TAI | P&I 500 ranking | PortfoliosLab

Asset Allocation

Position	Category/Sector	Target Weight
AMP Ameriprise Financial, Inc.	Financial Services	6.67%
BEN Franklin Resources, Inc.	Financial Services	6.67%
BK The Bank of New York Mellon Corporation	Financial Services	6.67%
BLK BlackRock, Inc.	Financial Services	6.67%
GS The Goldman Sachs Group, Inc.	Financial Services	6.67%
IVZ Invesco Ltd.	Financial Services	6.67%
JPM JPMorgan Chase & Co.	Financial Services	6.67%
MS Morgan Stanley	Financial Services	6.67%
NTRS Northern Trust Corporation	Financial Services	6.67%
PRU Prudential Financial, Inc.	Financial Services	6.67%
SCHW The Charles Schwab Corporation	Financial Services	6.67%
SLF Sun Life Financial Inc.	Financial Services	6.67%
STT State Street Corporation	Financial Services	6.67%
TROW T. Rowe Price Group, Inc.	Financial Services	6.67%
UBS UBS Group AG	Financial Services	6.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in TAI | P&I 500 ranking, 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 Nov 21, 2014, corresponding to the inception date of UBS

Returns By Period

As of Apr 2, 2026, the TAI | P&I 500 ranking returned -4.86% Year-To-Date and 13.93% 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 TAI \| P&I 500 ranking	0.15%	-2.15%	-4.86%	2.17%	26.59%	22.04%	12.31%	13.93%
Portfolio components:
BLK BlackRock, Inc.	0.96%	-7.66%	-9.19%	-15.84%	2.56%	15.89%	7.27%	13.85%
STT State Street Corporation	0.43%	2.98%	1.16%	13.37%	47.79%	23.51%	12.21%	11.31%
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
GS The Goldman Sachs Group, Inc.	0.33%	0.05%	-1.30%	11.87%	56.44%	41.69%	24.33%	20.98%
UBS UBS Group AG	-0.78%	-0.68%	-14.86%	-2.26%	35.82%	28.15%	23.03%	13.30%
BK The Bank of New York Mellon Corporation	0.96%	3.54%	5.67%	15.88%	48.07%	43.25%	24.26%	15.59%
IVZ Invesco Ltd.	-0.74%	-4.70%	-7.37%	3.98%	60.16%	20.43%	3.31%	2.21%
BEN Franklin Resources, Inc.	-0.81%	-10.41%	-0.62%	5.05%	27.32%	0.74%	-0.15%	-0.13%
PRU Prudential Financial, Inc.	-0.41%	-1.18%	-12.38%	-1.70%	-8.81%	11.22%	6.01%	7.79%
TROW T. Rowe Price Group, Inc.	0.33%	-2.04%	-10.61%	-8.92%	1.21%	-2.50%	-8.23%	5.96%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 24, 2014, TAI | P&I 500 ranking's average daily return is +0.05%, while the average monthly return is +1.08%. At this rate, your investment would double in approximately 5.4 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +19.1%, while the worst month was Mar 2020 at -21.0%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, TAI | P&I 500 ranking closed higher 53% of trading days. The best single day was Mar 13, 2020 with a return of +15.7%, while the worst single day was Mar 16, 2020 at -14.2%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.76%	-5.34%	-3.73%	0.61%									-4.86%
2025	7.91%	-3.82%	-7.40%	-1.73%	8.74%	8.30%	4.94%	3.39%	1.10%	-1.48%	1.49%	6.26%	29.64%
2024	-2.61%	2.60%	6.64%	-6.57%	6.18%	-1.59%	5.62%	1.22%	1.50%	4.38%	10.40%	-5.62%	22.78%
2023	9.02%	-2.27%	-9.09%	0.24%	-5.54%	8.04%	7.01%	-3.89%	-4.43%	-6.10%	14.07%	10.84%	15.63%
2022	-1.94%	-5.60%	1.51%	-13.92%	6.67%	-11.68%	8.42%	-2.24%	-9.93%	12.43%	11.60%	-4.17%	-12.53%
2021	1.23%	8.85%	7.18%	5.77%	6.27%	-2.61%	-0.29%	6.55%	-5.36%	10.38%	-6.13%	3.64%	39.57%

Benchmark Metrics

TAI | P&I 500 ranking has an annualized alpha of -0.55%, beta of 1.20, and R² of 0.71 versus S&P 500 Index. Calculated based on daily prices since November 24, 2014.

This portfolio captured 126.40% of S&P 500 Index gains and 124.88% of its losses — amplifying both gains and losses, but participating more in upside than downside.

Alpha: -0.55%

Beta: 1.20

R²: 0.71

Upside Capture: 126.40%

Downside Capture: 124.88%

Expense Ratio

TAI | P&I 500 ranking 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

TAI | P&I 500 ranking ranks 43 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.14	0.88	+0.26
Sortino ratio Return per unit of downside risk	1.60	1.37	+0.23
Omega ratio Gain probability vs. loss probability	1.23	1.21	+0.03
Calmar ratio Return relative to maximum drawdown	1.95	1.39	+0.56
Martin ratio Return relative to average drawdown	6.17	6.43	-0.26
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
BLK BlackRock, Inc.	41	0.09	0.32	1.05	0.20	0.51
STT State Street Corporation	84	1.68	2.07	1.31	3.08	10.65
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
GS The Goldman Sachs Group, Inc.	85	1.77	2.30	1.33	3.12	9.83
UBS UBS Group AG	72	1.23	1.81	1.23	1.39	4.00
BK The Bank of New York Mellon Corporation	88	2.04	2.52	1.38	3.77	11.60
IVZ Invesco Ltd.	82	1.50	2.12	1.30	2.89	7.95
BEN Franklin Resources, Inc.	67	0.90	1.43	1.18	1.46	3.65
PRU Prudential Financial, Inc.	24	-0.33	-0.27	0.96	-0.37	-0.91
TROW T. Rowe Price Group, Inc.	39	0.04	0.28	1.04	0.15	0.38

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.

TAI | P&I 500 ranking Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.14
5-Year: 0.54
10-Year: 0.54
All Time: 0.43

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 1.00 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 TAI | P&I 500 ranking 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

TAI | P&I 500 ranking provided a 3.02% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.02%	2.77%	3.15%	3.22%	3.17%	2.39%	3.03%	3.13%	3.65%	2.03%	2.41%	2.61%
Portfolio components:
BLK BlackRock, Inc.	2.21%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
STT State Street Corporation	2.55%	2.42%	2.18%	3.41%	3.09%	2.34%	2.86%	2.50%	2.82%	1.64%	1.85%	1.99%
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%
GS The Goldman Sachs Group, Inc.	1.80%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
UBS UBS Group AG	3.43%	2.92%	3.46%	0.89%	1.34%	1.04%	3.87%	5.48%	0.00%	3.30%	5.42%	3.87%
BK The Bank of New York Mellon Corporation	1.69%	1.72%	2.32%	3.04%	3.12%	2.24%	2.92%	2.34%	2.21%	1.60%	1.52%	1.65%
IVZ Invesco Ltd.	3.48%	3.18%	4.66%	6.15%	4.07%	2.89%	4.45%	6.84%	7.11%	3.15%	3.66%	3.17%
BEN Franklin Resources, Inc.	5.56%	5.40%	7.69%	3.02%	4.44%	3.37%	4.36%	4.04%	13.32%	1.92%	1.87%	1.71%
PRU Prudential Financial, Inc.	5.59%	4.78%	4.39%	4.82%	4.83%	4.25%	5.64%	4.27%	4.41%	2.61%	2.69%	3.00%
TROW T. Rowe Price Group, Inc.	5.67%	4.96%	4.39%	4.53%	4.40%	3.72%	2.38%	2.50%	3.03%	2.17%	2.87%	5.71%

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 TAI | P&I 500 ranking. 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 TAI | P&I 500 ranking was 49.70%, occurring on Mar 23, 2020. Recovery took 200 trading sessions.

The current TAI | P&I 500 ranking drawdown is 9.93%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-49.7%	Jan 29, 2018	541	Mar 23, 2020	200	Jan 6, 2021	741
-32.29%	Jan 12, 2022	189	Oct 12, 2022	361	Mar 21, 2024	550
-30.58%	Jun 24, 2015	161	Feb 11, 2016	192	Nov 14, 2016	353
-22.88%	Feb 3, 2025	46	Apr 8, 2025	53	Jun 25, 2025	99
-13.56%	Jan 16, 2026	49	Mar 27, 2026	—	—	—

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 15 assets, with an effective number of assets of 15.00, 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	SLF	UBS	SCHW	TROW	BEN	BLK	IVZ	BK	JPM	GS	PRU	STT	NTRS	AMP	MS	Portfolio
Benchmark	1.00	0.59	0.58	0.57	0.73	0.65	0.74	0.65	0.60	0.64	0.67	0.62	0.63	0.63	0.70	0.67	0.76
SLF	0.59	1.00	0.55	0.51	0.54	0.55	0.56	0.55	0.55	0.56	0.56	0.63	0.55	0.56	0.60	0.57	0.69
UBS	0.58	0.55	1.00	0.51	0.53	0.55	0.56	0.58	0.56	0.58	0.61	0.59	0.58	0.56	0.58	0.62	0.71
SCHW	0.57	0.51	0.51	1.00	0.56	0.59	0.60	0.61	0.70	0.68	0.66	0.67	0.68	0.71	0.70	0.70	0.79
TROW	0.73	0.54	0.53	0.56	1.00	0.74	0.75	0.71	0.61	0.60	0.61	0.64	0.63	0.65	0.68	0.63	0.79
BEN	0.65	0.55	0.55	0.59	0.74	1.00	0.69	0.77	0.64	0.61	0.63	0.67	0.66	0.67	0.70	0.65	0.81
BLK	0.74	0.56	0.56	0.60	0.75	0.69	1.00	0.69	0.63	0.64	0.65	0.63	0.66	0.66	0.69	0.68	0.80
IVZ	0.65	0.55	0.58	0.61	0.71	0.77	0.69	1.00	0.66	0.65	0.68	0.68	0.69	0.69	0.72	0.69	0.84
BK	0.60	0.55	0.56	0.70	0.61	0.64	0.63	0.66	1.00	0.74	0.70	0.72	0.83	0.81	0.71	0.72	0.85
JPM	0.64	0.56	0.58	0.68	0.60	0.61	0.64	0.65	0.74	1.00	0.79	0.75	0.72	0.73	0.73	0.79	0.84
GS	0.67	0.56	0.61	0.66	0.61	0.63	0.65	0.68	0.70	0.79	1.00	0.71	0.71	0.71	0.71	0.85	0.84
PRU	0.62	0.63	0.59	0.67	0.64	0.67	0.63	0.68	0.72	0.75	0.71	1.00	0.74	0.74	0.77	0.73	0.85
STT	0.63	0.55	0.58	0.68	0.63	0.66	0.66	0.69	0.83	0.72	0.71	0.74	1.00	0.82	0.72	0.73	0.86
NTRS	0.63	0.56	0.56	0.71	0.65	0.67	0.66	0.69	0.81	0.73	0.71	0.74	0.82	1.00	0.74	0.73	0.87
AMP	0.70	0.60	0.58	0.70	0.68	0.70	0.69	0.72	0.71	0.73	0.71	0.77	0.72	0.74	1.00	0.74	0.86
MS	0.67	0.57	0.62	0.70	0.63	0.65	0.68	0.69	0.72	0.79	0.85	0.73	0.73	0.73	0.74	1.00	0.87
Portfolio	0.76	0.69	0.71	0.79	0.79	0.81	0.80	0.84	0.85	0.84	0.84	0.85	0.86	0.87	0.86	0.87	1.00

The correlation results are calculated based on daily price changes starting from Nov 24, 2014

TAI | P&I 500 ranking

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