Holdings (Anonymous 1)

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	3.40%
ABBV AbbVie Inc.	Healthcare	6.77%
AMZN Amazon.com, Inc	Consumer Cyclical	3.07%
AVGO Broadcom Inc.	Technology	2.04%
BAC Bank of America Corporation	Financial Services	2.13%
BRK-B Berkshire Hathaway Inc.	Financial Services	5.84%
COST Costco Wholesale Corporation	Consumer Defensive	7.78%
CRM salesforce.com, inc.	Technology	3.17%
GOOG Alphabet Inc	Communication Services	2.13%
GOOGL Alphabet Inc Class A	Communication Services	2.13%
HD The Home Depot, Inc.	Consumer Cyclical	4.82%
JPM JPMorgan Chase & Co.	Financial Services	5.26%
MA Mastercard Inc	Financial Services	4.31%
META Meta Platforms, Inc.	Communication Services	1.83%
NFLX Netflix, Inc.	Communication Services	2.24%
NVDA NVIDIA Corporation	Technology	1.32%
PG The Procter & Gamble Company	Consumer Defensive	10.33%
TSLA Tesla, Inc.	Consumer Cyclical	1.42%
UNH UnitedHealth Group Incorporated	Healthcare	5.49%
V Visa Inc.	Financial Services	3.32%
VOO Vanguard S&P 500 ETF	S&P 500	7.07%
WMT Walmart Inc.	Consumer Defensive	10.32%
XOM Exxon Mobil Corporation	Energy	3.84%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Holdings (Anonymous 1), 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.

Loading graphics...

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Apr 2, 2026, the Holdings (Anonymous 1) returned -1.79% Year-To-Date and 20.43% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Holdings (Anonymous 1)	-0.07%	-3.64%	-1.79%	-0.52%	9.86%	21.76%	16.98%	20.43%
Portfolio components:
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
COST Costco Wholesale Corporation	1.85%	0.71%	17.86%	11.02%	5.74%	28.60%	24.74%	22.54%
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
ABBV AbbVie Inc.	-2.86%	-10.70%	-7.86%	-10.37%	5.19%	13.21%	18.43%	18.22%
BRK-B Berkshire Hathaway Inc.	-0.24%	-0.83%	-5.03%	-3.74%	-11.23%	15.44%	13.08%	12.79%
UNH UnitedHealth Group Incorporated	1.20%	-3.39%	-15.36%	-20.48%	-45.51%	-15.89%	-3.82%	9.69%
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
HD The Home Depot, Inc.	-2.41%	-11.76%	-5.91%	-17.50%	-11.09%	5.23%	3.38%	11.72%
MA Mastercard Inc	0.36%	-5.89%	-13.44%	-14.29%	-9.33%	11.07%	6.92%	18.61%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2014, Holdings (Anonymous 1)'s average daily return is +0.08%, while the average monthly return is +1.56%. At this rate, your investment would double in approximately 3.7 years.

Historically, 69% of months were positive and 31% were negative. The best month was Apr 2020 with a return of +12.3%, while the worst month was Mar 2020 at -8.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Holdings (Anonymous 1) closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +9.5%, 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	0.87%	2.20%	-4.75%	0.01%									-1.79%
2025	4.77%	0.19%	-4.90%	-0.45%	3.05%	1.36%	-1.07%	4.93%	3.34%	0.22%	1.25%	-0.38%	12.57%
2024	4.19%	5.68%	2.53%	-3.27%	4.64%	3.61%	2.46%	4.62%	1.76%	0.43%	7.49%	-2.08%	36.52%
2023	6.03%	-1.85%	4.70%	2.57%	0.48%	5.58%	4.74%	-0.71%	-2.91%	-1.13%	6.64%	4.05%	31.32%
2022	-3.29%	-2.26%	4.65%	-6.81%	-3.35%	-6.30%	8.55%	-3.97%	-7.16%	9.31%	6.56%	-5.52%	-11.09%
2021	-2.30%	1.89%	4.98%	5.35%	0.92%	1.74%	2.54%	2.79%	-2.98%	7.70%	-0.43%	5.83%	31.19%

Benchmark Metrics

Holdings (Anonymous 1) has an annualized alpha of 8.91%, beta of 0.89, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since April 04, 2014.

This portfolio captured 115.42% of S&P 500 Index gains but only 75.76% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 8.91% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.89 and R² of 0.91, 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: 8.91%

Beta: 0.89

R²: 0.91

Upside Capture: 115.42%

Downside Capture: 75.76%

Expense Ratio

Holdings (Anonymous 1) has an expense ratio of 0.00%, 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.

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Holdings (Anonymous 1) ranks 17 for risk / return — in the bottom 17% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.67	0.88	-0.21
Sortino ratio Return per unit of downside risk	1.08	1.37	-0.28
Omega ratio Gain probability vs. loss probability	1.16	1.21	-0.05
Calmar ratio Return relative to maximum drawdown	1.06	1.39	-0.32
Martin ratio Return relative to average drawdown	4.70	6.43	-1.73
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
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
COST Costco Wholesale Corporation	45	0.29	0.56	1.07	0.36	0.72
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
ABBV AbbVie Inc.	43	0.19	0.44	1.06	0.28	0.62
BRK-B Berkshire Hathaway Inc.	15	-0.62	-0.73	0.90	-0.70	-1.19
UNH UnitedHealth Group Incorporated	11	-0.89	-1.09	0.82	-0.76	-1.00
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
HD The Home Depot, Inc.	21	-0.48	-0.56	0.94	-0.42	-0.94
MA Mastercard Inc	21	-0.39	-0.38	0.95	-0.50	-1.21

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.

Holdings (Anonymous 1) Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.67
5-Year: 1.16
10-Year: 1.24
All Time: 1.20

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 1.00 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 Holdings (Anonymous 1) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

Holdings (Anonymous 1) provided a 1.42% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.42%	1.35%	1.30%	1.61%	1.48%	1.38%	1.89%	1.65%	1.77%	1.77%	1.70%	2.00%
Portfolio components:
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
WMT Walmart Inc.	0.76%	0.84%	0.92%	1.45%	1.58%	1.52%	1.50%	1.78%	2.23%	2.07%	2.89%	3.20%
COST Costco Wholesale Corporation	0.51%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
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%
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%
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%
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%
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
HD The Home Depot, Inc.	2.87%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%

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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the Holdings (Anonymous 1). 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 Holdings (Anonymous 1) was 27.90%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current Holdings (Anonymous 1) drawdown is 4.87%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.9%	Feb 20, 2020	23	Mar 23, 2020	76	Jul 10, 2020	99
-20.46%	Jan 5, 2022	114	Jun 17, 2022	240	Jun 2, 2023	354
-16.36%	Sep 21, 2018	65	Dec 24, 2018	56	Mar 18, 2019	121
-15.64%	Feb 14, 2025	37	Apr 8, 2025	99	Aug 29, 2025	136
-11.96%	Jul 21, 2015	26	Aug 25, 2015	52	Nov 6, 2015	78

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 23 assets, with an effective number of assets of 16.96, 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	XOM	PG	ABBV	WMT	UNH	TSLA	NFLX	COST	BAC	NVDA	HD	AVGO	CRM	JPM	META	BRK-B	AMZN	AAPL	V	GOOGL	GOOG	MA	VOO	Portfolio
Benchmark	1.00	0.43	0.37	0.41	0.38	0.44	0.47	0.49	0.53	0.61	0.63	0.60	0.65	0.61	0.64	0.61	0.66	0.64	0.67	0.67	0.69	0.69	0.68	1.00	0.91
XOM	0.43	1.00	0.19	0.26	0.18	0.24	0.13	0.11	0.17	0.44	0.16	0.25	0.21	0.19	0.44	0.15	0.46	0.16	0.23	0.30	0.22	0.22	0.31	0.43	0.41
PG	0.37	0.19	1.00	0.32	0.42	0.31	0.09	0.15	0.39	0.19	0.11	0.36	0.14	0.18	0.23	0.16	0.39	0.18	0.25	0.35	0.22	0.21	0.35	0.37	0.49
ABBV	0.41	0.26	0.32	1.00	0.23	0.35	0.13	0.17	0.23	0.26	0.18	0.31	0.21	0.24	0.30	0.20	0.37	0.19	0.24	0.33	0.26	0.26	0.33	0.41	0.49
WMT	0.38	0.18	0.42	0.23	1.00	0.26	0.15	0.19	0.57	0.21	0.18	0.40	0.19	0.18	0.24	0.19	0.36	0.24	0.25	0.28	0.24	0.24	0.28	0.38	0.53
UNH	0.44	0.24	0.31	0.35	0.26	1.00	0.14	0.19	0.29	0.31	0.20	0.33	0.23	0.24	0.33	0.21	0.40	0.22	0.27	0.36	0.28	0.29	0.35	0.44	0.50
TSLA	0.47	0.13	0.09	0.13	0.15	0.14	1.00	0.37	0.25	0.26	0.41	0.25	0.39	0.38	0.26	0.37	0.22	0.41	0.40	0.29	0.39	0.39	0.30	0.47	0.46
NFLX	0.49	0.11	0.15	0.17	0.19	0.19	0.37	1.00	0.31	0.24	0.44	0.29	0.39	0.46	0.25	0.49	0.25	0.52	0.42	0.38	0.45	0.45	0.39	0.49	0.51
COST	0.53	0.17	0.39	0.23	0.57	0.29	0.25	0.31	1.00	0.24	0.33	0.48	0.33	0.33	0.27	0.33	0.38	0.38	0.40	0.39	0.37	0.37	0.39	0.53	0.64
BAC	0.61	0.44	0.19	0.26	0.21	0.31	0.26	0.24	0.24	1.00	0.31	0.39	0.35	0.31	0.85	0.31	0.65	0.29	0.33	0.44	0.35	0.35	0.44	0.60	0.58
NVDA	0.63	0.16	0.11	0.18	0.18	0.20	0.41	0.44	0.33	0.31	1.00	0.33	0.61	0.49	0.32	0.50	0.28	0.53	0.49	0.40	0.51	0.51	0.42	0.62	0.55
HD	0.60	0.25	0.36	0.31	0.40	0.33	0.25	0.29	0.48	0.39	0.33	1.00	0.35	0.37	0.41	0.34	0.47	0.38	0.39	0.45	0.37	0.37	0.46	0.60	0.64
AVGO	0.65	0.21	0.14	0.21	0.19	0.23	0.39	0.39	0.33	0.35	0.61	0.35	1.00	0.44	0.38	0.48	0.33	0.47	0.52	0.41	0.47	0.47	0.42	0.65	0.58
CRM	0.61	0.19	0.18	0.24	0.18	0.24	0.38	0.46	0.33	0.31	0.49	0.37	0.44	1.00	0.32	0.51	0.33	0.55	0.46	0.50	0.51	0.51	0.52	0.61	0.61
JPM	0.64	0.44	0.23	0.30	0.24	0.33	0.26	0.25	0.27	0.85	0.32	0.41	0.38	0.32	1.00	0.32	0.69	0.31	0.35	0.47	0.36	0.37	0.48	0.64	0.62
META	0.61	0.15	0.16	0.20	0.19	0.21	0.37	0.49	0.33	0.31	0.50	0.34	0.48	0.51	0.32	1.00	0.30	0.61	0.49	0.46	0.63	0.63	0.46	0.61	0.59
BRK-B	0.66	0.46	0.39	0.37	0.36	0.40	0.22	0.25	0.38	0.65	0.28	0.47	0.33	0.33	0.69	0.30	1.00	0.31	0.39	0.53	0.37	0.38	0.54	0.66	0.68
AMZN	0.64	0.16	0.18	0.19	0.24	0.22	0.41	0.52	0.38	0.29	0.53	0.38	0.47	0.55	0.31	0.61	0.31	1.00	0.53	0.46	0.66	0.66	0.48	0.64	0.63
AAPL	0.67	0.23	0.25	0.24	0.25	0.27	0.40	0.42	0.40	0.33	0.49	0.39	0.52	0.46	0.35	0.49	0.39	0.53	1.00	0.47	0.55	0.55	0.48	0.67	0.64
V	0.67	0.30	0.35	0.33	0.28	0.36	0.29	0.38	0.39	0.44	0.40	0.45	0.41	0.50	0.47	0.46	0.53	0.46	0.47	1.00	0.51	0.51	0.85	0.67	0.71
GOOGL	0.69	0.22	0.22	0.26	0.24	0.28	0.39	0.45	0.37	0.35	0.51	0.37	0.47	0.51	0.36	0.63	0.37	0.66	0.55	0.51	1.00	0.99	0.50	0.68	0.67
GOOG	0.69	0.22	0.21	0.26	0.24	0.29	0.39	0.45	0.37	0.35	0.51	0.37	0.47	0.51	0.37	0.63	0.38	0.66	0.55	0.51	0.99	1.00	0.51	0.69	0.67
MA	0.68	0.31	0.35	0.33	0.28	0.35	0.30	0.39	0.39	0.44	0.42	0.46	0.42	0.52	0.48	0.46	0.54	0.48	0.48	0.85	0.50	0.51	1.00	0.68	0.72
VOO	1.00	0.43	0.37	0.41	0.38	0.44	0.47	0.49	0.53	0.60	0.62	0.60	0.65	0.61	0.64	0.61	0.66	0.64	0.67	0.67	0.68	0.69	0.68	1.00	0.91
Portfolio	0.91	0.41	0.49	0.49	0.53	0.50	0.46	0.51	0.64	0.58	0.55	0.64	0.58	0.61	0.62	0.59	0.68	0.63	0.64	0.71	0.67	0.67	0.72	0.91	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Holdings (Anonymous 1)

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