fundamentally strong companies at reasonable valuations.

Asset Allocation

Position	Category/Sector	Target Weight
MSFT Microsoft Corporation	Technology	15%
HD The Home Depot, Inc.	Consumer Cyclical	15%
PG The Procter & Gamble Company	Consumer Defensive	15%
COST Costco Wholesale Corporation	Consumer Defensive	15%
V Visa Inc.	Financial Services	15%
TXN Texas Instruments Incorporated	Technology	15%
ABBV AbbVie Inc.	Healthcare	10%

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 fundamentally strong companies at reasonable valuations., 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 fundamentally strong companies at reasonable valuations. returned 9.40% Year-To-Date and 19.00% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio fundamentally strong companies at reasonable valuations.	0.88%	0.48%	9.40%	8.41%	7.08%	15.67%	12.65%	19.00%
Portfolio components:
ABBV AbbVie Inc.	1.32%	8.05%	1.30%	3.65%	23.06%	22.39%	18.94%	19.10%
COST Costco Wholesale Corporation	0.68%	-5.66%	14.24%	11.38%	-0.24%	25.12%	22.12%	22.27%
HD The Home Depot, Inc.	0.73%	8.71%	-3.21%	-7.39%	-4.95%	5.70%	3.66%	12.81%
MSFT Microsoft Corporation	0.10%	-4.36%	-18.85%	-17.98%	-17.07%	6.16%	9.56%	24.39%
PG The Procter & Gamble Company	0.86%	4.83%	5.93%	6.28%	-3.97%	3.69%	4.73%	8.96%
TXN Texas Instruments Incorporated	1.35%	-2.29%	75.59%	69.78%	58.75%	22.83%	12.97%	20.39%
V Visa Inc.	1.05%	-0.04%	-7.69%	-6.93%	-7.91%	13.87%	7.33%	15.98%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2013, fundamentally strong companies at reasonable valuations.'s average daily return is +0.08%, while the average monthly return is +1.58%. At this rate, an investment would double in approximately 3.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.9%, while the worst month was Mar 2026 at -7.9%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, fundamentally strong companies at reasonable valuations. closed higher 56% of trading days. The best single day was Mar 13, 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	4.41%	1.97%	-7.92%	10.23%	2.07%	-0.81%							9.40%
2025	3.19%	3.90%	-5.35%	-1.65%	6.77%	1.33%	-2.33%	4.64%	-0.90%	-3.62%	-1.02%	-0.80%	3.49%
2024	3.78%	4.97%	1.29%	-4.39%	5.08%	2.36%	1.27%	4.38%	1.39%	-1.01%	5.15%	-4.53%	20.85%
2023	3.94%	-3.23%	6.08%	0.87%	-1.68%	5.22%	3.42%	-1.50%	-3.78%	-1.18%	7.62%	5.42%	22.36%
2022	-4.50%	-3.17%	3.85%	-4.26%	-2.61%	-5.00%	7.62%	-4.92%	-7.64%	7.32%	9.31%	-5.13%	-10.52%
2021	-2.97%	0.48%	6.82%	4.06%	0.54%	2.70%	4.64%	1.16%	-2.76%	6.24%	2.19%	6.55%	33.23%

Benchmark Metrics

fundamentally strong companies at reasonable valuations. has an annualized alpha of 7.40%, beta of 0.89, and R2 of 0.81 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

This portfolio captured 109.08% of S&P 500 Index gains but only 77.38% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 7.40% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.89 and R2 of 0.81, 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: 7.40%

Beta: 0.89

R²: 0.81

Upside Capture: 109.08%

Downside Capture: 77.38%

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

Expense Ratio

fundamentally strong companies at reasonable valuations. 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

fundamentally strong companies at reasonable valuations. 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

The table below presents risk-adjusted performance metrics for fundamentally strong companies at reasonable valuations. 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	0.41	1.86	-1.45
Sortino ratioReturn per unit of downside risk	0.68	2.53	-1.85
Omega ratioGain probability vs. loss probability	1.08	1.34	-0.26
Calmar ratioReturn relative to maximum drawdown	0.45	2.53	-2.08
Martin ratioReturn relative to average drawdown	1.13	11.37	-10.24

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
ABBV AbbVie Inc.	67	0.92	1.42	1.18	1.29	2.88
COST Costco Wholesale Corporation	36	-0.08	0.02	1.00	-0.10	-0.22
HD The Home Depot, Inc.	30	-0.30	-0.29	0.97	-0.25	-0.50
MSFT Microsoft Corporation	17	-0.70	-0.84	0.89	-0.53	-1.08
PG The Procter & Gamble Company	28	-0.30	-0.31	0.97	-0.37	-0.68
TXN Texas Instruments Incorporated	78	1.38	2.17	1.30	1.87	3.90
V Visa Inc.	14	-0.56	-0.68	0.92	-0.73	-1.57

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.

The current fundamentally strong companies at reasonable valuations. Sharpe ratio is 0.41 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 1.54 to 2.41, 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 fundamentally strong companies at reasonable valuations. 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

fundamentally strong companies at reasonable valuations. provided a 1.77% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.77%	1.90%	1.76%	2.22%	1.88%	1.55%	2.19%	1.98%	2.15%	2.39%	2.12%	2.54%
Portfolio components:
ABBV AbbVie Inc.	2.96%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
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%
HD The Home Depot, Inc.	2.82%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
MSFT Microsoft Corporation	0.91%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
TXN Texas Instruments Incorporated	1.87%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

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 fundamentally strong companies at reasonable valuations.. 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 fundamentally strong companies at reasonable valuations. was 26.75%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current fundamentally strong companies at reasonable valuations. drawdown is 1.54%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-26.75%Mar 2020	1mo 2d	2mo 19d	3mo 21dFeb 2020 - Jun 2020
Bear market2022	-20.32%Oct 2022	9mo 16d	9mo 5d	1y 6moDec 2021 - Jul 2023
Rate-hike selloffLate 2018	-15.25%Dec 2018	3mo 1d	2mo 19d	5mo 20dSep 2018 - Mar 2019
2025 selloff2025	-14.83%Apr 2025	1mo 6d	1mo 26d	3mo 2dMar 2025 - Jun 2025
2018 correction2018	-11.72%Mar 2018	1mo 23d	3mo 21d	5mo 14dJan 2018 - Jul 2018

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 7 assets, with an effective number of assets of 6.90, 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	10Y	All Time
Diversification Ratio	2.11	1.72	1.54	1.40	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.

fundamentally strong companies at reasonable valuations. correlation to the S&P 500 Index

fundamentally strong companies at reasonable valuations. has a 0.51 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	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (5Y) Calculated over the trailing 5-year period	0.80
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Jan 2, 2013	0.84

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.70, while PG has the lowest at 0.38.

0.38

ABBV

0.41

COST

0.52

0.59

0.66

TXN

0.69

MSFT

0.70

Portfolio Correlations

Correlation vs. fundamentally strong companies at reasonable valuations.. TXN has the highest portfolio correlation at 0.73, while ABBV has the lowest at 0.51.

ABBV

0.51

0.54

COST

0.66

0.69

MSFT

0.71

0.72

TXN

0.73

Asset Correlations Table

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

	ABBV	PG	COST	HD	MSFT	TXN	V
ABBV	1.00	0.32	0.24	0.30	0.25	0.28	0.33
PG	0.32	1.00	0.39	0.36	0.27	0.26	0.34
COST	0.24	0.39	1.00	0.47	0.41	0.38	0.39
HD	0.30	0.36	0.47	1.00	0.39	0.45	0.44
MSFT	0.25	0.27	0.41	0.39	1.00	0.49	0.52
TXN	0.28	0.26	0.38	0.45	0.49	1.00	0.47
V	0.33	0.34	0.39	0.44	0.52	0.47	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2013

Diversification Analysis

Find what fundamentally strong companies at reasonable valuations. is missing

See which holdings overlap, where fundamentally strong companies at reasonable valuations. is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification