Portfolio Dividend, Growth & Defense

Asset Allocation

Position	Category/Sector	Target Weight
1MC.MI LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	4.55%
AAON AAON, Inc.	Industrials	4.55%
AFX.DE Carl Zeiss Meditec AG	Healthcare	4.55%
AOF.DE ATOSS Software AG	Technology	4.55%
BLK BlackRock, Inc.	Financial Services	4.55%
BWXT BWX Technologies, Inc.	Industrials	4.55%
CW Curtiss-Wright Corporation	Industrials	4.55%
DB1.DE Deutsche Börse AG	Financial Services	4.55%
DTE.DE Deutsche Telekom AG	Communication Services	4.55%
EXLS ExlService Holdings, Inc.	Technology	4.55%
FIX Comfort Systems USA, Inc.	Industrials	4.55%
GOOG Alphabet Inc	Communication Services	4.55%
LMT Lockheed Martin Corporation	Industrials	4.55%
MRK Merck & Co., Inc.	Healthcare	4.55%
MUV2.DE Münchener Rückversicherungs-Gesellschaft Aktiengesellschaft in München	Financial Services	4.55%
NOV.DE Novo Nordisk A/S	Healthcare	4.55%
O Realty Income Corporation	Real Estate	4.55%
RHM.DE Rheinmetall AG	Industrials	4.55%
SAP SAP SE	Technology	4.55%
SIX3.DE Sixt SE	Industrials	4.55%
UL The Unilever Group	Consumer Defensive	4.55%
V Visa Inc.	Financial Services	4.55%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio Dividend, Growth & Defense, 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 Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 3, 2026, the Portfolio Dividend, Growth & Defense returned -1.98% Year-To-Date and 19.54% 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 Portfolio Dividend, Growth & Defense	0.09%	-3.54%	-1.98%	-3.17%	15.72%	20.20%	19.25%	19.54%
Portfolio components:
AAON AAON, Inc.	-2.74%	-14.55%	6.84%	-17.08%	-1.19%	8.43%	12.07%	16.94%
GOOG Alphabet Inc	-0.15%	-2.93%	-6.10%	19.65%	86.00%	41.44%	22.67%	23.06%
MRK Merck & Co., Inc.	0.02%	1.62%	15.68%	37.20%	44.64%	6.77%	13.97%	12.22%
SAP SAP SE	0.24%	-12.51%	-29.29%	-36.83%	-36.16%	12.19%	8.09%	9.54%
V Visa Inc.	0.77%	-6.24%	-14.05%	-12.70%	-12.50%	10.35%	7.55%	15.28%
AOF.DE ATOSS Software AG	0.33%	-12.43%	-34.89%	-32.13%	-35.40%	1.24%	-0.49%	20.22%
AFX.DE Carl Zeiss Meditec AG	-0.69%	-0.49%	-37.64%	-42.92%	-51.37%	-39.88%	-27.74%	0.40%
FIX Comfort Systems USA, Inc.	-0.79%	1.92%	51.93%	70.33%	315.21%	113.82%	80.31%	47.35%
NOV.DE Novo Nordisk A/S	0.29%	3.79%	-27.20%	-35.37%	-43.94%	-20.95%	3.60%	8.02%
SIX3.DE Sixt SE	1.53%	8.85%	4.14%	-3.58%	14.76%	-0.97%	0.68%	8.74%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, Portfolio Dividend, Growth & Defense's average daily return is +0.07%, while the average monthly return is +1.54%. At this rate, your investment would double in approximately 3.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +14.0%, while the worst month was Mar 2020 at -13.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio Dividend, Growth & Defense closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.0%, while the worst single day was Mar 12, 2020 at -10.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.32%	1.58%	-8.14%	1.66%									-1.98%
2025	6.06%	-1.08%	1.83%	5.75%	5.65%	1.67%	-2.05%	2.23%	4.33%	0.67%	-0.08%	-0.35%	27.09%
2024	2.68%	7.81%	5.46%	-3.46%	0.82%	-0.17%	4.25%	5.65%	1.90%	-1.47%	4.52%	-4.89%	24.69%
2023	8.24%	0.35%	5.12%	2.86%	-4.84%	5.52%	1.79%	-0.92%	-5.81%	-0.13%	9.00%	5.12%	28.19%
2022	-5.08%	0.61%	5.09%	-5.81%	2.33%	-3.49%	6.82%	-5.56%	-8.24%	13.47%	10.57%	-2.89%	5.28%
2021	-2.20%	2.21%	4.87%	6.50%	2.31%	-0.39%	1.24%	2.26%	-4.08%	6.35%	-3.50%	5.58%	22.42%

Benchmark Metrics

Portfolio Dividend, Growth & Defense has an annualized alpha of 9.27%, beta of 0.75, and R² of 0.68 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 106.54% of S&P 500 Index gains but only 72.47% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 9.27%

Beta: 0.75

R²: 0.68

Upside Capture: 106.54%

Downside Capture: 72.47%

Expense Ratio

Portfolio Dividend, Growth & Defense 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

Portfolio Dividend, Growth & Defense ranks 29 for risk / return — below 29% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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	1.01	0.88	+0.13
Sortino ratio Return per unit of downside risk	1.43	1.37	+0.06
Omega ratio Gain probability vs. loss probability	1.18	1.21	-0.03
Calmar ratio Return relative to maximum drawdown	1.79	1.39	+0.40
Martin ratio Return relative to average drawdown	6.42	6.43	-0.01
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
AAON AAON, Inc.	39	-0.02	0.36	1.04	0.10	0.18
GOOG Alphabet Inc	94	2.87	3.82	1.47	4.14	15.67
MRK Merck & Co., Inc.	82	1.55	2.20	1.28	2.89	7.69
SAP SAP SE	6	-1.11	-1.51	0.80	-0.76	-1.73
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
AOF.DE ATOSS Software AG	8	-0.98	-1.38	0.83	-0.71	-1.41
AFX.DE Carl Zeiss Meditec AG	6	-1.21	-1.87	0.77	-0.77	-1.39
FIX Comfort Systems USA, Inc.	99	5.72	5.22	1.72	24.01	81.57
NOV.DE Novo Nordisk A/S	11	-0.79	-0.92	0.87	-0.80	-1.37
SIX3.DE Sixt SE	54	0.53	0.93	1.12	0.78	1.32

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.

Portfolio Dividend, Growth & Defense Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.01
5-Year: 1.28
10-Year: 1.19
All Time: 1.18

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 Portfolio Dividend, Growth & Defense 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

Portfolio Dividend, Growth & Defense provided a 2.26% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.26%	2.01%	1.94%	2.11%	2.02%	1.66%	2.24%	1.89%	3.70%	1.86%	2.24%	3.21%
Portfolio components:
AAON AAON, Inc.	0.49%	0.52%	0.27%	0.43%	0.57%	0.48%	0.57%	0.65%	0.91%	0.71%	0.73%	0.95%
GOOG Alphabet Inc	0.29%	0.26%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
SAP SAP SE	1.48%	1.05%	0.97%	1.41%	2.05%	1.56%	1.31%	1.27%	1.73%	0.87%	1.08%	1.11%
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%
AOF.DE ATOSS Software AG	2.78%	1.85%	1.48%	1.35%	1.31%	0.77%	4.03%	2.79%	6.67%	1.57%	5.34%	1.28%
AFX.DE Carl Zeiss Meditec AG	2.21%	1.50%	2.42%	1.11%	0.76%	0.27%	1.19%	0.48%	0.81%	0.81%	1.09%	1.40%
FIX Comfort Systems USA, Inc.	0.16%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%
NOV.DE Novo Nordisk A/S	4.96%	3.54%	1.58%	1.01%	1.17%	1.27%	1.99%	2.09%	27.20%	2.27%	3.67%	1.25%
SIX3.DE Sixt SE	4.84%	5.13%	6.77%	9.14%	6.83%	0.06%	0.09%	3.32%	8.37%	3.16%	3.89%	3.21%

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 Portfolio Dividend, Growth & Defense. 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 Portfolio Dividend, Growth & Defense was 35.27%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.

The current Portfolio Dividend, Growth & Defense drawdown is 7.34%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.27%	Feb 20, 2020	23	Mar 23, 2020	101	Aug 12, 2020	124
-16.81%	Aug 30, 2018	83	Dec 24, 2018	57	Mar 15, 2019	140
-15.85%	Apr 5, 2022	125	Sep 27, 2022	32	Nov 10, 2022	157
-12.8%	Jul 4, 2014	72	Oct 13, 2014	79	Feb 3, 2015	151
-11.52%	Mar 20, 2025	13	Apr 7, 2025	15	Apr 29, 2025	28

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 22 assets, with an effective number of assets of 22.00, 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	AOF.DE	O	NOV.DE	MRK	LMT	AFX.DE	RHM.DE	DB1.DE	SIX3.DE	UL	AAON	BWXT	DTE.DE	1MC.MI	MUV2.DE	FIX	GOOG	EXLS	CW	V	SAP	BLK	Portfolio
Benchmark	1.00	0.21	0.33	0.25	0.36	0.38	0.29	0.27	0.27	0.32	0.37	0.52	0.50	0.30	0.37	0.31	0.55	0.69	0.54	0.59	0.67	0.61	0.74	0.77
AOF.DE	0.21	1.00	0.08	0.22	0.07	0.04	0.28	0.18	0.26	0.26	0.14	0.10	0.12	0.21	0.27	0.24	0.11	0.15	0.12	0.09	0.12	0.27	0.18	0.40
O	0.33	0.08	1.00	0.09	0.26	0.27	0.13	0.05	0.11	0.12	0.34	0.17	0.19	0.18	0.11	0.13	0.21	0.19	0.29	0.23	0.29	0.20	0.26	0.35
NOV.DE	0.25	0.22	0.09	1.00	0.23	0.11	0.28	0.23	0.28	0.21	0.24	0.13	0.12	0.31	0.29	0.26	0.12	0.17	0.13	0.13	0.20	0.27	0.20	0.43
MRK	0.36	0.07	0.26	0.23	1.00	0.29	0.11	0.10	0.15	0.10	0.32	0.19	0.17	0.21	0.14	0.17	0.18	0.21	0.24	0.23	0.32	0.22	0.30	0.37
LMT	0.38	0.04	0.27	0.11	0.29	1.00	0.07	0.18	0.14	0.12	0.27	0.25	0.39	0.18	0.09	0.17	0.25	0.19	0.27	0.46	0.33	0.21	0.32	0.42
AFX.DE	0.29	0.28	0.13	0.28	0.11	0.07	1.00	0.25	0.33	0.34	0.23	0.16	0.15	0.26	0.38	0.26	0.16	0.22	0.17	0.14	0.24	0.33	0.25	0.48
RHM.DE	0.27	0.18	0.05	0.23	0.10	0.18	0.25	1.00	0.31	0.34	0.16	0.18	0.25	0.33	0.32	0.37	0.22	0.16	0.19	0.28	0.23	0.29	0.23	0.50
DB1.DE	0.27	0.26	0.11	0.28	0.15	0.14	0.33	0.31	1.00	0.36	0.32	0.18	0.16	0.44	0.39	0.48	0.13	0.18	0.20	0.16	0.26	0.38	0.27	0.50
SIX3.DE	0.32	0.26	0.12	0.21	0.10	0.12	0.34	0.34	0.36	1.00	0.19	0.19	0.21	0.37	0.44	0.40	0.23	0.23	0.21	0.23	0.25	0.31	0.31	0.54
UL	0.37	0.14	0.34	0.24	0.32	0.27	0.23	0.16	0.32	0.19	1.00	0.20	0.18	0.39	0.30	0.30	0.17	0.23	0.25	0.23	0.35	0.40	0.33	0.47
AAON	0.52	0.10	0.17	0.13	0.19	0.25	0.16	0.18	0.18	0.19	0.20	1.00	0.38	0.16	0.21	0.18	0.51	0.30	0.40	0.46	0.34	0.31	0.43	0.55
BWXT	0.50	0.12	0.19	0.12	0.17	0.39	0.15	0.25	0.16	0.21	0.18	0.38	1.00	0.15	0.17	0.18	0.45	0.28	0.33	0.57	0.31	0.30	0.39	0.54
DTE.DE	0.30	0.21	0.18	0.31	0.21	0.18	0.26	0.33	0.44	0.37	0.39	0.16	0.15	1.00	0.40	0.53	0.15	0.19	0.20	0.19	0.26	0.36	0.29	0.51
1MC.MI	0.37	0.27	0.11	0.29	0.14	0.09	0.38	0.32	0.39	0.44	0.30	0.21	0.17	0.40	1.00	0.43	0.21	0.25	0.19	0.19	0.28	0.42	0.34	0.55
MUV2.DE	0.31	0.24	0.13	0.26	0.17	0.17	0.26	0.37	0.48	0.40	0.30	0.18	0.18	0.53	0.43	1.00	0.20	0.19	0.21	0.24	0.27	0.38	0.32	0.53
FIX	0.55	0.11	0.21	0.12	0.18	0.25	0.16	0.22	0.13	0.23	0.17	0.51	0.45	0.15	0.21	0.20	1.00	0.31	0.41	0.54	0.32	0.32	0.44	0.57
GOOG	0.69	0.15	0.19	0.17	0.21	0.19	0.22	0.16	0.18	0.23	0.23	0.30	0.28	0.19	0.25	0.19	0.31	1.00	0.36	0.35	0.51	0.46	0.48	0.52
EXLS	0.54	0.12	0.29	0.13	0.24	0.27	0.17	0.19	0.20	0.21	0.25	0.40	0.33	0.20	0.19	0.21	0.41	0.36	1.00	0.43	0.43	0.38	0.45	0.54
CW	0.59	0.09	0.23	0.13	0.23	0.46	0.14	0.28	0.16	0.23	0.23	0.46	0.57	0.19	0.19	0.24	0.54	0.35	0.43	1.00	0.41	0.34	0.49	0.61
V	0.67	0.12	0.29	0.20	0.32	0.33	0.24	0.23	0.26	0.25	0.35	0.34	0.31	0.26	0.28	0.27	0.32	0.51	0.43	0.41	1.00	0.48	0.53	0.59
SAP	0.61	0.27	0.20	0.27	0.22	0.21	0.33	0.29	0.38	0.31	0.40	0.31	0.30	0.36	0.42	0.38	0.32	0.46	0.38	0.34	0.48	1.00	0.47	0.64
BLK	0.74	0.18	0.26	0.20	0.30	0.32	0.25	0.23	0.27	0.31	0.33	0.43	0.39	0.29	0.34	0.32	0.44	0.48	0.45	0.49	0.53	0.47	1.00	0.66
Portfolio	0.77	0.40	0.35	0.43	0.37	0.42	0.48	0.50	0.50	0.54	0.47	0.55	0.54	0.51	0.55	0.53	0.57	0.52	0.54	0.61	0.59	0.64	0.66	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Portfolio Dividend, Growth & Defense

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