Portfolio 280526

Asset Allocation

Position	Category/Sector	Target Weight
1211.HK BYD Co Ltd-H	Consumer Cyclical	7.10%
MSFT Microsoft Corporation	Technology	5.15%
AMZN Amazon.com, Inc	Consumer Cyclical	5%
MRK Merck & Co., Inc.	Healthcare	4.90%
MDLZ Mondelez International, Inc.	Consumer Defensive	4.75%
AAPL Apple Inc	Technology	4.60%
CVX Chevron Corporation	Energy	4.55%
DHR Danaher Corporation	Healthcare	4.50%
SYK Stryker Corporation	Healthcare	4.50%
NVDA NVIDIA Corporation	Technology	4.50%
CL Colgate-Palmolive Company	Consumer Defensive	4.50%
MCD McDonald's Corporation	Consumer Cyclical	4.50%
MSI Motorola Solutions, Inc.	Technology	4.50%
HSY The Hershey Company	Consumer Defensive	4.40%
V Visa Inc.	Financial Services	4.40%
AME AMETEK, Inc.	Industrials	4.40%
KMB Kimberly-Clark Corporation	Consumer Defensive	4.30%
PEP PepsiCo, Inc.	Consumer Defensive	4%
ROL Rollins, Inc.	Consumer Cyclical	4%
VRSN VeriSign, Inc.	Technology	4%
UNH UnitedHealth Group Incorporated	Healthcare	3.80%
XYL Xylem Inc.	Industrials	3.65%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of CHF 10,000 in Portfolio 280526, 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

As of Jun 9, 2026, the Portfolio 280526 returned 3.52% Year-To-Date and 16.90% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.60%	2.96%	8.82%	6.98%	19.84%	15.03%	9.35%	11.33%
Portfolio Portfolio 280526	0.00%	1.74%	3.52%	2.57%	3.54%	6.66%	9.81%	16.90%
Portfolio components:
1211.HK BYD Co Ltd-H	0.00%	-9.26%	-7.73%	-12.90%	-34.09%	0.71%	3.90%	18.71%
AAPL Apple Inc	0.00%	7.55%	13.59%	9.25%	46.49%	14.90%	17.11%	27.41%
AME AMETEK, Inc.	0.04%	0.01%	10.88%	12.32%	23.82%	10.58%	8.91%	15.26%
AMZN Amazon.com, Inc	-0.03%	-7.50%	6.87%	6.89%	11.49%	20.63%	5.90%	18.92%
CL Colgate-Palmolive Company	-2.54%	1.12%	10.92%	13.22%	-5.04%	2.48%	0.90%	2.26%
CVX Chevron Corporation	0.00%	6.73%	25.60%	26.56%	34.75%	5.62%	13.64%	8.76%
DHR Danaher Corporation	-0.12%	10.30%	-19.18%	-18.86%	-8.46%	-7.56%	-4.74%	9.11%
HSY The Hershey Company	-4.41%	-1.94%	-1.38%	-2.40%	8.76%	-12.82%	0.50%	6.74%
KMB Kimberly-Clark Corporation	-1.00%	3.68%	0.02%	-2.59%	-25.45%	-10.18%	-3.99%	-1.29%
MCD McDonald's Corporation	-0.44%	4.32%	-7.44%	-10.22%	-10.11%	-2.80%	3.70%	9.11%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 13, 2011, Portfolio 280526's average daily return is +0.07%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +13.6%, while the worst month was Dec 2018 at -10.0%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Portfolio 280526 closed higher 55% of trading days. The best single day was Mar 13, 2020 with a return of +9.1%, while the worst single day was Jan 15, 2015 at -18.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.16%	2.76%	-1.24%	1.82%	-0.13%	0.47%							3.52%
2025	0.96%	3.51%	-2.61%	-8.98%	1.15%	-1.38%	3.32%	1.01%	-0.43%	0.41%	0.31%	-2.11%	-5.33%
2024	3.98%	7.78%	4.77%	0.54%	0.95%	2.16%	-0.93%	-0.52%	1.66%	-1.17%	5.64%	-0.13%	27.18%
2023	3.77%	1.11%	4.20%	1.64%	1.61%	3.80%	-2.47%	-0.70%	-1.28%	-1.68%	2.56%	-1.64%	11.16%
2022	-4.15%	-2.56%	4.40%	0.14%	0.13%	-3.80%	8.14%	-2.50%	-6.94%	11.19%	-0.57%	-5.29%	-3.37%
2021	-1.89%	0.90%	7.34%	1.56%	0.10%	8.69%	0.56%	3.75%	-3.17%	6.01%	1.07%	3.30%	31.31%

Benchmark Metrics

Portfolio 280526 has an annualized alpha of 7.60%, beta of 0.86, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 13, 2011.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (96.37%) than losses (56.27%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 7.60% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R2 of 0.87, 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: 7.60%

Beta: 0.86

R²: 0.87

Upside Capture: 96.37%

Downside Capture: 56.27%

Expense Ratio

Portfolio 280526 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

Portfolio 280526 ranks 7 for risk / return — in the bottom 7% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 Portfolio 280526 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	0.32	1.49	-1.17
Sortino ratioReturn per unit of downside risk	0.51	1.98	-1.47
Omega ratioGain probability vs. loss probability	1.06	1.28	-0.22
Calmar ratioReturn relative to maximum drawdown	0.63	2.16	-1.54
Martin ratioReturn relative to average drawdown	1.58	7.20	-5.62
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
1211.HK BYD Co Ltd-H	10	-0.90	-1.30	0.86	-0.85	-1.19
AAPL Apple Inc	86	2.01	2.81	1.37	2.96	7.02
AME AMETEK, Inc.	75	1.08	1.79	1.20	1.96	6.15
AMZN Amazon.com, Inc	52	0.38	0.72	1.09	0.45	1.12
CL Colgate-Palmolive Company	32	-0.23	-0.20	0.98	-0.27	-0.44
CVX Chevron Corporation	78	1.45	2.02	1.26	2.13	5.50
DHR Danaher Corporation	30	-0.31	-0.27	0.97	-0.25	-0.59
HSY The Hershey Company	51	0.32	0.66	1.08	0.38	0.95
KMB Kimberly-Clark Corporation	9	-1.03	-1.31	0.81	-0.84	-1.23
MCD McDonald's Corporation	16	-0.58	-0.72	0.92	-0.56	-1.48

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.

Portfolio 280526 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 0.32
5-Year: 0.65
10-Year: 0.96
All Time: 1.06

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 1.59 to 2.46, 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 Portfolio 280526 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

Portfolio 280526 provided a 2.07% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.07%	2.04%	1.79%	2.07%	1.32%	1.31%	1.45%	1.53%	1.69%	1.55%	3.27%	1.71%
Portfolio components:
1211.HK BYD Co Ltd-H	4.90%	4.55%	3.83%	1.76%	0.16%	0.17%	0.10%	1.79%	1.04%	0.89%	3.09%	0.00%
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AME AMETEK, Inc.	0.56%	0.60%	0.62%	0.61%	0.63%	0.54%	0.60%	0.56%	0.83%	0.50%	0.74%	0.67%
AMZN Amazon.com, 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%
CL Colgate-Palmolive Company	2.43%	2.61%	2.18%	2.40%	2.36%	2.10%	2.05%	2.48%	2.79%	2.11%	2.37%	2.25%
CVX Chevron Corporation	3.69%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
DHR Danaher Corporation	0.74%	0.56%	0.47%	12.64%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	32.55%	0.58%
HSY The Hershey Company	3.21%	3.01%	3.24%	2.39%	1.67%	1.76%	2.07%	2.03%	2.57%	2.24%	2.32%	2.50%
KMB Kimberly-Clark Corporation	5.20%	5.00%	3.72%	3.88%	3.42%	3.19%	3.17%	3.00%	3.51%	3.22%	3.22%	2.77%
MCD McDonald's Corporation	2.65%	2.35%	2.34%	2.10%	2.15%	1.96%	2.35%	2.39%	2.36%	2.23%	2.97%	2.91%

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 Portfolio 280526. 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 Portfolio 280526 was 30.23%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Portfolio 280526 drawdown is 6.05%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-30.23%Mar 2020	1mo 1d	4mo 13d	5mo 14dFeb 2020 - Aug 2020
2015 bear market2015	-20.22%Jan 2015	6d	1mo 19d	1mo 25dJan 2015 - Mar 2015
2025 selloff2025	-17.47%Apr 2025	1mo 19d	—	1y 3moMar 2025 - now
2016 correction2016	-15.43%Feb 2016	2mo 11d	3mo 13d	5mo 24dDec 2015 - May 2016
Rate-hike selloffLate 2018	-15.36%Dec 2018	2mo 21d	1mo 23d	4mo 14dOct 2018 - Feb 2019

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 22 assets, with an effective number of assets of 21.54, 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	5Y	10Y	All Time
Diversification Ratio	2.44	1.95	1.84	1.63	1.59

The portfolio has a diversification ratio of 1.59, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Portfolio 280526 correlation to the S&P 500 Index

Portfolio 280526 has a 0.61 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	0.61
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 13, 2011	0.89

Benchmark Correlations

Correlation vs. S&P 500 Index. AME has the highest benchmark correlation at 0.74, while 1211.HK has the lowest at 0.16.

1211.HK

0.16

HSY

0.42

KMB

0.43

0.48

0.48

0.52

0.52

0.53

0.54

0.55

0.56

0.62

0.63

0.63

0.64

0.65

0.65

0.67

0.67

0.70

MSFT

0.74

AME

0.74

Portfolio Correlations

Correlation vs. Portfolio 280526. V has the highest portfolio correlation at 0.71, while 1211.HK has the lowest at 0.36.

0.36

0.51

0.52

0.53

0.54

0.54

0.57

0.58

0.60

0.61

0.61

0.61

0.61

0.63

0.64

0.66

0.66

0.67

0.68

0.70

0.70

0.71

Asset Correlations Table

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

	1211.HK	NVDA	CVX	UNH	HSY	MRK	AMZN	KMB	AAPL	ROL	CL	XYL	MCD	MSI	MDLZ	PEP	VRSN	DHR	MSFT	SYK	V	AME
1211.HK	1.00	0.12	0.13	0.08	0.03	0.08	0.12	0.03	0.11	0.07	0.04	0.13	0.06	0.12	0.06	0.07	0.11	0.12	0.12	0.11	0.11	0.12
NVDA	0.12	1.00	0.25	0.25	0.14	0.16	0.52	0.12	0.48	0.31	0.15	0.38	0.24	0.37	0.21	0.19	0.42	0.38	0.57	0.39	0.42	0.43
CVX	0.13	0.25	1.00	0.35	0.29	0.36	0.25	0.26	0.29	0.30	0.30	0.41	0.34	0.35	0.34	0.33	0.31	0.33	0.32	0.34	0.39	0.46
UNH	0.08	0.25	0.35	1.00	0.35	0.42	0.28	0.34	0.32	0.36	0.38	0.36	0.40	0.38	0.38	0.39	0.37	0.41	0.36	0.42	0.42	0.41
HSY	0.03	0.14	0.29	0.35	1.00	0.41	0.20	0.54	0.27	0.38	0.55	0.30	0.47	0.35	0.63	0.61	0.35	0.35	0.29	0.38	0.36	0.36
MRK	0.08	0.16	0.36	0.42	0.41	1.00	0.25	0.44	0.28	0.38	0.47	0.35	0.43	0.37	0.45	0.47	0.35	0.44	0.31	0.43	0.41	0.39
AMZN	0.12	0.52	0.25	0.28	0.20	0.25	1.00	0.20	0.51	0.34	0.25	0.39	0.33	0.40	0.29	0.28	0.49	0.41	0.60	0.42	0.50	0.42
KMB	0.03	0.12	0.26	0.34	0.54	0.44	0.20	1.00	0.25	0.39	0.71	0.32	0.48	0.35	0.57	0.62	0.34	0.37	0.29	0.39	0.36	0.36
AAPL	0.11	0.48	0.29	0.32	0.27	0.28	0.51	0.25	1.00	0.36	0.29	0.41	0.37	0.42	0.34	0.34	0.47	0.42	0.57	0.41	0.48	0.45
ROL	0.07	0.31	0.30	0.36	0.38	0.38	0.34	0.39	0.36	1.00	0.43	0.45	0.44	0.45	0.42	0.45	0.47	0.47	0.40	0.46	0.47	0.52
CL	0.04	0.15	0.30	0.38	0.55	0.47	0.25	0.71	0.29	0.43	1.00	0.35	0.51	0.40	0.62	0.67	0.38	0.39	0.33	0.43	0.43	0.40
XYL	0.13	0.38	0.41	0.36	0.30	0.35	0.39	0.32	0.41	0.45	0.35	1.00	0.41	0.47	0.38	0.37	0.42	0.51	0.44	0.48	0.48	0.66
MCD	0.06	0.24	0.34	0.40	0.47	0.43	0.33	0.48	0.37	0.44	0.51	0.41	1.00	0.46	0.49	0.53	0.43	0.42	0.41	0.48	0.49	0.45
MSI	0.12	0.37	0.35	0.38	0.35	0.37	0.40	0.35	0.42	0.45	0.40	0.47	0.46	1.00	0.40	0.42	0.48	0.45	0.48	0.48	0.50	0.54
MDLZ	0.06	0.21	0.34	0.38	0.63	0.45	0.29	0.57	0.34	0.42	0.62	0.38	0.49	0.40	1.00	0.66	0.41	0.42	0.37	0.45	0.45	0.44
PEP	0.07	0.19	0.33	0.39	0.61	0.47	0.28	0.62	0.34	0.45	0.67	0.37	0.53	0.42	0.66	1.00	0.41	0.42	0.37	0.45	0.44	0.41
VRSN	0.11	0.42	0.31	0.37	0.35	0.35	0.49	0.34	0.47	0.47	0.38	0.42	0.43	0.48	0.41	0.41	1.00	0.49	0.54	0.47	0.55	0.48
DHR	0.12	0.38	0.33	0.41	0.35	0.44	0.41	0.37	0.42	0.47	0.39	0.51	0.42	0.45	0.42	0.42	0.49	1.00	0.49	0.54	0.50	0.55
MSFT	0.12	0.57	0.32	0.36	0.29	0.31	0.60	0.29	0.57	0.40	0.33	0.44	0.41	0.48	0.37	0.37	0.54	0.49	1.00	0.48	0.56	0.49
SYK	0.11	0.39	0.34	0.42	0.38	0.43	0.42	0.39	0.41	0.46	0.43	0.48	0.48	0.48	0.45	0.45	0.47	0.54	0.48	1.00	0.55	0.52
V	0.11	0.42	0.39	0.42	0.36	0.41	0.50	0.36	0.48	0.47	0.43	0.48	0.49	0.50	0.45	0.44	0.55	0.50	0.56	0.55	1.00	0.56
AME	0.12	0.43	0.46	0.41	0.36	0.39	0.42	0.36	0.45	0.52	0.40	0.66	0.45	0.54	0.44	0.41	0.48	0.55	0.49	0.52	0.56	1.00

The correlation results are calculated based on daily price changes starting from Oct 13, 2011

Diversification Analysis

Find what Portfolio 280526 is missing

See which holdings overlap, where Portfolio 280526 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification