Dream Team

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Dream Team

Currency in USD · Last updated May 25, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ABBNY ABB Ltd	Industrials	4.33%
AMLX Amylyx Pharmaceuticals, Inc.	Healthcare	4.33%
AQX.L Aquis Exchange plc	Financial Services	8%
AZN AstraZeneca PLC	Healthcare	10%
BNTX BioNTech SE	Healthcare	4.33%
NBIX Neurocrine Biosciences, Inc.	Healthcare	4.33%
NVO Novo Nordisk A/S	Healthcare	10%
NVS Novartis AG	Healthcare	4.33%
ORA.TO Aura Minerals Inc.	Basic Materials	8%
PBYI Puma Biotechnology, Inc.	Healthcare	4.33%
REL.L RELX PLC	Communication Services	4.33%
RGEN Repligen Corporation	Healthcare	4.33%
RHHBY Roche Holding AG	Healthcare	10%
SNY Sanofi	Healthcare	4.33%
STIP iShares 0-5 Year TIPS Bond ETF	Inflation-Protected Bonds	15%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jan 7, 2022, corresponding to the inception date of AMLX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.80%	-2.79%	9.39%	14.45%	10.68%
Dream Team	11.03%	1.56%	6.64%	20.41%	N/A	N/A
Portfolio components:
NVO Novo Nordisk A/S	-20.44%	7.54%	-34.86%	-49.51%	17.66%	11.14%
RHHBY Roche Holding AG	17.51%	-0.20%	15.66%	29.71%	0.98%	4.32%
AZN AstraZeneca PLC	8.97%	1.24%	8.79%	-8.54%	7.42%	11.00%
NVS Novartis AG	20.04%	1.42%	12.01%	16.19%	11.44%	6.96%
SNY Sanofi	12.55%	1.39%	12.43%	11.83%	6.04%	4.63%
ABBNY ABB Ltd	7.35%	10.89%	3.57%	7.78%	29.29%	14.50%
REL.L RELX PLC	24.00%	6.36%	20.68%	26.17%	19.36%	16.81%
BNTX BioNTech SE	-13.40%	-18.14%	-12.77%	1.78%	14.10%	N/A
NBIX Neurocrine Biosciences, Inc.	-11.96%	13.63%	-4.35%	-13.79%	-0.75%	11.01%
AMLX Amylyx Pharmaceuticals, Inc.	40.48%	1.34%	0.76%	206.94%	N/A	N/A
PBYI Puma Biotechnology, Inc.	6.07%	7.48%	7.83%	-19.12%	-22.69%	-33.75%
RGEN Repligen Corporation	-17.92%	-18.65%	-17.13%	-25.30%	-3.27%	11.30%
STIP iShares 0-5 Year TIPS Bond ETF	3.33%	-0.08%	3.50%	6.71%	3.81%	2.81%
ORA.TO Aura Minerals Inc.	77.58%	9.17%	71.62%	145.43%	53.18%	51.95%
AQX.L Aquis Exchange plc	11.31%	1.46%	9.95%	63.61%	14.16%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Dream Team, 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	4.99%	2.96%	-1.49%	3.80%	0.45%								11.03%
2024	1.18%	1.34%	-1.37%	-0.57%	4.13%	-0.05%	6.71%	-1.10%	2.03%	0.00%	7.25%	-5.66%	14.03%
2023	5.32%	-3.70%	2.66%	2.05%	-2.28%	-0.18%	3.43%	-1.58%	-3.68%	-3.71%	7.64%	4.54%	10.10%
2022	0.07%	2.96%	-0.98%	-6.10%	-0.76%	-0.77%	4.78%	-3.09%	-6.69%	6.78%	11.78%	-1.90%	4.68%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Dream Team 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.

STIP

iShares 0-5 Year TIPS Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, Dream Team is among the top 14% 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
NVO Novo Nordisk A/S	-1.15	-1.72	0.78	-0.82	-1.45
RHHBY Roche Holding AG	1.16	1.62	1.22	0.81	3.22
AZN AstraZeneca PLC	-0.35	-0.31	0.96	-0.28	-0.49
NVS Novartis AG	0.77	1.01	1.14	0.66	1.39
SNY Sanofi	0.44	0.83	1.10	0.50	1.09
ABBNY ABB Ltd	0.32	0.48	1.07	0.30	0.91
REL.L RELX PLC	1.29	1.83	1.28	2.16	7.58
BNTX BioNTech SE	-0.01	0.34	1.04	-0.03	-0.13
NBIX Neurocrine Biosciences, Inc.	-0.34	-0.09	0.99	-0.26	-0.57
AMLX Amylyx Pharmaceuticals, Inc.	2.39	3.04	1.36	2.17	6.58
PBYI Puma Biotechnology, Inc.	-0.25	0.19	1.03	-0.23	-0.62
RGEN Repligen Corporation	-0.46	-0.21	0.97	-0.36	-1.28
STIP iShares 0-5 Year TIPS Bond ETF	3.37	4.94	1.73	6.79	20.48
ORA.TO Aura Minerals Inc.	3.19	3.44	1.47	7.48	25.85
AQX.L Aquis Exchange plc	0.55	4.32	1.90	1.19	4.85

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.

Dream Team Sharpe ratios as of May 25, 2025 (values are recalculated daily):

1-Year: 1.13
All Time: 0.71

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 0.48 to 1.01, 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 Dream Team compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Dream Team provided a 2.25% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.25%	2.06%	2.03%	2.57%	2.91%	1.47%	1.61%	1.98%	1.69%	2.00%	1.45%	1.61%
Portfolio components:
NVO Novo Nordisk A/S	2.39%	1.68%	1.00%	1.20%	1.34%	1.86%	2.14%	2.47%	2.12%	3.93%	1.31%	1.96%
RHHBY Roche Holding AG	3.44%	3.99%	3.55%	3.23%	2.47%	2.63%	2.69%	3.58%	3.22%	3.62%	3.14%	3.23%
AZN AstraZeneca PLC	2.17%	2.27%	2.15%	2.14%	2.40%	2.80%	2.81%	3.61%	3.95%	5.01%	4.06%	3.98%
NVS Novartis AG	3.54%	3.84%	3.44%	3.91%	4.08%	3.40%	2.87%	3.72%	3.50%	4.06%	3.51%	3.14%
SNY Sanofi	4.26%	4.22%	3.83%	4.22%	3.80%	3.61%	3.46%	4.29%	3.67%	4.03%	3.79%	4.19%
ABBNY ABB Ltd	1.74%	1.85%	2.07%	2.79%	2.31%	2.79%	3.34%	4.38%	2.84%	3.65%	4.40%	3.73%
REL.L RELX PLC	1.53%	1.65%	1.80%	2.24%	1.99%	2.55%	2.27%	2.48%	2.15%	2.25%	2.21%	2.27%
BNTX BioNTech SE	0.00%	0.00%	0.00%	1.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NBIX Neurocrine Biosciences, 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%
AMLX Amylyx Pharmaceuticals, 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%
PBYI Puma Biotechnology, 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%
RGEN Repligen 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%
STIP iShares 0-5 Year TIPS Bond ETF	3.27%	2.62%	2.84%	6.04%	4.15%	1.40%	2.06%	2.44%	1.59%	0.89%	0.00%	0.74%
ORA.TO Aura Minerals Inc.	6.00%	4.62%	5.69%	4.69%	14.19%	0.00%	0.24%	0.00%	0.00%	0.00%	0.00%	0.00%
AQX.L Aquis Exchange plc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

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 Dream Team. 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 Dream Team was 17.41%, occurring on Sep 26, 2022. Recovery took 43 trading sessions.

The current Dream Team drawdown is 0.74%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-17.41%	Apr 8, 2022	121	Sep 26, 2022	43	Nov 24, 2022	164
-11.76%	Apr 14, 2023	141	Oct 27, 2023	40	Dec 22, 2023	181
-11.57%	Mar 18, 2025	16	Apr 8, 2025	15	Apr 30, 2025	31
-8.45%	Jan 16, 2023	40	Mar 10, 2023	22	Apr 12, 2023	62
-7.71%	Nov 12, 2024	4	Nov 15, 2024	73	Feb 28, 2025	77

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 12.17, 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.

	^GSPC	STIP	ORA.TO	AQX.L	AMLX	NBIX	PBYI	BNTX	NVO	SNY	REL.L	RGEN	RHHBY	ABBNY	AZN	NVS	Portfolio
^GSPC	1.00	0.15	0.22	0.19	0.30	0.33	0.30	0.39	0.35	0.22	0.38	0.53	0.31	0.55	0.30	0.29	0.57
STIP	0.15	1.00	0.22	0.16	0.07	0.03	0.05	0.06	0.01	0.11	0.17	0.08	0.14	0.11	0.10	0.15	0.21
ORA.TO	0.22	0.22	1.00	0.15	0.10	0.08	0.06	0.09	0.08	0.08	0.14	0.10	0.15	0.23	0.12	0.10	0.42
AQX.L	0.19	0.16	0.15	1.00	0.05	0.04	0.09	0.10	0.09	0.15	0.32	0.17	0.17	0.28	0.17	0.21	0.34
AMLX	0.30	0.07	0.10	0.05	1.00	0.29	0.24	0.23	0.17	0.13	0.08	0.28	0.16	0.20	0.15	0.18	0.49
NBIX	0.33	0.03	0.08	0.04	0.29	1.00	0.18	0.23	0.23	0.14	0.11	0.26	0.19	0.17	0.24	0.24	0.41
PBYI	0.30	0.05	0.06	0.09	0.24	0.18	1.00	0.26	0.19	0.19	0.15	0.26	0.16	0.20	0.19	0.17	0.51
BNTX	0.39	0.06	0.09	0.10	0.23	0.23	0.26	1.00	0.20	0.25	0.15	0.34	0.21	0.25	0.26	0.24	0.48
NVO	0.35	0.01	0.08	0.09	0.17	0.23	0.19	0.20	1.00	0.31	0.24	0.24	0.29	0.26	0.42	0.36	0.55
SNY	0.22	0.11	0.08	0.15	0.13	0.14	0.19	0.25	0.31	1.00	0.26	0.13	0.38	0.22	0.50	0.53	0.46
REL.L	0.38	0.17	0.14	0.32	0.08	0.11	0.15	0.15	0.24	0.26	1.00	0.24	0.34	0.41	0.32	0.37	0.43
RGEN	0.53	0.08	0.10	0.17	0.28	0.26	0.26	0.34	0.24	0.13	0.24	1.00	0.23	0.34	0.21	0.18	0.52
RHHBY	0.31	0.14	0.15	0.17	0.16	0.19	0.16	0.21	0.29	0.38	0.34	0.23	1.00	0.29	0.45	0.53	0.54
ABBNY	0.55	0.11	0.23	0.28	0.20	0.17	0.20	0.25	0.26	0.22	0.41	0.34	0.29	1.00	0.28	0.29	0.49
AZN	0.30	0.10	0.12	0.17	0.15	0.24	0.19	0.26	0.42	0.50	0.32	0.21	0.45	0.28	1.00	0.56	0.58
NVS	0.29	0.15	0.10	0.21	0.18	0.24	0.17	0.24	0.36	0.53	0.37	0.18	0.53	0.29	0.56	1.00	0.54
Portfolio	0.57	0.21	0.42	0.34	0.49	0.41	0.51	0.48	0.55	0.46	0.43	0.52	0.54	0.49	0.58	0.54	1.00

The correlation results are calculated based on daily price changes starting from Jan 10, 2022

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Dream Team

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

Community