2025 | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
EVRG Evergy, Inc.	Utilities	6.67%
PM Philip Morris International Inc.	Consumer Defensive	6.67%
TMDX TransMedics Group, Inc.	Healthcare	6.67%
XOM Exxon Mobil Corporation	Energy	6.67%
CB Chubb Limited	Financial Services	6.67%
CMCSA Comcast Corporation	Communication Services	6.67%
VZ Verizon Communications Inc.	Communication Services	6.67%
TALO Talos Energy Inc.	Energy	6.67%
HCA HCA Healthcare, Inc.	Healthcare	6.67%
PLMR Palomar Holdings, Inc.	Financial Services	6.67%
LUMN Lumen Technologies, Inc.	Communication Services	6.67%
XPEV XPeng Inc.	Consumer Cyclical	6.67%
QFIN 360 DigiTech, Inc.	Financial Services	6.67%
HJPSX Hennessy Japan Small Cap Fund	Japan Equities	6.67%
FXI iShares China Large-Cap ETF	China Equities	6.67%

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 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2025	1.00%	-1.10%	2.37%	2.46%	6.59%	30.51%	15.83%	—
Portfolio components:
CB Chubb Limited	0.38%	1.55%	5.77%	7.02%	15.88%	21.39%	16.27%	12.26%
CMCSA Comcast Corporation	2.21%	-1.05%	-5.28%	3.97%	-17.53%	-8.98%	-10.72%	1.27%
EVRG Evergy, Inc.	1.26%	5.03%	17.62%	15.54%	27.76%	17.04%	9.76%	—
FXI iShares China Large-Cap ETF	1.09%	-5.24%	-7.83%	-8.72%	-1.10%	10.41%	-3.08%	3.13%
HCA HCA Healthcare, Inc.	2.29%	-8.47%	-16.94%	-19.89%	5.01%	12.30%	13.79%	18.27%
HJPSX Hennessy Japan Small Cap Fund	1.71%	-1.79%	12.79%	15.92%	30.46%	18.80%	8.15%	10.57%
LUMN Lumen Technologies, Inc.	0.00%	-15.52%	9.27%	-0.12%	110.15%	58.55%	-8.90%	-5.46%
PLMR Palomar Holdings, Inc.	-0.26%	3.67%	-14.77%	-9.27%	-28.63%	25.45%	8.52%	—
PM Philip Morris International Inc.	1.95%	-2.80%	15.93%	22.12%	3.53%	31.18%	18.78%	11.71%
QFIN 360 DigiTech, Inc.	2.67%	20.41%	-15.31%	-17.62%	-59.79%	7.60%	-12.03%	—

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 27, 2020, 2025's average daily return is +0.09%, while the average monthly return is +1.88%. At this rate, an investment would double in approximately 3.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +25.2%, while the worst month was Sep 2022 at -13.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 2025 closed higher 53% of trading days. The best single day was Aug 6, 2024 with a return of +14.9%, while the worst single day was Apr 4, 2025 at -7.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.42%	3.34%	-3.52%	1.36%	-0.99%	-2.02%							2.37%
2025	3.60%	8.43%	2.03%	-2.13%	8.09%	1.83%	-4.25%	4.22%	2.78%	3.00%	0.72%	-1.63%	29.21%
2024	-3.39%	4.22%	3.96%	-1.16%	7.68%	-1.51%	18.32%	15.95%	14.24%	-5.03%	5.68%	-7.72%	59.28%
2023	6.86%	-5.80%	-0.65%	-0.93%	-8.74%	11.84%	6.94%	-6.51%	-3.68%	-5.63%	8.64%	2.96%	2.80%
2022	-3.36%	4.05%	1.01%	-6.16%	10.11%	-3.64%	1.89%	2.34%	-13.04%	3.37%	8.25%	0.57%	3.21%
2021	6.98%	9.14%	6.07%	-1.64%	3.72%	7.96%	-5.15%	4.04%	-3.56%	2.63%	-4.64%	0.62%	27.83%

Benchmark Metrics

2025 has an annualized alpha of 11.49%, beta of 0.82, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since August 27, 2020.

This portfolio captured 107.53% of S&P 500 Index gains but only 71.37% of its losses - a favorable profile for investors.
R2 of 0.40 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 11.49%

Beta: 0.82

R²: 0.40

Upside Capture: 107.53%

Downside Capture: 71.37%

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

Expense Ratio

2025 has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

HJPSX

Hennessy Japan Small Cap Fund

FXI

iShares China Large-Cap ETF

Return for Risk

Risk / Return Rank

2025 ranks 8 for risk / return — in the bottom 8% 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.

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 2025 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	0.43	1.86	-1.43
Sortino ratioReturn per unit of downside risk	0.69	2.53	-1.85
Omega ratioGain probability vs. loss probability	1.08	1.34	-0.26
Calmar ratioReturn relative to maximum drawdown	0.74	2.53	-1.79
Martin ratioReturn relative to average drawdown	1.75	11.37	-9.62

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
CB Chubb Limited	68	0.87	1.37	1.17	1.64	3.73
CMCSA Comcast Corporation	16	-0.62	-0.71	0.90	-0.67	-1.26
EVRG Evergy, Inc.	85	1.79	2.48	1.29	3.83	9.78
FXI iShares China Large-Cap ETF	8	-0.15	-0.07	0.99	-0.18	-0.38
HCA HCA Healthcare, Inc.	45	0.18	0.44	1.06	0.15	0.44
HJPSX Hennessy Japan Small Cap Fund	40	1.71	2.36	1.30	2.02	6.15
LUMN Lumen Technologies, Inc.	77	1.28	2.05	1.26	2.17	4.11
PLMR Palomar Holdings, Inc.	13	-0.79	-0.97	0.88	-0.77	-1.19
PM Philip Morris International Inc.	44	0.13	0.37	1.05	0.18	0.34
QFIN 360 DigiTech, Inc.	7	-1.09	-2.01	0.76	-0.83	-1.13

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 2025 Sharpe ratio is 0.43 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 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

2025 provided a 3.54% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.54%	3.11%	2.28%	2.48%	3.03%	2.30%	2.61%	2.22%	2.92%	2.17%	1.99%	2.26%
Portfolio components:
CB Chubb Limited	1.20%	1.22%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	4.23%
CMCSA Comcast Corporation	11.84%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
EVRG Evergy, Inc.	3.28%	3.72%	4.22%	4.75%	3.70%	3.17%	3.69%	2.97%	1.65%	0.00%	0.00%	0.00%
FXI iShares China Large-Cap ETF	2.62%	2.42%	1.76%	3.17%	2.61%	1.60%	2.19%	2.74%	2.69%	2.31%	2.69%	2.90%
HCA HCA Healthcare, Inc.	0.76%	0.62%	0.88%	0.89%	0.93%	0.75%	0.63%	1.08%	1.12%	0.00%	0.00%	0.00%
HJPSX Hennessy Japan Small Cap Fund	11.74%	13.25%	3.64%	0.85%	0.61%	0.43%	0.23%	1.30%	3.46%	2.09%	2.03%	3.34%
LUMN Lumen Technologies, Inc.	0.00%	0.00%	0.00%	0.00%	14.37%	7.97%	10.26%	7.57%	14.26%	12.95%	9.08%	8.59%
PLMR Palomar Holdings, 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%
PM Philip Morris International Inc.	3.13%	3.52%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%
QFIN 360 DigiTech, Inc.	10.00%	7.58%	4.56%	7.27%	4.03%	1.22%	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 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 2025 was 16.94%, occurring on May 30, 2023. Recovery took 41 trading sessions.

The current 2025 drawdown is 6.34%.

Related event	Drawdown	Fall	Recovery	Underwater
2023 correction2023	-16.94%May 2023	3mo 27d	1mo 29d	5mo 26dFeb 2023 - Jul 2023
2023 correction2023	-16.90%Oct 2023	2mo 28d	4mo 25d	7mo 23dJul 2023 - Mar 2024
Bear market2022	-16.65%Nov 2022	2mo 9d	2mo 10d	4mo 19dAug 2022 - Jan 2023
Bear market2022	-14.57%Jan 2022	7mo 13d	7mo	1y 2moJun 2021 - Aug 2022
2025 selloff2025	-13.75%Apr 2025	19d	1mo 1d	1mo 20dMar 2025 - May 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 15 assets, with an effective number of assets of 15.00, 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	All Time
Diversification Ratio	2.63	2.22	2.04	2.05

The portfolio has a diversification ratio of 2.05, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

2025 correlation to the S&P 500 Index

2025 has a 0.45 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	0.45
Correlation (3Y) Calculated over the trailing 3-year period	0.49
Correlation (5Y) Calculated over the trailing 5-year period	0.62
Correlation (All Time) Calculated using the full available price history since Aug 27, 2020	0.62

Benchmark Correlations

Correlation vs. S&P 500 Index. HJPSX has the highest benchmark correlation at 0.56, while VZ has the lowest at 0.18.

0.18

XOM

0.24

TALO

0.25

0.26

EVRG

0.26

QFIN

0.31

0.32

0.32

0.34

0.38

0.41

0.42

0.42

0.46

0.56

Portfolio Correlations

Correlation vs. 2025. FXI has the highest portfolio correlation at 0.56, while VZ has the lowest at 0.28.

0.28

EVRG

0.31

0.33

0.38

0.40

0.43

0.43

0.45

0.47

0.47

0.50

0.53

0.53

0.56

0.56

Asset Correlations Table

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

	VZ	PLMR	TMDX	TALO	QFIN	XPEV	EVRG	PM	LUMN	XOM	CB	HCA	FXI	HJPSX	CMCSA
VZ	1.00	0.09	0.01	0.12	0.01	0.04	0.40	0.32	0.17	0.21	0.32	0.27	0.08	0.14	0.36
PLMR	0.09	1.00	0.24	0.08	0.15	0.13	0.18	0.15	0.14	0.11	0.31	0.20	0.13	0.20	0.23
TMDX	0.01	0.24	1.00	0.15	0.21	0.24	0.09	0.07	0.22	0.07	0.09	0.22	0.21	0.27	0.19
TALO	0.12	0.08	0.15	1.00	0.13	0.12	0.08	0.10	0.17	0.69	0.20	0.18	0.17	0.16	0.18
QFIN	0.01	0.15	0.21	0.13	1.00	0.43	0.01	0.09	0.14	0.09	0.06	0.10	0.61	0.24	0.18
XPEV	0.04	0.13	0.24	0.12	0.43	1.00	0.05	0.05	0.12	0.05	0.04	0.09	0.59	0.26	0.19
EVRG	0.40	0.18	0.09	0.08	0.01	0.05	1.00	0.35	0.21	0.15	0.35	0.31	0.06	0.21	0.28
PM	0.32	0.15	0.07	0.10	0.09	0.05	0.35	1.00	0.15	0.23	0.34	0.30	0.15	0.20	0.29
LUMN	0.17	0.14	0.22	0.17	0.14	0.12	0.21	0.15	1.00	0.17	0.16	0.24	0.15	0.22	0.27
XOM	0.21	0.11	0.07	0.69	0.09	0.05	0.15	0.23	0.17	1.00	0.32	0.21	0.15	0.16	0.23
CB	0.32	0.31	0.09	0.20	0.06	0.04	0.35	0.34	0.16	0.32	1.00	0.37	0.11	0.20	0.33
HCA	0.27	0.20	0.22	0.18	0.10	0.09	0.31	0.30	0.24	0.21	0.37	1.00	0.13	0.30	0.30
FXI	0.08	0.13	0.21	0.17	0.61	0.59	0.06	0.15	0.15	0.15	0.11	0.13	1.00	0.36	0.24
HJPSX	0.14	0.20	0.27	0.16	0.24	0.26	0.21	0.20	0.22	0.16	0.20	0.30	0.36	1.00	0.31
CMCSA	0.36	0.23	0.19	0.18	0.18	0.19	0.28	0.29	0.27	0.23	0.33	0.30	0.24	0.31	1.00

The correlation results are calculated based on daily price changes starting from Aug 27, 2020

Diversification Analysis

Find what 2025 is missing

See which holdings overlap, where 2025 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification