2025

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

2025

Currency in USD · Last updated Jun 3, 2025

Asset Allocation

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

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 27, 2020, corresponding to the inception date of XPEV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
2025	21.37%	6.26%	14.15%	75.49%	N/A	N/A
Portfolio components:
EVRG Evergy, Inc.	10.26%	-3.00%	7.30%	27.71%	5.10%	N/A
PM Philip Morris International Inc.	53.19%	6.96%	43.74%	85.47%	26.19%	14.31%
TMDX TransMedics Group, Inc.	98.78%	37.74%	73.49%	-7.25%	54.50%	N/A
XOM Exxon Mobil Corporation	-2.45%	-2.08%	-10.83%	-6.82%	21.31%	6.60%
CB Chubb Limited	8.90%	4.39%	5.46%	13.97%	20.89%	13.29%
CMCSA Comcast Corporation	-6.92%	-0.38%	-18.50%	-10.35%	-1.07%	3.90%
VZ Verizon Communications Inc.	14.09%	0.82%	4.10%	14.93%	0.71%	4.55%
TALO Talos Energy Inc.	-17.20%	9.84%	-26.98%	-28.21%	-9.47%	N/A
HCA HCA Healthcare, Inc.	27.61%	9.83%	17.36%	15.79%	29.81%	17.54%
PLMR Palomar Holdings, Inc.	66.37%	15.72%	62.46%	107.53%	16.53%	N/A
LUMN Lumen Technologies, Inc.	-27.50%	1.85%	-42.88%	198.45%	-15.20%	-13.60%
XPEV XPeng Inc.	62.94%	-2.53%	51.77%	137.19%	N/A	N/A
QFIN 360 DigiTech, Inc.	8.68%	-4.83%	15.96%	119.63%	38.85%	N/A
HJPSX Hennessy Japan Small Cap Fund	13.81%	6.31%	11.88%	21.78%	6.60%	8.13%
FXI iShares China Large-Cap ETF	16.13%	1.26%	17.64%	34.50%	-0.81%	-0.82%

*Annualized

Monthly Returns

The table below presents the monthly returns of 2025, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	3.60%	8.43%	2.03%	-2.13%	8.09%	0.10%							21.37%
2024	-3.39%	4.22%	3.96%	-1.37%	7.68%	-1.51%	18.32%	15.95%	14.24%	-5.03%	5.68%	-7.72%	58.96%
2023	6.86%	-5.80%	-0.65%	-0.93%	-8.74%	11.84%	6.94%	-6.51%	-3.88%	-5.63%	8.64%	2.96%	2.59%
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%	3.22%
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%
2020								-0.31%	-5.98%	-2.88%	25.24%	0.10%	14.11%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 98, 2025 is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
EVRG Evergy, Inc.	1.68	2.50	1.34	1.56	10.54
PM Philip Morris International Inc.	3.57	4.82	1.73	8.35	25.16
TMDX TransMedics Group, Inc.	-0.13	0.22	1.03	-0.19	-0.30
XOM Exxon Mobil Corporation	-0.38	-0.20	0.98	-0.33	-0.68
CB Chubb Limited	0.60	1.17	1.15	1.13	2.79
CMCSA Comcast Corporation	-0.41	-0.12	0.98	-0.16	-0.46
VZ Verizon Communications Inc.	0.65	1.27	1.18	0.94	3.62
TALO Talos Energy Inc.	-0.62	-0.54	0.93	-0.39	-1.41
HCA HCA Healthcare, Inc.	0.47	0.99	1.14	0.65	1.17
PLMR Palomar Holdings, Inc.	2.81	3.62	1.45	3.13	23.81
LUMN Lumen Technologies, Inc.	1.50	3.23	1.40	2.14	5.08
XPEV XPeng Inc.	1.75	2.44	1.27	1.48	8.33
QFIN 360 DigiTech, Inc.	2.40	2.88	1.35	2.24	14.60
HJPSX Hennessy Japan Small Cap Fund	1.18	1.86	1.25	1.41	6.17
FXI iShares China Large-Cap ETF	1.02	1.52	1.20	0.64	3.17

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.

2025 Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

1-Year: 2.62
All Time: 1.11

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 0.59 to 1.14, 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 2025 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

2025 provided a 2.02% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.02%	2.19%	2.27%	3.03%	2.30%	2.60%	2.22%	2.92%	2.17%	1.99%	2.13%	2.25%
Portfolio components:
EVRG Evergy, Inc.	3.98%	4.22%	4.75%	3.71%	3.17%	3.69%	2.97%	1.65%	0.00%	0.00%	0.00%	0.00%
PM Philip Morris International Inc.	2.93%	4.40%	5.46%	4.98%	5.16%	5.73%	5.43%	6.73%	3.99%	4.50%	4.60%	4.76%
TMDX TransMedics Group, 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%
XOM Exxon Mobil Corporation	3.80%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
CB Chubb Limited	1.21%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	2.28%	2.79%
CMCSA Comcast Corporation	3.67%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%	1.16%
VZ Verizon Communications Inc.	6.12%	6.68%	6.96%	6.53%	4.86%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%	4.57%
TALO Talos Energy 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%
HCA HCA Healthcare, Inc.	0.71%	0.88%	0.89%	0.93%	0.75%	0.47%	1.08%	1.12%	0.00%	0.00%	0.00%	0.00%
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%
LUMN Lumen Technologies, Inc.	0.00%	0.00%	0.00%	14.37%	7.97%	10.26%	7.57%	14.26%	12.95%	9.08%	8.59%	5.46%
XPEV XPeng 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%
QFIN 360 DigiTech, Inc.	3.18%	3.07%	4.17%	4.03%	1.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HJPSX Hennessy Japan Small Cap Fund	3.20%	3.64%	0.85%	0.60%	0.43%	0.23%	1.30%	3.46%	2.09%	2.03%	3.34%	9.63%
FXI iShares China Large-Cap ETF	1.52%	1.76%	3.17%	2.61%	1.60%	2.19%	2.74%	2.69%	2.31%	2.69%	2.90%	2.51%

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 17.06%, occurring on Oct 27, 2023. Recovery took 111 trading sessions.

The current 2025 drawdown is 0.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.06%	Jul 31, 2023	64	Oct 27, 2023	111	Apr 9, 2024	175
-16.94%	Feb 2, 2023	81	May 30, 2023	41	Jul 28, 2023	122
-16.65%	Aug 26, 2022	49	Nov 3, 2022	47	Jan 12, 2023	96
-14.57%	Jun 18, 2021	155	Jan 27, 2022	145	Aug 25, 2022	300
-13.75%	Mar 20, 2025	14	Apr 8, 2025	22	May 9, 2025	36

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	VZ	PLMR	TMDX	XPEV	QFIN	EVRG	LUMN	PM	TALO	XOM	CB	FXI	HCA	HJPSX	CMCSA	Portfolio
^GSPC	1.00	0.23	0.37	0.43	0.34	0.31	0.30	0.36	0.33	0.32	0.31	0.39	0.41	0.47	0.58	0.53	0.65
VZ	0.23	1.00	0.07	0.02	0.04	0.03	0.42	0.23	0.36	0.15	0.23	0.31	0.09	0.30	0.18	0.35	0.29
PLMR	0.37	0.07	1.00	0.26	0.15	0.17	0.18	0.18	0.15	0.12	0.14	0.30	0.16	0.20	0.23	0.22	0.42
TMDX	0.43	0.02	0.26	1.00	0.25	0.22	0.10	0.22	0.10	0.18	0.11	0.10	0.21	0.24	0.30	0.22	0.51
XPEV	0.34	0.04	0.15	0.25	1.00	0.46	0.05	0.11	0.07	0.14	0.07	0.07	0.60	0.12	0.27	0.22	0.58
QFIN	0.31	0.03	0.17	0.22	0.46	1.00	0.03	0.14	0.10	0.16	0.13	0.08	0.65	0.12	0.26	0.19	0.55
EVRG	0.30	0.42	0.18	0.10	0.05	0.03	1.00	0.26	0.38	0.11	0.17	0.35	0.06	0.32	0.23	0.31	0.32
LUMN	0.36	0.23	0.18	0.22	0.11	0.14	0.26	1.00	0.23	0.21	0.23	0.22	0.13	0.28	0.23	0.30	0.53
PM	0.33	0.36	0.15	0.10	0.07	0.10	0.38	0.23	1.00	0.14	0.24	0.33	0.17	0.33	0.23	0.33	0.36
TALO	0.32	0.15	0.12	0.18	0.14	0.16	0.11	0.21	0.14	1.00	0.70	0.25	0.21	0.24	0.22	0.21	0.50
XOM	0.31	0.23	0.14	0.11	0.07	0.13	0.17	0.23	0.24	0.70	1.00	0.36	0.19	0.28	0.21	0.25	0.47
CB	0.39	0.31	0.30	0.10	0.07	0.08	0.35	0.22	0.33	0.25	0.36	1.00	0.15	0.40	0.24	0.34	0.41
FXI	0.41	0.09	0.16	0.21	0.60	0.65	0.06	0.13	0.17	0.21	0.19	0.15	1.00	0.15	0.38	0.27	0.58
HCA	0.47	0.30	0.20	0.24	0.12	0.12	0.32	0.28	0.33	0.24	0.28	0.40	0.15	1.00	0.34	0.35	0.46
HJPSX	0.58	0.18	0.23	0.30	0.27	0.26	0.23	0.23	0.23	0.22	0.21	0.24	0.38	0.34	1.00	0.36	0.48
CMCSA	0.53	0.35	0.22	0.22	0.22	0.19	0.31	0.30	0.33	0.21	0.25	0.34	0.27	0.35	0.36	1.00	0.49
Portfolio	0.65	0.29	0.42	0.51	0.58	0.55	0.32	0.53	0.36	0.50	0.47	0.41	0.58	0.46	0.48	0.49	1.00

The correlation results are calculated based on daily price changes starting from Aug 28, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

2025

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community