Consumer Growth - Retail & Dining

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc	Consumer Cyclical	10.11%
BBY Best Buy Co., Inc.	Consumer Cyclical	10.11%
BJ BJ's Wholesale Club Holdings, Inc.	Consumer Defensive	4.50%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	10.11%
COST Costco Wholesale Corporation	Consumer Defensive	10.11%
DKS DICK'S Sporting Goods, Inc.	Consumer Cyclical	10.11%
HD The Home Depot, Inc.	Consumer Cyclical	4.50%
LOW Lowe's Companies, Inc.	Consumer Cyclical	10.11%
SHAK Shake Shack Inc.	Consumer Cyclical	10.11%
TJX The TJX Companies, Inc.	Consumer Cyclical	10.11%
WMT Walmart Inc.	Consumer Defensive	10.11%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Consumer Growth - Retail & Dining, 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 Jun 28, 2018, corresponding to the inception date of BJ

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 Consumer Growth - Retail & Dining	0.03%	-3.82%	2.08%	-2.05%	2.60%	18.93%	13.35%	—
Portfolio components:
COST Costco Wholesale Corporation	1.85%	0.71%	17.86%	11.02%	5.74%	28.60%	24.74%	22.54%
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
BJ BJ's Wholesale Club Holdings, Inc.	3.65%	-2.18%	8.92%	7.72%	-14.71%	8.62%	17.15%	—
TJX The TJX Companies, Inc.	-0.46%	0.99%	5.30%	13.84%	30.68%	28.67%	21.34%	16.79%
CMG Chipotle Mexican Grill, Inc.	1.62%	-10.21%	-10.38%	-17.66%	-36.26%	-1.17%	2.88%	13.56%
SHAK Shake Shack Inc.	-1.50%	-7.02%	10.05%	-5.52%	-6.67%	17.15%	-4.67%	9.49%
BBY Best Buy Co., Inc.	0.30%	-0.71%	-2.16%	-13.41%	-10.03%	-1.63%	-6.99%	11.19%
LOW Lowe's Companies, Inc.	-2.10%	-10.35%	-3.77%	-5.71%	0.17%	6.30%	5.79%	13.82%
HD The Home Depot, Inc.	-2.41%	-11.76%	-5.91%	-17.50%	-11.09%	5.23%	3.38%	11.72%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 29, 2018, Consumer Growth - Retail & Dining's average daily return is +0.08%, while the average monthly return is +1.65%. At this rate, your investment would double in approximately 3.5 years.

Historically, 59% of months were positive and 41% were negative. The best month was Apr 2020 with a return of +22.9%, while the worst month was Mar 2020 at -13.5%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, Consumer Growth - Retail & Dining closed higher 53% of trading days. The best single day was Apr 6, 2020 with a return of +10.0%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.79%	1.48%	-4.31%	0.32%									2.08%
2025	3.35%	-2.43%	-8.92%	-0.02%	5.88%	2.79%	-3.23%	2.74%	-0.37%	-1.27%	-0.05%	-2.51%	-4.78%
2024	1.02%	13.89%	5.02%	-4.02%	5.53%	1.68%	0.01%	6.17%	2.26%	-1.12%	8.98%	-2.13%	42.50%
2023	12.58%	-4.66%	4.02%	2.92%	0.41%	8.84%	2.02%	-2.76%	-5.53%	-1.15%	7.09%	9.73%	36.71%
2022	-7.25%	-1.58%	-0.32%	-5.99%	-7.71%	-9.06%	17.05%	-0.27%	-4.90%	7.40%	6.72%	-8.57%	-16.47%
2021	6.34%	-1.84%	5.79%	4.58%	-1.25%	4.12%	2.87%	6.07%	-5.68%	4.90%	0.75%	2.15%	31.93%

Benchmark Metrics

Consumer Growth - Retail & Dining has an annualized alpha of 8.05%, beta of 0.95, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since June 29, 2018.

This portfolio captured 118.69% of S&P 500 Index gains but only 90.91% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 8.05% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.95 and R² of 0.70, 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: 8.05%

Beta: 0.95

R²: 0.70

Upside Capture: 118.69%

Downside Capture: 90.91%

Expense Ratio

Consumer Growth - Retail & Dining 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

Risk / Return Rank

Consumer Growth - Retail & Dining ranks 7 for risk / return — in the bottom 7% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.13	0.88	-0.75
Sortino ratio Return per unit of downside risk	0.35	1.37	-1.02
Omega ratio Gain probability vs. loss probability	1.04	1.21	-0.16
Calmar ratio Return relative to maximum drawdown	0.35	1.39	-1.04
Martin ratio Return relative to average drawdown	1.06	6.43	-5.38
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
COST Costco Wholesale Corporation	45	0.29	0.56	1.07	0.36	0.72
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
BJ BJ's Wholesale Club Holdings, Inc.	20	-0.50	-0.54	0.94	-0.55	-0.84
TJX The TJX Companies, Inc.	85	1.73	2.51	1.30	3.26	8.66
CMG Chipotle Mexican Grill, Inc.	10	-0.91	-1.18	0.84	-0.73	-1.21
SHAK Shake Shack Inc.	35	-0.14	0.14	1.02	-0.04	-0.06
BBY Best Buy Co., Inc.	28	-0.24	-0.05	0.99	-0.32	-0.63
LOW Lowe's Companies, Inc.	37	0.01	0.20	1.02	0.03	0.08
HD The Home Depot, Inc.	21	-0.48	-0.56	0.94	-0.42	-0.94

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.

Consumer Growth - Retail & Dining Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.13
5-Year: 0.65
All Time: 0.88

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 1.01 to 1.70, 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 Consumer Growth - Retail & Dining 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

Consumer Growth - Retail & Dining provided a 1.43% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.43%	1.39%	1.19%	1.63%	1.29%	1.43%	1.22%	1.15%	1.44%	1.54%	1.30%	1.70%
Portfolio components:
COST Costco Wholesale Corporation	0.51%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
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%
AMZN Amazon.com, 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%
BJ BJ's Wholesale Club 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%
TJX The TJX Companies, Inc.	1.05%	1.07%	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%
CMG Chipotle Mexican Grill, 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%
SHAK Shake Shack 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%
BBY Best Buy Co., Inc.	5.91%	5.68%	4.38%	4.70%	4.39%	2.76%	2.20%	2.28%	3.40%	1.99%	3.68%	4.70%
LOW Lowe's Companies, Inc.	2.06%	1.95%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%
HD The Home Depot, Inc.	2.87%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%

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 Consumer Growth - Retail & Dining. 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 Consumer Growth - Retail & Dining was 33.57%, occurring on Jun 16, 2022. Recovery took 267 trading sessions.

The current Consumer Growth - Retail & Dining drawdown is 7.73%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-33.57%	Nov 19, 2021	144	Jun 16, 2022	267	Jul 12, 2023	411
-33.03%	Feb 21, 2020	21	Mar 20, 2020	46	May 27, 2020	67
-25.46%	Sep 12, 2018	72	Dec 24, 2018	64	Mar 28, 2019	136
-21.37%	Dec 12, 2024	79	Apr 8, 2025	—	—	—
-12.2%	Feb 11, 2021	15	Mar 4, 2021	22	Apr 6, 2021	37

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 11 assets, with an effective number of assets of 10.41, 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.

	Benchmark	BJ	WMT	SHAK	CMG	AMZN	DKS	COST	BBY	TJX	LOW	HD	Portfolio
Benchmark	1.00	0.26	0.36	0.46	0.49	0.67	0.46	0.54	0.54	0.54	0.58	0.60	0.76
BJ	0.26	1.00	0.37	0.16	0.20	0.15	0.27	0.41	0.26	0.29	0.32	0.32	0.44
WMT	0.36	0.37	1.00	0.15	0.22	0.24	0.20	0.59	0.26	0.34	0.34	0.40	0.47
SHAK	0.46	0.16	0.15	1.00	0.43	0.36	0.32	0.24	0.35	0.35	0.33	0.33	0.64
CMG	0.49	0.20	0.22	0.43	1.00	0.43	0.30	0.36	0.29	0.34	0.35	0.37	0.61
AMZN	0.67	0.15	0.24	0.36	0.43	1.00	0.29	0.41	0.34	0.31	0.35	0.38	0.59
DKS	0.46	0.27	0.20	0.32	0.30	0.29	1.00	0.27	0.51	0.44	0.46	0.46	0.67
COST	0.54	0.41	0.59	0.24	0.36	0.41	0.27	1.00	0.34	0.40	0.41	0.48	0.59
BBY	0.54	0.26	0.26	0.35	0.29	0.34	0.51	0.34	1.00	0.45	0.55	0.54	0.69
TJX	0.54	0.29	0.34	0.35	0.34	0.31	0.44	0.40	0.45	1.00	0.51	0.52	0.65
LOW	0.58	0.32	0.34	0.33	0.35	0.35	0.46	0.41	0.55	0.51	1.00	0.83	0.70
HD	0.60	0.32	0.40	0.33	0.37	0.38	0.46	0.48	0.54	0.52	0.83	1.00	0.71
Portfolio	0.76	0.44	0.47	0.64	0.61	0.59	0.67	0.59	0.69	0.65	0.70	0.71	1.00

The correlation results are calculated based on daily price changes starting from Jun 29, 2018

Consumer Growth - Retail & Dining

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