Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MO Altria Group, Inc. | Consumer Defensive | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SINGLE STOCK ANALYSIS, 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, 1970, corresponding to the inception date of MO
Returns By Period
As of Apr 2, 2026, the SINGLE STOCK ANALYSIS returned 15.96% Year-To-Date and 7.41% 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 SINGLE STOCK ANALYSIS | 0.43% | -2.94% | 15.96% | 3.55% | 23.23% | 22.72% | 13.73% | 7.41% |
| Portfolio components: | ||||||||
MO Altria Group, Inc. | 0.43% | -2.94% | 15.96% | 3.55% | 23.23% | 22.72% | 13.73% | 7.41% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 5, 1970, SINGLE STOCK ANALYSIS's average daily return is +0.07%, while the average monthly return is +1.52%. At this rate, your investment would double in approximately 3.8 years.
Historically, 61% of months were positive and 39% were negative. The best month was May 2003 with a return of +34.3%, while the worst month was Mar 2008 at -69.3%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SINGLE STOCK ANALYSIS closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +16.4%, while the worst single day was Mar 31, 2008 at -69.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.51% | 11.37% | -2.82% | -0.35% | 15.96% | ||||||||
| 2025 | -0.11% | 6.93% | 9.40% | -1.45% | 2.47% | -1.59% | 5.65% | 8.51% | -0.12% | -14.65% | 4.66% | -0.50% | 18.17% |
| 2024 | -0.55% | 1.97% | 9.00% | 0.44% | 5.57% | 0.64% | 7.60% | 9.71% | -3.21% | 6.70% | 6.02% | -7.68% | 40.76% |
| 2023 | -1.47% | 3.09% | -1.86% | 6.48% | -6.50% | 4.12% | 0.26% | -2.64% | -2.78% | -4.47% | 4.66% | -1.78% | -3.70% |
| 2022 | 7.36% | 0.81% | 3.62% | 6.35% | -2.66% | -21.27% | 5.00% | 2.87% | -8.50% | 14.59% | 0.67% | 0.16% | 4.37% |
| 2021 | 0.20% | 6.13% | 19.37% | -6.67% | 3.08% | -1.43% | 0.76% | 4.56% | -7.72% | -3.10% | -3.33% | 13.27% | 24.18% |
Benchmark Metrics
SINGLE STOCK ANALYSIS has an annualized alpha of 13.07%, beta of 0.69, and R² of 0.19 versus S&P 500 Index. Calculated based on daily prices since January 05, 1970.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (93.51%) than losses (56.45%) — typical of diversified or defensive assets.
- Beta of 0.69 may look defensive, but with R² of 0.19 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.19 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 13.07%
- Beta
- 0.69
- R²
- 0.19
- Upside Capture
- 93.51%
- Downside Capture
- 56.45%
Expense Ratio
SINGLE STOCK ANALYSIS 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.
Return for Risk
Risk / Return Rank
SINGLE STOCK ANALYSIS ranks 18 for risk / return — in the bottom 18% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.12 | 0.88 | +0.24 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.37 | +0.17 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.39 | -0.19 |
Martin ratioReturn relative to average drawdown | 3.11 | 6.43 | -3.32 |
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 | |
|---|---|---|---|---|---|---|
MO Altria Group, Inc. | 68 | 1.12 | 1.53 | 1.22 | 1.20 | 3.11 |
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Dividends
Dividend yield
SINGLE STOCK ANALYSIS provided a 6.39% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.39% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
| Portfolio components: | ||||||||||||
MO Altria Group, Inc. | 6.39% | 7.21% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% |
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 | $0.00 | $0.00 | $1.06 | $0.00 | $1.06 | ||||||||
| 2025 | $0.00 | $0.00 | $1.02 | $0.00 | $0.00 | $1.02 | $0.00 | $0.00 | $1.06 | $0.00 | $0.00 | $1.06 | $4.16 |
| 2024 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $1.02 | $0.00 | $0.00 | $1.02 | $4.00 |
| 2023 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.98 | $0.00 | $0.00 | $0.98 | $3.84 |
| 2022 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $0.94 | $0.00 | $0.00 | $0.94 | $3.68 |
| 2021 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.86 | $0.00 | $0.00 | $0.90 | $0.00 | $0.00 | $0.90 | $3.52 |
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 SINGLE STOCK ANALYSIS. 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 SINGLE STOCK ANALYSIS was 81.02%, occurring on Nov 20, 2008. Recovery took 1548 trading sessions.
The current SINGLE STOCK ANALYSIS drawdown is 4.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -81.02% | Jan 10, 2008 | 220 | Nov 20, 2008 | 1548 | Jan 16, 2015 | 1768 |
| -65.43% | Nov 24, 1998 | 308 | Feb 14, 2000 | 269 | Mar 9, 2001 | 577 |
| -53.69% | Jun 20, 2017 | 694 | Mar 23, 2020 | 1081 | Jul 10, 2024 | 1775 |
| -48.33% | Jun 5, 2002 | 208 | Apr 1, 2003 | 177 | Dec 11, 2003 | 385 |
| -47.3% | Mar 8, 1973 | 399 | Oct 3, 1974 | 748 | Sep 20, 1977 | 1147 |
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 1 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | MO | Portfolio | |
|---|---|---|---|
| Benchmark | 1.00 | 0.45 | 0.45 |
| MO | 0.45 | 1.00 | 1.00 |
| Portfolio | 0.45 | 1.00 | 1.00 |