Stock Portfolio (FAN+) - Updated Feb 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ACN Accenture plc	Technology	0.20%
AMZN Amazon.com, Inc	Consumer Cyclical	5.69%
ANET Arista Networks, Inc.	Technology	4.30%
ASML ASML Holding N.V.	Technology	16.08%
AVGO Broadcom Inc.	Technology	6.51%
COIN Coinbase Global, Inc.	Technology	0.93%
CRWD CrowdStrike Holdings, Inc.	Technology	4.33%
CTSH Cognizant Technology Solutions Corporation	Technology	0.28%
LLY Eli Lilly and Company	Healthcare	1.90%
META Meta Platforms, Inc.	Communication Services	3.31%
NVDA NVIDIA Corporation	Technology	29.23%
PANW Palo Alto Networks, Inc.	Technology	1.72%
PLTR Palantir Technologies Inc.	Technology	18.98%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	6.55%

Benchmark Against

Benchmark

S&P 500 Index

Transactions

Date	Type	Symbol	Quantity	Price
Jan 31, 2025	Buy	NVIDIA Corporation	122	$125.63
Jan 31, 2025	Buy	Accenture plc	3	$386.82
Jan 31, 2025	Buy	Cognizant Technology Solutions Corporation	13	$83.02
Jan 29, 2025	Buy	Taiwan Semiconductor Manufacturing Company Limited	25	$204.75
Jan 28, 2025	Buy	Arista Networks, Inc.	100	$106.49
Jan 28, 2025	Buy	Broadcom Inc.	61	$204.37
Jan 14, 2025	Buy	Palo Alto Networks, Inc.	17	$170.09
Jan 3, 2025	Buy	Palo Alto Networks, Inc.	14	$183.00
Jan 3, 2025	Buy	Eli Lilly and Company	6	$782.00
Jan 3, 2025	Buy	Taiwan Semiconductor Manufacturing Company Limited	32	$209.00

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stock Portfolio (FAN+) - Updated Feb 15, 2025, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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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 Stock Portfolio (FAN+) - Updated Feb 15, 2025	0.04%	-1.44%	-4.80%	-6.50%	54.22%	—	—	—
Portfolio components:
ASML ASML Holding N.V.	-3.13%	-3.21%	23.29%	28.26%	99.10%	26.32%	16.83%	30.54%
AMZN Amazon.com, Inc	-0.38%	0.50%	-9.12%	-5.68%	7.02%	27.00%	5.83%	21.61%
META Meta Platforms, Inc.	-0.82%	-12.23%	-12.90%	-20.86%	-1.31%	39.54%	14.16%	17.80%
PLTR Palantir Technologies Inc.	1.34%	0.84%	-16.48%	-20.63%	69.77%	160.69%	45.12%	—
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%
CRWD CrowdStrike Holdings, Inc.	1.48%	1.97%	-14.86%	-19.66%	7.44%	42.98%	16.37%	—
COIN Coinbase Global, Inc.	-0.88%	-5.98%	-24.18%	-53.92%	-6.28%	39.17%	—	—
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.72%	-3.72%	11.88%	18.31%	101.39%	56.27%	24.16%	32.63%
LLY Eli Lilly and Company	-1.98%	-7.16%	-12.80%	14.47%	15.19%	39.72%	39.64%	31.19%
PANW Palo Alto Networks, Inc.	1.58%	4.56%	-11.40%	-22.02%	-5.76%	18.47%	24.45%	19.74%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 6, 2023, Stock Portfolio (FAN+) - Updated Feb 15, 2025's average daily return is +0.18%, while the average monthly return is +3.31%. At this rate, your investment would double in approximately 1.8 years.

Historically, 73% of months were positive and 27% were negative. The best month was May 2025 with a return of +14.6%, while the worst month was Mar 2025 at -10.0%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Stock Portfolio (FAN+) - Updated Feb 15, 2025 closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +16.0%, while the worst single day was Jul 17, 2024 at -8.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.51%	-4.90%	-2.54%	1.20%									-4.80%
2025	3.33%	-2.81%	-9.96%	9.78%	14.56%	11.39%	6.60%	-0.87%	11.49%	8.47%	-8.43%	1.22%	50.06%
2024	10.01%	11.92%	1.56%	-8.38%	7.38%	7.46%	-5.49%	4.17%	1.65%	0.40%	12.67%	2.18%	52.93%
2023											3.02%	10.70%	14.04%

Benchmark Metrics

Stock Portfolio (FAN+) - Updated Feb 15, 2025 has an annualized alpha of 10.80%, beta of 1.84, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since November 06, 2023.

This portfolio captured 195.62% of S&P 500 Index gains but only 77.86% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.80% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 1.84 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.

Alpha: 10.80%

Beta: 1.84

R²: 0.67

Upside Capture: 195.62%

Downside Capture: 77.86%

Expense Ratio

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

Stock Portfolio (FAN+) - Updated Feb 15, 2025 ranks 68 for risk / return — better than 68% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.56	0.88	+0.68
Sortino ratio Return per unit of downside risk	2.21	1.37	+0.84
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.09
Calmar ratio Return relative to maximum drawdown	3.02	1.39	+1.63
Martin ratio Return relative to average drawdown	8.44	6.43	+2.00
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
ASML ASML Holding N.V.	92	2.37	2.97	1.38	5.58	15.42
AMZN Amazon.com, Inc	46	0.20	0.55	1.07	0.42	1.00
META Meta Platforms, Inc.	36	-0.03	0.25	1.03	-0.05	-0.12
PLTR Palantir Technologies Inc.	74	1.22	1.79	1.24	1.99	4.80
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
CRWD CrowdStrike Holdings, Inc.	44	0.17	0.56	1.07	0.27	0.69
COIN Coinbase Global, Inc.	38	-0.08	0.45	1.05	-0.03	-0.05
TSM Taiwan Semiconductor Manufacturing Company Limited	93	2.64	3.23	1.41	5.70	18.99
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
PANW Palo Alto Networks, Inc.	32	-0.16	0.03	1.00	-0.13	-0.33

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.

Stock Portfolio (FAN+) - Updated Feb 15, 2025 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.56
All Time: 1.33

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 falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Stock Portfolio (FAN+) - Updated Feb 15, 2025 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

Stock Portfolio (FAN+) - Updated Feb 15, 2025 provided a 0.27% dividend yield over the last twelve months.

	TTM	2025	2024
Portfolio	0.27%	0.26%	0.20%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	$4.89	$83.30	$107.91	$0.00									$196.10
2025	$0.00	$118.08	$88.75	$138.43	$13.03	$92.64	$71.26	$13.03	$96.27	$72.00	$13.03	$98.88	$815.40
2024	$0.00	$64.50	$0.00	$67.44	$0.00	$8.50	$59.16	$0.00	$12.14	$59.09	$0.00	$12.14	$282.96
2023											$0.00	$0.00	$0.00

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 Stock Portfolio (FAN+) - Updated Feb 15, 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 Stock Portfolio (FAN+) - Updated Feb 15, 2025 was 31.36%, occurring on Apr 4, 2025. Recovery took 40 trading sessions.

The current Stock Portfolio (FAN+) - Updated Feb 15, 2025 drawdown is 13.20%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.36%	Feb 19, 2025	33	Apr 4, 2025	40	Jun 3, 2025	73
-20.07%	Jul 11, 2024	18	Aug 5, 2024	47	Oct 10, 2024	65
-18.67%	Nov 4, 2025	100	Mar 30, 2026	—	—	—
-13.2%	Mar 8, 2024	38	May 1, 2024	25	Jun 6, 2024	63
-8.63%	Jan 7, 2025	5	Jan 14, 2025	5	Jan 22, 2025	10

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 14 assets, with an effective number of assets of 6.07, 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	LLY	CTSH	ACN	COIN	PANW	PLTR	META	ASML	AMZN	CRWD	TSM	ANET	NVDA	AVGO	Portfolio
Benchmark	1.00	0.33	0.44	0.41	0.53	0.46	0.57	0.61	0.63	0.66	0.55	0.62	0.61	0.63	0.64	0.79
LLY	0.33	1.00	0.14	0.16	0.15	0.23	0.17	0.22	0.19	0.19	0.22	0.21	0.21	0.23	0.18	0.22
CTSH	0.44	0.14	1.00	0.67	0.20	0.31	0.23	0.24	0.20	0.26	0.23	0.15	0.13	0.06	0.18	0.22
ACN	0.41	0.16	0.67	1.00	0.19	0.34	0.20	0.23	0.19	0.29	0.27	0.15	0.17	0.14	0.20	0.24
COIN	0.53	0.15	0.20	0.19	1.00	0.32	0.48	0.37	0.38	0.40	0.41	0.36	0.40	0.40	0.36	0.51
PANW	0.46	0.23	0.31	0.34	0.32	1.00	0.43	0.35	0.27	0.39	0.65	0.26	0.42	0.34	0.39	0.46
PLTR	0.57	0.17	0.23	0.20	0.48	0.43	1.00	0.43	0.37	0.44	0.51	0.40	0.47	0.42	0.46	0.67
META	0.61	0.22	0.24	0.23	0.37	0.35	0.43	1.00	0.44	0.61	0.43	0.44	0.47	0.47	0.48	0.60
ASML	0.63	0.19	0.20	0.19	0.38	0.27	0.37	0.44	1.00	0.43	0.39	0.67	0.48	0.55	0.58	0.75
AMZN	0.66	0.19	0.26	0.29	0.40	0.39	0.44	0.61	0.43	1.00	0.47	0.43	0.46	0.47	0.47	0.64
CRWD	0.55	0.22	0.23	0.27	0.41	0.65	0.51	0.43	0.39	0.47	1.00	0.40	0.56	0.47	0.50	0.61
TSM	0.62	0.21	0.15	0.15	0.36	0.26	0.40	0.44	0.67	0.43	0.40	1.00	0.56	0.65	0.66	0.71
ANET	0.61	0.21	0.13	0.17	0.40	0.42	0.47	0.47	0.48	0.46	0.56	0.56	1.00	0.55	0.64	0.67
NVDA	0.63	0.23	0.06	0.14	0.40	0.34	0.42	0.47	0.55	0.47	0.47	0.65	0.55	1.00	0.64	0.78
AVGO	0.64	0.18	0.18	0.20	0.36	0.39	0.46	0.48	0.58	0.47	0.50	0.66	0.64	0.64	1.00	0.71
Portfolio	0.79	0.22	0.22	0.24	0.51	0.46	0.67	0.60	0.75	0.64	0.61	0.71	0.67	0.78	0.71	1.00

The correlation results are calculated based on daily price changes starting from Nov 6, 2023

Stock Portfolio (FAN+) - Updated Feb 15, 2025

Asset Allocation

Transactions

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

Monthly Dividends

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table