T212 INVEST

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

T212 INVEST

Currency in USD · Last updated May 23, 2025

Combination of REIT, FINANCE, TELECOMMUNICATION, IT.

Asset Allocation

Position	Category/Sector	Target Weight
AGNC AGNC Investment Corp.	Real Estate	11.11%
BATS.L British American Tobacco plc	Consumer Defensive	11.11%
BT-A.L BT Group plc	Communication Services	11.11%
CSCO Cisco Systems, Inc.	Technology	11.11%
HSBA.L HSBC Holdings plc	Financial Services	11.11%
KO The Coca-Cola Company	Consumer Defensive	11.11%
LGEN.L Legal & General Group plc	Financial Services	11.11%
MAIN Main Street Capital Corporation	Financial Services	11.11%
QUBT Quantum Computing, Inc.	Technology	11.11%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Aug 1, 2018, corresponding to the inception date of QUBT

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	7.94%	-2.79%	10.16%	14.45%	10.68%
T212 INVEST	15.35%	14.14%	140.22%	410.51%	52.33%	N/A
Portfolio components:
AGNC AGNC Investment Corp.	0.86%	4.05%	-2.17%	7.19%	4.80%	3.72%
CSCO Cisco Systems, Inc.	8.05%	13.45%	9.25%	39.50%	10.36%	11.53%
KO The Coca-Cola Company	16.13%	-2.09%	13.97%	19.05%	13.20%	9.17%
HSBA.L HSBC Holdings plc	24.54%	5.91%	34.79%	42.57%	27.12%	9.20%
LGEN.L Legal & General Group plc	20.02%	3.66%	24.27%	13.79%	15.69%	6.10%
MAIN Main Street Capital Corporation	-2.53%	4.01%	6.84%	25.57%	21.75%	14.63%
BATS.L British American Tobacco plc	27.74%	7.23%	26.23%	59.56%	11.92%	5.73%
QUBT Quantum Computing, Inc.	-19.58%	108.95%	118.20%	1,759.46%	65.25%	N/A
BT-A.L BT Group plc	29.96%	5.66%	23.59%	44.99%	10.75%	-9.12%

*Annualized

Monthly Returns

The table below presents the monthly returns of T212 INVEST, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	0.70%	3.04%	0.75%	-1.45%	11.96%								15.35%
2024	-1.82%	-1.22%	5.91%	-3.21%	5.21%	-2.57%	7.90%	1.51%	2.81%	4.33%	100.52%	90.12%	356.37%
2023	7.52%	-1.04%	-2.02%	1.34%	-3.57%	2.04%	5.05%	-4.46%	-2.71%	-9.18%	9.18%	4.25%	4.93%
2022	1.47%	-2.05%	-1.23%	-10.09%	5.50%	-3.10%	6.13%	-3.88%	-16.27%	5.26%	8.53%	-3.82%	-15.31%
2021	-5.42%	1.98%	7.11%	2.09%	3.23%	-3.79%	7.74%	-2.40%	-5.66%	3.07%	-3.61%	3.79%	7.15%
2020	-4.09%	-5.87%	-24.08%	5.03%	5.88%	3.37%	-3.10%	9.58%	-5.41%	-2.63%	22.19%	23.19%	15.99%
2019	14.24%	5.05%	-4.86%	1.18%	-2.33%	1.72%	1.24%	-8.42%	3.02%	3.61%	-0.52%	4.94%	18.58%
2018								-1.87%	15.84%	-6.24%	0.64%	-10.00%	-3.45%

Expense Ratio

T212 INVEST 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, T212 INVEST is among the top 1% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AGNC AGNC Investment Corp.	0.33	0.47	1.07	0.20	0.76
CSCO Cisco Systems, Inc.	1.70	2.46	1.37	1.67	8.60
KO The Coca-Cola Company	1.11	1.56	1.19	1.13	2.42
HSBA.L HSBC Holdings plc	1.67	2.00	1.32	1.91	9.11
LGEN.L Legal & General Group plc	0.57	0.80	1.11	0.59	1.44
MAIN Main Street Capital Corporation	1.17	1.51	1.22	1.08	3.57
BATS.L British American Tobacco plc	2.78	3.45	1.53	2.67	13.31
QUBT Quantum Computing, Inc.	7.55	4.98	1.68	17.84	39.20
BT-A.L BT Group plc	1.52	1.99	1.27	0.78	6.06

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.

T212 INVEST Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 4.45
5-Year: 1.14
All Time: 0.74

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 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of T212 INVEST compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

T212 INVEST provided a 5.67% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	5.67%	5.75%	6.02%	5.13%	4.21%	4.17%	4.72%	5.27%	4.32%	4.62%	4.90%	4.36%
Portfolio components:
AGNC AGNC Investment Corp.	16.29%	15.64%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%	11.96%
CSCO Cisco Systems, Inc.	2.55%	2.69%	3.07%	3.17%	2.32%	3.20%	2.88%	2.95%	2.95%	3.28%	3.02%	2.66%
KO The Coca-Cola Company	2.74%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%	2.89%
HSBA.L HSBC Holdings plc	5.85%	6.10%	6.80%	4.11%	3.54%	0.00%	6.79%	5.83%	5.18%	5.79%	6.12%	4.88%
LGEN.L Legal & General Group plc	8.93%	8.98%	7.82%	7.50%	5.99%	6.60%	5.53%	6.77%	5.36%	5.63%	4.41%	3.94%
MAIN Main Street Capital Corporation	7.49%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.02%	7.42%	9.15%	8.72%
BATS.L British American Tobacco plc	7.10%	8.18%	10.06%	6.64%	7.89%	7.77%	6.28%	7.81%	4.35%	3.37%	3.98%	4.14%
QUBT Quantum Computing, 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%
BT-A.L BT Group plc	0.05%	0.06%	0.06%	0.07%	0.01%	0.00%	0.08%	0.06%	0.06%	0.04%	0.03%	0.03%

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 T212 INVEST. 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 T212 INVEST was 46.03%, occurring on Mar 23, 2020. Recovery took 190 trading sessions.

The current T212 INVEST drawdown is 13.39%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-46.03%	Feb 25, 2020	20	Mar 23, 2020	190	Dec 16, 2020	210
-34.1%	Dec 19, 2024	1	Dec 19, 2024	—	—	—
-31.05%	Jul 22, 2021	319	Oct 12, 2022	519	Oct 18, 2024	838
-21.27%	Sep 26, 2018	64	Dec 24, 2018	299	Feb 24, 2020	363
-20.34%	Nov 15, 2024	2	Nov 18, 2024	3	Nov 21, 2024	5

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 9 assets, with an effective number of assets of 9.00, 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.

	^GSPC	QUBT	BATS.L	KO	BT-A.L	CSCO	AGNC	HSBA.L	MAIN	LGEN.L	Portfolio
^GSPC	1.00	0.24	0.23	0.42	0.22	0.68	0.51	0.34	0.54	0.38	0.56
QUBT	0.24	1.00	0.03	0.03	0.08	0.14	0.19	0.10	0.19	0.13	0.67
BATS.L	0.23	0.03	1.00	0.25	0.35	0.17	0.15	0.34	0.17	0.36	0.39
KO	0.42	0.03	0.25	1.00	0.19	0.36	0.27	0.19	0.30	0.20	0.36
BT-A.L	0.22	0.08	0.35	0.19	1.00	0.18	0.23	0.37	0.21	0.43	0.48
CSCO	0.68	0.14	0.17	0.36	0.18	1.00	0.32	0.24	0.36	0.27	0.45
AGNC	0.51	0.19	0.15	0.27	0.23	0.32	1.00	0.26	0.44	0.34	0.48
HSBA.L	0.34	0.10	0.34	0.19	0.37	0.24	0.26	1.00	0.29	0.56	0.51
MAIN	0.54	0.19	0.17	0.30	0.21	0.36	0.44	0.29	1.00	0.31	0.49
LGEN.L	0.38	0.13	0.36	0.20	0.43	0.27	0.34	0.56	0.31	1.00	0.54
Portfolio	0.56	0.67	0.39	0.36	0.48	0.45	0.48	0.51	0.49	0.54	1.00

The correlation results are calculated based on daily price changes starting from Aug 2, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

T212 INVEST

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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