	1.25%	4.59%	—	—	—	—
Portfolio components:
ACGL Arch Capital Group Ltd.	3.23%	-2.78%	-4.93%	-0.58%	-4.54%	10.44%	19.33%	14.93%
AEM Agnico Eagle Mines Limited	-7.41%	-15.09%	-3.05%	-2.65%	40.03%	49.32%	21.12%	14.72%
AG First Majestic Silver Corp.	-14.06%	-22.21%	2.10%	12.95%	105.88%	43.01%	-0.40%	4.05%
AGI Alamos Gold Inc.	-8.00%	-18.12%	-7.86%	-1.47%	33.66%	42.10%	32.81%	17.96%
AIR AAR Corp.	0.97%	-0.96%	40.90%	41.05%	74.42%	29.63%	23.00%	17.25%
ARIS Aris Water Solutions, Inc.	-11.14%	-22.69%	-6.16%	7.63%	141.75%	83.62%	—	—
ATAT Atour Lifestyle Holdings Limited	-0.21%	-10.85%	-13.81%	-20.82%	10.37%	31.43%	—	—
BIRK Birkenstock Holding plc	-1.51%	7.63%	3.52%	-3.99%	-22.68%	—	—	—
BRC Brady Corporation	-0.53%	13.15%	13.76%	14.54%	28.24%	23.21%	10.72%	12.61%
CART Maplebear Inc. Common Stock	-0.53%	2.26%	-8.27%	-6.61%	-9.66%	—	—	—

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 20, 2025, ChartMill Multiple Screens's average daily return is +0.14%, while the average monthly return is +2.61%. At this rate, an investment would double in approximately 2.2 years.

Historically, 77% of months were positive and 23% were negative. The best month was Aug 2025 with a return of +10.7%, while the worst month was Mar 2026 at -10.5%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 1 months.

On a daily basis, ChartMill Multiple Screens closed higher 57% of trading days. The best single day was Mar 31, 2026 with a return of +3.7%, while the worst single day was Jan 30, 2026 at -4.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.42%	6.74%	-10.45%	4.36%	3.61%	-4.34%							1.25%
2025						2.94%	0.41%	10.65%	7.17%	-2.33%	9.35%	3.39%	35.33%

Benchmark Metrics

ChartMill Multiple Screens has an annualized alpha of 7.66%, beta of 1.21, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since June 20, 2025.

This portfolio captured 131.10% of S&P 500 Index gains but only 67.17% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 7.66% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 7.66%

Beta: 1.21

R²: 0.52

Upside Capture: 131.10%

Downside Capture: 67.17%

Expense Ratio

ChartMill Multiple Screens 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

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for ChartMill Multiple Screens and compares them with S&P 500 Index.

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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ACGL Arch Capital Group Ltd.	32	-0.17	-0.09	0.99	-0.25	-0.59
AEM Agnico Eagle Mines Limited	64	0.81	1.24	1.17	1.02	2.74
AG First Majestic Silver Corp.	77	1.41	2.01	1.25	2.20	5.25
AGI Alamos Gold Inc.	61	0.63	1.10	1.14	0.90	2.46
AIR AAR Corp.	86	1.89	2.64	1.32	3.83	9.09
ARIS Aris Water Solutions, Inc.	91	2.65	2.67	1.38	5.18	17.41
ATAT Atour Lifestyle Holdings Limited	49	0.25	0.65	1.07	0.41	0.99
BIRK Birkenstock Holding plc	22	-0.50	-0.50	0.94	-0.53	-0.94
BRC Brady Corporation	71	0.99	1.95	1.23	1.12	3.57
CART Maplebear Inc. Common Stock	31	-0.26	-0.08	0.99	-0.30	-0.53

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for ChartMill Multiple Screens. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

ChartMill Multiple Screens provided a 0.81% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.81%	0.68%	0.82%	0.93%	0.92%	0.74%	0.69%	0.60%	0.73%	0.76%	0.45%	0.61%
Portfolio components:
ACGL Arch Capital Group Ltd.	0.00%	0.00%	5.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AEM Agnico Eagle Mines Limited	1.04%	0.94%	2.05%	2.92%	3.08%	2.63%	2.36%	0.89%	1.09%	0.89%	0.86%	1.22%
AG First Majestic Silver Corp.	0.21%	0.12%	0.33%	0.34%	0.31%	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AGI Alamos Gold Inc.	0.32%	0.26%	0.54%	0.74%	0.99%	1.30%	0.74%	0.66%	0.56%	0.31%	0.29%	1.22%
AIR AAR Corp.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.41%	0.67%	0.80%	0.76%	0.91%	1.14%
ARIS Aris Water Solutions, Inc.	0.00%	0.00%	0.00%	0.00%	3.84%	0.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ATAT Atour Lifestyle Holdings Limited	2.69%	1.98%	1.67%	0.86%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BIRK Birkenstock Holding plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BRC Brady Corporation	1.10%	1.23%	1.28%	1.58%	1.92%	1.64%	1.65%	1.49%	1.92%	2.17%	2.16%	3.49%
CART Maplebear Inc. Common Stock	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 ChartMill Multiple Screens. 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 ChartMill Multiple Screens was 14.25%, occurring on Mar 20, 2026. The portfolio has not yet recovered.

The current ChartMill Multiple Screens drawdown is 7.75%.

Related event	Drawdown	Fall	Recovery	Underwater
2026 correction2026	-14.25%Mar 2026	21d	—	3mo 12dFeb 2026 - now
2026 pullback2026	-8.67%Feb 2026	7d	21d	28dJan 2026 - Feb 2026
2025 pullback2025	-6.13%Nov 2025	7d	6d	13dNov 2025 - Nov 2025
2025 pullback2025	-4.10%Oct 2025	1d	6d	7dOct 2025 - Oct 2025
2025 pullback2025	-4.04%Aug 2025	8d	5d	13dJul 2025 - 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 54 assets, with an effective number of assets of 54.00, 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

	All Time
Diversification Ratio	2.28

The portfolio has a diversification ratio of 2.28, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

ChartMill Multiple Screens correlation to the S&P 500 Index

ChartMill Multiple Screens has a 0.71 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 20, 2025	0.71

Benchmark Correlations

Correlation vs. S&P 500 Index. EVR has the highest benchmark correlation at 0.61, while ACGL has the lowest at -0.08.

-0.08

0.12

0.16

0.16

0.19

0.20

0.21

0.22

0.23

0.24

0.25

0.26

0.27

0.27

0.28

0.29

0.30

0.31

0.31

0.31

0.31

0.32

0.33

0.33

0.33

0.33

0.34

0.34

0.34

0.34

0.35

0.35

0.35

0.37

0.37

0.38

0.38

0.38

0.39

0.41

0.45

0.46

0.46

0.49

0.50

0.50

0.54

0.56

0.57

0.59

0.61

Portfolio Correlations

Correlation vs. ChartMill Multiple Screens. IAG has the highest portfolio correlation at 0.72, while ACGL has the lowest at -0.01.

-0.01

0.13

0.16

0.19

0.19

0.24

0.24

0.27

0.28

0.29

0.30

0.31

0.32

0.32

0.33

0.34

0.35

0.36

0.36

0.37

0.38

0.38

0.38

0.39

0.39

0.40

0.42

0.44

0.44

0.45

0.46

0.47

0.49

0.50

0.51

0.54

0.54

0.56

0.59

0.61

0.66

0.67

0.67

0.68

0.68

0.69

0.69

0.69

0.71

IAG

0.72

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jun 20, 2025

Diversification Analysis

Find what ChartMill Multiple Screens is missing

See which holdings overlap, where ChartMill Multiple Screens is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification