Legitamate Holdings (Past Year)

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	4.55%
APH Amphenol Corporation	Technology	6.19%
BCPC Balchem Corporation	Basic Materials	9.61%
COO The Cooper Companies, Inc.	Healthcare	7.84%
DHR Danaher Corporation	Healthcare	10.74%
FICO Fair Isaac Corporation	Technology	5.56%
HEI HEICO Corporation	Industrials	9.79%
MNST Monster Beverage Corporation	Consumer Defensive	6.15%
MSFT Microsoft Corporation	Technology	7.65%
NVO Novo Nordisk A/S	Healthcare	0.15%
NVR NVR, Inc.	Consumer Cyclical	6.62%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	7.55%
ROST Ross Stores, Inc.	Consumer Cyclical	6.16%
SU Suncor Energy Inc.	Energy	0.05%
TPL Texas Pacific Land Corporation	Energy	11.41%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Legitamate Holdings (Past Year), 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 Aug 18, 1995, corresponding to the inception date of MNST

Returns By Period

As of Apr 10, 2026, the Legitamate Holdings (Past Year) returned 0.72% Year-To-Date and 23.57% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.62%	0.64%	-0.30%	1.33%	25.06%	18.43%	10.57%	12.82%
Portfolio Legitamate Holdings (Past Year)	-1.53%	-4.86%	0.72%	5.35%	15.38%	18.94%	15.18%	23.57%
Portfolio components:
TPL Texas Pacific Land Corporation	-15.68%	-27.42%	31.75%	25.01%	-9.70%	25.92%	17.72%	38.12%
DHR Danaher Corporation	-1.63%	-0.93%	-15.52%	-5.29%	1.27%	-3.93%	-0.84%	12.55%
HEI HEICO Corporation	-0.04%	-4.30%	-9.35%	-7.14%	15.73%	20.52%	17.55%	25.47%
BCPC Balchem Corporation	0.59%	1.92%	14.16%	25.55%	10.34%	11.90%	8.25%	11.72%
COO The Cooper Companies, Inc.	-0.38%	-3.96%	-12.81%	2.45%	-8.27%	-8.25%	-5.83%	6.33%
MSFT Microsoft Corporation	-0.34%	-8.06%	-22.68%	-28.29%	-3.73%	9.69%	8.73%	22.81%
ORLY O'Reilly Automotive, Inc.	1.44%	-0.33%	3.50%	-5.33%	5.01%	17.64%	22.34%	18.16%
NVR NVR, Inc.	0.64%	0.23%	-6.77%	-10.77%	-4.53%	7.45%	6.76%	14.44%
APH Amphenol Corporation	1.74%	0.89%	2.08%	9.48%	109.51%	53.28%	33.38%	26.39%
ROST Ross Stores, Inc.	0.20%	5.85%	25.12%	50.62%	65.81%	29.60%	13.15%	16.07%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 21, 1995, Legitamate Holdings (Past Year)'s average daily return is +0.10%, while the average monthly return is +2.07%. At this rate, your investment would double in approximately 2.8 years.

Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +16.9%, while the worst month was Aug 1998 at -18.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Legitamate Holdings (Past Year) closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +11.9%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.35%	6.72%	-9.22%	0.59%									0.72%
2025	1.43%	1.61%	-2.64%	0.18%	0.82%	2.14%	-0.72%	2.31%	1.96%	1.57%	3.28%	-0.80%	11.55%
2024	0.00%	6.32%	2.20%	-4.62%	5.89%	4.32%	7.26%	2.83%	3.12%	-0.22%	10.85%	-11.34%	27.67%
2023	2.89%	-2.80%	4.33%	-0.16%	-2.16%	6.53%	2.67%	3.88%	-6.16%	-2.53%	9.16%	5.38%	21.86%
2022	-8.31%	-0.93%	2.89%	-6.82%	1.96%	-4.92%	13.60%	-4.04%	-5.55%	11.52%	9.19%	-4.70%	0.88%
2021	-0.79%	6.13%	10.15%	6.37%	-1.85%	3.13%	3.11%	0.65%	-4.95%	4.24%	-0.24%	7.58%	37.79%

Benchmark Metrics

Legitamate Holdings (Past Year) has an annualized alpha of 18.08%, beta of 0.85, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since August 21, 1995.

This portfolio captured 141.04% of S&P 500 Index gains but only 63.68% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 18.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.85 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: 18.08%

Beta: 0.85

R²: 0.69

Upside Capture: 141.04%

Downside Capture: 63.68%

Expense Ratio

Legitamate Holdings (Past Year) 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

Legitamate Holdings (Past Year) ranks 11 for risk / return — in the bottom 11% 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	1.05	1.84	-0.79
Sortino ratio Return per unit of downside risk	1.60	2.53	-0.93
Omega ratio Gain probability vs. loss probability	1.18	1.35	-0.16
Calmar ratio Return relative to maximum drawdown	1.90	3.83	-1.93
Martin ratio Return relative to average drawdown	6.49	16.98	-10.49
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
TPL Texas Pacific Land Corporation	26	-0.21	0.02	1.00	-0.03	-0.04
DHR Danaher Corporation	33	0.04	0.28	1.03	0.31	0.89
HEI HEICO Corporation	47	0.54	0.94	1.12	0.93	2.91
BCPC Balchem Corporation	45	0.50	0.90	1.10	0.81	1.88
COO The Cooper Companies, Inc.	24	-0.25	-0.12	0.98	-0.11	-0.20
MSFT Microsoft Corporation	27	-0.16	-0.05	0.99	0.15	0.38
ORLY O'Reilly Automotive, Inc.	35	0.24	0.48	1.06	0.32	0.70
NVR NVR, Inc.	24	-0.17	-0.07	0.99	-0.14	-0.32
APH Amphenol Corporation	87	2.85	3.08	1.47	4.53	14.94
ROST Ross Stores, Inc.	88	2.68	3.56	1.52	4.39	12.66

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.

Legitamate Holdings (Past Year) Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

1-Year: 1.05
5-Year: 0.86
10-Year: 1.22
All Time: 1.35

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 1.86 to 2.87, 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 Legitamate Holdings (Past Year) 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

Legitamate Holdings (Past Year) provided a 0.38% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.38%	0.38%	0.45%	1.75%	0.51%	0.37%	0.52%	0.40%	0.55%	0.47%	3.96%	0.79%
Portfolio components:
TPL Texas Pacific Land Corporation	0.58%	0.74%	1.37%	0.83%	1.37%	0.88%	2.20%	0.22%	0.55%	0.30%	0.10%	0.22%
DHR Danaher Corporation	0.70%	0.56%	0.47%	12.64%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	32.55%	0.58%
HEI HEICO Corporation	0.08%	0.07%	0.09%	0.11%	0.12%	0.12%	0.12%	0.12%	0.14%	0.08%	0.22%	0.28%
BCPC Balchem Corporation	0.55%	0.63%	0.53%	0.80%	0.58%	0.38%	0.50%	0.51%	0.60%	0.52%	0.45%	0.56%
COO The Cooper Companies, Inc.	0.00%	0.00%	0.00%	0.02%	0.02%	0.01%	0.02%	0.02%	0.02%	0.03%	0.03%	0.04%
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%
ORLY O'Reilly Automotive, 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%
NVR NVR, 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%
APH Amphenol Corporation	0.60%	0.55%	0.79%	1.07%	1.06%	0.89%	0.80%	0.89%	1.09%	0.80%	0.86%	1.01%
ROST Ross Stores, Inc.	0.74%	0.90%	0.97%	0.97%	1.07%	1.00%	0.23%	1.10%	1.08%	0.80%	0.82%	4.59%

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 Legitamate Holdings (Past Year). 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 Legitamate Holdings (Past Year) was 45.02%, occurring on Nov 20, 2008. Recovery took 225 trading sessions.

The current Legitamate Holdings (Past Year) drawdown is 9.18%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-45.02%	Nov 1, 2007	267	Nov 20, 2008	225	Oct 14, 2009	492
-36.15%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-32.58%	Jul 22, 1998	56	Oct 8, 1998	56	Dec 29, 1998	112
-22.54%	Sep 28, 2018	60	Dec 24, 2018	45	Mar 1, 2019	105
-20.89%	Nov 25, 2024	91	Apr 8, 2025	180	Dec 24, 2025	271

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 15 assets, with an effective number of assets of 12.20, 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	TPL	NVO	SU	MNST	BCPC	COO	NVR	ORLY	HEI	ROST	AAPL	FICO	MSFT	DHR	APH	Portfolio
Benchmark	1.00	0.22	0.33	0.37	0.32	0.38	0.41	0.42	0.42	0.44	0.47	0.55	0.48	0.67	0.59	0.59	0.76
TPL	0.22	1.00	0.08	0.27	0.09	0.15	0.12	0.11	0.09	0.16	0.14	0.12	0.14	0.12	0.14	0.21	0.40
NVO	0.33	0.08	1.00	0.16	0.14	0.16	0.20	0.15	0.18	0.17	0.18	0.18	0.20	0.23	0.26	0.22	0.28
SU	0.37	0.27	0.16	1.00	0.14	0.20	0.16	0.14	0.14	0.22	0.17	0.18	0.20	0.20	0.23	0.27	0.33
MNST	0.32	0.09	0.14	0.14	1.00	0.18	0.18	0.19	0.20	0.19	0.22	0.21	0.23	0.23	0.24	0.24	0.45
BCPC	0.38	0.15	0.16	0.20	0.18	1.00	0.23	0.24	0.22	0.29	0.24	0.22	0.29	0.23	0.29	0.31	0.52
COO	0.41	0.12	0.20	0.16	0.18	0.23	1.00	0.24	0.25	0.24	0.25	0.23	0.29	0.28	0.35	0.30	0.50
NVR	0.42	0.11	0.15	0.14	0.19	0.24	0.24	1.00	0.28	0.27	0.31	0.25	0.29	0.25	0.32	0.30	0.49
ORLY	0.42	0.09	0.18	0.14	0.20	0.22	0.25	0.28	1.00	0.25	0.36	0.25	0.29	0.28	0.31	0.29	0.50
HEI	0.44	0.16	0.17	0.22	0.19	0.29	0.24	0.27	0.25	1.00	0.28	0.24	0.32	0.27	0.33	0.35	0.57
ROST	0.47	0.14	0.18	0.17	0.22	0.24	0.25	0.31	0.36	0.28	1.00	0.27	0.27	0.30	0.32	0.35	0.53
AAPL	0.55	0.12	0.18	0.18	0.21	0.22	0.23	0.25	0.25	0.24	0.27	1.00	0.30	0.46	0.34	0.36	0.51
FICO	0.48	0.14	0.20	0.20	0.23	0.29	0.29	0.29	0.29	0.32	0.27	0.30	1.00	0.37	0.36	0.37	0.55
MSFT	0.67	0.12	0.23	0.20	0.23	0.23	0.28	0.25	0.28	0.27	0.30	0.46	0.37	1.00	0.40	0.41	0.55
DHR	0.59	0.14	0.26	0.23	0.24	0.29	0.35	0.32	0.31	0.33	0.32	0.34	0.36	0.40	1.00	0.41	0.60
APH	0.59	0.21	0.22	0.27	0.24	0.31	0.30	0.30	0.29	0.35	0.35	0.36	0.37	0.41	0.41	1.00	0.61
Portfolio	0.76	0.40	0.28	0.33	0.45	0.52	0.50	0.49	0.50	0.57	0.53	0.51	0.55	0.55	0.60	0.61	1.00

The correlation results are calculated based on daily price changes starting from Aug 21, 1995

Legitamate Holdings (Past Year)

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