Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ALGRX Alger Focus Equity Fund | Large Cap Growth Equities | 20% |
CSM Proshares Large Cap Core Plus | Long-Short | 10% |
INUTX Columbia Dividend Opportunity Fund | Large Cap Value Equities | 10% |
QLEIX AQR Long-Short Equity Fund | Long-Short | 25% |
QSPIX AQR Style Premia Alternative Fund | Multistrategy | 25% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dec 2 - Garrett's Thought Init, 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 Jan 2, 2014, corresponding to the inception date of QLEIX
Returns By Period
As of Apr 4, 2026, the Dec 2 - Garrett's Thought Init returned 1.42% Year-To-Date and 12.54% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio Dec 2 - Garrett's Thought Init | 0.20% | 1.39% | 1.42% | 5.05% | 35.50% | 24.22% | 17.56% | 12.54% |
| Portfolio components: | ||||||||
QLEIX AQR Long-Short Equity Fund | -0.10% | 0.63% | -1.80% | 6.17% | 27.94% | 26.70% | 22.86% | 11.71% |
QSPIX AQR Style Premia Alternative Fund | 0.62% | 5.45% | 11.79% | 16.04% | 20.85% | 19.90% | 19.30% | 7.26% |
ALGRX Alger Focus Equity Fund | 0.47% | -3.54% | -8.02% | -9.50% | 61.56% | 34.86% | 15.66% | 19.08% |
INUTX Columbia Dividend Opportunity Fund | 0.29% | -1.44% | 5.35% | 8.06% | 30.22% | 13.86% | 10.17% | 10.07% |
VXUS Vanguard Total International Stock ETF | -0.68% | -1.47% | 2.81% | 5.79% | 39.16% | 15.41% | 7.43% | 9.01% |
CSM Proshares Large Cap Core Plus | 0.15% | -3.26% | -4.57% | -0.83% | 33.75% | 17.97% | 11.72% | 13.05% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 3, 2014, Dec 2 - Garrett's Thought Init's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, your investment would double in approximately 6.0 years.
Historically, 68% of months were positive and 32% were negative. The best month was Oct 2022 with a return of +7.9%, while the worst month was Mar 2020 at -8.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Dec 2 - Garrett's Thought Init closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.1%, while the worst single day was Mar 16, 2020 at -7.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.28% | 0.97% | -2.06% | 1.25% | 1.42% | ||||||||
| 2025 | 3.51% | 1.53% | -1.82% | -0.25% | 6.55% | 4.05% | 1.55% | 2.37% | 4.29% | 1.72% | 0.23% | 1.59% | 28.13% |
| 2024 | 5.08% | 3.56% | 5.03% | -1.12% | 4.56% | 0.72% | -0.21% | 1.37% | 1.05% | 0.20% | 4.72% | -0.25% | 27.34% |
| 2023 | 5.07% | 0.85% | -0.86% | 1.61% | -1.44% | 6.50% | 2.53% | 0.56% | 0.87% | -1.73% | 5.83% | 1.28% | 22.74% |
| 2022 | 3.10% | -0.47% | -0.38% | -1.20% | 4.72% | -8.10% | 2.35% | -2.76% | -6.01% | 7.86% | 4.79% | -2.82% | -0.12% |
| 2021 | 1.84% | 3.25% | 7.11% | 2.74% | 1.93% | -0.48% | 1.17% | 0.98% | -2.21% | 0.96% | -0.40% | 6.32% | 25.36% |
Benchmark Metrics
Dec 2 - Garrett's Thought Init has an annualized alpha of 5.08%, beta of 0.56, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since January 03, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.41%) than losses (48.98%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 5.08% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.56 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 5.08%
- Beta
- 0.56
- R²
- 0.79
- Upside Capture
- 65.41%
- Downside Capture
- 48.98%
Expense Ratio
Dec 2 - Garrett's Thought Init has a high expense ratio of 1.03%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Dec 2 - Garrett's Thought Init ranks 87 for risk / return — in the top 87% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | 0.88 | +1.17 |
Sortino ratioReturn per unit of downside risk | 2.76 | 1.37 | +1.39 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.21 | +0.24 |
Calmar ratioReturn relative to maximum drawdown | 2.74 | 1.39 | +1.35 |
Martin ratioReturn relative to average drawdown | 14.25 | 6.43 | +7.82 |
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 | |
|---|---|---|---|---|---|---|
QLEIX AQR Long-Short Equity Fund | 94 | 2.35 | 3.06 | 1.48 | 3.22 | 12.63 |
QSPIX AQR Style Premia Alternative Fund | 66 | 1.52 | 2.08 | 1.28 | 1.92 | 5.84 |
ALGRX Alger Focus Equity Fund | 74 | 1.50 | 2.13 | 1.29 | 2.44 | 8.07 |
INUTX Columbia Dividend Opportunity Fund | 55 | 1.23 | 1.71 | 1.26 | 1.57 | 6.48 |
VXUS Vanguard Total International Stock ETF | 78 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
CSM Proshares Large Cap Core Plus | 53 | 0.98 | 1.51 | 1.23 | 1.52 | 6.85 |
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Dividends
Dividend yield
Dec 2 - Garrett's Thought Init provided a 3.90% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.90% | 3.87% | 4.69% | 12.00% | 10.45% | 7.66% | 2.40% | 2.52% | 4.59% | 5.52% | 2.01% | 3.73% |
| Portfolio components: | ||||||||||||
QLEIX AQR Long-Short Equity Fund | 1.78% | 1.75% | 7.12% | 20.88% | 14.15% | 0.00% | 1.57% | 0.00% | 6.03% | 9.11% | 3.01% | 4.98% |
QSPIX AQR Style Premia Alternative Fund | 2.30% | 2.57% | 6.95% | 23.77% | 22.68% | 12.78% | 0.00% | 1.62% | 0.96% | 7.08% | 1.74% | 5.83% |
ALGRX Alger Focus Equity Fund | 8.52% | 7.84% | 0.00% | 0.10% | 0.06% | 13.98% | 6.25% | 2.08% | 5.38% | 0.00% | 0.00% | 0.00% |
INUTX Columbia Dividend Opportunity Fund | 7.70% | 8.05% | 7.27% | 3.76% | 7.82% | 12.77% | 4.22% | 12.47% | 12.99% | 10.68% | 3.84% | 5.80% |
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
CSM Proshares Large Cap Core Plus | 1.15% | 1.04% | 1.06% | 1.17% | 1.37% | 0.78% | 1.21% | 1.41% | 1.54% | 1.28% | 1.49% | 1.67% |
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 Dec 2 - Garrett's Thought Init. 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 Dec 2 - Garrett's Thought Init was 26.02%, occurring on Mar 23, 2020. Recovery took 206 trading sessions.
The current Dec 2 - Garrett's Thought Init drawdown is 1.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.02% | Jan 29, 2018 | 541 | Mar 23, 2020 | 206 | Jan 14, 2021 | 747 |
| -14.58% | Jun 8, 2022 | 80 | Sep 30, 2022 | 92 | Feb 13, 2023 | 172 |
| -11.48% | Feb 19, 2025 | 35 | Apr 8, 2025 | 23 | May 12, 2025 | 58 |
| -7.63% | Aug 11, 2015 | 11 | Aug 25, 2015 | 41 | Oct 22, 2015 | 52 |
| -7.59% | Dec 7, 2015 | 46 | Feb 11, 2016 | 45 | Apr 18, 2016 | 91 |
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 6 assets, with an effective number of assets of 5.13, 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
| Benchmark | QSPIX | QLEIX | VXUS | INUTX | ALGRX | CSM | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.06 | 0.50 | 0.80 | 0.83 | 0.89 | 0.97 | 0.84 |
| QSPIX | -0.06 | 1.00 | 0.51 | -0.05 | 0.05 | -0.12 | -0.04 | 0.35 |
| QLEIX | 0.50 | 0.51 | 1.00 | 0.47 | 0.52 | 0.41 | 0.50 | 0.80 |
| VXUS | 0.80 | -0.05 | 0.47 | 1.00 | 0.76 | 0.71 | 0.78 | 0.75 |
| INUTX | 0.83 | 0.05 | 0.52 | 0.76 | 1.00 | 0.61 | 0.83 | 0.76 |
| ALGRX | 0.89 | -0.12 | 0.41 | 0.71 | 0.61 | 1.00 | 0.85 | 0.77 |
| CSM | 0.97 | -0.04 | 0.50 | 0.78 | 0.83 | 0.85 | 1.00 | 0.83 |
| Portfolio | 0.84 | 0.35 | 0.80 | 0.75 | 0.76 | 0.77 | 0.83 | 1.00 |