Consumer Growth - Retail & Dining

Asset Allocation

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

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 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Consumer Growth - Retail & Dining	0.37%	-4.49%	-1.42%	-2.36%	-4.77%	15.50%	12.11%	—
Portfolio components:
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
BBY Best Buy Co., Inc.	3.68%	24.87%	12.50%	5.15%	7.30%	4.53%	-4.23%	13.55%
BJ BJ's Wholesale Club Holdings, Inc.	2.69%	-1.46%	1.75%	0.15%	-17.55%	13.72%	14.17%	—
CMG Chipotle Mexican Grill, Inc.	-0.24%	-9.91%	-20.89%	-12.91%	-44.25%	-10.49%	1.95%	13.70%
COST Costco Wholesale Corporation	0.30%	-3.37%	13.35%	10.14%	-3.42%	25.18%	22.05%	22.25%
DKS DICK'S Sporting Goods, Inc.	-0.67%	-5.50%	8.49%	-1.76%	20.92%	19.17%	20.14%	20.96%
HD The Home Depot, Inc.	-0.34%	-1.71%	-8.71%	-10.23%	-13.44%	3.97%	2.68%	11.84%
LOW Lowe's Companies, Inc.	-1.31%	-9.26%	-12.96%	-14.26%	-5.86%	1.78%	3.71%	12.33%
SHAK Shake Shack Inc.	1.18%	-24.49%	-34.75%	-31.98%	-59.01%	-8.33%	-11.78%	4.24%
TJX The TJX Companies, Inc.	-0.60%	4.51%	4.63%	4.56%	25.89%	27.94%	21.45%	16.92%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 28, 2018, Consumer Growth - Retail & Dining's average daily return is +0.08%, while the average monthly return is +1.59%. At this rate, an investment would double in approximately 3.7 years.

Historically, 58% of months were positive and 42% 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%	6.55%	-5.35%	-3.94%							-1.42%
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 5.87%, beta of 0.94, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since June 28, 2018.

This portfolio captured 110.01% of S&P 500 Index gains but only 91.98% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 5.87% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R2 of 0.69, 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: 5.87%

Beta: 0.94

R²: 0.69

Upside Capture: 110.01%

Downside Capture: 91.98%

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 3 for risk / return — in the bottom 3% 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 Consumer Growth - Retail & Dining and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	-0.29	1.94	-2.23
Sortino ratioReturn per unit of downside risk	-0.30	2.63	-2.93
Omega ratioGain probability vs. loss probability	0.97	1.35	-0.39
Calmar ratioReturn relative to maximum drawdown	-0.43	2.59	-3.02
Martin ratioReturn relative to average drawdown	-1.05	11.84	-12.89
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
BBY Best Buy Co., Inc.	47	0.19	0.61	1.07	0.23	0.47
BJ BJ's Wholesale Club Holdings, Inc.	18	-0.60	-0.68	0.92	-0.66	-1.06
CMG Chipotle Mexican Grill, Inc.	7	-1.16	-1.61	0.78	-0.86	-1.27
COST Costco Wholesale Corporation	32	-0.18	-0.13	0.98	-0.22	-0.51
DKS DICK'S Sporting Goods, Inc.	61	0.59	1.12	1.13	1.08	2.51
HD The Home Depot, Inc.	20	-0.58	-0.72	0.92	-0.47	-0.96
LOW Lowe's Companies, Inc.	31	-0.23	-0.16	0.98	-0.21	-0.49
SHAK Shake Shack Inc.	4	-1.11	-1.68	0.77	-0.94	-1.72
TJX The TJX Companies, Inc.	80	1.46	2.25	1.26	2.39	8.72

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 Jun 9, 2026 (values are recalculated daily):

1-Year: -0.29
5-Year: 0.59
All Time: 0.84

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 1.59 to 2.46, 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 1.37% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.37%	1.39%	1.19%	1.63%	1.29%	1.43%	1.22%	1.15%	1.44%	1.54%	1.30%	1.70%
Portfolio components:
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%
BBY Best Buy Co., Inc.	5.14%	5.68%	4.38%	4.70%	4.39%	2.76%	2.20%	2.28%	3.40%	1.99%	3.68%	4.70%
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%
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%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DKS DICK'S Sporting Goods, Inc.	2.29%	2.45%	1.92%	2.72%	1.62%	6.17%	2.22%	2.22%	2.88%	2.37%	1.14%	1.56%
HD The Home Depot, Inc.	2.99%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
LOW Lowe's Companies, Inc.	2.31%	1.95%	1.82%	1.93%	1.86%	1.08%	1.40%	1.72%	1.93%	1.64%	1.77%	1.34%
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%
TJX The TJX Companies, Inc.	1.10%	1.07%	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%

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 10.87%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-33.57%Jun 2022	6mo 29d	1y 26d	1y 7moNov 2021 - Jul 2023
COVID crash2020	-33.03%Mar 2020	28d	2mo 8d	3mo 6dFeb 2020 - May 2020
Rate-hike selloffLate 2018	-25.46%Dec 2018	3mo 13d	3mo 4d	6mo 17dSep 2018 - Mar 2019
2025 selloff2025	-21.37%Apr 2025	3mo 27d	—	1y 5moDec 2024 - now
2021 correction2021	-12.20%Mar 2021	21d	1mo 3d	1mo 24dFeb 2021 - Apr 2021

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. 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	1.86	1.68	1.55	1.53

The portfolio has a diversification ratio of 1.53, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Consumer Growth - Retail & Dining correlation to the S&P 500 Index

Consumer Growth - Retail & Dining has a 0.49 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	0.49
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (5Y) Calculated over the trailing 5-year period	0.74
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018	0.75

Benchmark Correlations

Correlation vs. S&P 500 Index. AMZN has the highest benchmark correlation at 0.67, while BJ has the lowest at 0.25.

0.25

0.35

0.46

0.46

0.48

0.52

0.53

0.54

0.57

0.59

AMZN

0.67

Portfolio Correlations

Correlation vs. Consumer Growth - Retail & Dining. HD has the highest portfolio correlation at 0.71, while BJ has the lowest at 0.43.

0.43

0.47

0.58

0.59

0.61

0.64

0.65

0.66

0.68

0.71

Asset Correlations Table

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

	BJ	WMT	SHAK	CMG	AMZN	DKS	COST	BBY	TJX	LOW	HD
BJ	1.00	0.37	0.15	0.20	0.14	0.25	0.41	0.26	0.28	0.32	0.32
WMT	0.37	1.00	0.15	0.23	0.23	0.19	0.59	0.26	0.34	0.35	0.40
SHAK	0.15	0.15	1.00	0.43	0.35	0.32	0.24	0.35	0.34	0.33	0.33
CMG	0.20	0.23	0.43	1.00	0.42	0.30	0.36	0.29	0.34	0.35	0.37
AMZN	0.14	0.23	0.35	0.42	1.00	0.29	0.39	0.33	0.30	0.34	0.38
DKS	0.25	0.19	0.32	0.30	0.29	1.00	0.25	0.51	0.44	0.46	0.46
COST	0.41	0.59	0.24	0.36	0.39	0.25	1.00	0.33	0.40	0.41	0.47
BBY	0.26	0.26	0.35	0.29	0.33	0.51	0.33	1.00	0.45	0.55	0.54
TJX	0.28	0.34	0.34	0.34	0.30	0.44	0.40	0.45	1.00	0.51	0.52
LOW	0.32	0.35	0.33	0.35	0.34	0.46	0.41	0.55	0.51	1.00	0.84
HD	0.32	0.40	0.33	0.37	0.38	0.46	0.47	0.54	0.52	0.84	1.00

The correlation results are calculated based on daily price changes starting from Jun 28, 2018

Diversification Analysis

Find what Consumer Growth - Retail & Dining is missing

See which holdings overlap, where Consumer Growth - Retail & Dining is concentrated, and which low-correlation assets could fill the gaps.

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