Mark and Praveen for 10 years

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	5.30%
AMZN Amazon.com, Inc	Consumer Cyclical	5.30%
AXP American Express Company	Financial Services	5.30%
BAC Bank of America Corporation	Financial Services	5.20%
BRK-B Berkshire Hathaway Inc.	Financial Services	5.30%
COST Costco Wholesale Corporation	Consumer Defensive	5.20%
GOOGL Alphabet Inc Class A	Communication Services	5.30%
IJR iShares Core S&P Small-Cap ETF	Small Cap Blend Equities	5.30%
KO The Coca-Cola Company	Consumer Defensive	5.30%
LMT Lockheed Martin Corporation	Industrials	5.20%
MSFT Microsoft Corporation	Technology	5.20%
NVDA NVIDIA Corporation	Technology	5.30%
PG The Procter & Gamble Company	Consumer Defensive	5.20%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	5.30%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	5.30%
UNH UnitedHealth Group Incorporated	Healthcare	5.20%
V Visa Inc.	Financial Services	5.30%
VOO Vanguard S&P 500 ETF	S&P 500	5.30%
WMT Walmart Inc.	Consumer Defensive	5.20%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mark and Praveen for 10 years, 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, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 4, 2026, the Mark and Praveen for 10 years returned -1.86% Year-To-Date and 20.59% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Mark and Praveen for 10 years	0.23%	-3.91%	-1.86%	0.44%	18.50%	21.82%	16.80%	20.59%
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-4.01%	-3.55%	-1.41%	23.49%	18.47%	11.96%	14.19%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.29%	12.35%	13.59%	18.75%	11.70%	8.35%	12.30%
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-4.86%	-9.70%	-8.12%	22.88%	22.25%	12.77%	17.00%
BRK-B Berkshire Hathaway Inc.	-0.24%	-2.08%	-5.03%	-4.29%	-9.96%	15.44%	13.08%	12.79%
KO The Coca-Cola Company	0.84%	-1.09%	10.50%	16.71%	7.88%	10.37%	11.14%	8.39%
AXP American Express Company	-0.11%	-3.24%	-18.42%	-8.38%	22.80%	23.99%	17.15%	19.06%
V Visa Inc.	0.77%	-6.14%	-14.05%	-13.67%	-10.71%	10.35%	7.55%	15.28%
BAC Bank of America Corporation	0.22%	-1.27%	-9.71%	-1.43%	35.65%	23.14%	7.14%	16.38%
ABBV AbbVie Inc.	-2.86%	-11.58%	-7.86%	-9.35%	7.05%	13.21%	18.43%	18.22%
UNH UnitedHealth Group Incorporated	1.20%	-4.30%	-15.36%	-21.91%	-47.25%	-15.89%	-3.82%	9.69%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, Mark and Praveen for 10 years's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, your investment would double in approximately 3.6 years.

Historically, 71% of months were positive and 29% were negative. The best month was Nov 2020 with a return of +11.8%, while the worst month was Mar 2020 at -9.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Mark and Praveen for 10 years closed higher 57% of trading days. The best single day was Mar 13, 2020 with a return of +9.8%, while the worst single day was Mar 16, 2020 at -11.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.24%	0.12%	-4.80%	0.70%									-1.86%
2025	3.26%	-0.18%	-4.63%	-1.03%	4.69%	2.85%	-0.51%	4.62%	3.22%	2.00%	0.62%	0.10%	15.62%
2024	3.80%	5.83%	3.99%	-2.32%	5.45%	3.01%	3.01%	3.40%	1.24%	-0.37%	6.13%	-3.19%	33.79%
2023	6.54%	-1.22%	4.11%	1.71%	1.62%	5.11%	4.12%	-1.04%	-4.12%	-0.09%	7.29%	4.22%	31.36%
2022	-2.59%	0.83%	3.86%	-8.20%	-2.28%	-6.52%	8.06%	-4.49%	-8.74%	8.93%	6.50%	-6.12%	-12.23%
2021	-2.89%	3.87%	5.04%	6.27%	1.53%	2.79%	2.24%	2.95%	-4.45%	7.59%	-0.31%	5.08%	33.19%

Benchmark Metrics

Mark and Praveen for 10 years has an annualized alpha of 7.98%, beta of 0.93, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 117.72% of S&P 500 Index gains but only 80.65% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 7.98% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.93 and R² of 0.93, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 7.98%

Beta: 0.93

R²: 0.93

Upside Capture: 117.72%

Downside Capture: 80.65%

Expense Ratio

Mark and Praveen for 10 years has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SCHD

Schwab U.S. Dividend Equity ETF

IJR

iShares Core S&P Small-Cap ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Mark and Praveen for 10 years ranks 30 for risk / return — below 30% 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	0.96	0.88	+0.08
Sortino ratio Return per unit of downside risk	1.49	1.37	+0.13
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.01
Calmar ratio Return relative to maximum drawdown	1.58	1.39	+0.19
Martin ratio Return relative to average drawdown	6.83	6.43	+0.40
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
VOO Vanguard S&P 500 ETF	53	0.98	1.49	1.23	1.53	7.13
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
SCHG Schwab U.S. Large-Cap Growth ETF	34	0.72	1.19	1.17	1.04	3.47
BRK-B Berkshire Hathaway Inc.	15	-0.62	-0.73	0.90	-0.70	-1.19
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
AXP American Express Company	50	0.33	0.67	1.10	0.52	1.47
V Visa Inc.	16	-0.53	-0.59	0.92	-0.61	-1.33
BAC Bank of America Corporation	63	0.77	1.11	1.17	1.21	3.25
ABBV AbbVie Inc.	44	0.19	0.44	1.06	0.28	0.62
UNH UnitedHealth Group Incorporated	11	-0.89	-1.09	0.82	-0.76	-1.00

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.

Mark and Praveen for 10 years Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.96
5-Year: 1.11
10-Year: 1.20
All Time: 1.23

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 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Mark and Praveen for 10 years 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

Mark and Praveen for 10 years provided a 1.44% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.44%	1.41%	1.41%	1.58%	1.44%	1.32%	1.60%	1.51%	1.71%	1.65%	1.67%	1.90%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
BRK-B Berkshire Hathaway 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%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
AXP American Express Company	1.41%	0.85%	0.91%	1.24%	1.35%	1.05%	1.42%	1.29%	1.51%	1.32%	1.61%	1.58%
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%
BAC Bank of America Corporation	2.23%	1.96%	2.28%	2.73%	2.60%	1.75%	2.38%	1.87%	2.19%	1.32%	1.13%	1.19%
ABBV AbbVie Inc.	3.18%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%
UNH UnitedHealth Group Incorporated	3.19%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%

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 Mark and Praveen for 10 years. 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 Mark and Praveen for 10 years was 30.65%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Mark and Praveen for 10 years drawdown is 5.03%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.65%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-22.4%	Mar 30, 2022	136	Oct 12, 2022	169	Jun 15, 2023	305
-18.71%	Oct 2, 2018	58	Dec 24, 2018	80	Apr 22, 2019	138
-14.46%	Feb 14, 2025	37	Apr 8, 2025	57	Jul 1, 2025	94
-12.56%	Dec 30, 2015	30	Feb 11, 2016	42	Apr 13, 2016	72

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 19 assets, with an effective number of assets of 19.00, 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	LMT	ABBV	WMT	PG	UNH	KO	NVDA	COST	AMZN	BAC	GOOGL	MSFT	AXP	V	BRK-B	IJR	SCHD	SCHG	VOO	Portfolio
Benchmark	1.00	0.40	0.42	0.38	0.39	0.44	0.42	0.61	0.53	0.64	0.61	0.68	0.71	0.67	0.67	0.67	0.80	0.81	0.94	1.00	0.94
LMT	0.40	1.00	0.28	0.26	0.31	0.32	0.36	0.14	0.27	0.15	0.27	0.21	0.23	0.32	0.34	0.41	0.36	0.49	0.31	0.40	0.45
ABBV	0.42	0.28	1.00	0.23	0.32	0.33	0.32	0.18	0.23	0.20	0.26	0.26	0.26	0.29	0.34	0.37	0.34	0.48	0.35	0.42	0.47
WMT	0.38	0.26	0.23	1.00	0.42	0.26	0.37	0.18	0.57	0.24	0.22	0.24	0.28	0.24	0.28	0.36	0.28	0.42	0.33	0.38	0.46
PG	0.39	0.31	0.32	0.42	1.00	0.31	0.60	0.11	0.39	0.18	0.20	0.23	0.27	0.25	0.35	0.40	0.27	0.51	0.29	0.39	0.45
UNH	0.44	0.32	0.33	0.26	0.31	1.00	0.30	0.20	0.30	0.23	0.31	0.29	0.29	0.33	0.35	0.40	0.37	0.45	0.39	0.44	0.50
KO	0.42	0.36	0.32	0.37	0.60	0.30	1.00	0.10	0.37	0.17	0.24	0.24	0.27	0.31	0.37	0.45	0.32	0.56	0.30	0.42	0.47
NVDA	0.61	0.14	0.18	0.18	0.11	0.20	0.10	1.00	0.32	0.52	0.31	0.50	0.55	0.36	0.39	0.28	0.44	0.38	0.69	0.61	0.62
COST	0.53	0.27	0.23	0.57	0.39	0.30	0.37	0.32	1.00	0.38	0.25	0.36	0.42	0.32	0.39	0.39	0.38	0.47	0.51	0.53	0.59
AMZN	0.64	0.15	0.20	0.24	0.18	0.23	0.17	0.52	0.38	1.00	0.30	0.65	0.59	0.37	0.46	0.33	0.44	0.39	0.72	0.64	0.65
BAC	0.61	0.27	0.26	0.22	0.20	0.31	0.24	0.31	0.25	0.30	1.00	0.35	0.32	0.66	0.44	0.65	0.65	0.62	0.48	0.61	0.62
GOOGL	0.68	0.21	0.26	0.24	0.23	0.29	0.24	0.50	0.36	0.65	0.35	1.00	0.62	0.41	0.50	0.38	0.48	0.45	0.73	0.68	0.69
MSFT	0.71	0.23	0.26	0.28	0.27	0.29	0.27	0.55	0.42	0.59	0.32	0.62	1.00	0.40	0.52	0.39	0.45	0.49	0.76	0.71	0.70
AXP	0.67	0.32	0.29	0.24	0.25	0.33	0.31	0.36	0.32	0.37	0.66	0.41	0.40	1.00	0.56	0.62	0.66	0.65	0.58	0.67	0.70
V	0.67	0.34	0.34	0.28	0.35	0.35	0.37	0.39	0.39	0.46	0.44	0.50	0.52	0.56	1.00	0.54	0.52	0.57	0.63	0.66	0.71
BRK-B	0.67	0.41	0.37	0.36	0.40	0.40	0.45	0.28	0.39	0.33	0.65	0.38	0.39	0.62	0.54	1.00	0.61	0.72	0.53	0.67	0.69
IJR	0.80	0.36	0.34	0.28	0.27	0.37	0.32	0.44	0.38	0.44	0.65	0.48	0.45	0.66	0.52	0.61	1.00	0.79	0.70	0.80	0.76
SCHD	0.81	0.49	0.48	0.42	0.51	0.45	0.56	0.38	0.47	0.39	0.62	0.45	0.49	0.65	0.57	0.72	0.79	1.00	0.64	0.81	0.81
SCHG	0.94	0.31	0.35	0.33	0.29	0.39	0.30	0.69	0.51	0.72	0.48	0.73	0.76	0.58	0.63	0.53	0.70	0.64	1.00	0.94	0.88
VOO	1.00	0.40	0.42	0.38	0.39	0.44	0.42	0.61	0.53	0.64	0.61	0.68	0.71	0.67	0.66	0.67	0.80	0.81	0.94	1.00	0.94
Portfolio	0.94	0.45	0.47	0.46	0.45	0.50	0.47	0.62	0.59	0.65	0.62	0.69	0.70	0.70	0.71	0.69	0.76	0.81	0.88	0.94	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

Mark and Praveen for 10 years

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