2025-08 Stock Rater test 4

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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.

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The earliest data available for this chart is Jun 28, 2005, corresponding to the inception date of BLDR

Returns By Period

As of Apr 3, 2026, the 2025-08 Stock Rater test 4 returned 4.93% Year-To-Date and 14.36% 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 2025-08 Stock Rater test 4	0.70%	-4.73%	4.93%	0.94%	-0.25%	9.60%	12.21%	14.36%
Portfolio components:
WMT Walmart Inc.	0.84%	-1.46%	13.14%	24.19%	41.38%	37.98%	24.34%	20.62%
ADP Automatic Data Processing, Inc.	1.36%	-4.89%	-20.03%	-28.58%	-31.93%	0.26%	3.69%	10.95%
PEG Public Service Enterprise Group Incorporated	0.73%	-1.77%	2.71%	1.91%	0.80%	13.81%	10.12%	9.41%
NKE NIKE, Inc.	-0.99%	-25.59%	-30.18%	-39.97%	-30.27%	-27.29%	-18.49%	-1.72%
SYK Stryker Corporation	0.65%	-13.56%	-5.42%	-9.04%	-11.32%	5.88%	7.52%	12.98%
KR The Kroger Co.	2.57%	5.41%	16.38%	10.16%	9.75%	15.67%	17.48%	8.84%
WMB The Williams Companies, Inc.	0.24%	-4.43%	20.64%	14.14%	20.71%	39.82%	30.72%	23.19%
PG The Procter & Gamble Company	-0.67%	-10.39%	0.58%	-4.54%	-13.25%	1.10%	3.87%	8.50%
CPK Chesapeake Utilities Corporation	1.37%	-5.12%	4.31%	-2.63%	1.87%	2.80%	4.25%	9.84%
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 29, 2005, 2025-08 Stock Rater test 4's average daily return is +0.06%, while the average monthly return is +1.18%. At this rate, your investment would double in approximately 4.9 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%	-0.59%									4.93%
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 6.41%, beta of 0.87, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since June 29, 2005.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (98.92%) than losses (72.46%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 6.41% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.87 and R² of 0.83, 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: 6.41%

Beta: 0.87

R²: 0.83

Upside Capture: 98.92%

Downside Capture: 72.46%

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	-0.02	0.88	-0.90
Sortino ratio Return per unit of downside risk	0.07	1.37	-1.30
Omega ratio Gain probability vs. loss probability	1.01	1.21	-0.20
Calmar ratio Return relative to maximum drawdown	0.02	1.39	-1.37
Martin ratio Return relative to average drawdown	0.07	6.43	-6.37
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
WMT Walmart Inc.	87	1.72	2.65	1.33	3.92	10.75
ADP Automatic Data Processing, Inc.	3	-1.42	-1.98	0.75	-0.86	-1.78
PEG Public Service Enterprise Group Incorporated	38	0.04	0.19	1.02	0.11	0.21
NKE NIKE, Inc.	11	-0.69	-0.81	0.89	-0.70	-1.89
SYK Stryker Corporation	18	-0.50	-0.60	0.93	-0.55	-1.25
KR The Kroger Co.	48	0.35	0.74	1.08	0.43	0.93
WMB The Williams Companies, Inc.	66	0.84	1.21	1.16	1.84	3.95
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
CPK Chesapeake Utilities Corporation	39	0.09	0.26	1.03	0.15	0.29
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67

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.

2025-08 Stock Rater test 4 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: -0.02
5-Year: 0.89
10-Year: 0.89
All Time: 0.77

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 0.98 to 1.66, 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.

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Dividends

Dividend yield

2025-08 Stock Rater test 4 provided a 2.32% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.32%	2.44%	2.26%	2.38%	2.47%	2.12%	2.59%	2.23%	2.45%	2.13%	2.35%	2.92%
Portfolio components:
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%
ADP Automatic Data Processing, Inc.	3.18%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
PEG Public Service Enterprise Group Incorporated	3.13%	3.14%	2.84%	3.73%	3.53%	3.06%	3.36%	3.18%	3.46%	3.34%	3.74%	4.03%
NKE NIKE, Inc.	3.67%	2.53%	2.00%	1.28%	1.07%	0.68%	0.71%	0.89%	1.11%	1.18%	1.30%	0.93%
SYK Stryker Corporation	1.04%	0.97%	0.90%	1.02%	1.16%	0.97%	0.96%	1.02%	1.23%	1.13%	1.31%	1.52%
KR The Kroger Co.	1.89%	2.14%	2.00%	2.41%	2.11%	1.72%	2.14%	2.07%	1.93%	1.79%	1.30%	0.94%
WMB The Williams Companies, Inc.	2.81%	3.33%	3.51%	5.14%	5.17%	6.30%	7.98%	6.41%	6.17%	3.94%	5.39%	9.53%
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%
CPK Chesapeake Utilities Corporation	2.12%	2.16%	2.07%	2.18%	1.76%	1.29%	1.59%	1.65%	1.77%	1.63%	1.80%	2.00%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%

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 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 5.42%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.58%	Jun 6, 2008	190	Mar 9, 2009	277	Apr 14, 2010	467
-34.29%	Feb 21, 2020	22	Mar 23, 2020	111	Aug 28, 2020	133
-17.38%	Apr 21, 2022	113	Sep 30, 2022	130	Apr 10, 2023	243
-16.45%	Jul 8, 2011	61	Oct 3, 2011	58	Dec 23, 2011	119
-15.14%	Sep 24, 2018	64	Dec 24, 2018	33	Feb 12, 2019	97

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 18 assets, with an effective number of assets of 18.00, 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	KR	CPK	WMT	CRM	BLDR	ED	LMT	COP	WMB	PG	NKE	PEG	PSA	CVX	SYK	MRSH	ADP	HON	Portfolio
Benchmark	1.00	0.32	0.36	0.43	0.59	0.52	0.33	0.46	0.51	0.52	0.46	0.58	0.44	0.49	0.55	0.61	0.62	0.67	0.70	0.84
KR	0.32	1.00	0.23	0.39	0.17	0.19	0.26	0.25	0.19	0.19	0.31	0.24	0.24	0.26	0.24	0.24	0.28	0.28	0.28	0.45
CPK	0.36	0.23	1.00	0.24	0.18	0.26	0.44	0.28	0.21	0.26	0.33	0.25	0.41	0.36	0.27	0.29	0.32	0.34	0.33	0.51
WMT	0.43	0.39	0.24	1.00	0.22	0.21	0.32	0.29	0.17	0.18	0.42	0.31	0.30	0.32	0.23	0.33	0.36	0.38	0.34	0.48
CRM	0.59	0.17	0.18	0.22	1.00	0.33	0.11	0.25	0.27	0.30	0.23	0.39	0.20	0.28	0.27	0.39	0.37	0.43	0.40	0.55
BLDR	0.52	0.19	0.26	0.21	0.33	1.00	0.14	0.23	0.31	0.32	0.20	0.38	0.20	0.31	0.32	0.32	0.36	0.35	0.41	0.61
ED	0.33	0.26	0.44	0.32	0.11	0.14	1.00	0.32	0.18	0.24	0.45	0.21	0.66	0.42	0.25	0.33	0.33	0.34	0.30	0.49
LMT	0.46	0.25	0.28	0.29	0.25	0.23	0.32	1.00	0.30	0.27	0.35	0.30	0.32	0.33	0.33	0.34	0.38	0.42	0.50	0.53
COP	0.51	0.19	0.21	0.17	0.27	0.31	0.18	0.30	1.00	0.60	0.22	0.28	0.29	0.21	0.79	0.28	0.31	0.34	0.42	0.59
WMB	0.52	0.19	0.26	0.18	0.30	0.32	0.24	0.27	0.60	1.00	0.23	0.30	0.36	0.29	0.59	0.30	0.31	0.34	0.42	0.60
PG	0.46	0.31	0.33	0.42	0.23	0.20	0.45	0.35	0.22	0.23	1.00	0.33	0.40	0.38	0.28	0.39	0.42	0.43	0.39	0.53
NKE	0.58	0.24	0.25	0.31	0.39	0.38	0.21	0.30	0.28	0.30	0.33	1.00	0.27	0.34	0.31	0.39	0.40	0.46	0.47	0.59
PEG	0.44	0.24	0.41	0.30	0.20	0.20	0.66	0.32	0.29	0.36	0.40	0.27	1.00	0.39	0.34	0.36	0.34	0.37	0.38	0.55
PSA	0.49	0.26	0.36	0.32	0.28	0.31	0.42	0.33	0.21	0.29	0.38	0.34	0.39	1.00	0.26	0.37	0.43	0.42	0.40	0.58
CVX	0.55	0.24	0.27	0.23	0.27	0.32	0.25	0.33	0.79	0.59	0.28	0.31	0.34	0.26	1.00	0.32	0.36	0.39	0.46	0.63
SYK	0.61	0.24	0.29	0.33	0.39	0.32	0.33	0.34	0.28	0.30	0.39	0.39	0.36	0.37	0.32	1.00	0.47	0.48	0.48	0.61
MRSH	0.62	0.28	0.32	0.36	0.37	0.36	0.33	0.38	0.31	0.31	0.42	0.40	0.34	0.43	0.36	0.47	1.00	0.55	0.50	0.64
ADP	0.67	0.28	0.34	0.38	0.43	0.35	0.34	0.42	0.34	0.34	0.43	0.46	0.37	0.42	0.39	0.48	0.55	1.00	0.56	0.67
HON	0.70	0.28	0.33	0.34	0.40	0.41	0.30	0.50	0.42	0.42	0.39	0.47	0.38	0.40	0.46	0.48	0.50	0.56	1.00	0.71
Portfolio	0.84	0.45	0.51	0.48	0.55	0.61	0.49	0.53	0.59	0.60	0.53	0.59	0.55	0.58	0.63	0.61	0.64	0.67	0.71	1.00

The correlation results are calculated based on daily price changes starting from Jun 29, 2005

2025-08 Stock Rater test 4

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