Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10)

Asset Allocation

Position	Category/Sector	Target Weight
AMD Advanced Micro Devices, Inc.	Technology	3.04%
MA Mastercard Inc	Financial Services	9.86%
MSFT Microsoft Corporation	Technology	33.39%
NFLX Netflix, Inc.	Communication Services	4.97%
NOW ServiceNow, Inc	Technology	11.59%
NVDA NVIDIA Corporation	Technology	17.65%
PANW Palo Alto Networks, Inc.	Technology	9.02%
TSLA Tesla, Inc.	Consumer Cyclical	7.55%
V Visa Inc.	Financial Services	2.93%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10), 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 Jul 20, 2012, corresponding to the inception date of PANW

Returns By Period

As of Apr 15, 2026, the Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) returned -13.33% Year-To-Date and 36.76% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.18%	4.00%	1.78%	4.44%	29.11%	18.97%	10.81%	12.85%
Portfolio Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10)	1.94%	-1.27%	-13.33%	-17.66%	12.12%	29.81%	21.84%	36.76%
Portfolio components:
AMD Advanced Micro Devices, Inc.	3.34%	31.89%	19.10%	16.96%	169.92%	40.61%	25.17%	57.59%
MA Mastercard Inc	0.90%	3.22%	-9.82%	-9.35%	0.73%	11.93%	6.45%	18.87%
MSFT Microsoft Corporation	2.27%	-0.62%	-18.53%	-23.14%	2.14%	12.04%	9.56%	23.16%
NFLX Netflix, Inc.	3.02%	11.51%	13.35%	-12.55%	14.12%	46.41%	14.11%	25.29%
NVDA NVIDIA Corporation	3.80%	9.02%	5.37%	9.17%	77.54%	94.43%	64.94%	71.19%
V Visa Inc.	0.64%	1.38%	-11.03%	-10.26%	-6.41%	10.82%	7.38%	15.35%
PANW Palo Alto Networks, Inc.	-0.57%	-3.25%	-12.27%	-22.15%	-4.94%	17.46%	21.22%	21.29%
NOW ServiceNow, Inc	-1.43%	-22.73%	-42.69%	-51.83%	-45.12%	-1.76%	-4.73%	21.37%
TSLA Tesla, Inc.	3.34%	-6.90%	-19.02%	-15.15%	44.32%	25.33%	8.14%	35.89%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 23, 2012, Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10)'s average daily return is +0.14%, while the average monthly return is +2.83%. At this rate, an investment would double in approximately 2.1 years.

Historically, 69% of months were positive and 31% were negative. The best month was Aug 2020 with a return of +19.1%, while the worst month was Apr 2022 at -16.0%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +13.2%, 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	-7.67%	-7.13%	-2.96%	4.15%									-13.33%
2025	-1.52%	-3.30%	-8.24%	6.57%	13.81%	6.79%	2.13%	-0.61%	4.56%	3.61%	-7.85%	-0.27%	14.38%
2024	8.57%	8.34%	2.34%	-5.34%	7.23%	9.32%	-1.82%	2.45%	3.68%	0.68%	8.85%	0.16%	52.91%
2023	15.87%	6.09%	11.69%	-0.32%	15.26%	8.85%	1.87%	0.27%	-6.01%	0.48%	14.81%	2.41%	94.73%
2022	-9.27%	-1.60%	4.10%	-15.98%	-2.36%	-8.37%	11.95%	-6.65%	-11.63%	5.61%	9.03%	-9.92%	-33.08%
2021	0.29%	1.14%	-1.92%	7.10%	-0.84%	10.95%	3.89%	7.00%	-3.14%	15.99%	5.25%	-1.64%	51.58%

Benchmark Metrics

Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) has an annualized alpha of 19.12%, beta of 1.31, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since July 23, 2012.

This portfolio captured 186.71% of S&P 500 Index gains but only 80.92% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 19.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 19.12%

Beta: 1.31

R²: 0.70

Upside Capture: 186.71%

Downside Capture: 80.92%

Expense Ratio

Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) 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

Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) ranks 6 for risk / return — in the bottom 6% 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	0.66	2.20	-1.55
Sortino ratio Return per unit of downside risk	1.02	3.07	-2.05
Omega ratio Gain probability vs. loss probability	1.13	1.41	-0.28
Calmar ratio Return relative to maximum drawdown	0.55	3.55	-2.99
Martin ratio Return relative to average drawdown	1.36	16.01	-14.65
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
AMD Advanced Micro Devices, Inc.	89	2.96	3.35	1.45	6.76	14.01
MA Mastercard Inc	32	0.03	0.19	1.02	0.18	0.42
MSFT Microsoft Corporation	33	0.09	0.29	1.04	0.11	0.28
NFLX Netflix, Inc.	42	0.44	0.84	1.11	0.35	0.73
NVDA NVIDIA Corporation	82	2.25	2.81	1.35	4.09	10.23
V Visa Inc.	23	-0.31	-0.28	0.96	-0.16	-0.35
PANW Palo Alto Networks, Inc.	27	-0.14	0.04	1.00	-0.11	-0.27
NOW ServiceNow, Inc	4	-1.10	-1.68	0.79	-0.73	-1.66
TSLA Tesla, Inc.	58	0.92	1.48	1.18	1.48	3.71

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.

Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) Sharpe ratios as of Apr 15, 2026 (values are recalculated daily):

1-Year: 0.66
5-Year: 0.78
10-Year: 1.30
All Time: 1.40

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 2.15 to 2.98, 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 Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) 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

Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) provided a 0.39% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.39%	0.31%	0.32%	0.33%	0.45%	0.30%	0.40%	0.51%	0.72%	0.75%	0.96%	1.07%
Portfolio components:
AMD Advanced Micro Devices, 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%
MA Mastercard Inc	0.64%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
MSFT Microsoft Corporation	0.89%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NFLX Netflix, 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%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
V Visa Inc.	0.81%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
PANW Palo Alto Networks, 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%
NOW ServiceNow, 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%
TSLA Tesla, 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%

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 Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10). 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 Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) was 41.40%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10) drawdown is 21.88%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.4%	Nov 22, 2021	226	Oct 14, 2022	154	May 26, 2023	380
-34%	Feb 20, 2020	18	Mar 16, 2020	46	May 20, 2020	64
-27.88%	Oct 29, 2025	103	Mar 27, 2026	—	—	—
-27.09%	Oct 2, 2018	58	Dec 24, 2018	59	Mar 21, 2019	117
-25.24%	Jan 24, 2025	52	Apr 8, 2025	27	May 16, 2025	79

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 9 assets, with an effective number of assets of 5.44, 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.

	Benchmark	TSLA	NFLX	PANW	AMD	V	MA	NOW	NVDA	MSFT	Portfolio
Benchmark	1.00	0.46	0.47	0.48	0.51	0.67	0.68	0.55	0.61	0.71	0.78
TSLA	0.46	1.00	0.36	0.34	0.35	0.27	0.29	0.34	0.39	0.36	0.58
NFLX	0.47	0.36	1.00	0.34	0.35	0.35	0.37	0.44	0.42	0.43	0.57
PANW	0.48	0.34	0.34	1.00	0.32	0.36	0.37	0.54	0.41	0.42	0.63
AMD	0.51	0.35	0.35	0.32	1.00	0.34	0.34	0.38	0.60	0.44	0.61
V	0.67	0.27	0.35	0.36	0.34	1.00	0.83	0.46	0.38	0.52	0.58
MA	0.68	0.29	0.37	0.37	0.34	0.83	1.00	0.47	0.40	0.53	0.61
NOW	0.55	0.34	0.44	0.54	0.38	0.46	0.47	1.00	0.48	0.54	0.73
NVDA	0.61	0.39	0.42	0.41	0.60	0.38	0.40	0.48	1.00	0.55	0.79
MSFT	0.71	0.36	0.43	0.42	0.44	0.52	0.53	0.54	0.55	1.00	0.80
Portfolio	0.78	0.58	0.57	0.63	0.61	0.58	0.61	0.73	0.79	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jul 23, 2012

Growth HIGH-RISK Portfolio (Sharp Ratio Based TOP 10)

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