TAI | P&I 500 ranking | PortfoliosLab

Asset Allocation

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

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 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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Returns By Period

As of Jun 6, 2026, the TAI | P&I 500 ranking returned 9.95% Year-To-Date and 15.38% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio TAI \| P&I 500 ranking	-0.17%	3.59%	9.95%	13.42%	36.54%	27.47%	13.27%	15.38%
Portfolio components:
AMP Ameriprise Financial, Inc.	-1.16%	-3.48%	-7.75%	-5.11%	-12.20%	14.20%	13.17%	18.65%
BEN Franklin Resources, Inc.	0.19%	1.10%	33.31%	39.64%	51.74%	11.88%	2.91%	4.28%
BLK BlackRock, Inc.	-0.08%	-7.79%	-6.02%	-5.28%	2.69%	15.91%	5.20%	13.89%
BNY The Bank of New York Mellon Corporation	-0.43%	8.64%	23.16%	24.93%	59.92%	51.12%	26.33%	16.08%
GS The Goldman Sachs Group, Inc.	0.61%	12.08%	20.04%	21.74%	73.62%	49.42%	25.24%	23.96%
IVZ Invesco Ltd.	0.73%	0.64%	6.54%	8.44%	98.16%	25.82%	3.83%	4.48%
JPM JPMorgan Chase & Co.	-0.40%	2.98%	-2.52%	-0.35%	19.35%	33.18%	16.72%	20.32%
MS Morgan Stanley	0.15%	9.92%	20.86%	21.34%	64.89%	39.40%	21.89%	27.13%
NTRS Northern Trust Corporation	-0.80%	5.91%	25.08%	27.99%	60.27%	35.23%	10.74%	12.06%
PRU Prudential Financial, Inc.	-0.86%	4.29%	-5.60%	-4.28%	3.57%	12.48%	4.51%	8.31%

*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 +0.06%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 years.

Historically, 60% of months were positive and 40% 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%	12.07%	2.48%	1.25%							9.95%
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 -0.48%, 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 124.96% of S&P 500 Index gains and 123.25% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha: -0.48%

Beta: 1.20

R²: 0.71

Upside Capture: 124.96%

Downside Capture: 123.25%

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 37 for risk / return — below 37% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 TAI | P&I 500 ranking and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.02	1.94	+0.09
Sortino ratioReturn per unit of downside risk	2.63	2.63	+0.01
Omega ratioGain probability vs. loss probability	1.34	1.35	-0.01
Calmar ratioReturn relative to maximum drawdown	2.71	2.59	+0.12
Martin ratioReturn relative to average drawdown	8.87	11.84	-2.97
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMP Ameriprise Financial, Inc.	21	-0.49	-0.52	0.93	-0.59	-1.04
BEN Franklin Resources, Inc.	83	1.89	2.52	1.32	2.71	6.80
BLK BlackRock, Inc.	42	0.10	0.32	1.04	0.12	0.27
BNY The Bank of New York Mellon Corporation	94	3.03	3.76	1.49	5.93	16.81
GS The Goldman Sachs Group, Inc.	91	2.64	3.24	1.43	3.81	12.74
IVZ Invesco Ltd.	92	2.82	3.50	1.46	4.48	12.09
JPM JPMorgan Chase & Co.	66	0.90	1.30	1.17	1.26	2.98
MS Morgan Stanley	90	2.55	3.16	1.43	3.46	11.46
NTRS Northern Trust Corporation	91	2.31	3.24	1.40	4.89	13.20
PRU Prudential Financial, Inc.	44	0.16	0.36	1.05	0.17	0.36

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 Jun 6, 2026 (values are recalculated daily):

1-Year: 2.02
5-Year: 0.58
10-Year: 0.60
All Time: 0.48

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 1.62 to 2.51, 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 2.53% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.53%	2.77%	3.15%	3.22%	3.17%	2.39%	3.03%	3.13%	3.65%	2.03%	2.41%	2.61%
Portfolio components:
AMP Ameriprise Financial, Inc.	1.45%	1.28%	1.09%	1.40%	1.57%	1.47%	2.10%	2.29%	3.38%	1.91%	2.63%	2.43%
BEN Franklin Resources, Inc.	4.14%	5.40%	7.69%	3.02%	4.44%	3.37%	4.36%	4.04%	13.32%	1.92%	1.87%	1.71%
BLK BlackRock, Inc.	2.20%	1.95%	1.99%	2.46%	2.75%	1.80%	2.01%	2.63%	3.08%	1.95%	2.41%	2.56%
BNY The Bank of New York Mellon Corporation	1.50%	1.72%	2.32%	3.04%	3.12%	2.24%	2.92%	2.34%	2.21%	1.60%	1.52%	1.65%
GS The Goldman Sachs Group, Inc.	1.63%	1.59%	2.01%	2.72%	2.62%	1.70%	1.90%	1.80%	1.89%	1.14%	1.09%	1.41%
IVZ Invesco Ltd.	3.07%	3.18%	4.66%	6.15%	4.07%	2.89%	4.45%	6.84%	7.11%	3.15%	3.66%	3.17%
JPM JPMorgan Chase & Co.	1.90%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
MS Morgan Stanley	1.88%	2.17%	2.82%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%
NTRS Northern Trust Corporation	1.89%	2.27%	2.93%	3.56%	3.28%	2.34%	3.01%	2.45%	2.32%	1.60%	1.66%	1.96%
PRU Prudential Financial, Inc.	5.30%	4.78%	4.39%	4.82%	4.83%	4.25%	5.64%	4.27%	4.41%	2.61%	2.69%	3.00%

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 1.20%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-49.70%Mar 2020	2y 1mo	9mo 19d	2y 11moJan 2018 - Jan 2021
Bear market2022	-32.29%Oct 2022	9mo 3d	1y 5mo	2y 2moJan 2022 - Mar 2024
2016 bear market2016	-30.58%Feb 2016	7mo 22d	9mo 7d	1y 4moJun 2015 - Nov 2016
2025 selloff2025	-22.88%Apr 2025	2mo 4d	2mo 18d	4mo 22dFeb 2025 - Jun 2025
2026 correction2026	-13.56%Mar 2026	2mo 10d	1mo 4d	3mo 14dJan 2026 - Apr 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. 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	1.38	1.29	1.24	1.19	1.20

The portfolio has a diversification ratio of 1.20, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

TAI | P&I 500 ranking correlation to the S&P 500 Index

TAI | P&I 500 ranking has a 0.72 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	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.69
Correlation (5Y) Calculated over the trailing 5-year period	0.76
Correlation (10Y) Calculated over the trailing 10-year period	0.75
Correlation (All Time) Calculated using the full available price history since Nov 24, 2014	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. BLK has the highest benchmark correlation at 0.73, while SCHW has the lowest at 0.56.

0.56

0.58

0.59

0.60

0.62

0.63

0.63

0.64

0.65

0.65

0.67

AMP

0.69

TROW

0.73

BLK

0.73

Portfolio Correlations

Correlation vs. TAI | P&I 500 ranking. MS has the highest portfolio correlation at 0.87, while SLF has the lowest at 0.68.

0.68

0.72

0.78

0.79

0.80

0.81

0.83

0.84

0.84

0.85

0.86

0.86

0.86

0.87

Asset Correlations Table

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

	SLF	UBS	SCHW	TROW	BEN	BLK	IVZ	JPM	BNY	GS	PRU	STT	NTRS	AMP	MS
SLF	1.00	0.54	0.50	0.54	0.55	0.56	0.55	0.56	0.54	0.56	0.63	0.55	0.56	0.60	0.57
UBS	0.54	1.00	0.51	0.53	0.55	0.56	0.58	0.58	0.56	0.61	0.59	0.58	0.56	0.58	0.62
SCHW	0.50	0.51	1.00	0.56	0.59	0.60	0.60	0.67	0.70	0.65	0.67	0.67	0.70	0.70	0.70
TROW	0.54	0.53	0.56	1.00	0.74	0.75	0.70	0.60	0.60	0.61	0.63	0.63	0.65	0.68	0.63
BEN	0.55	0.55	0.59	0.74	1.00	0.69	0.77	0.61	0.64	0.63	0.67	0.66	0.67	0.70	0.65
BLK	0.56	0.56	0.60	0.75	0.69	1.00	0.69	0.63	0.63	0.65	0.63	0.66	0.66	0.69	0.68
IVZ	0.55	0.58	0.60	0.70	0.77	0.69	1.00	0.64	0.65	0.67	0.68	0.68	0.69	0.72	0.69
JPM	0.56	0.58	0.67	0.60	0.61	0.63	0.64	1.00	0.73	0.78	0.75	0.72	0.73	0.72	0.78
BNY	0.54	0.56	0.70	0.60	0.64	0.63	0.65	0.73	1.00	0.70	0.72	0.82	0.81	0.70	0.72
GS	0.56	0.61	0.65	0.61	0.63	0.65	0.67	0.78	0.70	1.00	0.70	0.71	0.71	0.70	0.85
PRU	0.63	0.59	0.67	0.63	0.67	0.63	0.68	0.75	0.72	0.70	1.00	0.73	0.74	0.76	0.73
STT	0.55	0.58	0.67	0.63	0.66	0.66	0.68	0.72	0.82	0.71	0.73	1.00	0.82	0.71	0.73
NTRS	0.56	0.56	0.70	0.65	0.67	0.66	0.69	0.73	0.81	0.71	0.74	0.82	1.00	0.73	0.73
AMP	0.60	0.58	0.70	0.68	0.70	0.69	0.72	0.72	0.70	0.70	0.76	0.71	0.73	1.00	0.73
MS	0.57	0.62	0.70	0.63	0.65	0.68	0.69	0.78	0.72	0.85	0.73	0.73	0.73	0.73	1.00

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

Diversification Analysis

Find what TAI | P&I 500 ranking is missing

See which holdings overlap, where TAI | P&I 500 ranking is concentrated, and which low-correlation assets could fill the gaps.

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