fundamentally strong companies at reasonable valuations.

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 2, 2026, the fundamentally strong companies at reasonable valuations. returned -2.43% Year-To-Date and 17.55% of annualized return in the last 10 years.

	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 fundamentally strong companies at reasonable valuations.	-0.30%	-6.77%	-2.43%	-7.27%	-0.66%	11.73%	11.06%	17.55%
Portfolio components:
MSFT Microsoft Corporation	1.11%	-7.54%	-22.60%	-27.29%	-1.52%	10.00%	9.94%	22.58%
HD The Home Depot, Inc.	-2.41%	-11.76%	-5.91%	-17.50%	-11.09%	5.23%	3.38%	11.72%
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
COST Costco Wholesale Corporation	1.85%	0.71%	17.86%	11.02%	5.74%	28.60%	24.74%	22.54%
ABBV AbbVie Inc.	-2.86%	-10.70%	-7.86%	-10.37%	5.19%	13.21%	18.43%	18.22%
V Visa Inc.	0.77%	-6.24%	-14.05%	-12.70%	-12.50%	10.35%	7.55%	15.28%
TXN Texas Instruments Incorporated	-0.73%	-3.85%	13.06%	8.54%	12.81%	5.02%	3.19%	16.09%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, fundamentally strong companies at reasonable valuations.'s average daily return is +0.07%, while the average monthly return is +1.51%. At this rate, your investment would double in approximately 3.9 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%	-0.47%									-2.43%
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 7.38%, beta of 0.90, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 110.07% of S&P 500 Index gains but only 77.72% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 7.38% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.90 and R² of 0.82, 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: 7.38%

Beta: 0.90

R²: 0.82

Upside Capture: 110.07%

Downside Capture: 77.72%

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 4 for risk / return — in the bottom 4% 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	-0.04	0.88	-0.92
Sortino ratio Return per unit of downside risk	0.05	1.37	-1.31
Omega ratio Gain probability vs. loss probability	1.01	1.21	-0.20
Calmar ratio Return relative to maximum drawdown	-0.04	1.39	-1.43
Martin ratio Return relative to average drawdown	-0.09	6.43	-6.53
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
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
HD The Home Depot, Inc.	21	-0.48	-0.56	0.94	-0.42	-0.94
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
COST Costco Wholesale Corporation	45	0.29	0.56	1.07	0.36	0.72
ABBV AbbVie Inc.	43	0.19	0.44	1.06	0.28	0.62
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
TXN Texas Instruments Incorporated	49	0.32	0.75	1.11	0.44	0.89

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.

fundamentally strong companies at reasonable valuations. Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: -0.04
5-Year: 0.71
10-Year: 1.00
All Time: 1.11

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 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 1.96% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.96%	1.90%	1.76%	2.22%	1.88%	1.55%	2.19%	1.98%	2.15%	2.39%	2.12%	2.54%
Portfolio components:
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
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%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
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%
ABBV AbbVie Inc.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
V Visa Inc.	0.84%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
TXN Texas Instruments Incorporated	2.85%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%

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 8.97%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-26.75%	Feb 20, 2020	23	Mar 23, 2020	55	Jun 10, 2020	78
-20.32%	Dec 30, 2021	198	Oct 12, 2022	188	Jul 14, 2023	386
-15.25%	Sep 24, 2018	64	Dec 24, 2018	53	Mar 13, 2019	117
-14.83%	Mar 3, 2025	27	Apr 8, 2025	38	Jun 3, 2025	65
-11.72%	Jan 29, 2018	39	Mar 23, 2018	76	Jul 12, 2018	115

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. 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	ABBV	PG	COST	HD	TXN	MSFT	V	Portfolio
Benchmark	1.00	0.42	0.39	0.53	0.60	0.69	0.71	0.67	0.84
ABBV	0.42	1.00	0.32	0.23	0.30	0.28	0.26	0.34	0.51
PG	0.39	0.32	1.00	0.39	0.35	0.27	0.27	0.35	0.55
COST	0.53	0.23	0.39	1.00	0.47	0.39	0.42	0.39	0.66
HD	0.60	0.30	0.35	0.47	1.00	0.45	0.40	0.44	0.69
TXN	0.69	0.28	0.27	0.39	0.45	1.00	0.51	0.48	0.73
MSFT	0.71	0.26	0.27	0.42	0.40	0.51	1.00	0.52	0.72
V	0.67	0.34	0.35	0.39	0.44	0.48	0.52	1.00	0.72
Portfolio	0.84	0.51	0.55	0.66	0.69	0.73	0.72	0.72	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

fundamentally strong companies at reasonable valuations.

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