WILLIAM STOCKPICKING PORT

Asset Allocation

Position	Category/Sector	Target Weight
AMZN Amazon.com, Inc	Consumer Cyclical	9.10%
ASML ASML Holding N.V.	Technology	9.10%
BRK-B Berkshire Hathaway Inc.	Financial Services	9.10%
GOOGL Alphabet Inc Class A	Communication Services	9.10%
MA Mastercard Inc	Financial Services	9.10%
MCO Moody's Corporation	Financial Services	9%
MSCI MSCI Inc.	Financial Services	9.10%
MSFT Microsoft Corporation	Technology	9.10%
SPGI S&P Global Inc.	Financial Services	9.10%
UNH UnitedHealth Group Incorporated	Healthcare	9.10%
V Visa Inc.	Financial Services	9.10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WILLIAM STOCKPICKING PORT, 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 Mar 19, 2008, corresponding to the inception date of V

Returns By Period

As of Apr 7, 2026, the WILLIAM STOCKPICKING PORT returned -8.23% Year-To-Date and 21.31% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio WILLIAM STOCKPICKING PORT	0.66%	-3.03%	-8.23%	-5.47%	16.21%	15.69%	10.82%	21.31%
Portfolio components:
BRK-B Berkshire Hathaway Inc.	-0.20%	-4.53%	-5.23%	-4.73%	-3.48%	15.09%	12.56%	12.94%
MSFT Microsoft Corporation	-0.16%	-8.82%	-22.72%	-29.16%	4.42%	9.39%	9.23%	22.78%
GOOGL Alphabet Inc Class A	1.43%	0.56%	-4.09%	19.95%	106.75%	40.77%	21.99%	23.06%
SPGI S&P Global Inc.	0.68%	-4.03%	-16.74%	-8.86%	-3.09%	9.28%	4.61%	17.23%
UNH UnitedHealth Group Incorporated	1.48%	-1.02%	-14.11%	-20.44%	-44.90%	-16.51%	-3.46%	10.18%
V Visa Inc.	0.84%	-4.42%	-13.33%	-12.80%	-2.40%	11.15%	7.49%	15.35%
AMZN Amazon.com, Inc	1.44%	-0.20%	-7.81%	-3.67%	24.44%	27.75%	5.35%	21.75%
MA Mastercard Inc	1.63%	-3.99%	-12.02%	-13.11%	2.99%	12.12%	6.82%	18.94%
ASML ASML Holding N.V.	-1.00%	0.87%	22.05%	25.38%	117.76%	26.96%	16.98%	30.53%
MSCI MSCI Inc.	0.35%	-3.96%	-4.33%	-2.52%	9.19%	2.04%	5.68%	23.58%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 20, 2008, WILLIAM STOCKPICKING PORT's average daily return is +0.09%, while the average monthly return is +1.73%. At this rate, your investment would double in approximately 3.4 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2009 with a return of +17.0%, while the worst month was Oct 2008 at -14.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, WILLIAM STOCKPICKING PORT closed higher 56% of trading days. The best single day was Oct 13, 2008 with a return of +14.7%, while the worst single day was Mar 16, 2020 at -12.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.97%	-4.76%	-5.89%	1.40%									-8.23%
2025	5.03%	-2.31%	-3.82%	-2.23%	4.17%	2.86%	-0.96%	3.97%	2.53%	2.90%	0.80%	1.14%	14.50%
2024	4.21%	2.48%	1.92%	-5.02%	4.33%	3.20%	3.08%	2.78%	-0.31%	-3.04%	6.75%	-1.58%	19.77%
2023	10.31%	-5.41%	6.50%	1.62%	3.49%	4.40%	3.33%	-0.40%	-4.59%	-0.49%	10.89%	3.66%	37.02%
2022	-5.93%	-2.86%	4.19%	-9.88%	-1.42%	-7.93%	12.91%	-7.36%	-10.27%	7.39%	8.61%	-6.60%	-20.37%
2021	-3.32%	4.80%	4.39%	9.68%	-0.60%	4.48%	5.21%	2.31%	-5.43%	8.14%	-3.23%	4.07%	33.56%

Benchmark Metrics

WILLIAM STOCKPICKING PORT has an annualized alpha of 10.46%, beta of 1.07, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 20, 2008.

This portfolio captured 138.40% of S&P 500 Index gains but only 89.39% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.46% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.07 and R² of 0.86, 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: 10.46%

Beta: 1.07

R²: 0.86

Upside Capture: 138.40%

Downside Capture: 89.39%

Expense Ratio

WILLIAM STOCKPICKING PORT 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

WILLIAM STOCKPICKING PORT ranks 12 for risk / return — in the bottom 12% 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	0.90	1.84	-0.94
Sortino ratio Return per unit of downside risk	1.46	2.97	-1.51
Omega ratio Gain probability vs. loss probability	1.19	1.40	-0.22
Calmar ratio Return relative to maximum drawdown	0.35	1.82	-1.48
Martin ratio Return relative to average drawdown	1.19	7.76	-6.57
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
BRK-B Berkshire Hathaway Inc.	21	-0.21	-0.17	0.98	-0.76	-1.30
MSFT Microsoft Corporation	40	0.17	0.43	1.06	-0.05	-0.13
GOOGL Alphabet Inc Class A	95	3.57	4.58	1.57	4.50	17.12
SPGI S&P Global Inc.	26	-0.11	0.04	1.01	-0.49	-1.22
UNH UnitedHealth Group Incorporated	11	-0.88	-1.07	0.82	-0.74	-0.98
V Visa Inc.	25	-0.11	0.00	1.00	-0.58	-1.25
AMZN Amazon.com, Inc	57	0.73	1.30	1.16	0.39	0.95
MA Mastercard Inc	33	0.13	0.35	1.04	-0.41	-1.01
ASML ASML Holding N.V.	94	2.88	3.45	1.44	5.44	15.09
MSCI MSCI Inc.	41	0.32	0.64	1.09	-0.21	-0.60

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.

WILLIAM STOCKPICKING PORT Sharpe ratios as of Apr 7, 2026 (values are recalculated daily):

1-Year: 0.90
5-Year: 0.56
10-Year: 1.01
All Time: 0.92

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 1.49 to 2.49, 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 WILLIAM STOCKPICKING PORT 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

WILLIAM STOCKPICKING PORT provided a 0.88% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.88%	0.78%	0.67%	0.62%	0.73%	0.48%	0.55%	0.70%	0.81%	0.73%	0.95%	0.89%
Portfolio components:
BRK-B Berkshire Hathaway 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%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPGI S&P Global Inc.	0.89%	0.73%	0.73%	0.82%	0.99%	0.65%	0.82%	0.84%	1.18%	0.97%	1.34%	1.34%
UNH UnitedHealth Group Incorporated	3.14%	2.64%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%
V Visa Inc.	0.83%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%
AMZN Amazon.com, 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	0.63%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%
ASML ASML Holding N.V.	0.72%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
MSCI MSCI Inc.	1.36%	1.25%	1.07%	0.98%	0.98%	0.59%	0.65%	0.98%	1.30%	1.04%	1.27%	1.11%

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 WILLIAM STOCKPICKING PORT. 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 WILLIAM STOCKPICKING PORT was 53.40%, occurring on Nov 20, 2008. Recovery took 266 trading sessions.

The current WILLIAM STOCKPICKING PORT drawdown is 11.73%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-53.4%	Jun 6, 2008	118	Nov 20, 2008	266	Dec 11, 2009	384
-31.79%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-29.31%	Nov 17, 2021	229	Oct 14, 2022	270	Nov 10, 2023	499
-21.63%	Apr 16, 2010	53	Jun 30, 2010	88	Nov 3, 2010	141
-21.15%	Aug 30, 2018	80	Dec 24, 2018	56	Mar 18, 2019	136

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 11 assets, with an effective number of assets of 11.00, 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	UNH	BRK-B	ASML	AMZN	MSCI	GOOGL	MSFT	V	SPGI	MA	MCO	Portfolio
Benchmark	1.00	0.47	0.66	0.66	0.62	0.62	0.67	0.70	0.64	0.65	0.66	0.68	0.88
UNH	0.47	1.00	0.39	0.28	0.27	0.31	0.32	0.31	0.34	0.37	0.34	0.37	0.51
BRK-B	0.66	0.39	1.00	0.39	0.35	0.44	0.41	0.40	0.50	0.50	0.51	0.53	0.62
ASML	0.66	0.28	0.39	1.00	0.46	0.45	0.48	0.52	0.44	0.44	0.44	0.46	0.68
AMZN	0.62	0.27	0.35	0.46	1.00	0.44	0.62	0.57	0.45	0.44	0.47	0.45	0.70
MSCI	0.62	0.31	0.44	0.45	0.44	1.00	0.46	0.49	0.48	0.57	0.50	0.59	0.71
GOOGL	0.67	0.32	0.41	0.48	0.62	0.46	1.00	0.59	0.50	0.46	0.50	0.47	0.72
MSFT	0.70	0.31	0.40	0.52	0.57	0.49	0.59	1.00	0.48	0.50	0.50	0.51	0.72
V	0.64	0.34	0.50	0.44	0.45	0.48	0.50	0.48	1.00	0.52	0.80	0.54	0.73
SPGI	0.65	0.37	0.50	0.44	0.44	0.57	0.46	0.50	0.52	1.00	0.53	0.76	0.75
MA	0.66	0.34	0.51	0.44	0.47	0.50	0.50	0.50	0.80	0.53	1.00	0.56	0.75
MCO	0.68	0.37	0.53	0.46	0.45	0.59	0.47	0.51	0.54	0.76	0.56	1.00	0.77
Portfolio	0.88	0.51	0.62	0.68	0.70	0.71	0.72	0.72	0.73	0.75	0.75	0.77	1.00

The correlation results are calculated based on daily price changes starting from Mar 20, 2008

WILLIAM STOCKPICKING PORT

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