Luke Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
BIBL Inspire 100 ETF	Large Cap Growth Equities	3.39%
CVX Chevron Corporation	Energy	2.25%
FBGRX Fidelity Blue Chip Growth Fund	Large Cap Growth Equities	8.33%
FDGFX Fidelity Dividend Growth Fund	Large Cap Value Equities	23.17%
FDIVX Fidelity Diversified International Fund	Foreign Large Cap Equities	5.80%
FSELX Fidelity Select Semiconductors Portfolio	Technology Equities	11.93%
FSUTX Fidelity Select Utilities Portfolio	Utilities Equities	3.73%
FXAIX Fidelity 500 Index Fund	S&P 500	6.09%
MKC McCormick & Company, Incorporated	Consumer Defensive	4.88%
MUR Murphy Oil Corporation	Energy	0.09%
UPS United Parcel Service, Inc.	Industrials	1.42%
VZ Verizon Communications Inc.	Communication Services	3.79%
WMT Walmart Inc.	Consumer Defensive	25.13%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Luke Portfolio, 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 Oct 31, 2017, corresponding to the inception date of BIBL

Returns By Period

	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 Luke Portfolio	0.29%	-2.99%	4.88%	9.87%	33.15%	26.06%	16.88%	—
Portfolio components:
MUR Murphy Oil Corporation	3.87%	17.81%	32.84%	43.60%	47.84%	5.06%	22.59%	9.44%
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
BIBL Inspire 100 ETF	0.36%	-2.27%	6.48%	7.18%	24.42%	16.45%	8.45%	—
FSELX Fidelity Select Semiconductors Portfolio	2.65%	2.23%	10.04%	14.94%	99.87%	47.68%	32.29%	32.68%
FSUTX Fidelity Select Utilities Portfolio	0.65%	-1.60%	7.93%	5.72%	21.27%	18.16%	13.99%	12.16%
FDGFX Fidelity Dividend Growth Fund	0.63%	-3.97%	0.54%	5.29%	28.31%	22.00%	13.68%	12.48%
FBGRX Fidelity Blue Chip Growth Fund	1.44%	-2.53%	-5.77%	-3.09%	27.27%	27.14%	12.06%	19.25%
FXAIX Fidelity 500 Index Fund	0.72%	-3.44%	-3.65%	-1.50%	17.37%	18.58%	11.95%	14.16%
FDIVX Fidelity Diversified International Fund	2.07%	-2.04%	1.52%	5.22%	22.08%	14.29%	6.61%	8.60%
UPS United Parcel Service, Inc.	0.28%	-13.29%	0.36%	18.36%	-4.82%	-15.97%	-6.62%	3.10%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 1, 2017, Luke Portfolio's average daily return is +0.07%, while the average monthly return is +1.40%. At this rate, your investment would double in approximately 4.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.0%, while the worst month was Jun 2022 at -8.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Luke Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -10.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.33%	4.17%	-5.22%	0.86%									4.88%
2025	3.66%	-0.65%	-6.57%	2.71%	5.89%	4.80%	1.86%	0.81%	4.60%	1.82%	2.27%	0.95%	23.83%
2024	2.81%	6.35%	4.68%	-2.47%	7.37%	2.11%	0.57%	4.49%	2.93%	-0.57%	6.70%	-2.00%	37.61%
2023	5.65%	-1.51%	4.64%	0.56%	0.82%	6.29%	2.90%	-1.40%	-4.16%	-2.64%	5.41%	4.73%	22.61%
2022	-5.50%	-2.21%	5.34%	-6.04%	-3.34%	-8.76%	9.34%	-3.25%	-8.16%	7.50%	8.26%	-5.81%	-14.10%
2021	-1.24%	0.60%	3.77%	3.61%	1.48%	1.63%	0.55%	3.09%	-4.55%	6.79%	-0.23%	4.04%	20.83%

Benchmark Metrics

Luke Portfolio has an annualized alpha of 6.15%, beta of 0.88, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since November 01, 2017.

This portfolio captured 102.53% of S&P 500 Index gains but only 81.66% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 6.15% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.88 and R² of 0.89, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 6.15%

Beta: 0.88

R²: 0.89

Upside Capture: 102.53%

Downside Capture: 81.66%

Expense Ratio

Luke Portfolio has an expense ratio of 0.36%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FDIVX

Fidelity Diversified International Fund

FBGRX

Fidelity Blue Chip Growth Fund

FSUTX

Fidelity Select Utilities Portfolio

FSELX

Fidelity Select Semiconductors Portfolio

FDGFX

Fidelity Dividend Growth Fund

BIBL

Inspire 100 ETF

FXAIX

Fidelity 500 Index Fund

Return for Risk

Risk / Return Rank

Luke Portfolio ranks 86 for risk / return — in the top 86% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.87	0.88	+0.99
Sortino ratio Return per unit of downside risk	2.71	1.37	+1.34
Omega ratio Gain probability vs. loss probability	1.43	1.21	+0.22
Calmar ratio Return relative to maximum drawdown	2.89	1.39	+1.50
Martin ratio Return relative to average drawdown	14.55	6.43	+8.12
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
MUR Murphy Oil Corporation	67	0.87	1.45	1.19	1.53	3.50
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
BIBL Inspire 100 ETF	66	1.20	1.73	1.25	1.85	8.71
FSELX Fidelity Select Semiconductors Portfolio	96	2.48	3.10	1.44	6.03	24.38
FSUTX Fidelity Select Utilities Portfolio	64	1.36	1.86	1.24	2.43	6.07
FDGFX Fidelity Dividend Growth Fund	82	1.53	2.14	1.33	2.46	10.81
FBGRX Fidelity Blue Chip Growth Fund	64	1.15	1.75	1.25	2.16	8.46
FXAIX Fidelity 500 Index Fund	50	1.00	1.52	1.23	1.53	7.30
FDIVX Fidelity Diversified International Fund	60	1.21	1.72	1.24	1.89	7.31
UPS United Parcel Service, Inc.	31	-0.16	-0.01	1.00	-0.18	-0.31

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.

Luke Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.87
5-Year: 1.07
All Time: 0.96

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 0.98 to 1.66, 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 Luke Portfolio 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

Luke Portfolio provided a 5.23% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	5.23%	5.41%	5.07%	3.14%	4.75%	5.53%	3.13%	2.97%	10.94%	7.11%	2.59%	5.81%
Portfolio components:
MUR Murphy Oil Corporation	3.23%	4.16%	3.97%	2.58%	1.92%	1.91%	5.17%	3.73%	4.28%	3.22%	3.85%	6.24%
WMT Walmart Inc.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
BIBL Inspire 100 ETF	1.11%	1.01%	0.92%	1.02%	0.98%	17.87%	1.67%	1.30%	1.49%	0.31%	0.00%	0.00%
FSELX Fidelity Select Semiconductors Portfolio	10.09%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
FSUTX Fidelity Select Utilities Portfolio	6.12%	6.61%	6.50%	3.52%	4.67%	2.68%	4.86%	2.29%	8.37%	5.61%	2.51%	4.47%
FDGFX Fidelity Dividend Growth Fund	9.30%	9.35%	9.81%	3.48%	11.46%	7.81%	1.89%	4.84%	22.93%	15.35%	1.58%	8.44%
FBGRX Fidelity Blue Chip Growth Fund	2.02%	1.90%	5.95%	0.93%	0.57%	8.73%	6.40%	3.70%	6.32%	4.23%	4.05%	5.30%
FXAIX Fidelity 500 Index Fund	1.16%	1.11%	1.25%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%
FDIVX Fidelity Diversified International Fund	10.53%	10.69%	3.93%	4.29%	1.34%	10.59%	0.97%	1.32%	7.32%	4.22%	1.36%	0.46%
UPS United Parcel Service, Inc.	6.68%	6.61%	5.17%	4.12%	3.50%	1.90%	2.40%	3.28%	3.73%	2.79%	2.72%	3.03%

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 Luke Portfolio. 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 Luke Portfolio was 26.97%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Luke Portfolio drawdown is 5.28%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.97%	Feb 20, 2020	23	Mar 23, 2020	53	Jun 8, 2020	76
-22.44%	Jan 4, 2022	197	Oct 14, 2022	167	Jun 15, 2023	364
-19.96%	Feb 20, 2025	34	Apr 8, 2025	52	Jun 24, 2025	86
-15.62%	Jan 29, 2018	229	Dec 24, 2018	53	Mar 13, 2019	282
-9.08%	Aug 1, 2023	63	Oct 27, 2023	35	Dec 18, 2023	98

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 13 assets, with an effective number of assets of 6.57, 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.

	Benchmark	VZ	MKC	MUR	WMT	CVX	FSUTX	UPS	FSELX	FBGRX	FDIVX	FDGFX	BIBL	FXAIX	Portfolio
Benchmark	1.00	0.27	0.29	0.35	0.36	0.40	0.47	0.55	0.79	0.90	0.80	0.91	0.91	1.00	0.91
VZ	0.27	1.00	0.35	0.11	0.26	0.25	0.40	0.28	0.03	0.08	0.20	0.27	0.26	0.27	0.30
MKC	0.29	0.35	1.00	0.08	0.33	0.15	0.41	0.30	0.08	0.15	0.23	0.24	0.29	0.29	0.35
MUR	0.35	0.11	0.08	1.00	0.09	0.69	0.17	0.27	0.26	0.26	0.30	0.43	0.38	0.35	0.34
WMT	0.36	0.26	0.33	0.09	1.00	0.17	0.34	0.29	0.20	0.26	0.28	0.33	0.33	0.36	0.59
CVX	0.40	0.25	0.15	0.69	0.17	1.00	0.26	0.31	0.27	0.26	0.35	0.47	0.43	0.40	0.40
FSUTX	0.47	0.40	0.41	0.17	0.34	0.26	1.00	0.32	0.24	0.31	0.38	0.49	0.50	0.48	0.50
UPS	0.55	0.28	0.30	0.27	0.29	0.31	0.32	1.00	0.41	0.44	0.48	0.54	0.56	0.55	0.55
FSELX	0.79	0.03	0.08	0.26	0.20	0.27	0.24	0.41	1.00	0.85	0.69	0.74	0.76	0.79	0.79
FBGRX	0.90	0.08	0.15	0.26	0.26	0.26	0.31	0.44	0.85	1.00	0.75	0.78	0.80	0.90	0.82
FDIVX	0.80	0.20	0.23	0.30	0.28	0.35	0.38	0.48	0.69	0.75	1.00	0.78	0.79	0.80	0.77
FDGFX	0.91	0.27	0.24	0.43	0.33	0.47	0.49	0.54	0.74	0.78	0.78	1.00	0.86	0.91	0.88
BIBL	0.91	0.26	0.29	0.38	0.33	0.43	0.50	0.56	0.76	0.80	0.79	0.86	1.00	0.91	0.87
FXAIX	1.00	0.27	0.29	0.35	0.36	0.40	0.48	0.55	0.79	0.90	0.80	0.91	0.91	1.00	0.91
Portfolio	0.91	0.30	0.35	0.34	0.59	0.40	0.50	0.55	0.79	0.82	0.77	0.88	0.87	0.91	1.00

The correlation results are calculated based on daily price changes starting from Nov 1, 2017

Luke Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table