Test portfolio

Asset Allocation

Position	Category/Sector	Target Weight
ANF Abercrombie & Fitch Co.	Consumer Cyclical	5%
APH Amphenol Corporation	Technology	5%
ARES Ares Management Corporation	Financial Services	5%
CAMT Camtek Ltd	Technology	5%
COOP Mr. Cooper Group Inc.	Financial Services	5%
CSW CSW Industrials Inc	Industrials	5%
CW Curtiss-Wright Corporation	Industrials	5%
EME EMCOR Group, Inc.	Industrials	5%
FIX Comfort Systems USA, Inc.	Industrials	5%
FTAI Fortress Transportation and Infrastructure Investors LLC	Industrials	5%
MOD Modine Manufacturing Company	Consumer Cyclical	5%
MSADY MS&AD Insurance Group Holdings PK	Financial Services	5%
ONTO Onto Innovation Inc.	Technology	5%
SPXC SPX Corporation	Industrials	5%
TDG TransDigm Group Incorporated	Industrials	5%
TT Trane Technologies plc	Industrials	5%
UNCRY UniCredit SpA ADR	Financial Services	5%
USLM United States Lime & Minerals, Inc.	Basic Materials	5%
VRT Vertiv Holdings Co.	Industrials	5%
VST Vistra Corp.	Utilities	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Test portfolio, 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

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-2.64%	-0.21%	7.86%	7.47%	23.05%	19.90%	11.79%	13.33%
Portfolio Test portfolio	-3.91%	-3.40%	20.32%	19.32%	—	—	—	—
Portfolio components:
ANF Abercrombie & Fitch Co.	-2.99%	-3.40%	-40.14%	-20.59%	-9.22%	32.04%	13.77%	16.74%
APH Amphenol Corporation	-5.42%	8.42%	2.92%	-0.01%	49.74%	54.30%	33.33%	26.23%
ARES Ares Management Corporation	-3.72%	-0.48%	-21.20%	-22.15%	-24.95%	14.68%	21.10%	29.51%
CAMT Camtek Ltd	-9.36%	-20.11%	54.41%	40.27%	123.45%	77.25%	34.86%	55.96%
COOP Mr. Cooper Group Inc.	—	—	—	—	—	—	—	—
CSW CSW Industrials Inc	-1.24%	-1.90%	-9.07%	-12.28%	—	—	—	—
CW Curtiss-Wright Corporation	-1.38%	0.54%	33.04%	34.67%	62.29%	64.14%	42.82%	24.42%
EME EMCOR Group, Inc.	-3.31%	-11.31%	33.76%	31.22%	67.55%	67.70%	45.52%	33.23%
FIX Comfort Systems USA, Inc.	-3.69%	-5.52%	97.75%	84.29%	262.00%	127.21%	85.29%	51.04%
FTAI Fortress Transportation and Infrastructure Investors LLC	-6.41%	-13.26%	19.30%	32.66%	82.59%	103.83%	56.82%	44.19%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 10, 2025, Test portfolio's average daily return is +0.19%, while the average monthly return is +3.63%. At this rate, an investment would double in approximately 1.6 years.

Historically, 77% of months were positive and 23% were negative. The best month was Apr 2026 with a return of +11.9%, while the worst month was Mar 2026 at -7.1%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Test portfolio closed higher 54% of trading days. The best single day was Apr 8, 2026 with a return of +5.3%, while the worst single day was Mar 26, 2026 at -4.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	10.85%	7.57%	-7.06%	11.93%	-0.48%	-2.54%							20.32%
2025						4.46%	8.84%	1.46%	6.05%	4.38%	0.91%	0.77%	29.84%

Benchmark Metrics

Test portfolio has an annualized alpha of 13.85%, beta of 1.65, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since June 10, 2025.

This portfolio captured 178.42% of S&P 500 Index gains but only 22.97% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 13.85% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
Beta of 1.65 means this portfolio moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha: 13.85%

Beta: 1.65

R²: 0.58

Upside Capture: 178.42%

Downside Capture: 22.97%

Expense Ratio

Test portfolio 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

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Test portfolio and compares them with S&P 500 Index.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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
ANF Abercrombie & Fitch Co.	39	-0.09	0.34	1.04	-0.12	-0.22
APH Amphenol Corporation	74	1.26	1.70	1.24	1.82	4.73
ARES Ares Management Corporation	21	-0.57	-0.58	0.93	-0.48	-0.94
CAMT Camtek Ltd	87	2.05	2.48	1.31	4.74	11.83
COOP Mr. Cooper Group Inc.	—	—	—	—	—	—
CSW CSW Industrials Inc	—	—	—	—	—	—
CW Curtiss-Wright Corporation	88	1.96	2.50	1.33	4.93	14.36
EME EMCOR Group, Inc.	83	1.83	2.25	1.33	2.77	6.95
FIX Comfort Systems USA, Inc.	98	5.10	4.95	1.66	19.77	61.42
FTAI Fortress Transportation and Infrastructure Investors LLC	82	1.44	2.37	1.28	2.94	7.24

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Test portfolio. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

Test portfolio provided a 1.04% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.04%	1.04%	1.17%	0.92%	1.29%	0.72%	0.87%	2.09%	1.55%	1.70%	2.69%	20.33%
Portfolio components:
ANF Abercrombie & Fitch Co.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.98%	4.63%	3.99%	4.59%	6.67%	2.96%
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%
ARES Ares Management Corporation	4.42%	3.29%	2.10%	2.59%	3.57%	2.31%	3.40%	3.59%	7.50%	5.65%	4.32%	6.81%
CAMT Camtek Ltd	0.00%	0.00%	1.65%	0.00%	0.00%	0.00%	0.00%	1.57%	2.07%	2.45%	0.00%	0.00%
COOP Mr. Cooper Group Inc.	0.95%	0.95%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CSW CSW Industrials Inc	0.42%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CW Curtiss-Wright Corporation	0.13%	0.17%	0.23%	0.35%	0.45%	0.51%	0.58%	0.47%	0.59%	0.46%	0.53%	0.76%
EME EMCOR Group, Inc.	0.16%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
FIX Comfort Systems USA, Inc.	0.14%	0.21%	0.28%	0.41%	0.49%	0.49%	0.81%	0.79%	0.76%	0.68%	0.83%	0.88%
FTAI Fortress Transportation and Infrastructure Investors LLC	0.64%	0.64%	0.83%	2.59%	7.54%	4.56%	5.63%	6.76%	9.21%	6.62%	9.92%	4.26%

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 Test portfolio. 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 Test portfolio was 12.59%, occurring on Mar 30, 2026. Recovery took 9 trading sessions.

The current Test portfolio drawdown is 5.79%.

Related event	Drawdown	Fall	Recovery	Underwater
2026 correction2026	-12.59%Mar 2026	1mo 3d	14d	1mo 17dFeb 2026 - Apr 2026
2026 pullback2026	-9.29%May 2026	12d	—	1mo 3dMay 2026 - now
2025 pullback2025	-9.14%Nov 2025	21d	13d	1mo 4dOct 2025 - Dec 2025
2025 pullback2025	-6.60%Dec 2025	5d	19d	24dDec 2025 - Jan 2026
2025 pullback2025	-4.57%Sep 2025	20d	7d	27dAug 2025 - Sep 2025

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 20 assets, with an effective number of assets of 20.00, 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

	All Time
Diversification Ratio	1.74

The portfolio has a diversification ratio of 1.74, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Test portfolio correlation to the S&P 500 Index

Test portfolio has a 0.75 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 10, 2025	0.75

Benchmark Correlations

Correlation vs. S&P 500 Index. UNCRY has the highest benchmark correlation at 0.58, while COOP has the lowest at 0.14.

0.14

0.28

0.32

0.33

0.36

0.41

0.45

FTAI

0.46

CAMT

0.48

0.50

0.50

0.50

0.51

0.52

0.52

0.54

0.54

0.55

0.57

0.58

Portfolio Correlations

Correlation vs. Test portfolio. FIX has the highest portfolio correlation at 0.80, while COOP has the lowest at 0.15.

0.15

0.31

0.37

0.39

0.46

0.50

0.52

0.52

0.57

0.59

0.64

0.67

0.68

0.69

0.70

0.72

0.74

0.74

0.80

Asset Correlations Table

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

	COOP	ANF	TDG	MSADY	ARES	USLM	UNCRY	VST	CSW	APH	CAMT	FTAI	TT	ONTO	SPXC	VRT	CW	EME	MOD	FIX
COOP	1.00	0.07	-0.01	0.03	0.14	0.13	0.13	0.04	0.12	-0.01	0.04	0.06	0.05	0.00	0.16	-0.01	0.03	0.00	0.20	-0.03
ANF	0.07	1.00	0.22	0.16	0.24	0.20	0.22	0.06	0.28	0.16	0.09	0.19	0.18	0.18	0.23	0.10	0.13	0.09	0.16	0.13
TDG	-0.01	0.22	1.00	0.17	0.20	0.25	0.26	0.11	0.26	0.15	0.11	0.33	0.23	0.15	0.29	0.16	0.33	0.25	0.17	0.31
MSADY	0.03	0.16	0.17	1.00	0.21	0.23	0.44	0.11	0.23	0.12	0.13	0.27	0.27	0.26	0.27	0.16	0.24	0.17	0.31	0.25
ARES	0.14	0.24	0.20	0.21	1.00	0.29	0.32	0.16	0.35	0.24	0.29	0.24	0.20	0.31	0.30	0.24	0.22	0.27	0.32	0.26
USLM	0.13	0.20	0.25	0.23	0.29	1.00	0.31	0.19	0.33	0.28	0.28	0.30	0.26	0.36	0.36	0.25	0.37	0.32	0.37	0.35
UNCRY	0.13	0.22	0.26	0.44	0.32	0.31	1.00	0.18	0.26	0.29	0.18	0.31	0.30	0.27	0.36	0.30	0.30	0.28	0.34	0.33
VST	0.04	0.06	0.11	0.11	0.16	0.19	0.18	1.00	0.15	0.45	0.44	0.40	0.32	0.41	0.27	0.46	0.45	0.49	0.38	0.50
CSW	0.12	0.28	0.26	0.23	0.35	0.33	0.26	0.15	1.00	0.22	0.34	0.34	0.43	0.35	0.44	0.27	0.25	0.30	0.33	0.31
APH	-0.01	0.16	0.15	0.12	0.24	0.28	0.29	0.45	0.22	1.00	0.42	0.40	0.41	0.41	0.31	0.52	0.48	0.46	0.39	0.50
CAMT	0.04	0.09	0.11	0.13	0.29	0.28	0.18	0.44	0.34	0.42	1.00	0.44	0.36	0.67	0.42	0.52	0.42	0.51	0.43	0.53
FTAI	0.06	0.19	0.33	0.27	0.24	0.30	0.31	0.40	0.34	0.40	0.44	1.00	0.34	0.43	0.44	0.44	0.53	0.42	0.47	0.53
TT	0.05	0.18	0.23	0.27	0.20	0.26	0.30	0.32	0.43	0.41	0.36	0.34	1.00	0.39	0.54	0.54	0.49	0.57	0.58	0.59
ONTO	0.00	0.18	0.15	0.26	0.31	0.36	0.27	0.41	0.35	0.41	0.67	0.43	0.39	1.00	0.42	0.51	0.43	0.47	0.48	0.53
SPXC	0.16	0.23	0.29	0.27	0.30	0.36	0.36	0.27	0.44	0.31	0.42	0.44	0.54	0.42	1.00	0.40	0.50	0.52	0.56	0.54
VRT	-0.01	0.10	0.16	0.16	0.24	0.25	0.30	0.46	0.27	0.52	0.52	0.44	0.54	0.51	0.40	1.00	0.51	0.63	0.57	0.68
CW	0.03	0.13	0.33	0.24	0.22	0.37	0.30	0.45	0.25	0.48	0.42	0.53	0.49	0.43	0.50	0.51	1.00	0.62	0.52	0.66
EME	0.00	0.09	0.25	0.17	0.27	0.32	0.28	0.49	0.30	0.46	0.51	0.42	0.57	0.47	0.52	0.63	0.62	1.00	0.56	0.82
MOD	0.20	0.16	0.17	0.31	0.32	0.37	0.34	0.38	0.33	0.39	0.43	0.47	0.58	0.48	0.56	0.57	0.52	0.56	1.00	0.60
FIX	-0.03	0.13	0.31	0.25	0.26	0.35	0.33	0.50	0.31	0.50	0.53	0.53	0.59	0.53	0.54	0.68	0.66	0.82	0.60	1.00

The correlation results are calculated based on daily price changes starting from Jun 10, 2025

Diversification Analysis

Find what Test portfolio is missing

See which holdings overlap, where Test portfolio is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification