2025-08 Stock Rater test 4

Asset Allocation

Position	Category/Sector	Target Weight
WMT Walmart Inc.	Consumer Defensive	5.56%
ADP Automatic Data Processing, Inc.	Industrials	5.56%
PEG Public Service Enterprise Group Incorporated	Utilities	5.56%
NKE NIKE, Inc.	Consumer Cyclical	5.56%
SYK Stryker Corporation	Healthcare	5.56%
KR The Kroger Co.	Consumer Defensive	5.56%
WMB The Williams Companies, Inc.	Energy	5.56%
PG The Procter & Gamble Company	Consumer Defensive	5.56%
CPK Chesapeake Utilities Corporation	Utilities	5.56%
CVX Chevron Corporation	Energy	5.56%
HON Honeywell International Inc	Industrials	5.56%
PSA Public Storage	Real Estate	5.56%
LMT Lockheed Martin Corporation	Industrials	5.56%
BLDR Builders FirstSource, Inc.	Industrials	5.56%
COP ConocoPhillips Company	Energy	5.56%
CRM Salesforce, Inc.	Technology	5.56%
ED Consolidated Edison, Inc.	Utilities	5.56%
MRSH Marsh & McLennan Companies, Inc	Financial Services	5.56%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for 2025-08 Stock Rater test 4

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2025-08 Stock Rater test 4, 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 charts...

Returns By Period

As of Jun 13, 2026, the 2025-08 Stock Rater test 4 returned 2.51% Year-To-Date and 13.69% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 2025-08 Stock Rater test 4	0.45%	2.00%	2.51%	1.40%	0.85%	8.29%	10.33%	13.69%
Portfolio components:
ADP Automatic Data Processing, Inc.	0.96%	6.27%	-10.66%	-13.64%	-24.22%	3.25%	4.80%	12.40%
BLDR Builders FirstSource, Inc.	-1.02%	10.45%	-24.41%	-28.31%	-30.12%	-14.86%	12.14%	21.56%
COP ConocoPhillips Company	1.40%	-4.44%	26.87%	24.31%	24.65%	7.68%	18.49%	13.66%
CPK Chesapeake Utilities Corporation	1.01%	-0.98%	-0.45%	-1.95%	5.77%	0.97%	2.45%	9.34%
CRM Salesforce, Inc.	-0.34%	-4.14%	-37.06%	-36.31%	-35.16%	-6.88%	-6.82%	7.60%
CVX Chevron Corporation	0.75%	-1.13%	25.18%	27.20%	33.69%	10.25%	16.33%	10.94%
ED Consolidated Edison, Inc.	0.84%	2.26%	10.24%	12.27%	7.08%	9.08%	10.68%	7.01%
HON Honeywell International Inc	0.54%	3.32%	14.11%	14.95%	6.49%	7.43%	2.86%	10.02%
KR The Kroger Co.	0.92%	-1.98%	4.64%	3.46%	0.76%	13.84%	13.21%	8.32%
LMT Lockheed Martin Corporation	-1.52%	5.40%	13.04%	13.84%	14.07%	8.98%	9.78%	11.37%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 28, 2005, 2025-08 Stock Rater test 4's average daily return is +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2020 with a return of +14.1%, while the worst month was Oct 2008 at -15.5%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 2025-08 Stock Rater test 4 closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -11.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.21%	4.06%	-4.49%	-2.23%	-1.91%	1.27%							2.51%
2025	2.67%	0.75%	-1.24%	-2.07%	0.65%	1.43%	-0.62%	1.54%	-0.99%	-3.66%	0.53%	-0.67%	-1.83%
2024	0.43%	3.67%	4.31%	-2.72%	1.48%	-1.52%	4.84%	4.32%	3.49%	-1.34%	7.43%	-7.13%	17.65%
2023	3.66%	-3.10%	4.85%	2.10%	-2.88%	5.55%	2.39%	-1.24%	-4.26%	-1.02%	5.62%	3.52%	15.48%
2022	-2.03%	1.55%	6.08%	-3.89%	0.50%	-8.80%	7.97%	-2.16%	-8.68%	11.69%	4.75%	-2.80%	2.00%
2021	-3.17%	4.06%	6.58%	3.57%	1.48%	1.66%	2.39%	3.39%	-2.88%	7.32%	-0.76%	7.11%	34.59%

Benchmark Metrics

2025-08 Stock Rater test 4 has an annualized alpha of 5.75%, beta of 0.86, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since June 28, 2005.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.08%) than losses (71.89%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.75% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.86 and R2 of 0.82, 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: 5.75%

Beta: 0.86

R²: 0.82

Upside Capture: 95.08%

Downside Capture: 71.89%

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

Expense Ratio

2025-08 Stock Rater test 4 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

2025-08 Stock Rater test 4 ranks 5 for risk / return — in the bottom 5% 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 2025-08 Stock Rater test 4 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	0.03	1.86	-1.83
Sortino ratioReturn per unit of downside risk	0.12	2.53	-2.42
Omega ratioGain probability vs. loss probability	1.01	1.34	-0.32
Calmar ratioReturn relative to maximum drawdown	0.03	2.53	-2.50
Martin ratioReturn relative to average drawdown	0.07	11.37	-11.30

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
ADP Automatic Data Processing, Inc.	11	-1.02	-1.41	0.83	-0.65	-1.21
BLDR Builders FirstSource, Inc.	17	-0.67	-0.90	0.91	-0.59	-1.11
COP ConocoPhillips Company	69	0.95	1.43	1.17	1.86	4.08
CPK Chesapeake Utilities Corporation	47	0.23	0.44	1.05	0.34	0.70
CRM Salesforce, Inc.	6	-0.98	-1.38	0.84	-0.95	-1.78
CVX Chevron Corporation	80	1.57	2.12	1.27	2.48	6.10
ED Consolidated Edison, Inc.	54	0.44	0.72	1.08	0.76	1.59
HON Honeywell International Inc	48	0.24	0.52	1.06	0.34	0.59
KR The Kroger Co.	42	0.06	0.29	1.03	0.08	0.15
LMT Lockheed Martin Corporation	60	0.69	1.05	1.14	0.73	1.69

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. Learn how to interpret the Sharpe ratio.

The current 2025-08 Stock Rater test 4 Sharpe ratio is 0.03 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 1.53 to 2.41, 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 2025-08 Stock Rater test 4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

2025-08 Stock Rater test 4 provided a 2.35% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.35%	2.44%	2.26%	2.38%	2.47%	2.12%	2.59%	2.23%	2.45%	2.13%	2.35%	2.92%
Portfolio components:
ADP Automatic Data Processing, Inc.	2.94%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
BLDR Builders FirstSource, 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%
COP ConocoPhillips Company	2.82%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%
CPK Chesapeake Utilities Corporation	2.22%	2.16%	2.07%	2.18%	1.76%	1.29%	1.59%	1.65%	1.77%	1.63%	1.80%	2.00%
CRM Salesforce, Inc.	1.28%	0.63%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CVX Chevron Corporation	3.73%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
ED Consolidated Edison, Inc.	3.23%	3.42%	3.72%	3.56%	3.32%	3.63%	4.23%	3.27%	3.74%	3.25%	3.64%	4.05%
HON Honeywell International Inc	2.10%	2.25%	1.93%	1.99%	1.85%	1.81%	1.71%	1.90%	2.24%	1.79%	2.11%	2.07%
KR The Kroger Co.	2.16%	2.14%	2.00%	2.41%	2.11%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%
LMT Lockheed Martin Corporation	2.53%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%

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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the 2025-08 Stock Rater test 4. 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 2025-08 Stock Rater test 4 was 43.58%, occurring on Mar 9, 2009. Recovery took 277 trading sessions.

The current 2025-08 Stock Rater test 4 drawdown is 7.60%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-43.58%Mar 2009	9mo 6d	1y 1mo	1y 10moJun 2008 - Apr 2010
COVID crash2020	-34.29%Mar 2020	1mo 1d	5mo 8d	6mo 9dFeb 2020 - Aug 2020
Bear market2022	-17.38%Sep 2022	5mo 12d	6mo 12d	11mo 24dApr 2022 - Apr 2023
2011 correction2011	-16.45%Oct 2011	2mo 27d	2mo 21d	5mo 18dJul 2011 - Dec 2011
Rate-hike selloffLate 2018	-15.14%Dec 2018	3mo 1d	1mo 20d	4mo 21dSep 2018 - Feb 2019

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 18 assets, with an effective number of assets of 18.00, 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	10Y	All Time
Diversification Ratio	2.58	2.10	1.85	1.68	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.

2025-08 Stock Rater test 4 correlation to the S&P 500 Index

2025-08 Stock Rater test 4 has a 0.23 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	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.51
Correlation (5Y) Calculated over the trailing 5-year period	0.66
Correlation (10Y) Calculated over the trailing 10-year period	0.73
Correlation (All Time) Calculated using the full available price history since Jun 28, 2005	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. HON has the highest benchmark correlation at 0.70, while KR has the lowest at 0.31.

0.31

0.32

0.36

0.43

0.44

0.45

0.46

0.49

0.50

0.51

0.52

0.54

0.58

0.58

0.61

0.61

0.66

0.70

Portfolio Correlations

Correlation vs. 2025-08 Stock Rater test 4. HON has the highest portfolio correlation at 0.70, while KR has the lowest at 0.45.

0.45

WMT

0.48

0.49

CPK

0.51

0.53

0.53

0.54

0.55

0.58

0.58

0.59

0.60

0.61

0.61

0.63

0.64

0.67

0.70

Asset Correlations Table

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

	KR	CPK	CRM	WMT	BLDR	ED	COP	LMT	WMB	PG	NKE	PSA	PEG	CVX	SYK	MRSH	ADP	HON
KR	1.00	0.23	0.17	0.39	0.19	0.27	0.19	0.25	0.19	0.31	0.24	0.26	0.24	0.24	0.24	0.28	0.28	0.28
CPK	0.23	1.00	0.17	0.24	0.25	0.44	0.21	0.28	0.26	0.33	0.24	0.36	0.41	0.26	0.29	0.32	0.33	0.33
CRM	0.17	0.17	1.00	0.21	0.33	0.11	0.27	0.25	0.30	0.23	0.39	0.27	0.19	0.27	0.38	0.37	0.44	0.40
WMT	0.39	0.24	0.21	1.00	0.20	0.32	0.17	0.29	0.19	0.42	0.31	0.32	0.30	0.23	0.33	0.36	0.37	0.33
BLDR	0.19	0.25	0.33	0.20	1.00	0.13	0.30	0.23	0.31	0.21	0.38	0.31	0.20	0.31	0.32	0.36	0.35	0.41
ED	0.27	0.44	0.11	0.32	0.13	1.00	0.18	0.32	0.25	0.45	0.21	0.42	0.66	0.25	0.33	0.33	0.33	0.30
COP	0.19	0.21	0.27	0.17	0.30	0.18	1.00	0.30	0.60	0.22	0.27	0.21	0.29	0.79	0.27	0.31	0.33	0.41
LMT	0.25	0.28	0.25	0.29	0.23	0.32	0.30	1.00	0.27	0.34	0.30	0.32	0.32	0.33	0.34	0.38	0.41	0.50
WMB	0.19	0.26	0.30	0.19	0.31	0.25	0.60	0.27	1.00	0.23	0.29	0.29	0.36	0.59	0.30	0.31	0.33	0.41
PG	0.31	0.33	0.23	0.42	0.21	0.45	0.22	0.34	0.23	1.00	0.32	0.38	0.40	0.28	0.39	0.41	0.43	0.39
NKE	0.24	0.24	0.39	0.31	0.38	0.21	0.27	0.30	0.29	0.32	1.00	0.34	0.27	0.30	0.39	0.40	0.45	0.47
PSA	0.26	0.36	0.27	0.32	0.31	0.42	0.21	0.32	0.29	0.38	0.34	1.00	0.39	0.26	0.37	0.42	0.41	0.39
PEG	0.24	0.41	0.19	0.30	0.20	0.66	0.29	0.32	0.36	0.40	0.27	0.39	1.00	0.33	0.35	0.34	0.36	0.38
CVX	0.24	0.26	0.27	0.23	0.31	0.25	0.79	0.33	0.59	0.28	0.30	0.26	0.33	1.00	0.32	0.36	0.38	0.45
SYK	0.24	0.29	0.38	0.33	0.32	0.33	0.27	0.34	0.30	0.39	0.39	0.37	0.35	0.32	1.00	0.47	0.48	0.47
MRSH	0.28	0.32	0.37	0.36	0.36	0.33	0.31	0.38	0.31	0.41	0.40	0.42	0.34	0.36	0.47	1.00	0.55	0.50
ADP	0.28	0.33	0.44	0.37	0.35	0.33	0.33	0.41	0.33	0.43	0.45	0.41	0.36	0.38	0.48	0.55	1.00	0.55
HON	0.28	0.33	0.40	0.33	0.41	0.30	0.41	0.50	0.41	0.39	0.47	0.39	0.38	0.45	0.47	0.50	0.55	1.00

The correlation results are calculated based on daily price changes starting from Jun 28, 2005

Diversification Analysis

Find what 2025-08 Stock Rater test 4 is missing

See which holdings overlap, where 2025-08 Stock Rater test 4 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification