21号最新GOOGLE研究

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	15%
TPL Texas Pacific Land Corporation	Energy	15%
HESAY Hermes International SA	Consumer Cyclical	10%
TECL Direxion Daily Technology Bull 3X Shares	Leveraged Equities, Technology Equities	10%
QQQ Invesco QQQ ETF	Nasdaq-100	10%
SPY State Street SPDR S&P 500 ETF	S&P 500	10%
IRM Iron Mountain Incorporated	Real Estate	5%
EPD Enterprise Products Partners L.P.	Energy	5%
SCCO Southern Copper Corporation	Basic Materials	5%
HCA HCA Healthcare, Inc.	Healthcare	5%
PLD Prologis, Inc.	Real Estate	5%
BX Blackstone Inc.	Financial Services	5%

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 21号最新GOOGLE研究, 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

As of Jun 13, 2026, the 21号最新GOOGLE研究 returned 32.50% Year-To-Date and 32.73% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.65%	1.97%	10.35%	10.82%	26.39%	19.66%	12.33%	13.81%
Portfolio 21号最新GOOGLE研究	2.99%	5.81%	32.50%	32.94%	53.13%	34.43%	25.99%	32.73%
Portfolio components:
AAPL Apple Inc	1.82%	-1.27%	9.24%	8.34%	51.49%	17.58%	18.50%	29.88%
BX Blackstone Inc.	1.50%	5.72%	-17.45%	-15.36%	-5.32%	14.49%	8.46%	22.84%
EPD Enterprise Products Partners L.P.	-2.01%	-6.96%	17.38%	16.47%	21.58%	19.46%	15.50%	10.34%
HCA HCA Healthcare, Inc.	0.72%	-7.81%	-16.35%	-18.12%	5.77%	11.15%	14.44%	18.45%
HESAY Hermes International SA	1.42%	9.10%	-18.99%	-20.48%	-23.55%	-1.78%	7.50%	19.32%
IRM Iron Mountain Incorporated	-0.08%	1.66%	54.53%	55.48%	29.54%	34.90%	27.60%	19.01%
PLD Prologis, Inc.	-0.16%	5.67%	17.26%	15.46%	43.23%	9.78%	7.00%	14.66%
QQQ Invesco QQQ ETF	3.14%	4.95%	21.26%	22.17%	41.87%	27.20%	17.59%	22.31%
SCCO Southern Copper Corporation	1.81%	9.30%	38.49%	38.12%	116.65%	44.16%	32.01%	27.23%
SPY State Street SPDR S&P 500 ETF	1.76%	2.12%	10.99%	11.52%	27.89%	21.15%	13.87%	15.65%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 10, 2011, 21号最新GOOGLE研究's average daily return is +0.11%, while the average monthly return is +2.26%. At this rate, an investment would double in approximately 2.6 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +21.9%, while the worst month was Mar 2020 at -19.8%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 21号最新GOOGLE研究 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.3%, while the worst single day was Mar 16, 2020 at -13.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.67%	9.97%	-8.19%	12.09%	13.08%	-1.08%							32.50%
2025	4.92%	0.02%	-6.95%	-2.38%	3.71%	5.48%	-0.56%	2.54%	6.98%	4.69%	-2.64%	-0.38%	15.51%
2024	-0.89%	6.69%	3.83%	-5.19%	7.28%	7.81%	4.23%	3.03%	3.22%	1.93%	11.22%	-8.94%	37.77%
2023	10.55%	-2.52%	8.39%	0.30%	0.41%	7.65%	5.74%	1.69%	-6.79%	-2.24%	10.57%	5.57%	44.82%
2022	-7.78%	-1.36%	6.98%	-10.70%	0.53%	-10.76%	18.14%	-5.18%	-11.73%	13.47%	9.34%	-9.21%	-13.18%
2021	2.57%	6.98%	11.33%	7.33%	0.42%	6.31%	4.42%	2.03%	-8.05%	10.12%	3.83%	4.23%	63.42%

Benchmark Metrics

21号最新GOOGLE研究 has an annualized alpha of 12.08%, beta of 1.24, and R2 of 0.85 versus S&P 500 Index. Calculated based on daily prices since March 10, 2011.

This portfolio captured 175.16% of S&P 500 Index gains and 105.79% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 12.08% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 12.08%

Beta: 1.24

R²: 0.85

Upside Capture: 175.16%

Downside Capture: 105.79%

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

Expense Ratio

21号最新GOOGLE研究 has an expense ratio of 0.12%, 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.

TECL

Direxion Daily Technology Bull 3X Shares

QQQ

Invesco QQQ ETF

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

21号最新GOOGLE研究 ranks 70 for risk / return — better than 70% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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 21号最新GOOGLE研究 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	2.60	2.14	+0.46
Sortino ratioReturn per unit of downside risk	3.15	2.89	+0.27
Omega ratioGain probability vs. loss probability	1.45	1.39	+0.06
Calmar ratioReturn relative to maximum drawdown	4.26	2.91	+1.35
Martin ratioReturn relative to average drawdown	17.02	13.08	+3.93

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
AAPL Apple Inc	89	2.28	3.18	1.41	3.75	9.31
BX Blackstone Inc.	35	-0.15	0.02	1.00	-0.12	-0.22
EPD Enterprise Products Partners L.P.	79	1.35	1.98	1.24	2.61	8.44
HCA HCA Healthcare, Inc.	46	0.21	0.48	1.06	0.17	0.51
HESAY Hermes International SA	14	-0.78	-0.98	0.89	-0.65	-1.16
IRM Iron Mountain Incorporated	67	0.93	1.45	1.18	1.18	2.83
PLD Prologis, Inc.	90	2.03	2.88	1.35	4.53	15.07
QQQ Invesco QQQ ETF	79	2.42	3.12	1.42	3.52	13.12
SCCO Southern Copper Corporation	88	2.36	2.76	1.35	3.88	11.04
SPY State Street SPDR S&P 500 ETF	77	2.27	3.05	1.41	3.15	14.24

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 21号最新GOOGLE研究 Sharpe ratio is 2.60 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 1.55 to 2.44, 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 21号最新GOOGLE研究 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

21号最新GOOGLE研究 provided a 1.67% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.67%	2.14%	1.48%	1.59%	2.08%	1.59%	2.01%	1.81%	2.35%	1.86%	1.89%	2.36%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
BX Blackstone Inc.	3.99%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%
EPD Enterprise Products Partners L.P.	6.00%	6.74%	6.63%	7.51%	7.79%	8.20%	9.09%	6.23%	6.97%	6.29%	5.88%	5.90%
HCA HCA Healthcare, Inc.	0.75%	0.62%	0.88%	0.89%	0.93%	0.75%	0.63%	1.08%	1.12%	0.00%	0.00%	0.00%
HESAY Hermes International SA	1.05%	1.18%	1.13%	0.67%	0.57%	0.31%	0.46%	0.68%	0.91%	1.55%	1.81%	2.54%
IRM Iron Mountain Incorporated	3.30%	3.88%	2.60%	3.63%	4.96%	4.73%	8.39%	7.69%	7.32%	5.93%	6.17%	7.07%
PLD Prologis, Inc.	2.76%	3.16%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%
QQQ Invesco QQQ ETF	0.38%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
SCCO Southern Copper Corporation	1.89%	2.13%	2.29%	4.65%	5.80%	5.19%	2.30%	4.81%	4.55%	1.24%	0.56%	1.30%
SPY State Street SPDR S&P 500 ETF	0.98%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%

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 21号最新GOOGLE研究. 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 21号最新GOOGLE研究 was 41.85%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current 21号最新GOOGLE研究 drawdown is 6.34%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-41.85%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020
Rate-hike selloffLate 2018	-30.62%Dec 2018	2mo 21d	3mo 17d	6mo 8dOct 2018 - Apr 2019
2025 selloff2025	-26.40%Apr 2025	4mo 14d	5mo 13d	9mo 27dNov 2024 - Sep 2025
Bear market2022	-25.15%Jun 2022	5mo 21d	9mo 17d	1y 3moDec 2021 - Mar 2023
2016 bear market2016	-22.26%Jan 2016	8mo 6d	6mo 2d	1y 2moMay 2015 - Jul 2016

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 12 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.75	1.51	1.42	1.38	1.42

The portfolio has a diversification ratio of 1.42, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

21号最新GOOGLE研究 correlation to the S&P 500 Index

21号最新GOOGLE研究 has a 0.83 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	0.83
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (10Y) Calculated over the trailing 10-year period	0.89
Correlation (All Time) Calculated using the full available price history since Mar 10, 2011	0.88

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while TPL has the lowest at 0.31.

0.31

0.40

0.42

0.45

0.49

0.53

0.55

0.62

0.63

TECL

0.89

QQQ

0.90

SPY

1.00

Portfolio Correlations

Correlation vs. 21号最新GOOGLE研究. SPY has the highest portfolio correlation at 0.88, while HCA has the lowest at 0.44.

0.44

0.45

0.47

0.49

0.52

0.53

0.57

0.63

0.69

0.86

0.86

0.88

Asset Correlations Table

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

	TPL	HESAY	EPD	HCA	IRM	SCCO	PLD	AAPL	BX	TECL	QQQ	SPY
TPL	1.00	0.13	0.31	0.16	0.19	0.27	0.16	0.17	0.26	0.24	0.24	0.31
HESAY	0.13	1.00	0.18	0.20	0.24	0.29	0.29	0.27	0.33	0.36	0.38	0.40
EPD	0.31	0.18	1.00	0.25	0.26	0.34	0.27	0.23	0.34	0.30	0.31	0.42
HCA	0.16	0.20	0.25	1.00	0.31	0.27	0.34	0.25	0.31	0.34	0.36	0.45
IRM	0.19	0.24	0.26	0.31	1.00	0.30	0.50	0.26	0.36	0.39	0.40	0.49
SCCO	0.27	0.29	0.34	0.27	0.30	1.00	0.31	0.31	0.38	0.45	0.45	0.53
PLD	0.16	0.29	0.27	0.34	0.50	0.31	1.00	0.32	0.42	0.44	0.45	0.55
AAPL	0.17	0.27	0.23	0.25	0.26	0.31	0.32	1.00	0.36	0.73	0.72	0.62
BX	0.26	0.33	0.34	0.31	0.36	0.38	0.42	0.36	1.00	0.54	0.56	0.63
TECL	0.24	0.36	0.30	0.34	0.39	0.45	0.44	0.73	0.54	1.00	0.96	0.89
QQQ	0.24	0.38	0.31	0.36	0.40	0.45	0.45	0.72	0.56	0.96	1.00	0.90
SPY	0.31	0.40	0.42	0.45	0.49	0.53	0.55	0.62	0.63	0.89	0.90	1.00

The correlation results are calculated based on daily price changes starting from Mar 10, 2011

Diversification Analysis

Find what 21号最新GOOGLE研究 is missing

See which holdings overlap, where 21号最新GOOGLE研究 is concentrated, and which low-correlation assets could fill the gaps.

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