13 SECTOR PORTFOLIO

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

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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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 13 SECTOR PORTFOLIO	0.60%	-3.12%	10.79%	11.07%	35.42%	34.46%	29.10%	—
Portfolio components:
AAPL Apple Inc	-1.52%	-2.37%	7.29%	4.81%	48.78%	17.21%	18.59%	29.36%
CAT Caterpillar Inc.	1.44%	-1.05%	59.62%	52.94%	157.79%	57.16%	35.17%	31.33%
GBTC Grayscale Bitcoin Trust ETF	0.04%	-22.02%	-27.82%	-30.09%	-40.43%	55.55%	9.90%	46.47%
GOOGL Alphabet Inc. Class A	0.53%	-10.27%	15.06%	16.44%	106.51%	43.10%	24.46%	25.76%
JPM JPMorgan Chase & Co.	2.31%	6.94%	0.50%	1.66%	23.40%	34.22%	17.82%	21.02%
LIN Linde plc	1.58%	2.65%	23.59%	26.61%	13.87%	13.38%	13.98%	—
LLY Eli Lilly and Company	-2.41%	12.74%	5.78%	10.64%	39.26%	37.45%	39.59%	33.45%
NEE NextEra Energy, Inc.	1.36%	-9.47%	8.63%	6.81%	18.32%	8.11%	5.94%	13.51%
NVDA NVIDIA Corporation	0.16%	-12.86%	10.16%	17.38%	44.72%	71.13%	63.13%	67.95%
PG The Procter & Gamble Company	0.86%	4.83%	5.93%	6.28%	-3.97%	3.69%	4.73%	8.96%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 1, 2018, 13 SECTOR PORTFOLIO's average daily return is +0.13%, while the average monthly return is +2.81%. At this rate, an investment would double in approximately 2.1 years.

Historically, 68% of months were positive and 32% 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 56% 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%	8.18%	1.05%	-0.26%							10.79%
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 21.33%, beta of 1.03, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 01, 2018.

This portfolio captured 161.69% of S&P 500 Index gains but only 76.46% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 21.33% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 1.03 and R2 of 0.77, 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: 21.33%

Beta: 1.03

R²: 0.77

Upside Capture: 161.69%

Downside Capture: 76.46%

See how alpha, beta & R² have trended over time →

Expense Ratio

13 SECTOR PORTFOLIO has an expense ratio of 0.12%, 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.

GBTC

Grayscale Bitcoin Trust ETF

Return for Risk

Risk / Return Rank

13 SECTOR PORTFOLIO ranks 86 for risk / return — in the top 86% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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 13 SECTOR PORTFOLIO and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.65	1.86	+0.79
Sortino ratioReturn per unit of downside risk	3.54	2.53	+1.00
Omega ratioGain probability vs. loss probability	1.47	1.34	+0.14
Calmar ratioReturn relative to maximum drawdown	4.87	2.53	+2.34
Martin ratioReturn relative to average drawdown	17.72	11.37	+6.35

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
AAPL Apple Inc	88	2.07	2.93	1.38	3.40	8.47
CAT Caterpillar Inc.	98	4.43	5.03	1.65	11.24	36.80
GBTC Grayscale Bitcoin Trust ETF	2	-0.94	-1.34	0.85	-0.79	-1.39
GOOGL Alphabet Inc. Class A	96	3.62	4.92	1.59	5.20	18.48
JPM JPMorgan Chase & Co.	69	1.01	1.43	1.18	1.42	3.36
LIN Linde plc	60	0.74	1.16	1.13	0.67	1.89
LLY Eli Lilly and Company	72	1.07	1.62	1.22	1.72	4.28
NEE NextEra Energy, Inc.	67	0.84	1.29	1.17	1.37	3.78
NVDA NVIDIA Corporation	74	1.20	1.75	1.21	2.07	4.94
PG The Procter & Gamble Company	28	-0.30	-0.31	0.97	-0.37	-0.68

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.

The current 13 SECTOR PORTFOLIO Sharpe ratio is 2.65 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 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 1.24% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.24%	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	0.36%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
CAT Caterpillar Inc.	0.66%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
GBTC Grayscale Bitcoin Trust ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.61%	0.00%	0.00%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPM JPMorgan Chase & Co.	1.84%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
LIN Linde plc	1.18%	1.41%	1.33%	1.24%	1.43%	1.22%	1.46%	1.64%	0.53%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.57%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
NEE NextEra Energy, Inc.	2.77%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
NVDA NVIDIA Corporation	0.14%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
PG The Procter & Gamble Company	2.85%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%

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 3.12%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-36.27%Mar 2020	1mo 2d	2mo 19d	3mo 21dFeb 2020 - Jun 2020
Bear market2022	-23.34%Sep 2022	9mo 6d	5mo 21d	1y 2moDec 2021 - Mar 2023
2025 selloff2025	-20.36%Apr 2025	2mo 11d	2mo 26d	5mo 7dJan 2025 - Jul 2025
Rate-hike selloffLate 2018	-18.19%Dec 2018	2mo 23d	3mo 9d	6mo 2dOct 2018 - Apr 2019
2020 correction2020	-13.93%Sep 2020	7d	1mo 28d	2mo 5dSep 2020 - Nov 2020

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. 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	All Time
Diversification Ratio	2.16	1.91	1.73	1.66

The portfolio has a diversification ratio of 1.66, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

13 SECTOR PORTFOLIO correlation to the S&P 500 Index

13 SECTOR PORTFOLIO has a 0.76 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	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.81
Correlation (5Y) Calculated over the trailing 5-year period	0.87
Correlation (All Time) Calculated using the full available price history since Oct 1, 2018	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. GOOGL has the highest benchmark correlation at 0.70, while PG has the lowest at 0.32.

0.32

0.33

0.35

0.35

0.35

0.52

0.52

0.58

0.61

0.61

0.68

0.70

0.70

Portfolio Correlations

Correlation vs. 13 SECTOR PORTFOLIO. NVDA has the highest portfolio correlation at 0.65, while PG has the lowest at 0.28.

0.28

0.34

0.37

0.37

0.49

0.51

0.51

0.55

0.59

0.62

0.62

0.63

0.65

Asset Correlations Table

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

	GBTC	LLY	PG	XOM	NEE	TSLA	PLD	NVDA	JPM	CAT	LIN	GOOGL	AAPL
GBTC	1.00	0.08	0.05	0.12	0.12	0.26	0.16	0.30	0.19	0.20	0.17	0.25	0.23
LLY	0.08	1.00	0.28	0.11	0.24	0.12	0.26	0.20	0.19	0.18	0.25	0.24	0.25
PG	0.05	0.28	1.00	0.11	0.43	0.06	0.39	0.06	0.20	0.16	0.38	0.19	0.25
XOM	0.12	0.11	0.11	1.00	0.16	0.08	0.19	0.13	0.42	0.49	0.31	0.17	0.20
NEE	0.12	0.24	0.43	0.16	1.00	0.15	0.46	0.12	0.19	0.17	0.32	0.21	0.24
TSLA	0.26	0.12	0.06	0.08	0.15	1.00	0.24	0.45	0.26	0.26	0.21	0.41	0.45
PLD	0.16	0.26	0.39	0.19	0.46	0.24	1.00	0.25	0.33	0.33	0.39	0.33	0.38
NVDA	0.30	0.20	0.06	0.13	0.12	0.45	0.25	1.00	0.31	0.35	0.31	0.54	0.53
JPM	0.19	0.19	0.20	0.42	0.19	0.26	0.33	0.31	1.00	0.60	0.44	0.34	0.33
CAT	0.20	0.18	0.16	0.49	0.17	0.26	0.33	0.35	0.60	1.00	0.43	0.35	0.33
LIN	0.17	0.25	0.38	0.31	0.32	0.21	0.39	0.31	0.44	0.43	1.00	0.36	0.38
GOOGL	0.25	0.24	0.19	0.17	0.21	0.41	0.33	0.54	0.34	0.35	0.36	1.00	0.59
AAPL	0.23	0.25	0.25	0.20	0.24	0.45	0.38	0.53	0.33	0.33	0.38	0.59	1.00

The correlation results are calculated based on daily price changes starting from Oct 1, 2018

Diversification Analysis

Find what 13 SECTOR PORTFOLIO is missing

See which holdings overlap, where 13 SECTOR PORTFOLIO is concentrated, and which low-correlation assets could fill the gaps.

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