Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks

Asset Allocation

Position	Category/Sector	Target Weight
ANF Abercrombie & Fitch Co.	Consumer Cyclical	5%
APP AppLovin Corporation	Communication Services	5%
CAMT Camtek Ltd	Technology	5%
CEG Constellation Energy Corp	Utilities	5%
CLS Celestica Inc.	Technology	5%
CNM Core & Main, Inc.	Industrials	5%
DELL Dell Technologies Inc.	Technology	5%
FTAI Fortress Transportation and Infrastructure Investors LLC	Industrials	5%
GFF Griffon Corporation	Industrials	5%
LII Lennox International Inc.	Industrials	5%
LLY Eli Lilly and Company	Healthcare	5%
MMYT MakeMyTrip Limited	Consumer Cyclical	5%
MOD Modine Manufacturing Company	Consumer Cyclical	5%
NEU NewMarket Corporation	Basic Materials	5%
PSN Parsons Corporation	Industrials	5%
SKYW SkyWest, Inc.	Industrials	5%
VRT Vertiv Holdings Co.	Industrials	5%
VST Vistra Corp.	Utilities	5%
WSM Williams-Sonoma, Inc.	Consumer Cyclical	5%
XPO XPO Logistics, Inc.	Industrials	5%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks, 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 Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks	-3.90%	3.72%	20.92%	18.69%	51.68%	77.26%	—	—
Portfolio components:
ANF Abercrombie & Fitch Co.	-2.99%	-3.40%	-40.14%	-20.59%	-9.22%	32.04%	13.77%	16.74%
APP AppLovin Corporation	-0.30%	18.92%	-17.31%	-19.47%	33.34%	188.11%	49.60%	—
CAMT Camtek Ltd	-9.36%	-20.11%	54.41%	40.27%	123.45%	77.25%	34.86%	55.96%
CEG Constellation Energy Corp	-3.69%	-15.94%	-27.66%	-28.97%	-14.27%	42.67%	—	—
CLS Celestica Inc.	-12.61%	-1.02%	25.74%	14.34%	207.89%	209.32%	112.29%	42.43%
CNM Core & Main, Inc.	-0.76%	5.87%	0.00%	3.46%	-12.92%	22.73%	—	—
DELL Dell Technologies Inc.	-6.55%	51.42%	215.65%	186.04%	251.99%	107.08%	52.54%	—
FTAI Fortress Transportation and Infrastructure Investors LLC	-6.41%	-13.26%	19.30%	32.66%	82.59%	103.83%	56.82%	44.19%
GFF Griffon Corporation	-0.47%	-2.62%	16.68%	16.28%	22.69%	35.65%	31.87%	21.32%
LII Lennox International Inc.	-1.86%	-2.46%	5.01%	-0.07%	-6.99%	20.44%	9.59%	15.18%

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

Monthly Returns

Based on dividend-adjusted daily data since Feb 3, 2022, Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks's average daily return is +0.20%, while the average monthly return is +4.04%. At this rate, an investment would double in approximately 1.5 years.

Historically, 70% of months were positive and 30% were negative. The best month was Feb 2024 with a return of +21.5%, while the worst month was Mar 2025 at -12.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.4%, while the worst single day was Apr 3, 2025 at -10.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.00%	10.30%	-9.76%	12.31%	8.41%	-3.13%							20.92%
2025	4.03%	-8.82%	-12.44%	4.67%	11.99%	8.91%	10.01%	0.43%	6.74%	4.48%	-0.87%	-1.95%	26.94%
2024	7.07%	21.48%	11.04%	-1.66%	12.44%	1.78%	0.22%	1.70%	7.16%	4.01%	18.24%	-5.35%	106.66%
2023	12.22%	-1.50%	1.60%	3.59%	10.69%	16.55%	10.80%	16.25%	0.01%	-0.58%	13.36%	9.20%	137.92%
2022		-6.08%	0.83%	-6.53%	4.05%	-9.70%	14.31%	-4.53%	-9.44%	11.96%	6.57%	-6.08%	-7.92%

Benchmark Metrics

Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks has an annualized alpha of 37.47%, beta of 1.39, and R2 of 0.68 versus S&P 500 Index. Calculated based on daily prices since February 03, 2022.

This portfolio captured 255.56% of S&P 500 Index gains but only 77.51% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 37.47% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 37.47%

Beta: 1.39

R²: 0.68

Upside Capture: 255.56%

Downside Capture: 77.51%

Expense Ratio

Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks 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

Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks ranks 45 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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

The table below presents risk-adjusted performance metrics for Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.11	2.01	+0.11
Sortino ratioReturn per unit of downside risk	2.75	2.71	+0.04
Omega ratioGain probability vs. loss probability	1.34	1.36	-0.02
Calmar ratioReturn relative to maximum drawdown	4.13	2.69	+1.44
Martin ratioReturn relative to average drawdown	14.13	12.34	+1.79
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.

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
APP AppLovin Corporation	58	0.49	1.08	1.14	0.69	1.37
CAMT Camtek Ltd	87	2.05	2.48	1.31	4.74	11.83
CEG Constellation Energy Corp	31	-0.25	-0.05	0.99	-0.30	-0.63
CLS Celestica Inc.	92	2.95	2.89	1.38	7.28	18.23
CNM Core & Main, Inc.	28	-0.33	-0.17	0.97	-0.38	-0.64
DELL Dell Technologies Inc.	96	3.97	4.66	1.58	8.04	18.15
FTAI Fortress Transportation and Infrastructure Investors LLC	82	1.44	2.37	1.28	2.94	7.24
GFF Griffon Corporation	60	0.66	1.10	1.14	0.83	2.18
LII Lennox International Inc.	33	-0.19	-0.03	1.00	-0.20	-0.32

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.

Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.11
All Time: 1.94

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 1.64 to 2.53, 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 Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks 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

Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks provided a 0.39% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.39%	0.45%	0.53%	0.84%	1.43%	0.72%	0.90%	1.23%	1.83%	1.18%	2.06%	0.82%
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%
APP AppLovin Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
CEG Constellation Energy Corp	0.64%	0.44%	0.63%	0.97%	0.65%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CLS Celestica 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%
CNM Core & Main, 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%
DELL Dell Technologies Inc.	0.56%	1.60%	1.48%	1.88%	2.46%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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%
GFF Griffon Corporation	0.98%	1.03%	0.88%	4.10%	6.62%	1.16%	1.50%	1.44%	12.27%	1.23%	0.80%	0.96%
LII Lennox International Inc.	1.02%	1.04%	0.75%	0.97%	1.71%	1.09%	1.12%	1.21%	1.11%	0.94%	1.08%	1.10%

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 Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks. 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 Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks was 33.55%, occurring on Apr 4, 2025. Recovery took 74 trading sessions.

The current Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks drawdown is 5.32%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-33.55%Apr 2025	2mo 10d	3mo 20d	6moJan 2025 - Jul 2025
Bear market2022	-20.92%Jun 2022	4mo 6d	7mo 11d	11mo 17dFeb 2022 - Jan 2023
2024 correction2024	-15.53%Aug 2024	21d	1mo 13d	2mo 4dJul 2024 - Sep 2024
2026 correction2026	-13.17%Mar 2026	27d	15d	1mo 12dMar 2026 - Apr 2026
2025 correction2025	-10.65%Nov 2025	23d	20d	1mo 13dOct 2025 - Dec 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

	1Y	3Y	All Time
Diversification Ratio	2.00	1.74	1.70

The portfolio has a diversification ratio of 1.70, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks correlation to the S&P 500 Index

Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks has a 0.75 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (All Time) Calculated using the full available price history since Feb 3, 2022	0.80

Benchmark Correlations

Correlation vs. S&P 500 Index. VRT has the highest benchmark correlation at 0.63, while LLY has the lowest at 0.33.

0.33

0.40

0.41

0.43

0.44

0.45

0.46

0.50

0.54

0.55

0.55

0.55

0.56

0.56

0.56

0.56

0.57

0.57

0.60

0.63

Portfolio Correlations

Correlation vs. Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks. VRT has the highest portfolio correlation at 0.75, while LLY has the lowest at 0.28.

0.28

0.40

0.47

0.52

0.54

0.59

0.60

0.60

0.60

0.62

0.62

0.63

0.63

0.63

0.63

0.64

0.65

0.68

0.71

0.75

Asset Correlations Table

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

	LLY	NEU	PSN	MMYT	ANF	APP	CEG	VST	CAMT	FTAI	DELL	WSM	XPO	CLS	SKYW	LII	GFF	CNM	MOD	VRT
LLY	1.00	0.17	0.23	0.10	0.13	0.13	0.18	0.15	0.12	0.23	0.17	0.16	0.17	0.14	0.17	0.21	0.18	0.15	0.19	0.20
NEU	0.17	1.00	0.33	0.15	0.23	0.16	0.15	0.19	0.20	0.27	0.24	0.32	0.33	0.19	0.30	0.40	0.42	0.37	0.30	0.22
PSN	0.23	0.33	1.00	0.17	0.22	0.23	0.27	0.26	0.27	0.30	0.31	0.28	0.32	0.26	0.34	0.36	0.35	0.36	0.34	0.31
MMYT	0.10	0.15	0.17	1.00	0.29	0.35	0.26	0.29	0.31	0.34	0.30	0.31	0.33	0.30	0.36	0.30	0.33	0.32	0.33	0.36
ANF	0.13	0.23	0.22	0.29	1.00	0.31	0.22	0.23	0.31	0.28	0.32	0.45	0.33	0.29	0.38	0.31	0.34	0.36	0.31	0.35
APP	0.13	0.16	0.23	0.35	0.31	1.00	0.35	0.33	0.36	0.32	0.32	0.34	0.32	0.42	0.34	0.31	0.29	0.34	0.34	0.46
CEG	0.18	0.15	0.27	0.26	0.22	0.35	1.00	0.67	0.32	0.36	0.37	0.29	0.26	0.43	0.30	0.30	0.31	0.33	0.41	0.46
VST	0.15	0.19	0.26	0.29	0.23	0.33	0.67	1.00	0.34	0.41	0.35	0.29	0.25	0.43	0.33	0.30	0.34	0.34	0.41	0.48
CAMT	0.12	0.20	0.27	0.31	0.31	0.36	0.32	0.34	1.00	0.36	0.46	0.34	0.38	0.51	0.35	0.36	0.35	0.41	0.44	0.52
FTAI	0.23	0.27	0.30	0.34	0.28	0.32	0.36	0.41	0.36	1.00	0.38	0.29	0.39	0.39	0.46	0.36	0.41	0.40	0.45	0.44
DELL	0.17	0.24	0.31	0.30	0.32	0.32	0.37	0.35	0.46	0.38	1.00	0.33	0.37	0.49	0.36	0.35	0.37	0.38	0.44	0.50
WSM	0.16	0.32	0.28	0.31	0.45	0.34	0.29	0.29	0.34	0.29	0.33	1.00	0.46	0.31	0.42	0.51	0.50	0.49	0.41	0.37
XPO	0.17	0.33	0.32	0.33	0.33	0.32	0.26	0.25	0.38	0.39	0.37	0.46	1.00	0.35	0.49	0.50	0.50	0.51	0.43	0.42
CLS	0.14	0.19	0.26	0.30	0.29	0.42	0.43	0.43	0.51	0.39	0.49	0.31	0.35	1.00	0.36	0.36	0.36	0.39	0.49	0.60
SKYW	0.17	0.30	0.34	0.36	0.38	0.34	0.30	0.33	0.35	0.46	0.36	0.42	0.49	0.36	1.00	0.42	0.49	0.46	0.43	0.45
LII	0.21	0.40	0.36	0.30	0.31	0.31	0.30	0.30	0.36	0.36	0.35	0.51	0.50	0.36	0.42	1.00	0.60	0.59	0.47	0.45
GFF	0.18	0.42	0.35	0.33	0.34	0.29	0.31	0.34	0.35	0.41	0.37	0.50	0.50	0.36	0.49	0.60	1.00	0.57	0.48	0.39
CNM	0.15	0.37	0.36	0.32	0.36	0.34	0.33	0.34	0.41	0.40	0.38	0.49	0.51	0.39	0.46	0.59	0.57	1.00	0.47	0.45
MOD	0.19	0.30	0.34	0.33	0.31	0.34	0.41	0.41	0.44	0.45	0.44	0.41	0.43	0.49	0.43	0.47	0.48	0.47	1.00	0.58
VRT	0.20	0.22	0.31	0.36	0.35	0.46	0.46	0.48	0.52	0.44	0.50	0.37	0.42	0.60	0.45	0.45	0.39	0.45	0.58	1.00

The correlation results are calculated based on daily price changes starting from Feb 3, 2022

Diversification Analysis

Find what Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks is missing

See which holdings overlap, where Maximum Profit, Minimum Ulcers 2024-04-08 20 Stocks is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification