13 SECTOR PORTFOLIO

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	7.69%
CAT Caterpillar Inc.	Industrials	7.69%
GBTC Grayscale Bitcoin Trust (BTC)	Financial Services	7.69%
GOOGL Alphabet Inc Class A	Communication Services	7.69%
JPM JPMorgan Chase & Co.	Financial Services	7.69%
LIN Linde plc	Basic Materials	7.69%
LLY Eli Lilly and Company	Healthcare	7.69%
NEE NextEra Energy, Inc.	Utilities	7.69%
NVDA NVIDIA Corporation	Technology	7.69%
PG The Procter & Gamble Company	Consumer Defensive	7.69%
PLD Prologis, Inc.	Real Estate	7.69%
TSLA Tesla, Inc.	Consumer Cyclical	7.69%
XOM Exxon Mobil Corporation	Energy	7.69%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 13 SECTOR PORTFOLIO, 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 year.

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The earliest data available for this chart is Oct 1, 2018, corresponding to the inception date of LIN

Returns By Period

	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 13 SECTOR PORTFOLIO	-0.58%	-2.84%	1.59%	6.36%	36.31%	35.18%	27.55%	—
Portfolio components:
AAPL Apple Inc	0.11%	-2.51%	-5.78%	-0.62%	26.50%	16.04%	16.39%	26.10%
JPM JPMorgan Chase & Co.	-0.26%	-1.60%	-8.16%	-4.08%	31.46%	34.44%	16.83%	20.51%
LLY Eli Lilly and Company	-1.98%	-6.77%	-12.80%	11.75%	19.44%	39.72%	39.64%	31.19%
XOM Exxon Mobil Corporation	-0.06%	7.26%	34.42%	44.07%	47.84%	15.29%	27.66%	11.56%
PG The Procter & Gamble Company	-0.67%	-9.59%	0.58%	-4.68%	-14.70%	1.10%	3.87%	8.50%
TSLA Tesla, Inc.	-5.42%	-11.17%	-19.82%	-16.11%	34.91%	22.79%	10.33%	36.16%
CAT Caterpillar Inc.	-1.79%	-2.02%	25.49%	44.82%	137.80%	48.52%	27.57%	28.19%
LIN Linde plc	1.78%	1.02%	18.27%	8.45%	9.02%	13.42%	13.89%	—
NEE NextEra Energy, Inc.	0.32%	0.59%	16.82%	17.94%	32.96%	9.87%	6.95%	15.01%
PLD Prologis, Inc.	0.33%	-3.28%	5.63%	16.09%	36.25%	5.95%	7.28%	14.89%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 2, 2018, 13 SECTOR PORTFOLIO's average daily return is +0.13%, while the average monthly return is +2.75%. At this rate, your investment would double in approximately 2.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +21.7%, while the worst month was Mar 2020 at -11.0%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 13 SECTOR PORTFOLIO closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -12.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.63%	1.78%	-3.66%	-0.03%									1.59%
2025	2.97%	-2.48%	-5.12%	-1.11%	5.17%	3.19%	3.31%	2.36%	6.83%	5.36%	1.18%	0.11%	23.28%
2024	1.76%	10.63%	6.42%	-3.88%	8.53%	1.99%	0.87%	2.46%	2.07%	-0.19%	8.76%	-2.12%	42.85%
2023	12.01%	0.95%	9.19%	0.51%	3.93%	12.42%	3.88%	1.14%	-4.73%	-0.24%	10.56%	6.31%	70.17%
2022	-6.62%	-1.89%	8.18%	-8.47%	-0.98%	-9.84%	10.46%	-5.14%	-8.10%	11.58%	4.69%	-4.78%	-13.24%
2021	4.09%	4.24%	4.17%	3.30%	-1.60%	3.86%	3.10%	5.33%	-4.64%	14.92%	1.81%	1.03%	46.07%

Benchmark Metrics

13 SECTOR PORTFOLIO has an annualized alpha of 22.27%, beta of 1.03, and R² of 0.78 versus S&P 500 Index. Calculated based on daily prices since October 02, 2018.

This portfolio captured 168.62% of S&P 500 Index gains but only 78.26% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 22.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R² of 0.78, 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: 22.27%

Beta: 1.03

R²: 0.78

Upside Capture: 168.62%

Downside Capture: 78.26%

Expense Ratio

13 SECTOR PORTFOLIO 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

13 SECTOR PORTFOLIO ranks 74 for risk / return — better than 74% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	1.60	0.88	+0.72
Sortino ratio Return per unit of downside risk	2.26	1.37	+0.89
Omega ratio Gain probability vs. loss probability	1.33	1.21	+0.12
Calmar ratio Return relative to maximum drawdown	2.26	1.39	+0.87
Martin ratio Return relative to average drawdown	11.64	6.43	+5.21
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
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
LLY Eli Lilly and Company	51	0.36	0.78	1.11	0.56	1.37
XOM Exxon Mobil Corporation	80	1.58	2.06	1.28	2.51	6.57
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
TSLA Tesla, Inc.	60	0.50	1.10	1.13	1.25	3.01
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24
LIN Linde plc	50	0.42	0.74	1.09	0.47	1.29
NEE NextEra Energy, Inc.	79	1.41	1.88	1.26	3.17	7.01
PLD Prologis, Inc.	67	0.88	1.34	1.19	1.20	5.12

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.

13 SECTOR PORTFOLIO Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.60
5-Year: 1.43
All Time: 1.53

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 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 13 SECTOR PORTFOLIO 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

13 SECTOR PORTFOLIO provided a 1.26% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.26%	1.35%	1.43%	1.43%	1.44%	1.41%	1.84%	1.66%	1.81%	1.97%	1.78%	1.99%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
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%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
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%
TSLA Tesla, 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%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
LIN Linde plc	1.21%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
NEE NextEra Energy, Inc.	2.49%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
PLD Prologis, Inc.	3.06%	3.16%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%

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 13 SECTOR PORTFOLIO. 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 13 SECTOR PORTFOLIO was 36.27%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current 13 SECTOR PORTFOLIO drawdown is 4.92%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.27%	Feb 20, 2020	23	Mar 23, 2020	55	Jun 10, 2020	78
-23.34%	Dec 28, 2021	192	Sep 30, 2022	116	Mar 20, 2023	308
-20.36%	Jan 27, 2025	51	Apr 8, 2025	59	Jul 3, 2025	110
-18.32%	Oct 2, 2018	58	Dec 24, 2018	67	Apr 2, 2019	125
-13.93%	Sep 1, 2020	5	Sep 8, 2020	42	Nov 5, 2020	47

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 13 assets, with an effective number of assets of 13.00, 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	GBTC	LLY	PG	XOM	NEE	TSLA	PLD	NVDA	JPM	CAT	LIN	GOOGL	AAPL	Portfolio
Benchmark	1.00	0.33	0.36	0.32	0.37	0.36	0.52	0.53	0.68	0.61	0.61	0.59	0.71	0.71	0.83
GBTC	0.33	1.00	0.07	0.05	0.12	0.12	0.26	0.17	0.30	0.19	0.20	0.18	0.25	0.23	0.60
LLY	0.36	0.07	1.00	0.29	0.12	0.24	0.12	0.27	0.21	0.19	0.18	0.25	0.24	0.25	0.36
PG	0.32	0.05	0.29	1.00	0.13	0.43	0.06	0.39	0.06	0.20	0.15	0.38	0.18	0.25	0.28
XOM	0.37	0.12	0.12	0.13	1.00	0.17	0.09	0.20	0.14	0.44	0.51	0.32	0.19	0.21	0.35
NEE	0.36	0.12	0.24	0.43	0.17	1.00	0.16	0.46	0.13	0.19	0.17	0.33	0.21	0.24	0.37
TSLA	0.52	0.26	0.12	0.06	0.09	0.16	1.00	0.24	0.45	0.26	0.26	0.22	0.41	0.45	0.62
PLD	0.53	0.17	0.27	0.39	0.20	0.46	0.24	1.00	0.26	0.33	0.33	0.39	0.33	0.39	0.49
NVDA	0.68	0.30	0.21	0.06	0.14	0.13	0.45	0.26	1.00	0.32	0.35	0.32	0.55	0.54	0.66
JPM	0.61	0.19	0.19	0.20	0.44	0.19	0.26	0.33	0.32	1.00	0.60	0.44	0.34	0.34	0.51
CAT	0.61	0.20	0.18	0.15	0.51	0.17	0.26	0.33	0.35	0.60	1.00	0.44	0.35	0.33	0.55
LIN	0.59	0.18	0.25	0.38	0.32	0.33	0.22	0.39	0.32	0.44	0.44	1.00	0.37	0.39	0.51
GOOGL	0.71	0.25	0.24	0.18	0.19	0.21	0.41	0.33	0.55	0.34	0.35	0.37	1.00	0.59	0.62
AAPL	0.71	0.23	0.25	0.25	0.21	0.24	0.45	0.39	0.54	0.34	0.33	0.39	0.59	1.00	0.63
Portfolio	0.83	0.60	0.36	0.28	0.35	0.37	0.62	0.49	0.66	0.51	0.55	0.51	0.62	0.63	1.00

The correlation results are calculated based on daily price changes starting from Oct 2, 2018

13 SECTOR PORTFOLIO

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