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Capital Markets' Agents
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Risk-Adjusted Performance
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Capital Markets' Agents

Currency in USD · Last updated May 31, 2025

Asset Allocation

JPM 12.5%BLK 12.5%SPGI 12.5%GS 12.5%BX 12.5%MSCI 12.5%ARES 12.5%APO 12.5%EquityEquity
PositionCategory/SectorTarget Weight
APO
Apollo Global Management, Inc.		Financial Services
12.50%
ARES
Ares Management Corporation		Financial Services
12.50%
BLK
BlackRock, Inc.		Financial Services
12.50%
BX
The Blackstone Group Inc.		Financial Services
12.50%
GS
The Goldman Sachs Group, Inc.		Financial Services
12.50%
JPM
JPMorgan Chase & Co.		Financial Services
12.50%
MSCI
MSCI Inc.		Financial Services
12.50%
SPGI
S&P Global Inc.		Financial Services
12.50%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is May 2, 2014, corresponding to the inception date of ARES

Returns By Period

As of May 31, 2025, the Capital Markets' Agents returned -4.20% Year-To-Date and 21.96% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
Capital Markets' Agents-4.20%5.26%-7.90%25.21%23.95%21.96%
Portfolio components:
JPM
JPMorgan Chase & Co.		11.38%7.92%6.92%35.52%25.54%18.06%
BLK
BlackRock, Inc.		-3.89%7.18%-3.20%31.59%15.95%13.26%
SPGI
S&P Global Inc.		3.36%2.75%-1.49%22.53%10.47%18.49%
GS
The Goldman Sachs Group, Inc.		5.91%10.21%0.14%36.16%28.07%13.53%
BX
The Blackstone Group Inc.		-18.26%5.35%-26.25%19.40%23.79%18.12%
MSCI
MSCI Inc.		-5.41%3.79%-6.90%16.58%12.49%26.04%
ARES
Ares Management Corporation		-5.78%8.50%-5.14%18.82%38.71%29.27%
APO
Apollo Global Management, Inc.		-20.36%-3.90%-24.85%13.43%25.54%24.94%
*Annualized

Monthly Returns

The table below presents the monthly returns of Capital Markets' Agents, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20256.39%-5.63%-8.27%-1.18%5.26%-4.20%
20241.33%3.47%2.78%-5.55%5.22%0.36%10.88%1.44%2.43%4.60%11.70%-3.87%39.08%
202313.31%-3.45%-2.37%1.44%-0.99%7.32%8.09%-1.01%-2.07%-7.29%16.62%8.71%41.78%
2022-6.34%-4.92%0.04%-14.92%7.79%-12.65%13.91%-2.55%-12.57%15.52%10.31%-8.22%-19.00%
2021-2.46%8.69%4.43%9.26%3.53%6.09%4.80%6.91%-4.41%13.34%-4.56%-0.38%53.34%
20203.94%-8.70%-12.59%14.60%8.54%1.87%2.76%1.59%-2.73%-3.17%16.25%7.07%28.65%
201913.64%4.62%0.71%11.18%-5.95%10.44%3.93%0.78%-0.96%6.80%6.67%4.49%70.70%
20189.75%-0.02%-4.13%-1.52%2.94%-1.08%5.39%1.46%-0.26%-10.09%1.23%-11.25%-9.14%
20174.31%7.33%-1.30%2.99%0.93%2.61%3.18%1.11%3.42%2.29%3.42%3.11%38.71%
2016-9.42%1.82%10.67%2.35%0.79%-4.82%11.30%5.22%-3.12%-0.30%7.88%3.95%27.12%
20151.58%7.05%-0.53%2.61%3.24%-2.10%0.30%-8.41%-4.91%7.20%-0.71%-3.23%0.94%
20142.47%5.16%-1.25%1.22%-0.13%-0.18%4.56%0.35%12.65%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Capital Markets' Agents 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.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Capital Markets' Agents is 62, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Capital Markets' Agents is 6262
Overall Rank
The Sharpe Ratio Rank of Capital Markets' Agents is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of Capital Markets' Agents is 6262
Sortino Ratio Rank
The Omega Ratio Rank of Capital Markets' Agents is 6969
Omega Ratio Rank
The Calmar Ratio Rank of Capital Markets' Agents is 6464
Calmar Ratio Rank
The Martin Ratio Rank of Capital Markets' Agents is 5252
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JPM
JPMorgan Chase & Co.		1.261.821.261.454.83
BLK
BlackRock, Inc.		1.221.661.241.263.96
SPGI
S&P Global Inc.		1.031.341.191.043.57
GS
The Goldman Sachs Group, Inc.		1.061.561.221.103.60
BX
The Blackstone Group Inc.		0.510.891.120.451.08
MSCI
MSCI Inc.		0.670.991.130.552.05
ARES
Ares Management Corporation		0.460.821.120.441.41
APO
Apollo Global Management, Inc.		0.310.761.110.371.03

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.

Capital Markets' Agents Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.92
  • 5-Year: 0.98
  • 10-Year: 0.88
  • All Time: 0.93

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 0.60 to 1.13, 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 Capital Markets' Agents 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

Capital Markets' Agents provided a 1.83% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.83%1.61%2.04%2.88%1.88%2.41%2.48%4.18%3.26%3.43%4.81%3.59%
Portfolio components:
JPM
JPMorgan Chase & Co.		1.91%1.92%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%
BLK
BlackRock, Inc.		2.09%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
SPGI
S&P Global Inc.		0.73%0.73%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%
GS
The Goldman Sachs Group, Inc.		2.00%2.01%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%
BX
The Blackstone Group Inc.		2.92%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%
MSCI
MSCI Inc.		1.21%1.07%0.98%0.98%0.59%0.65%0.98%1.30%1.04%1.27%1.11%0.38%
ARES
Ares Management Corporation		2.36%2.10%2.59%3.57%2.31%3.40%3.59%7.50%6.30%4.32%6.81%2.45%
APO
Apollo Global Management, Inc.		1.45%1.10%1.81%2.51%2.90%4.72%4.23%7.86%5.53%6.46%12.91%13.19%

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 Capital Markets' Agents. 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 Capital Markets' Agents was 41.08%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current Capital Markets' Agents drawdown is 10.33%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.08%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-35.45%Nov 4, 2021235Oct 11, 2022287Dec 1, 2023522
-27.59%Jun 24, 2015161Feb 11, 2016131Aug 18, 2016292
-26.56%Sep 24, 201864Dec 24, 201879Apr 18, 2019143
-25.98%Jan 29, 202549Apr 8, 2025———
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 8 assets, with an effective number of assets of 8.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCARESMSCIAPOSPGIJPMBXGSBLKPortfolio
^GSPC1.000.500.640.590.680.650.640.670.750.83
ARES0.501.000.370.490.370.370.510.410.440.68
MSCI0.640.371.000.430.650.390.480.420.560.68
APO0.590.490.431.000.430.480.630.520.510.76
SPGI0.680.370.650.431.000.450.490.480.600.70
JPM0.650.370.390.480.451.000.490.790.640.73
BX0.640.510.480.630.490.491.000.530.590.79
GS0.670.410.420.520.480.790.531.000.650.77
BLK0.750.440.560.510.600.640.590.651.000.79
Portfolio0.830.680.680.760.700.730.790.770.791.00
The correlation results are calculated based on daily price changes starting from May 5, 2014
Go to the full Correlations tool for more customization options